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
B	NCS	649.000	1.60	-	RRR	SSS	80.20%	-	Tkuwvokf	3tFf	-	149	3cBo+149	-	977.00000
K	ZWD	64.000	2.40	-	ZZ	QQ	32.00%	-	Bczxzmdy	3yCv	-	212	3iXt+212	-	384.00000
W1	TYJ	80.000	-	-	KC	OU	-	-	-	-	-	-	-	-	Retained
Q	ZVO	48.000	5.20	-	T	M	86.00%	-	Kwlkpbva	3nEz	-	265	3kQs+265	-	167.00000
Q	SCC	96.000	3.60	-	AAA-	BBB-	58.30%	-	Alqelfmh	3wOu	-	370	3nYw+370	-	937.00000
X	DXE	37.000	5.80	-	MM-	XX-	84.00%	-	Cdjxlizb	3kQm	-	675	3yKj+659	-	91.00000
G	EUC	28.000	12.20	-	L-	O-	5.50%	-	Ieczjhrw	3dHr	-	970	3fJa+848	-	68.00000
Nmg	YMP	17.120	-	-	OP	TB	-	-	-	-	-	-	-	-	Retained
I Bczr	EYW	53.000	3.30	-	EEE	VVV	20.50%	-	Wvhwceko	3xUd	-	149	3oFt+149	-	332.00000
Z2	BWU	32.000	-	-	FS	LO	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144L/Uhx U; I Bczr: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144A/Ony G; K: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144L/Vya S; Q: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144G/Qdh T; Q: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144G/Thw A; X: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144U/Ixs B; G: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144Z/Gll W; Comments: As h jkjhpkj assjhvik vjsk hvj rajj vjs sk jjssshvjave hs ijjsave; W1: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144G/Ahq J; Z2: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144C/Ewu L; Nmg: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144I/Jmz L;

Deal Comments

Xwn Cjhh Xwoxwfg 2.00

Risk Retention

PH/HM - Gtyn HD - Gty

Pricing Speed

20% KML

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 24, 2013