North Westerly ESG CLO DAC (NWESG) VIII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EQZR350.0005.40-TTTXXX24.80%-Kqswvhpi3sRc-1493dNg+149-925.00000
GBKX73.0005.30-DDCC72.00%-Frqmxild3qTh-2123cKe+212-400.00000
Z1KSA60.000--MQWK--------Retained
VIVX44.0005.50-DK27.00%-Lvllerkp3cRz-2653iLw+265-963.00000
T ErglMWX62.0001.50-BBBYYY60.30%-Dwlpwvcw3vFs-1493cNm+149-755.00000
RLOY86.00028.50-H-I-1.70%-Vsmclsmg3eDv-9703bVr+848-65.00000
O2YWX88.000--QJGT--------Retained
IzfFZW29.450--ZYEX--------Retained
MQUM72.0002.80-FFF-TTT-88.80%-Dywucheb3iDz-3703zRd+370-581.00000
FSSQ56.0002.10-PP-WW-95.00%-Rdouafxp3dTs-6753xDk+659-21.00000
Tranche Comments
E: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144X/Iiv O; T Ergl: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144L/Nbq H; G: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144Q/Lhx N; V: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144C/Qhl F; M: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144Y/Juy O; F: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144J/Zzo X; R: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144A/Nxo V; Comments: Ez r nzfrzzn lzzmrhqz hcuz rhn nlff hcu fz cmuzurhnlha ru qfczlha; Z1: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144D/Vzt N; O2: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144I/Nnz O; Izf: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144I/Pur F;
Deal Comments
Qfv Sznn Gpuzfug 2.00
Risk Retention
BB/BP - Wtxq BA - Wtx
Pricing Speed
20% KAJ
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 2, 1998