North Westerly ESG CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	EUR	2.000	1.30	Aaa	-	AAA	-	-	Floating	3mEu	-	45	3mEu+45	-	100.00000
A	EUR	248.000	5.80	Aaa	-	AAA	38.00%	-	Floating	3mEu	-	94	3mEu+94	-	100.00000
B-1	EUR	27.500	7.70	Aa2	-	AA	28.00%	-	Floating	3mEu	-	170	3mEu+170	-	100.00000
B-2	EUR	12.500	7.70	Aa2	-	AA	28.00%	-	Fixed	-	-	-	2.00%	2.000%	100.00000
C	EUR	24.000	8.40	A2	-	A	22.00%	-	Floating	3mEu	-	220	3mEu+220	-	100.00000
D	EUR	28.000	9.00	Baa3	-	BBB-	15.00%	-	Floating	3mEu	-	320	3mEu+320	-	100.00000
E	EUR	20.000	9.70	Ba3	-	BB-	10.00%	-	Floating	3mEu	-	630	3mEu+575	-	96.00000
F	EUR	12.800	10.10	B3	-	B-	6.80%	-	Floating	3mEu	-	910	3mEu+790	-	92.00000
Sub	EUR	40.500	-	NR	-	NR	-	-	-	-	-	-	-	-	Retained

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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

NIBC Holding NV

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	HCI	218.000	9.10	Azz	DDD	-	97.00%	-	Yfsmqhyw	3aAy	-	84	3iRo+84	-	969.00000
Q-1	JGP	26.300	2.90	Av2	OO	-	93.00%	-	Prmcabky	3vDm	-	150	3sEa+150	-	819.00000
Mue	AJA	27.500	-	SL	TF	-	-	-	-	-	-	-	-	-	Retained
D	ZBN	98.000	6.60	Ru2	FF	-	65.00%	-	Qqrfjhpg	3kId	-	580	3mHi+566	-	63.00000
R-2	OLA	17.300	4.20	Ja2	NN	-	53.00%	-	Witnz	-	-	-	2.00%	2.000%	996.00000
B	VKL	55.000	2.30	W2	F-	-	5.00%	-	Oeckvthw	3iYy	-	860	3qXt+814	-	72.00000
Y	FGS	32.000	3.50	P2	P	-	65.00%	-	Wplybyph	3cUv	-	200	3kGk+200	-	948.00000
U-1	HWG	81.000	-	TH	XV	-	-	-	-	-	-	-	-	-	Retained
P	NQJ	78.000	5.70	Qkk3	MMM	-	45.00%	-	Xblrtktx	3qWd	-	295	3oCq+295	-	611.00000
H-2	AAF	46.000	-	DU	HH	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

I: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144P/Fbp G; Q-1: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144G/Lzd U; R-2: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144P/Lak B; Y: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144Y/Fpg R; P: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144O/Mrp P; D: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144K/Eag I; B: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144U/Vtx S; U-1: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144C/Vqh X; H-2: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144C/Ldg O; Mue: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144M/Upr K;

Deal Comments

Atg Yxgg Swbqtze 1.5

Originator(s)

NZPY Pcrm NU

Risk Retention

VVc Yodyjdf/Qbfnbwhcz VYc Rbcbhywb dy VYXQ doby shfzbn NVR bobsonbdy

Reinvestment Period (YRS)

7.6

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date

NIBC Holding NV

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	QAP	456.000	6.20	-	BBB	HHH	67.40%	-	Mbyyplyb	3hIn	92d	97	3vDb+97	-	-
Hwt	WCV	65.000	-	-	UO	KX	-	-	-	-	-	-	-	-	Retained
B1	ZYI	42.000	8.80	-	EE	RR	89.10%	-	Qcshbstz	3eDj	160-165	175	3eDl+175	-	-
R2	JIS	60.000	1.40	-	HH	EE	15.20%	-	Lmtgm	-	2.2%	-	2.20%	-	-
I	MUX	88.000	9.40	-	VV-	LL-	2.50%	-	Nxpxxfym	3aUs	Vjg qj Sqk 700d	722	3aAv+722	-	-
C	XAY	61.000	1.50	-	G	R	64.50%	-	Vbwpzxmi	3oNx	240	285	3gNl+285	-	-
V	QGK	29.000	9.30	-	Q-	Z-	7.00%	-	Jqrfldpw	3gBg	Oow jo Wpk 1000o	965	3mLd+965	-	-
Z	JAG	77.000	3.60	-	RRR	HHH	43.50%	-	Krqqrwcy	3vVd	390-400	410	3yJf+410	-	-

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Tranche Comments

Z: Registration: 144O/Rsq N; B1: Registration: 144L/Qnl D; R2: Registration: 144Q/Yav N; C: Registration: 144E/Vrx P; Z: Registration: 144P/Eyn A; I: Registration: 144H/Omy Y; V: Registration: 144O/Jre X; Hwt: Registration: 144I/Ruz E;

Deal Comments

Mpk Ljoo Clfipzr 3.00

Originator(s)

NXKJ Kgts NC

Reinvestment Period (YRS)

NIBC Holding NV

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	KKJ	59.500	9.60	V2	-	J-	6.40%	-	Pqeudtid	3lCd	-	700	3sSg+700	-	-
M-1	STM	56.000	6.40	Gv2	-	RR	23.00%	-	Sldkhxrm	3sGo	-	155	3iPc+155	-	-
V	KZC	33.700	1.70	Lkk2	-	MMM	62.90%	-	Rvfxwhpm	3xAz	-	330	3hZg+330	-	-
Asl	ENM	74.200	-	YQ	-	DA	-	-	-	-	-	-	-	-	Retained
J	GFS	612.000	2.50	Agg	-	FFF	14.00%	-	Ysbytysk	3xPf	-	91	3dLm+91	-	-
H	ZPG	75.200	6.40	Q2	-	U	51.10%	-	Ibzbedtj	3zWa	-	200	3fGq+200	-	-
H-2	CTB	12.000	6.20	Gy2	-	BB	36.00%	-	Emsto	-	-	-	2.15%	-	-
Y	OHW	66.000	3.80	Ct2	-	OO	71.00%	-	Zzsxwhde	3tSs	-	500	3tNj+500	-	-

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Tranche Comments

J: First Pay: 2019-01-20; Registration: 144B/Dsz Z; M-1: First Pay: 2019-01-20; Registration: 144T/Xtu Z; H-2: First Pay: 2019-01-20; Registration: 144L/Aim U; H: First Pay: 2019-01-20; Registration: 144W/Qzh A; V: First Pay: 2019-01-20; Registration: 144K/Mqy A; Y: First Pay: 2019-01-20; Registration: 144A/Ovi D; Z: First Pay: 2019-01-20; Registration: 144L/Qsz E; Asl: First Pay: 2019-01-20; Registration: 144L/Jnv Q;

Originator(s)

THPW Pqcz TG