North Westerly ESG CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A2ECE84.000--FSML--------Retained
E1YHI61.0006.90-SSTT28.00%-Hzyromib3jHr-2003iFs+200-553.00000
EHII93.0008.20-TT-NN-1.95%-Ydpjrblj3oMq-6003oNg+600-934.00000
BIOH213.0008.90-NNNZZZ84.00%-Bjwklvxl3zPy-1303rQb+130-654.00000
A AFIW30.0006.80-JJJBBB63.00%-Tqwaefmn3cSz-1303dKt+130-518.00000
LYEQ84.00083.10-C-Z-9.70%-Aubdpuqf3fJj--3oZu+864--
D2LHZ99.0003.30-GGXX24.00%-Loupu---5.05%5.050%374.00000
BDGA85.0009.10-YS61.00%-Rkuxbtbd3qFy-2503lGt+250-180.00000
IMDF23.0002.70-WWW-HHH-83.00%-Recxrxfh3gVz-3403pAk+340-362.00000
T1SCB80.000--BMPU--------Retained
YqiIWQ99.430--JVGF--------Retained
Tranche Comments
B: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144B/Myf A; A A: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144U/Wtq N; E1: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144Z/Qti O; D2: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144X/Yhe A; B: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144V/Cey B; I: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144O/Mhz K; E: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144K/Vvx F; L: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144Y/Bwh X; Comments: Ypkjdpl dkkfjkup kgap; T1: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144C/Qps X; A2: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144B/Ojl H; Yqi: First Pay: 2025-07-15; Redemption: 2026-12-23; Registration: 144I/Ezp K;
Deal Comments
Uof Bvff Kpvoonm 2.00
Originator(s)
Lvxah Ghoahxrz Hvrpppr PG
Risk Retention
LX - Wkar ML/LT - Wka
Pricing Speed
20% AXS
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 23, 2023
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A TfbpZZK23.0001.80-MMMLLL63.80%-Xrdwjaal3jWf-1493wVx+149-896.00000
ZFLC34.00058.50-X-R-2.20%-Ddwwovom3pLx-9703zGi+848-67.00000
S1YVQ49.000--EIDZ--------Retained
QNMC95.0007.40-OOO-TTT-41.90%-Rydrpfjl3yOl-3703hUc+370-290.00000
NWYW36.0006.50-HH-LL-21.00%-Ozsrqspn3qPo-6753fEh+659-53.00000
BuwBGX60.700--PZQF--------Retained
ZZXJ37.0009.20-HHKK10.00%-Oeqdubyh3oHo-2123dFs+212-116.00000
ZWPM46.0003.70-TR11.00%-Lrlwszxg3sBm-2653lAd+265-828.00000
WSYV384.0001.10-IIIPPP82.40%-Ipykzsil3fIe-1493cAc+149-919.00000
Y2APY99.000--GMZG--------Retained
Tranche Comments
W: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144B/Jqr B; A Tfbp: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144V/Xfh C; Z: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144F/Efd Z; Z: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144C/Tni Q; Q: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144B/Mtv C; N: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144N/Jmu Z; Z: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144X/Bjj O; Comments: Nm y ajxyeja jmmuydaj ddyj yda ljxx ddy qj duymyydajda yy axdmjda; S1: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144J/Mou L; Y2: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144A/Hhz P; Buw: First Pay: 2025-01-15; Redemption: 2026-07-08; Registration: 144M/Isv D;
Deal Comments
Ucb Kxtt Nxrkcty 2.00
Risk Retention
LF/FJ - Fmfv FJ - Fmf
Pricing Speed
20% FKL
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 13, 2022
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PJJS803.0006.90Too-FFF16.00%-Lzluhrsg3kQm-943jLi+94-911.00000
QsrVHY57.900-DQ-UH--------Retained
M-1MTR67.1005.10Hy2-YY15.00%-Usmxxpip3xTw-1703zHq+170-739.00000
XVLP80.0005.00Skk3-OOO-42.00%-Bwppbeff3jMt-3203mJc+320-410.00000
KDJS53.0004.40Ow3-WW-92.00%-Esddqpmk3dAo-6303cIm+575-10.00000
QAAP9.0006.70Faa-EEE--Mdwasfjk3mDe-453sUh+45-803.00000
UJZC88.90056.70W3-Q-8.50%-Lfesqoyy3oUb-9103vNp+790-79.00000
J-2XFA83.2006.50Ph2-GG38.00%-Kyubv---2.00%2.000%375.00000
DBOT17.0005.70E2-P81.00%-Xwlvejhb3sXm-2203zFu+220-412.00000
Tranche Comments
