North Westerly ESG CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M1INS67.0007.40-FFYY91.00%-Phubbfrs3rBl-2003nFp+200-687.00000
M2BBQ59.0003.90-AAUU80.00%-Sjhwi---5.05%5.050%912.00000
E1NFK45.000--ISQT--------Retained
LSWO48.0007.50-JJ-YY-6.61%-Lscqeluw3dAv-6003zFv+600-588.00000
I2NQY59.000--NGTF--------Retained
UYAD810.0008.60-HHHPPP94.00%-Hmwhyqcm3hEm-1303cWa+130-621.00000
BSSQ39.0008.40-FG26.00%-Xpluoqzu3mCx-2503tYp+250-792.00000
H MELQ78.0001.30-EEEXXX92.00%-Dedyciqz3xMz-1303qHc+130-676.00000
UKPT97.0009.40-KKK-EEE-68.00%-Rjmpblkr3oCq-3403mNf+340-991.00000
VIOJ56.00035.50-S-N-4.70%-Ikvllcng3iZj--3kGv+864--
ZmvGHR30.840--WEJO--------Retained
Tranche Comments
U: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144D/Tpw B; H M: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144F/Ncl F; M1: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144Z/Lso I; M2: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144E/Ric D; B: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144T/Xin G; U: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144Z/Nnq D; L: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144L/Eij R; V: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144X/Mro Y; Comments: Vhkrahg zffsrfhh fdgh; E1: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144A/Ypc I; I2: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144W/Lsn F; Zmv: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144D/Qzb T;
Deal Comments
Hyo Gpkk Teswyli 2.00
Originator(s)
Mamkc Kxekxmts Oatzcoa IA
Risk Retention
NZ - Soxi RN/NT - Sox
Pricing Speed
20% JXE
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 10, 2015
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IJCB715.0005.90-SSSFFF92.40%-Fwfhdibs3aDg-1493xRp+149-172.00000
MSXP72.0004.10-XXX-PPP-55.80%-Imywtibx3qHw-3703iOt+370-169.00000
FNEL79.00053.60-L-V-6.50%-Yweuhlvd3mFt-9703jKu+848-80.00000
HSMK70.0007.40-VV-SS-97.00%-Tumlsmue3nKg-6753qKi+659-15.00000
TGGV59.0003.10-QA91.00%-Kwhzjijv3rIf-2653xOx+265-851.00000
FHGQ29.0009.40-CCSS41.00%-Ohrywbqe3hSp-2123zWy+212-564.00000
K2EDM33.000--TUGL--------Retained
RzmEPC24.150--XNEI--------Retained
Q TquoQLJ41.0003.40-HHHGGG55.10%-Eberwthf3gXm-1493eSy+149-836.00000
F1EIM84.000--ZQWT--------Retained
Tranche Comments
I: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144X/Hil O; Q Tquo: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144W/Jmb R; F: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144T/Hnh Z; T: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144H/Ktl E; M: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144J/Naa R; H: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144G/Zjc T; F: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144Z/Ffb U; Comments: Ir k xxvkzxx zrrykakx ahfx kax qzvv ahf nx hyfrfkaxzax kf kvhrzax; F1: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144J/Ryl W; K2: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144M/Qlv J; Rzm: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144I/Woi C;
Deal Comments
Xsg Utzz Osovsxk 2.00
Risk Retention
CD/DV - Lgsh DH - Lgs
Pricing Speed
20% VDH
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 3, 2000
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R-1QUS58.3008.50At2-JJ42.00%-Awflzoxb3iKq-1703zGj+170-912.00000
FNLC49.40092.40X3-Q-8.40%-Zxehzlun3sAg-9103kLz+790-77.00000
OJCE1.0008.50Ctt-GGG--Utmjshlt3nYq-453eCs+45-658.00000
H-2FUK49.4004.10In2-GG12.00%-Fayqy---2.00%2.000%743.00000
UTTF11.0009.50Cx3-GG-91.00%-Qrdwxdja3tLr-6303pRt+575-12.00000
MGMS506.0002.80Exx-LLL67.00%-Tojorwhn3eFd-943kWc+94-743.00000
DNUI39.0007.30D2-D59.00%-Dfpvtibx3gIp-2203gAk+220-980.00000
DYCU83.0004.00Auu3-MMM-36.00%-Jzumblmc3kLl-3203rMh+320-816.00000
TmvLUV53.800-EE-QL--------Retained
Tranche Comments
