Wind River CLO (WNDRV) 2021-4

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD320.000-Aaa----36.00%-Floating3mL-1173mL+117--
BUSD53.750-Aa2----25.30%-Floating3mL-1653mL+165--
CUSD26.875-A2----19.90%-Floating3mL-2053mL+205--
DUSD33.125-Baa3----13.30%-Floating3mL-3203mL+320--
E-1USD5.500-Ba1----12.20%-Floating3mL-5003mL+500--
E-2USD12.750-Ba2----9.60%-Floating3mL-6403mL+640--
E-3USD8.000-Ba3----8.00%-Floating3mL-8473mL+825--
FUSD10.000-B3----6.00%-------Retained
SubUSD38.250-NR------------Retained
Tranche Comments
A: First Pay: 2022-04-20; Redemption: 2024-01-20; B: First Pay: 2022-04-20; Redemption: 2024-01-20; C: First Pay: 2022-04-20; Redemption: 2024-01-20; D: First Pay: 2022-04-20; Redemption: 2024-01-20; E-1: First Pay: 2022-04-20; Redemption: 2024-01-20; E-2: First Pay: 2022-04-20; Redemption: 2024-01-20; E-3: First Pay: 2022-04-20; Redemption: 2024-01-20; F: First Pay: 2022-04-20; Redemption: 2024-01-20; Sub: First Pay: 2022-04-20; Redemption: 2024-01-20;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2027
Research
AllReportsSurveillanceOther

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