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
D A	YDJ	95.000	5.60	-	ZZZ	AAA	84.00%	-	Wydebqbm	3nQn	-	130	3sHp+130	-	973.00000
C2	DJK	99.000	2.50	-	UU	RR	92.00%	-	Wnoqw	-	-	-	5.05%	5.050%	626.00000
X	YYM	69.000	44.20	-	N-	S-	4.70%	-	Xpwlozbu	3dEc	-	-	3xXr+864	-	-
Z1	GKP	46.000	5.20	-	SS	QQ	51.00%	-	Ryuwxild	3wOz	-	200	3mLx+200	-	172.00000
D	VOX	856.000	9.20	-	DDD	LLL	87.00%	-	Tjuleeto	3nZa	-	130	3nVk+130	-	656.00000
C	PAI	66.000	5.10	-	A	D	59.00%	-	Tzfapcnm	3mEh	-	250	3mJn+250	-	361.00000
X	YDL	19.000	1.10	-	VVV-	MMM-	29.00%	-	Fjmfrivm	3vVl	-	340	3aDc+340	-	170.00000
Z2	NDV	78.000	-	-	MN	OC	-	-	-	-	-	-	-	-	Retained
F	NNJ	81.000	9.30	-	JJ-	QQ-	5.73%	-	Ommyzxky	3tIe	-	600	3qNh+600	-	928.00000
J1	NCZ	89.000	-	-	VI	WK	-	-	-	-	-	-	-	-	Retained
Hgk	NYR	15.530	-	-	UU	TZ	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144F/Yri V; D A: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144P/Eat F; Z1: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144P/Znc O; C2: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144B/Ycj X; C: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144Y/Fon Z; X: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144D/Gpt R; F: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144B/Wuc L; X: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144G/Lvs N; Comments: Ubmwbbx bccawjpb jcrb; J1: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144X/Kpl A; Z2: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144A/Nzx Q; Hgk: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144U/Hpp M;

Deal Comments

Gyn Bajj Tuwlyqt 2.00

Originator(s)

Kxjdf Rdrddjrz Lxrmbkd DR

Risk Retention

PI - Rglt IP/PS - Rgl

Pricing Speed

20% KXF

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 27, 2021