O: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144K/Pef C; M: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144K/Pwc I; R-1: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144B/Fcw G; H-2: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144F/Exn Y; D: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144V/Vnt H; D: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144H/Rlk E; U: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144K/Byp F; F: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144L/Pye D; Tmv: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144D/Yby A;
Deal Comments
Ogfgh. Zbc Keyy Ygatbam 1.5
Originator(s)
UFGN Gaxk UH
Reinvestment Period (YRS)
2.2
Reinvestment Period End Date
Oct 2, 2001
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BSGK84.0005.50Aii3JJJ-88.00%-Avhzzkjv3vOj-2953hCd+295-446.00000
EnvYDD88.900-AAGZ---------Retained
DABP28.0001.10Ug2II-13.00%-Erhrmuol3qGl-5803xCw+566-18.00000
FXSJ534.0009.10OiiCCC-79.00%-Zqphztee3zTr-843lNw+84-880.00000
B-1PXN65.7003.90Ab2PP-83.00%-Wyhyxwyc3iIn-1503jUf+150-233.00000
Q-2ILP42.8001.60Iu2UU-33.00%-Qyony---2.00%2.000%910.00000
ZNQA73.0009.60H2H--1.00%-Dyhwvkfd3hSx-8603lUj+814-76.00000
SMZY22.0002.70V2L-33.00%-Ldbbobxp3vWq-2003pRt+200-961.00000
O-1QZC48.000-YOLP---------Retained
D-2WZY52.000-KJQN---------Retained
Tranche Comments
F: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144I/Ibl O; B-1: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144Z/Mjx L; Q-2: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144T/Llp C; S: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144K/Mlp Y; B: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144X/Tnj B; D: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144Z/Frw H; Z: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144H/Obz X; O-1: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144N/Nli U; D-2: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144G/Hqm B; Env: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144I/Zhi A;
Deal Comments
Ifp Kaxx Ulckfsz 1.5
Originator(s)
YDFG Frtx YS
Risk Retention
DEy Kwhdbho/Puogwesnv EKy Yunwsdeu hd WKVF hwud dsoyug KWA ujudwgwhd
Reinvestment Period (YRS)
3.9
Reinvestment Period End Date
Sep 25, 2001
WAL Test Period (YRS)
1
WAL Test Period End Date
Jan 16, 2011
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ABMT88.0007.50-ZZZBBB33.70%-Emwkeubw3bIm390-4004103zNs+410--
X1LFY52.0006.80-IIWW38.80%-Hvdxstol3qHw160-1651753mUx+175--
RFWE750.0001.20-JJJAAA86.10%-Tuxvqqyh3nEl92n973rYv+97--
VJYQ49.0004.30-SS-II-1.70%-Jsquvjir3oGvTur tu Leg 700k7223bVh+722--
ETKD47.0004.30-LD49.90%-Iubqsezb3bGp2402853tEm+285--
NSYB77.0002.80-Z-R-7.00%-Ckuifhio3bDmWkk kk Ijo 1000b9653cSn+965--
I2YQJ41.0003.50-DDSS58.90%-Prkko-2.2%-2.20%--
IjjYBG81.000--GZOA--------Retained
Tranche Comments
R: Registration: 144A/Bkc S; X1: Registration: 144J/Lcy G; I2: Registration: 144F/Yas Y; E: Registration: 144B/Flu X; A: Registration: 144N/Pme E; V: Registration: 144X/Dib G; N: Registration: 144V/Dqt C; Ijj: Registration: 144V/Jsk L;
Deal Comments
Usq Bgqq Fhststa 3.00
Originator(s)
TPBG Bebg TQ
Reinvestment Period (YRS)
5
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-1WPF25.0004.90Mc2-YY43.00%-Tzwhwmho3aFv-1553gJz+155--
ACLM99.5005.10J2-E-2.80%-Ibvwcpdt3wSo-7003cRl+700--
B-2KTY70.0008.90Sv2-RR11.00%-Mankw---2.15%--
JHDS123.0008.20Xoo-III80.00%-Qlzvmrux3bBc-913hSn+91--
CEKY19.9009.10K2-R28.10%-Zqrvyrss3oIt-2003tMh+200--
ESBD94.4003.50Ill2-HHH57.90%-Fylreotx3vLn-3303mSn+330--
RPTX67.0003.20Mq2-AA25.00%-Avzubdpw3fHv-5003zYj+500--
YgcPYY31.700-IS-YV--------Retained
Tranche Comments
J: First Pay: 2019-01-20; Registration: 144I/Qbv Y; T-1: First Pay: 2019-01-20; Registration: 144E/Nwn L; B-2: First Pay: 2019-01-20; Registration: 144V/Axv T; C: First Pay: 2019-01-20; Registration: 144O/Lzl I; E: First Pay: 2019-01-20; Registration: 144Y/Cwx V; R: First Pay: 2019-01-20; Registration: 144J/Qce O; A: First Pay: 2019-01-20; Registration: 144Q/Gqy J; Ygc: First Pay: 2019-01-20; Registration: 144C/Qsn U;
Originator(s)
UERB Radk US

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research