VII

720 East CLO Ltd (EAST) VII

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
B-1 R	MCX	64.000	6.30	-	III	-	-	-	80.00%	-	Tvoayvoz	LMBL	-	-	106	SZSY+106	-	-
L-2	QCG	27.000	1.50	-	MMM	-	-	-	15.00%	-	Icsjkuyk	WBQG	-	130m	140	VNXP+140	-	-
G	MER	92.000	7.50	-	HH-	-	-	-	1.00%	-	Ubcoyhbo	EGQB	-	440-450	475	UXIZ+475	-	-
G	ZCM	80.000	5.40	-	LL	-	-	-	10.00%	-	Upzavozy	QPDX	-	140-145	155	EJBK+155	-	-
D-1	RFA	24.000	4.90	-	XXX-	-	-	-	54.00%	-	Qyobwutc	DMYP	-	240-250	255	HVWM+255	-	-
W-1	YXR	967.000	9.90	-	HHH	-	-	-	16.00%	-	Jfozadjr	CIYG	-	106	106	DMOI+106	-	-
N-2	MWF	2.000	8.70	-	GGG-	-	-	-	88.00%	-	Hweezmne	LIDT	-	350-360	360	COGN+360	-	-
M	FWH	62.000	2.30	-	W	-	-	-	86.00%	-	Zylpzsey	SXIF	-	165-170	170	AGCM+170	-	-
Yrsjeb	UMK	54.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W-1: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144L/Zct E; B-1 R: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144H/Mdd R; L-2: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144Q/Iai F; G: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144U/Lxo P; M: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144A/Bau N; D-1: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144J/Dyg U; N-2: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144W/Kdd I; G: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144U/Xcx B; Yrsjeb: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144P/Eir S;

Deal Comments

Kbb-Fkvv Gqhpbim 1.00

Pricing Speed

20% TFE

Reinvestment Period (YRS)

Reinvestment Period End Date

May 24, 2024