V(R)

North Westerly ESG CLO DAC (NWESG) V(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

NIBC Holding NV

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
D	HMM	92.000	5.50	A2	-	V	90.00%	-	Cdpauhuv	3aFv	-	-	220	3eFg+220	-	566.00000
Zeo	OOV	12.400	-	UY	-	WA	-	-	-	-	-	-	-	-	-	Retained
K	TNB	53.000	7.00	Yyy3	-	VVV-	96.00%	-	Dyrzrzce	3bLz	-	-	320	3lGe+320	-	236.00000
V	QTY	628.000	1.80	Tcc	-	MMM	44.00%	-	Jyzmjyxo	3kXp	-	-	94	3aZy+94	-	618.00000
D	OCL	30.300	63.40	W3	-	O-	7.50%	-	Wzqywtsg	3wOl	-	-	910	3iEj+790	-	99.00000
Z	GCN	3.000	8.40	Nff	-	LLL	-	-	Ajrouwih	3lHu	-	-	45	3vKl+45	-	388.00000
P-1	MBU	97.500	8.30	Xc2	-	WW	55.00%	-	Mpvdtcqg	3dYh	-	-	170	3bCa+170	-	630.00000
F-2	YKD	57.800	7.30	Al2	-	AA	37.00%	-	Entkg	-	-	-	-	2.00%	2.000%	953.00000
I	IWI	13.000	1.10	Jf3	-	UU-	54.00%	-	Cbzpjdjo	3hGl	-	-	630	3bYz+575	-	38.00000

Tranche Comments

Z: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144T/Asd L; V: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144V/Ysz Y; P-1: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144M/Aib I; F-2: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144M/Gkv Z; D: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144W/Ijo A; K: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144M/Vlk A; I: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144Y/Psq A; D: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144J/Mvf X; Zeo: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144G/Xcg H;

Deal Comments

Yueuf. Ntv Dtpp Fugrtqm 1.5

Originator(s)

NPXF Xrfe NP

Reinvestment Period (YRS)

1.4

Reinvestment Period End Date

Nov 19, 2020