Wind River CLO (WNDRV) 2022-2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD240.0006.20Aaa-AAA--40.00%-FloatingSOFR-164SOFR+164--
A-2AUSD10.0007.50--AAA--35.00%-FloatingSOFR-200SOFR+200--
A-2BUSD10.0007.50--AAA--35.00%-Fixed--1904.66%--
B-1USD34.0008.10--AA--24.00%-FloatingSOFR-290SOFR+290--
B-2USD10.0008.10--AA--24.00%-Fixed--2605.35%--
CUSD24.0008.70--A--18.00%-FloatingSOFR-340SOFR+340--
DUSD24.0009.30--BBB---12.00%-FloatingSOFR-500SOFR+470--
EUSD16.0009.80--BB---8.00%-FloatingSOFR-900SOFR+857--
EquityUSD35.000--------------Retained
Tranche Comments
A-1: First Pay: 2023-01-20; Redemption: 2024-06-24; A-2A: First Pay: 2023-01-20; Redemption: 2024-06-24; A-2B: First Pay: 2023-01-20; Redemption: 2024-06-24; B-1: First Pay: 2023-01-20; Redemption: 2024-06-24; B-2: First Pay: 2023-01-20; Redemption: 2024-06-24; C: First Pay: 2023-01-20; Redemption: 2024-06-24; D: First Pay: 2023-01-20; Redemption: 2024-06-24; E: First Pay: 2023-01-20; Redemption: 2024-06-24; Equity: First Pay: 2023-01-20; Redemption: 2024-06-24;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2027
Research
AllReportsSurveillanceOther
SectorNameTypePublisherDate
CLOS
Wind River 2022-2 CLO: Multiple investor stips create complex restrictionsScorecardDealscribe
Aug 24, 2022
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