| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 240.000 | - | - | AAA | - | - | - | 40.00% | - | Floating | SOFR | - | 153 | SOFR+153 | - | - |
| B-1 | USD | 59.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 235 | SOFR+235 | - | - |
| B-2 | USD | 5.000 | - | - | AA | - | - | - | 24.00% | - | Fixed | - | - | - | 5.027% | - | - |
| C | USD | 24.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 275 | SOFR+275 | - | - |
| D-1 | USD | 15.000 | - | - | BBB+ | - | - | - | 14.25% | - | Floating | SOFR | - | 355 | SOFR+355 | - | - |
| D-2 | USD | 9.000 | - | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 542 | SOFR+542 | - | - |
| E | USD | 15.000 | - | - | BB- | - | - | - | 8.25% | - | Floating | SOFR | - | 812 | SOFR+812 | - | - |
| Sub | USD | 36.390 | - | - | 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
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Wind River 2022-1 CLO: Manager’s first new issue of 2022 sets complex work-out limits | Scorecard | Dealscribe | Jul 20, 2022
|