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
J-2	KTQ	31.000	1.60	-	YYY	-	-	-	58.00%	-	Hffdutsc	YUFF	-	130p	140	KKGS+140	-	-
K-1	NKS	88.000	3.30	-	YYY-	-	-	-	57.00%	-	Ofxkbsjh	HKUR	-	240-250	255	COEG+255	-	-
X-1	BWR	311.000	4.70	-	GGG	-	-	-	74.00%	-	Vkwosynk	ZIVD	-	106	106	BKFP+106	-	-
C	TUB	71.000	6.30	-	OO	-	-	-	75.00%	-	Cwzqpxvz	EJLX	-	140-145	155	SCZO+155	-	-
K	VAO	26.000	1.60	-	R	-	-	-	63.00%	-	Ssdsmjwg	WGFA	-	165-170	170	SPUR+170	-	-
P-1 N	LUX	73.000	5.40	-	JJJ	-	-	-	67.00%	-	Urypxtdr	MVXS	-	-	106	GUHU+106	-	-
P-2	OEQ	8.000	9.70	-	AAA-	-	-	-	28.00%	-	Bbovyvam	LMDO	-	350-360	360	LUIC+360	-	-
S	VTQ	43.000	6.90	-	GG-	-	-	-	7.00%	-	Ilpwxvzo	UXEA	-	440-450	475	INNR+475	-	-
Lnmnta	RQR	94.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

X-1: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144Q/Rsq Q; P-1 N: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144Z/Vhb V; J-2: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144B/Rlc Y; C: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144X/Vnl U; K: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144X/Owb O; K-1: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144H/Att X; P-2: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144A/Dlg Q; S: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144T/Yam L; Lnmnta: First Pay: 2025-10-20; Redemption: 2026-04-20; Registration: 144O/Hdi F;

Deal Comments

Wox-Otuu Cpuaoym 1.00

Pricing Speed

20% AFA

Reinvestment Period (YRS)

Reinvestment Period End Date

May 9, 2021