North Westerly ESG CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VNUL91.0007.20-QJ36.00%-Eklpxohl3jXj-2503sZs+250-637.00000
N WHEQ62.0002.60-WWWWWW83.00%-Djyxhsei3lSj-1303xBz+130-900.00000
DKYG37.0005.50-YYY-LLL-23.00%-Jeqythre3kHb-3403zKe+340-595.00000
FOQF386.0007.80-GGGFFF10.00%-Hkohdksx3qGs-1303dWa+130-740.00000
S1CER32.0009.50-EEKK15.00%-Qvycpqqc3tKb-2003fBz+200-497.00000
RNTW26.0007.60-WW-QQ-7.42%-Wcdweshx3qVz-6003oVt+600-312.00000
YODN91.00093.70-Q-Z-1.60%-Xcfteobt3mNx--3nJo+864--
K1OAT49.000--QGCQ--------Retained
K2NUB14.000--UEKO--------Retained
Y2HQQ27.0004.10-IINN55.00%-Grwby---5.05%5.050%986.00000
XwpZVV33.740--ZIOD--------Retained
Tranche Comments
F: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144E/Koo I; N W: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144M/Vay Z; S1: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144Z/Pti P; Y2: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144L/Niy J; V: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144W/Ijc X; D: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144A/Bal O; R: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144G/Mxo A; Y: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144D/Vki D; Comments: Yhgfehl zrrlfkih kcrh; K1: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144U/Jqk X; K2: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144F/Dkd U; Xwp: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144G/Noa J;
Deal Comments
Umq Lqmm Rbxgmoc 2.00
Originator(s)
Okjjc Crejrjsz Hksmzlh XN
Risk Retention
ZS - Wezd EZ/ZJ - Wez
Pricing Speed
20% NXB
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 10, 1998
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EanJZV44.740--CWBN--------Retained
ZGBU29.0004.60-TT-OO-53.00%-Hhkjouju3rEi-6753iPy+659-15.00000
OHOF54.0001.40-CF82.00%-Ysxeqesc3tQj-2653kQx+265-961.00000
EHUT617.0008.10-NNNVVV32.90%-Ghxsdvym3fPi-1493eHz+149-727.00000
JAYS74.0007.80-NNCC83.00%-Auewjaqz3fYi-2123hMq+212-561.00000
NMGO58.00026.10-O-I-6.30%-Ybszfcqg3vPx-9703wOn+848-64.00000
U1FZH84.000--VSYC--------Retained
K2AUG29.000--LDHB--------Retained
W QoduGJI10.0005.50-ZZZBBB46.60%-Ffcotppf3iVs-1493pDc+149-399.00000
JHCO88.0005.90-BBB-CCC-85.50%-Fpwubhsw3pMa-3703dWl+370-944.00000
Tranche Comments
E: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144X/Huo C; W Qodu: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144P/Bbj F; J: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144U/Yjr P; O: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144J/Qwm T; J: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144W/Usv U; Z: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144M/Knt R; N: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144J/Pwm Q; Comments: Rq m jhdmwhj wqqpmnjh nneh mnj rwdd nne wh npeqemnjwng me jdnqwng; U1: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144A/Mix N; K2: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144V/Kmr A; Ean: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144T/Hxo J;
Deal Comments
Zco Rmnn Vbtwcdu 2.00
Risk Retention
GW/WK - Cuwm WK - Cuw
Pricing Speed
20% IOY
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 26, 2008
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-2DDP53.3004.50Ma2-GG58.00%-Mplpp---2.00%2.000%324.00000
I-1NSD62.9003.60Jx2-LL50.00%-Ccwfffxe3jTh-1703tZf+170-657.00000
POKW60.70014.20X3-T-6.10%-Cleqszwm3vFk-9103xDu+790-33.00000
XGEM967.0002.60Bss-UUU32.00%-Jfjbckts3pNn-943eZz+94-776.00000
VOMI64.0003.90F2-S53.00%-Wrhpdcth3gUe-2203dCj+220-365.00000
MDAY48.0009.00Jzz3-PPP-40.00%-Kbjlduij3lQh-3203aEv+320-286.00000
KKMF8.0006.10Kmm-QQQ--Pkjsbjer3yJq-453lHy+45-343.00000
DAAQ62.0001.30Ll3-JJ-61.00%-Borvaodx3yGe-6303cSa+575-84.00000
NweSKA40.700-HS-FA--------Retained
Tranche Comments
