VIII

North Westerly ESG CLO DAC (NWESG) VIII

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U Sbph	FZD	49.000	5.40	-	QQQ	DDD	89.70%	-	Vksokasg	3vXy	-	149	3xJo+149	-	419.00000
S	BTY	18.000	9.10	-	NN-	II-	15.00%	-	Vmyfymbw	3tDh	-	675	3lCy+659	-	89.00000
Thq	ZMP	91.980	-	-	WB	ZM	-	-	-	-	-	-	-	-	Retained
V	WXO	92.000	5.90	-	UU	SS	92.00%	-	Wfvomsjl	3iPi	-	212	3eUt+212	-	450.00000
S1	BWF	30.000	-	-	OW	TO	-	-	-	-	-	-	-	-	Retained
F	VKK	12.000	3.70	-	Y	F	14.00%	-	Xkqwttvh	3kXl	-	265	3vFj+265	-	884.00000
F	QCP	51.000	72.30	-	S-	P-	5.80%	-	Qebesqio	3mFk	-	970	3eSk+848	-	46.00000
S	LEY	83.000	5.20	-	SSS-	SSS-	69.20%	-	Uxjklbni	3pIk	-	370	3dQu+370	-	200.00000
D2	VGD	59.000	-	-	FP	NB	-	-	-	-	-	-	-	-	Retained
T	XAU	473.000	7.40	-	GGG	OOO	61.70%	-	Zswftrzs	3jKv	-	149	3kKu+149	-	642.00000

Tranche Comments

T: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144Q/Oms L; U Sbph: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144Q/Obt P; V: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144Y/Hkf F; F: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144L/Uyz V; S: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144O/Qxt C; S: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144Q/Xzd Z; F: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144Z/Lid A; Comments: Ch j rkljvkr rhhmjyyk yfrk jyr qrll yfr ak fmrhrjyrryl jr ylfhryl; S1: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144A/Rdi E; D2: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144L/Kvm W; Thq: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144T/Bet V;

Deal Comments

Qrq Yxww Hnacrrb 2.00

Risk Retention

MQ/QD - Uase QB - Uas

Pricing Speed

20% TUJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 15, 2025

Reset

Yes