Wind River CLO (WNDRV) 2022-1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD240.000--AAA---40.00%-FloatingSOFR-153SOFR+153--
B-1USD59.000--AA---24.00%-FloatingSOFR-235SOFR+235--
B-2USD5.000--AA---24.00%-Fixed---5.027%--
CUSD24.000--A---18.00%-FloatingSOFR-275SOFR+275--
D-1USD15.000--BBB+---14.25%-FloatingSOFR-355SOFR+355--
D-2USD9.000--BBB----12.00%-FloatingSOFR-542SOFR+542--
EUSD15.000--BB----8.25%-FloatingSOFR-812SOFR+812--
SubUSD36.390--NR-----------Retained
Tranche Comments
A: First Pay: 2022-10-20; Redemption: 2024-07-20; B-1: First Pay: 2022-10-20; Redemption: 2024-07-20; B-2: First Pay: 2022-10-20; Redemption: 2024-07-20; C: First Pay: 2022-10-20; Redemption: 2024-07-20; D-1: First Pay: 2022-10-20; Redemption: 2024-07-20; D-2: First Pay: 2022-10-20; Redemption: 2024-07-20; E: First Pay: 2022-10-20; Redemption: 2024-07-20; Sub: First Pay: 2022-10-20; Redemption: 2024-07-20;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2027
Research
AllReportsSurveillanceOther
SectorNameTypePublisherDate
CLOS
Wind River 2022-1 CLO: Manager’s first new issue of 2022 sets complex work-out limitsScorecardDealscribe
Jul 20, 2022
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