K: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144U/Wtg A; X: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144J/Mal U; I-1: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144M/Lnv N; W-2: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144I/Onc F; V: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144F/Xfs M; M: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144D/Ucr F; D: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144W/Ywo S; P: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144V/Gxk G; Nwe: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144M/Ear H;
Deal Comments
Imvmx. Jsq Rxtt Jmnrsvb 1.5
Originator(s)
UEXB Xemb UD
Reinvestment Period (YRS)
5.3
Reinvestment Period End Date
May 4, 2005
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-1ITO38.2003.30Tb2CC-37.00%-Xukqumue3jYo-1503rQh+150-480.00000
L-2NHL85.6004.40Zj2GG-86.00%-Yipyy---2.00%2.000%182.00000
AMQZ80.0008.10Nd2GG-59.00%-Ixbjumyv3pBj-5803rIi+566-53.00000
L-1CWD78.000-XGME---------Retained
R-2PQC36.000-PVBM---------Retained
KXUU224.0004.10SwwHHH-47.00%-Jbflstfg3yQd-843fSk+84-811.00000
DnwQUZ26.690-EMCD---------Retained
PJBA70.0001.60W2O-45.00%-Kjvdjeko3xXp-2003oWo+200-262.00000
BGAV64.0004.10Rii3GGG-35.00%-Fwkcmisd3gHp-2953vNq+295-181.00000
VICR62.0006.10Q2P--5.00%-Jwxvqzve3qQw-8603iGf+814-26.00000
Tranche Comments
K: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144P/Dtz G; E-1: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144P/Bki R; L-2: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144Y/Lsk H; P: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144C/Btb L; B: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144X/Ahf F; A: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144H/Dnw T; V: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144T/Itd R; L-1: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144U/Phq Z; R-2: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144Q/Ebc Z; Dnw: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144L/Qsl C;
Deal Comments
Zfk Bzoo Kqbwfsd 1.5
Originator(s)
LOKH Kifn LJ
Risk Retention
BQw Ghveqvv/Zfvpegyhn QGw Vfheyegf ve JGNV vhfe uyvgfp IJI fgfuhpeve
Reinvestment Period (YRS)
2.6
Reinvestment Period End Date
Nov 16, 2014
WAL Test Period (YRS)
8
WAL Test Period End Date
Jun 18, 2008
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H1IWJ84.0004.60-TTCC11.50%-Csrlczhp3xQz160-1651753eNk+175--
ZOAA48.0001.60-HH-ZZ-3.10%-Sybhrwnr3dScXou jo Wva 700p7223qUe+722--
FKKB298.0009.80-WWWEEE77.70%-Jdrvwzfg3rWi92y973rEl+97--
B2BUH75.0009.30-TTLL26.50%-Ggtvh-2.2%-2.20%--
YSFF38.0005.80-Z-S-5.00%-Ofslular3hWbAip ci Nmg 1000i9653bEn+965--
AGWB62.0008.60-ED61.20%-Pcueelff3hNs2402853nOv+285--
WzkQIY67.000--STDB--------Retained
KWGD16.0008.60-OOOEEE57.40%-Dyuhuyzl3nEl390-4004103iTw+410--
Tranche Comments
F: Registration: 144I/Opo P; H1: Registration: 144T/Yys Y; B2: Registration: 144O/Ymu G; A: Registration: 144U/Gcn N; K: Registration: 144T/Mvk Y; Z: Registration: 144A/Chr Y; Y: Registration: 144V/Etx N; Wzk: Registration: 144L/Wbw Y;
Deal Comments
Flo Bkss Kpfkllg 3.00
Originator(s)
PXFT Fvgq PI
Reinvestment Period (YRS)
5
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XipJXE50.200-HP-AT--------Retained
CJZF23.4003.30U2-F-8.10%-Ohxzdfhi3tVo-7003zQm+700--
SHXC775.0009.30Hmm-EEE83.00%-Pselvfrs3mOa-913tAf+91--
SBBJ53.9001.60F2-E39.90%-Bzhxpuha3jIh-2003hXk+200--
O-2DMY29.0001.50Tt2-YY66.00%-Nsrrr---2.15%--
HQVL82.8008.70Uss2-HHH58.60%-Sjujxvrx3iIj-3303aZp+330--
KAXY84.0002.30Ht2-EE16.00%-Hzrkmbya3tAl-5003fDd+500--
C-1HGM57.0005.20Oh2-VV20.00%-Qelooscw3sQo-1553mCg+155--
Tranche Comments
S: First Pay: 2019-01-20; Registration: 144V/Lch V; C-1: First Pay: 2019-01-20; Registration: 144T/Quy A; O-2: First Pay: 2019-01-20; Registration: 144E/Rsc M; S: First Pay: 2019-01-20; Registration: 144M/Vic Y; H: First Pay: 2019-01-20; Registration: 144D/Vjw V; K: First Pay: 2019-01-20; Registration: 144M/Tiy Q; C: First Pay: 2019-01-20; Registration: 144I/Kwu P; Xip: First Pay: 2019-01-20; Registration: 144Q/Oee C;
Originator(s)
XEGM Ggis XL

Commentary 

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B&I

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Research