Wind River CLO (WNDRV) 2016-1K(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ARR-1USD213.500-Aaa------Floating3mL-1213mL+121--
ARR-2USD14.000-Aaa------Floating3mL140-1451503mL+150--
BRRUSD33.200-Aa2------Floating3mL-1803mL+180--
CRRUSD18.700-A2------Floating3mL-2353mL+235--
DR-1USD17.200-Baa3------Floating3mL-3453mL+345--
DR-2USD10.200-Ba1------Floating3mL-5123mL+512--
ERUSD14.100-Ba3------Floating3mLMid to High 600s7353mL+735--
FRUSD5.000-B3------Floating3mLMid 800a7903mL+790--
SubUSD33.500-NR------------Retained
Add SubUSD18.800-NR------------Retained
Tranche Comments
ARR-1: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144A/Reg S; ARR-2: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144A/Reg S; BRR: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144A/Reg S; CRR: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144A/Reg S; DR-1: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144A/Reg S; DR-2: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144A/Reg S; ER: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144A/Reg S; FR: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144A/Reg S; Sub: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144A/Reg S; Add Sub: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 15, 2026
Reset
Yes
Research
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