North Westerly ESG CLO DAC (NWESG) V(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-2ASC33.3007.10Yr2-HH77.00%-Gpjzt---2.00%2.000%672.00000
MSEL524.0004.10Rcc-YYY29.00%-Rdppuoch3fNd-943kMz+94-866.00000
SZCZ36.30041.30C3-R-4.80%-Rpzxrdxo3sVq-9103lYm+790-91.00000
SBMS9.0007.20Mww-III--Tyjejruw3wOw-453oBq+45-457.00000
FJWH35.0003.00Mqq3-AAA-52.00%-Wxphpppk3mMg-3203tEj+320-445.00000
YYYX43.0005.50Kq3-XX-29.00%-Pzzspusz3jDb-6303fBm+575-44.00000
EXTM28.0006.70M2-N40.00%-Osuqqlks3cOo-2203zQl+220-737.00000
K-1HAG46.2005.50Qc2-WW45.00%-Pedhvvoo3wDs-1703vCs+170-361.00000
AmwJNQ77.300-PQ-TL--------Retained
Tranche Comments
S: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144Y/Wqi R; M: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144W/Dtx X; K-1: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144Z/Ety O; I-2: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144H/Dqh Z; E: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144N/Yla C; F: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144W/Bwc F; Y: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144X/Awj T; S: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144A/Kzf U; Amw: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144K/Wxb E;
Deal Comments
Muzuf. Ews Rngg Ourxwfp 1.5
Originator(s)
XGMR Msqo XZ
Reinvestment Period (YRS)
4.7
Reinvestment Period End Date
Sep 6, 2008