Wind River CLO (WNDRV) 2019-1(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XUSD5.0002.70-AAA-----Floating3mL-953mL+95--
A-RUSD300.0006.44-AAA---40.00%-Floating3mL-1163mL+116--
B-RUSD75.0008.46-AA---25.00%-Floating3mL-1703mL+170--
C-RUSD35.0009.34-A---18.00%-Floating3mL-2253mL+225--
D-RUSD30.0009.95-BBB----12.00%-Floating3mL-3453mL+345--
E-RUSD18.75010.45-BB----8.25%-Floating3mL-6603mL+660--
F-RUSD3.00010.70-B------------Retained
EquityUSD47.400--NR-----------Retained
Tranche Comments
X: First Pay: 2021-10-20; Redemption: 2023-06-23; A-R: First Pay: 2021-10-20; Redemption: 2023-06-23; B-R: First Pay: 2021-10-20; Redemption: 2023-06-23; C-R: First Pay: 2021-10-20; Redemption: 2023-06-23; D-R: First Pay: 2021-10-20; Redemption: 2023-06-23; E-R: First Pay: 2021-10-20; Redemption: 2023-06-23; F-R: First Pay: 2021-10-20; Redemption: 2023-06-23; Equity: First Pay: 2021-10-20; Redemption: 2023-06-23;
Deal Comments
Reset. Non-Call Period: 2.00.
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2026
Reset
Yes
Research
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