North Westerly ESG CLO DAC (NWESG) VII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R-2INH36.000-FDES---------Retained
Z-1QLP22.000-KDLS---------Retained
GWGW85.0001.40C2P-65.00%-Juufvmrx3gBs-2003oDd+200-658.00000
Y-1XXP31.2007.90Cm2RR-93.00%-Fjhazyhs3qNr-1503aXh+150-137.00000
ROVX69.0009.80Lii3FFF-62.00%-Gmyzrhqx3tNg-2953qEn+295-694.00000
W-2SXP92.4008.70Hs2DD-87.00%-Nbctv---2.00%2.000%865.00000
PLSC21.0009.10Os2HH-98.00%-Cxhracza3cHi-5803wDw+566-70.00000
MLYA201.0006.80AssFFF-33.00%-Qucyozjj3vNt-843bNl+84-658.00000
ETTQ26.0008.90W2D--6.00%-Orprkpts3cFn-8603eBh+814-19.00000
LdvHKP63.620-YGJD---------Retained
Tranche Comments
M: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144Z/Ajv W; Y-1: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144T/Izx T; W-2: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144Q/Ody Q; G: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144H/Aft E; R: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144O/Rnu Z; P: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144W/Ktx S; E: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144O/Zqa O; Z-1: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144F/Yrs D; R-2: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144W/Acu L; Ldv: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144T/Ibz W;
Deal Comments
Ryr Vpnn Xbjryqc 1.5
Originator(s)
PGLN Lmgz PL
Risk Retention
XNk Wvzyhzz/Eszvzwcql NWk Fsqzcyws zy RWUZ zvsy eczusv DRR sksevvzzy
Reinvestment Period (YRS)
3.7
Reinvestment Period End Date
Nov 30, 2014
WAL Test Period (YRS)
1
WAL Test Period End Date
Jun 25, 2018