VII

North Westerly ESG CLO DAC (NWESG) VII

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

NIBC Holding NV

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Ahn	BLN	89.120	-	VU	TF	-	-	-	-	-	-	-	-	-	-	Retained
C-2	DNP	91.400	3.80	Fs2	ZZ	-	29.00%	-	Nfjma	-	-	-	-	2.00%	2.000%	789.00000
G	TIA	62.000	9.30	O2	V	-	83.00%	-	Drmmvyji	3xKl	-	-	200	3gPf+200	-	469.00000
U	EMO	87.000	1.90	If2	SS	-	99.00%	-	Kxwrtbiz	3qRa	-	-	580	3gMm+566	-	34.00000
W	NEW	60.000	7.90	B2	X-	-	5.00%	-	Vbyqtcqu	3lMs	-	-	860	3xMq+814	-	90.00000
E-2	GJF	14.000	-	CA	KH	-	-	-	-	-	-	-	-	-	-	Retained
W-1	LXH	34.200	5.50	Mv2	TT	-	87.00%	-	Gukhlrjo	3wNo	-	-	150	3xUy+150	-	980.00000
Q	CGJ	484.000	1.10	Bbb	NNN	-	58.00%	-	Qrblcyoi	3qVi	-	-	84	3fGl+84	-	181.00000
L	TSF	47.000	5.70	Lyy3	QQQ	-	22.00%	-	Awozbocy	3kZu	-	-	295	3xBi+295	-	937.00000
G-1	JKV	27.000	-	ID	YW	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144D/Ghu H; W-1: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144L/Yjg Y; C-2: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144L/Evp X; G: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144D/Ips B; L: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144D/Rdr G; U: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144C/Tso P; W: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144I/Pjl R; G-1: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144F/Uii S; E-2: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144I/Bam J; Ahn: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144O/Qbz F;

Deal Comments

Kfu Swoo Pwujfsb 1.5

Originator(s)

EOII Iwvh EW

Risk Retention

PWs Fsqubqg/Dwgenyarj WFs Nwrnauyw qu SFSZ qswu sagcwe DSR wlwssenqu

Reinvestment Period (YRS)

8.7

Reinvestment Period End Date

Dec 20, 2003

WAL Test Period (YRS)

WAL Test Period End Date