North Westerly ESG CLO DAC (NWESG) VI

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR250.0005.90-AAAAAA37.50%-Floating3mEu92a973mEu+97--
B1EUR25.0007.40-AAAA27.50%-Floating3mEu160-1651753mEu+175--
B2EUR15.0007.40-AAAA27.50%-Fixed-2.2%-2.20%--
CEUR28.0008.10-AA20.50%-Floating3mEu2402853mEu+285--
DEUR20.0008.60-BBBBBB15.50%-Floating3mEu390-4004103mEu+410--
EEUR24.0009.20-BB-BB-9.50%-Floating3mEuLow to Mid 700s7223mEu+722--
FEUR10.0009.70-B-B-7.00%-Floating3mEuLow to Mid 1000s9653mEu+965--
SubEUR38.000--NRNR--------Retained
Tranche Comments
A: Registration: 144A/Reg S; B1: Registration: 144A/Reg S; B2: Registration: 144A/Reg S; C: Registration: 144A/Reg S; D: Registration: 144A/Reg S; E: Registration: 144A/Reg S; F: Registration: 144A/Reg S; Sub: Registration: 144A/Reg S;
Deal Comments
Non Call Period: 3.00
Originator(s)
NIBC Bank NV
Reinvestment Period (YRS)
5