North Westerly ESG CLO DAC (NWESG) V

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR248.0005.50Aaa-AAA38.00%-Floating3mEu-913mEu+91--
B-1EUR21.0007.10Aa2-AA29.00%-Floating3mEu-1553mEu+155--
B-2EUR15.0007.10Aa2-AA29.00%-Fixed---2.15%--
CEUR29.5007.70A2-A21.60%-Floating3mEu-2003mEu+200--
DEUR20.5008.40Baa2-BBB16.50%-Floating3mEu-3303mEu+330--
EEUR26.0009.10Ba2-BB10.00%-Floating3mEu-5003mEu+500--
FEUR11.6009.70B2-B-7.10%-Floating3mEu-7003mEu+700--
SubEUR40.500-NR-NR--------Retained
Tranche Comments
A: First Pay: 2019-01-20; Registration: 144A/Reg S; B-1: First Pay: 2019-01-20; Registration: 144A/Reg S; B-2: First Pay: 2019-01-20; Registration: 144A/Reg S; C: First Pay: 2019-01-20; Registration: 144A/Reg S; D: First Pay: 2019-01-20; Registration: 144A/Reg S; E: First Pay: 2019-01-20; Registration: 144A/Reg S; F: First Pay: 2019-01-20; Registration: 144A/Reg S; Sub: First Pay: 2019-01-20; Registration: 144A/Reg S;
Originator(s)
NIBC Bank NV