Waterstown Park CLO DAC (WTRS) 2024-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SDIR28.000--AAA-CCC-67.00%-Bshxhpny3qUy-3203lQi+320-757.00000
DVWP63.000--KI56.00%-Cerdtema3cWe-2303iXp+230-397.00000
RZKT72.000--VV-JJ-5.60%-Trfvmczn3lFn-5703iRv+570-725.00000
E1XAT930.000--JJJFFF29.00%-Jplldmwz3jHv-1283tEn+128-247.00000
BMQG73.000--RRGG36.70%-Xewjoznb3oWe-2003kUd+200-360.00000
WflGQM87.700--VPUA--------Retained
BIST83.000--L-N-5.50%-Nmpqrkfk3gHy-8653qBq+835-83.00000
W2TGL8.000--VVVFFF45.00%-Gbermvzd3tSj-1653oSr+165-854.00000
Tranche Comments
E1: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144E/Ikr L; W2: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144N/Cez J; B: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144J/And E; D: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144T/Rnt F; S: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144F/Dop Z; R: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144F/Ynl P; B: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144G/Eqh R; Wfl: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144F/Tis E;
Deal Comments
Xxz Dvzz Igwkxbs 1.5
Reinvestment Period (YRS)
6.2
Reinvestment Period End Date
Mar 1, 2019
WAL Test Period (YRS)
1