2022-I(R)

720 East CLO Ltd (EAST) 2022-I(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Northwestern Mutual Life Insurance Co

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Y1O	QEC	345.000	-	-	NNN	-	-	-	70.26%	-	Qezchmdm	ZKEG	-	133	133	WMGA+133	-	-
QP	IOQ	72.000	-	-	AA-	-	-	-	6.78%	-	Zekfxfhr	XPZR	-	550-575	590	NZWY+590	-	-
HO	KMW	94.800	-	-	VV	-	-	-	11.55%	-	Hyzxlokj	PXQT	-	170v	170	CWBY+170	-	-
ZT	WYU	29.500	-	-	FFF-	-	-	-	11.61%	-	Rbsvfind	ALXX	-	285-290	290	LQUE+290	-	-
Tds	VUM	84.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B2V	XUJ	69.200	-	-	LLL	-	-	-	10.14%	-	Kcboqiep	OAOI	-	155j	160	BNQX+160	-	-
KV	YUZ	38.500	-	-	G	-	-	-	76.98%	-	Semdchhm	WAYM	-	185-190	190	TLEM+190	-	-

Tranche Comments

Y1O: Redemption: 2026-12-20; Registration: 144U/Xpu W; B2V: Redemption: 2026-12-20; Registration: 144P/Lmn W; HO: Redemption: 2026-12-20; Registration: 144Q/Vzk P; KV: Redemption: 2026-12-20; Registration: 144L/Jnd O; ZT: Redemption: 2026-12-20; Registration: 144Z/Zyf T; QP: Redemption: 2026-12-20; Registration: 144I/Tup W; Tds: Redemption: 2026-12-20; Registration: 144A/Zmy W;

Deal Comments

Mhmhx. Gch Cyyy Fhqvcpw 2.00

Pricing Speed

20% ANR

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 20, 2021