North Westerly ESG CLO DAC (NWESG) V

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JGIJ97.3007.30I2-X-5.30%-Fbeapsbm3fOx-7003gTq+700--
BPNN32.0003.40Cf2-VV72.00%-Euodlyiq3gKd-5003yMg+500--
ZFZQ53.2007.50Kqq2-PPP69.40%-Qwyeeidz3bOx-3303bIa+330--
I-2FIC10.0009.60Mg2-LL98.00%-Ycmax---2.15%--
Q-1QNH36.0002.80Ox2-TT72.00%-Tcszkudk3hGy-1553rZj+155--
WGLW960.0008.80Ahh-SSS60.00%-Eomoftbz3pPh-913nPf+91--
HHOF54.1001.80V2-H84.70%-Xrzcpsld3gUp-2003aPo+200--
BrgJJZ61.200-QQ-GR--------Retained
Tranche Comments
W: First Pay: 2019-01-20; Registration: 144W/Znq I; Q-1: First Pay: 2019-01-20; Registration: 144T/Jyd V; I-2: First Pay: 2019-01-20; Registration: 144X/Azf O; H: First Pay: 2019-01-20; Registration: 144G/Kof F; Z: First Pay: 2019-01-20; Registration: 144U/Nth L; B: First Pay: 2019-01-20; Registration: 144I/Kaa G; J: First Pay: 2019-01-20; Registration: 144P/Ofr O; Brg: First Pay: 2019-01-20; Registration: 144G/Jeq X;
Originator(s)
XZJN Jmfe XL