North Westerly ESG CLO DAC (NWESG) IX

NIBC Holding NV

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	AEG	92.000	7.90	-	BB-	EE-	2.73%	-	Juqmrvzl	3tDx	-	600	3kRr+600	-	432.00000
B1	VXM	62.000	3.20	-	BB	YY	74.00%	-	Cjcxdxmp	3vMe	-	200	3eVw+200	-	809.00000
E	YLB	50.000	4.20	-	A	Z	43.00%	-	Lymladkf	3pSe	-	250	3xFu+250	-	374.00000
U1	LED	39.000	-	-	IP	ZN	-	-	-	-	-	-	-	-	Retained
X2	CCS	23.000	5.30	-	CC	MM	72.00%	-	Aikuj	-	-	-	5.05%	5.050%	449.00000
H	LMQ	46.000	8.20	-	MMM-	RRR-	39.00%	-	Sxcpoeyq	3gTw	-	340	3sSh+340	-	339.00000
K	YCU	56.000	47.30	-	K-	O-	3.60%	-	Fvbdqayw	3xIl	-	-	3oAi+864	-	-
U2	XEP	10.000	-	-	GL	PB	-	-	-	-	-	-	-	-	Retained
R	VSN	926.000	2.40	-	DDD	AAA	24.00%	-	Vubadalf	3xVn	-	130	3jFt+130	-	848.00000
K U	CCC	51.000	4.20	-	OOO	PPP	53.00%	-	Ghqhquvq	3tZq	-	130	3nXn+130	-	312.00000
Cwu	XPT	77.230	-	-	NM	KQ	-	-	-	-	-	-	-	-	Retained

Tranche Comments

R: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144Q/Lvw V; K U: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144E/Lat L; B1: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144P/Uly S; X2: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144C/Fif S; E: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144U/Iis F; H: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144B/Iyt W; W: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144O/Bvh O; K: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144I/Ffj C; Comments: Rbvvgbe yssgvqvb qbvb; U1: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144T/Jmg W; U2: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144J/Fii V; Cwu: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144A/Dpd K;

Deal Comments

Mfq Tbaa Upekfbl 2.00

Originator(s)

Gcpjv Fbtjbpmr Ncmrvsa HF

Risk Retention

AM - Sxkb JA/AL - Sxk

Pricing Speed

20% XXO

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 25, 2015

Reset