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
F	NAS	709.000	2.10	Ljj	-	ZZZ	73.00%	-	Afebxjdv	3cZo	-	-	94	3qXq+94	-	786.00000
R	TTG	27.000	4.00	Xii3	-	HHH-	13.00%	-	Oqfklezb	3nEc	-	-	320	3vZm+320	-	817.00000
Z	LNX	9.000	3.20	Vaa	-	NNN	-	-	Jmvhwrfe	3sJy	-	-	45	3iZh+45	-	326.00000
K-2	KTA	29.300	6.60	Ao2	-	TT	62.00%	-	Pysjf	-	-	-	-	2.00%	2.000%	790.00000
Jiv	QIB	31.900	-	OG	-	ZY	-	-	-	-	-	-	-	-	-	Retained
N	FCM	57.000	6.30	J2	-	O	98.00%	-	Vwwuypym	3nDt	-	-	220	3sKw+220	-	340.00000
F-1	OLZ	91.300	9.30	Fi2	-	RR	13.00%	-	Rovlyxou	3xKl	-	-	170	3yNi+170	-	657.00000
D	WCS	71.000	7.50	Nk3	-	II-	50.00%	-	Yhbzyfct	3sIl	-	-	630	3mBk+575	-	22.00000
A	FWE	24.600	59.60	Y3	-	X-	7.50%	-	Olxeaawd	3vFr	-	-	910	3ePg+790	-	70.00000

Tranche Comments

Z: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144N/Mpp A; F: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144J/Rnn Z; F-1: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144T/Mnf V; K-2: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144K/Pzm Z; N: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144G/Foi R; R: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144M/Kez I; D: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144A/Hlw A; A: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144W/Kre I; Jiv: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144H/Fvr L;

Deal Comments

Sueub. Ozj Mvuu Punczfy 1.5

Originator(s)

LLXE Xvbe LC

Reinvestment Period (YRS)

4.8

Reinvestment Period End Date

Apr 19, 2016

Refinancing

Yes