Waterstown Park CLO DAC (WTRS) 2024-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W2OID4.000--QQQWWW59.00%-Gvcxcqsj3xAh-1653eDf+165-967.00000
QQSE80.000--LLL-DDD-34.00%-Xmledqrk3cXg-3203oMc+320-311.00000
AECB64.000--P-F-5.90%-Yfjsykcn3hPz-8653cNp+835-27.00000
GZJE95.000--TT-XX-3.10%-Rmucsafj3yDw-5703xVy+570-101.00000
ZmtPPJ71.400--PALB--------Retained
MEAX49.000--IISS93.40%-Ehyzkdhb3fTc-2003ePo+200-784.00000
L1GAZ803.000--JJJCCC11.00%-Vqboyeyx3kBa-1283vQl+128-989.00000
YZUR72.000--WJ49.00%-Yvkdullj3zTx-2303pKr+230-201.00000
Tranche Comments
L1: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144V/Kni E; W2: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144K/Gnv E; M: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144C/Xtt S; Y: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144U/Wlx U; Q: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144V/Qzd D; G: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144L/Kqq G; A: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144V/Qwu X; Zmt: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144V/Ufj E;
Deal Comments
Qfw Hovv Olpjfdy 1.5
Reinvestment Period (YRS)
2.5
Reinvestment Period End Date
Apr 13, 2025
WAL Test Period (YRS)
6