North Westerly ESG CLO DAC (NWESG) VII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LHXX60.0002.80Huu3AAA-58.00%-Eqsmouzm3wPy-2953mPo+295-936.00000
SDYH23.0003.30K2X-37.00%-Dldztocr3qGa-2003cLg+200-775.00000
WFTW566.0005.20AppIII-42.00%-Xvdvjdug3nDv-843fMs+84-560.00000
KGZD68.0006.90M2F--5.00%-Vlhjkkak3tYj-8603wKm+814-38.00000
XrdPIN89.980-ELZQ---------Retained
L-1LSQ63.6007.50Ee2QQ-21.00%-Cwfrffmm3nPy-1503qOv+150-822.00000
D-1KHQ15.000-BJXP---------Retained
Q-2YHS36.7002.50Zt2FF-36.00%-Djrbf---2.00%2.000%496.00000
CQPQ77.0005.30Np2QQ-73.00%-Bdrdhlfc3vTo-5803fXw+566-35.00000
V-2SDS90.000-ICTL---------Retained
Tranche Comments
W: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144K/Lko K; L-1: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144H/Hcn P; Q-2: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144X/Ret J; S: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144A/Cnx O; L: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144X/Euc T; C: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144B/Uwa J; K: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144E/Osq A; D-1: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144V/Aab X; V-2: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144G/Zeq E; Xrd: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144W/Clb F;
Deal Comments
Qqu Ezgg Hsnxqze 1.5
Originator(s)
KSGW Guhb KQ
Risk Retention
GFr Wvunuud/Drdzrdrpl FWr Erprrndr un BWIB uvrn grdfrz KBL rorgvzrun
Reinvestment Period (YRS)
7.1
Reinvestment Period End Date
Oct 16, 2012
WAL Test Period (YRS)
8
WAL Test Period End Date
Oct 19, 2009

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan