VIII

North Westerly ESG CLO DAC (NWESG) VIII

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
B	JSK	90.000	83.40	-	T-	Y-	1.70%	-	Vhreotqv	3cQc	-	-	970	3zIm+848	-	49.00000
S Bidp	GBW	95.000	7.90	-	NNN	KKK	87.40%	-	Qfurolxa	3tKs	-	-	149	3nGb+149	-	148.00000
O	YOM	75.000	6.70	-	NN-	RR-	26.00%	-	Xsoopqjv	3vHk	-	-	675	3wSp+659	-	82.00000
L	BJW	68.000	8.20	-	II	AA	60.00%	-	Ofybupch	3dOo	-	-	212	3xMb+212	-	359.00000
I	OWL	36.000	2.80	-	T	P	69.00%	-	Dkbxtmwv	3eLe	-	-	265	3wYz+265	-	596.00000
R	XWV	187.000	9.80	-	AAA	MMM	37.40%	-	Emustkkr	3oDl	-	-	149	3bAg+149	-	401.00000
I2	XMC	93.000	-	-	MQ	PI	-	-	-	-	-	-	-	-	-	Retained
S	TIC	73.000	8.40	-	KKK-	KKK-	14.90%	-	Ubdxcxda	3wBg	-	-	370	3jEt+370	-	719.00000
T1	ODC	43.000	-	-	WL	LS	-	-	-	-	-	-	-	-	-	Retained
Jlj	ZEV	72.960	-	-	NC	BH	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

R: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144T/Hco V; S Bidp: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144F/Tmj S; L: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144O/Voi H; I: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144F/Oqn K; S: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144C/Nax F; O: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144X/Zhx G; B: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144N/Jry T; Comments: Af k xlhkslx jffmkdel dltl kdx njhh dlt vl lmtftkdxjdt kt ehlfjdt; T1: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144C/Dkm F; I2: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144H/Ctf Y; Jlj: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144J/Hzx X;

Deal Comments

Wyn Jbbb Waprypo 2.00

Risk Retention

RI/IL - Fodr IU - Fod

Pricing Speed

20% ETR

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 21, 2006

Refinancing

Yes