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

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XEUR2.0001.30Aaa-AAA--Floating3mEu-453mEu+45-100.00000
AEUR248.0005.80Aaa-AAA38.00%-Floating3mEu-943mEu+94-100.00000
B-1EUR27.5007.70Aa2-AA28.00%-Floating3mEu-1703mEu+170-100.00000
B-2EUR12.5007.70Aa2-AA28.00%-Fixed---2.00%2.000%100.00000
CEUR24.0008.40A2-A22.00%-Floating3mEu-2203mEu+220-100.00000
DEUR28.0009.00Baa3-BBB-15.00%-Floating3mEu-3203mEu+320-100.00000
EEUR20.0009.70Ba3-BB-10.00%-Floating3mEu-6303mEu+575-96.00000
FEUR12.80010.10B3-B-6.80%-Floating3mEu-9103mEu+790-92.00000
SubEUR40.500-NR-NR--------Retained
Tranche Comments
X: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144A/Reg S; A: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144A/Reg S; B-1: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144A/Reg S; B-2: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144A/Reg S; C: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144A/Reg S; D: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144A/Reg S; E: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144A/Reg S; F: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144A/Reg S; Sub: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.5
Originator(s)
NIBC Bank NV
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Jan 20, 2026
Reset
Yes