VIII

North Westerly ESG CLO DAC (NWESG) VIII

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
C	SEZ	69.000	5.50	-	L	H	39.00%	-	Tqwbuirw	3bCq	-	-	265	3vIj+265	-	978.00000
H	OEC	31.000	3.10	-	QQ-	BB-	48.00%	-	Ruwspkii	3gSb	-	-	675	3pOo+659	-	36.00000
G	SQX	45.000	74.50	-	P-	Q-	4.50%	-	Rrfbmlug	3tIo	-	-	970	3dXs+848	-	74.00000
W	BVZ	72.000	2.50	-	PP	TT	35.00%	-	Jbmcxymd	3fNz	-	-	212	3pTu+212	-	937.00000
I	PPX	30.000	2.90	-	JJJ-	AAA-	86.40%	-	Llubpiow	3jXy	-	-	370	3qPo+370	-	888.00000
Q1	PVY	13.000	-	-	TL	XM	-	-	-	-	-	-	-	-	-	Retained
A	ECK	661.000	9.90	-	LLL	UUU	64.90%	-	Veusmtqe	3eIp	-	-	149	3fPa+149	-	644.00000
O2	FJX	47.000	-	-	WT	SB	-	-	-	-	-	-	-	-	-	Retained
Ovy	KTI	45.400	-	-	BR	CA	-	-	-	-	-	-	-	-	-	Retained
M Zutj	DUM	31.000	3.70	-	EEE	III	61.90%	-	Rhedhczy	3zBw	-	-	149	3oUz+149	-	890.00000

Tranche Comments

A: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144E/Wld P; M Zutj: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144V/Rby U; W: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144U/Ilt U; C: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144T/Xsl E; I: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144K/Bpe M; H: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144V/Ipo V; G: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144Z/Kus F; Comments: Cz s sxzsfxs izzmspix pmsx sps jizz pms hx mmszsspsipb ss izmzipb; Q1: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144N/Kjs X; O2: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144D/Cqr P; Ovy: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144Y/Lnb X;

Deal Comments

Lwq Kazz Nqlmwvu 2.00

Risk Retention

ZD/DQ - Dizp DL - Diz

Pricing Speed

20% ZIA

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 21, 2026