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
E	IYF	936.000	3.40	Mhh	-	XXX	72.00%	-	Abmrlqli	3gWs	-	-	94	3tDq+94	-	146.00000
R-2	CMA	82.700	5.50	Jh2	-	XX	69.00%	-	Spuhx	-	-	-	-	2.00%	2.000%	990.00000
L	SBF	19.000	9.20	O2	-	N	77.00%	-	Urzpussp	3oWv	-	-	220	3lVk+220	-	605.00000
L	LWN	50.000	2.20	Sq3	-	WW-	94.00%	-	Scfvdkoc	3gCk	-	-	630	3gJu+575	-	93.00000
Iho	ZDP	78.200	-	DD	-	JU	-	-	-	-	-	-	-	-	-	Retained
P	DHK	77.300	55.20	O3	-	M-	3.10%	-	Xwrmtcrt	3dHs	-	-	910	3zRu+790	-	92.00000
X	VWO	9.000	4.90	Pll	-	VVV	-	-	Pjdckrzr	3eUe	-	-	45	3vRw+45	-	878.00000
V	ZLB	83.000	3.00	Jzz3	-	UUU-	19.00%	-	Llwbzdeu	3jAd	-	-	320	3sRb+320	-	766.00000
F-1	IST	40.100	4.50	Fw2	-	OO	61.00%	-	Ieuwaift	3nHz	-	-	170	3eLh+170	-	870.00000

Tranche Comments

X: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144U/Pwk V; E: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144Z/Zpr S; F-1: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144I/Pcq G; R-2: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144U/Qaq T; L: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144Y/Cnw J; V: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144B/Pjk U; L: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144I/Cmc Q; P: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144N/Ehz V; Iho: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144F/Mmc K;

Deal Comments

Bubus. Kuk Mgll Fukeuet 1.5

Originator(s)

RFEQ Ednk RP

Reinvestment Period (YRS)

5.5

Reinvestment Period End Date

Oct 13, 2011

Refinancing

Yes