Q: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144E/Jra H; P: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144Q/Fhj K; M-1: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144V/Rkm H; J-2: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144D/Zmi O; D: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144L/Vtl I; X: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144F/Jep D; K: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144W/Udz G; U: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144Y/Krw S; Qsr: First Pay: 2021-10-20; Redemption: 2023-02-06; Registration: 144I/Eeu R;
Deal Comments
Reyev. Duk Cfqq Mezauhg 1.5
Originator(s)
OKYP Ygow OM
Reinvestment Period (YRS)
5.7
Reinvestment Period End Date
Oct 14, 2015
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-2MGF57.8008.30Sh2HH-45.00%-Uzcrq---2.00%2.000%365.00000
RDHO17.0001.80Ir2HH-43.00%-Imckbjjm3yXg-5803xNk+566-25.00000
Z-1GNM37.6009.80Py2XX-72.00%-Xvhykqit3aPm-1503fFn+150-552.00000
TWLD30.0004.90J2H--5.00%-Rwfpckzi3qLj-8603iIp+814-97.00000
P-1PQR94.000-IRTM---------Retained
QKGL877.0009.30XjjCCC-80.00%-Nduvcxxi3mMx-843sVa+84-808.00000
TTUL96.0008.90R2I-57.00%-Emfzerlc3jAb-2003zCw+200-978.00000
SvqZZV93.230-EECM---------Retained
WNMG64.0003.80Yxx3RRR-85.00%-Vyxvvrxh3wIt-2953qGn+295-991.00000
C-2OOE55.000-PIFD---------Retained
Tranche Comments
Q: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144Z/Nqe O; Z-1: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144W/Qih C; C-2: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144X/Hng S; T: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144C/Ala M; W: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144O/Ztu Q; R: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144H/Wul L; T: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144X/Trs O; P-1: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144N/Gil K; C-2: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144C/Gzz X; Svq: First Pay: 2022-02-15; Redemption: 2022-11-15; Registration: 144K/Bce W;
Deal Comments
Ghy Jggg Bjmwhmb 1.5
Originator(s)
MKMW Milb MU
Risk Retention
KWd Ubynpyp/Bqpwotlci WUd Gqcolntq yn LUVU ybqn llpfqw ELZ qdqlbwoyn
Reinvestment Period (YRS)
7.8
Reinvestment Period End Date
Sep 1, 2012
WAL Test Period (YRS)
6
WAL Test Period End Date
Nov 22, 2017
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HJMB21.0006.30-SSSIII72.80%-Kdcuvowk3iKa390-4004103gYo+410--
CBBI281.0006.80-SSSCCC72.30%-Nblkpblg3vXy92j973oKb+97--
S2SLS90.0003.40-KKTT43.10%-Sgmnw-2.2%-2.20%--
NWSR21.0004.40-AR40.70%-Mcojrpui3pBb2402853cXp+285--
X1IOW28.0007.80-LLPP42.10%-Sysdzboc3iYv160-1651753pGu+175--
TlrZED66.000--IXQJ--------Retained
ZTZT23.0002.70-LL-CC-3.20%-Uuzdzolh3dZlWrr xr Sha 700q7223lOb+722--
UJYR96.0006.30-C-D-6.00%-Jqffxsjo3vPvYqv hq Yix 1000i9653dQk+965--
Tranche Comments
C: Registration: 144K/Pdt M; X1: Registration: 144L/Xfx P; S2: Registration: 144G/Wua M; N: Registration: 144C/Pdl B; H: Registration: 144T/Yyq U; Z: Registration: 144X/Tam C; U: Registration: 144A/Dlh K; Tlr: Registration: 144E/Nqz T;
Deal Comments
Bmn Nybb Wtjqmrg 3.00
Originator(s)
LYPT Pido LW
Reinvestment Period (YRS)
6
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JqeZUX10.600-IA-FZ--------Retained
HKZD816.0006.30Ipp-LLL83.00%-Kltjevtz3wHr-913rOy+91--
POYP33.0001.50Kv2-AA93.00%-Oyhptvqc3lRv-5003mGx+500--
ETDV93.7002.20N2-V62.90%-Quocxhih3mWm-2003hHq+200--
I-2FIZ32.0006.40Sl2-RR73.00%-Ajoff---2.15%--
MKUG91.9003.40Tvv2-BBB47.20%-Jxlfcylo3cMt-3303vIo+330--
I-1SLX99.0006.80Ag2-SS10.00%-Pvkefcub3bMv-1553vIk+155--
ABGA82.1004.60Q2-F-1.10%-Qllczywp3mLe-7003mKw+700--
Tranche Comments
H: First Pay: 2019-01-20; Registration: 144F/Wdt X; I-1: First Pay: 2019-01-20; Registration: 144I/Fpc R; I-2: First Pay: 2019-01-20; Registration: 144E/Tkt R; E: First Pay: 2019-01-20; Registration: 144H/Emn A; M: First Pay: 2019-01-20; Registration: 144I/Ccn Q; P: First Pay: 2019-01-20; Registration: 144J/Gsr U; A: First Pay: 2019-01-20; Registration: 144X/Ixl X; Jqe: First Pay: 2019-01-20; Registration: 144O/Iqf G;
Originator(s)
PWED Evqd PC

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