| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 305.000 | 6.20 | - | AAA | - | - | - | 39.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| B | USD | 62.500 | 8.10 | - | AA | - | - | - | 26.50% | - | Floating | SOFR | - | 250 | SOFR+250 | - | - |
| C-1 | USD | 22.500 | 8.70 | - | A | - | - | - | 22.00% | - | Floating | SOFR | - | 350 | SOFR+350 | - | - |
| C-2 | USD | 15.000 | 9.10 | - | A | - | - | - | 19.00% | - | Floating | SOFR | - | 375 | SOFR+375 | - | - |
| D | USD | 22.500 | 9.40 | - | BBB- | - | - | - | 14.50% | - | Floating | SOFR | - | 633 | SOFR+633 | - | - |
| E | USD | 20.000 | 9.90 | - | BB- | - | - | - | 10.50% | - | Floating | SOFR | - | 852 | SOFR+852 | - | - |
| Sub | USD | 56.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-10-25; Registration: 144A/Reg S;
B: First Pay: 2023-10-25; Registration: 144A/Reg S;
C-1: First Pay: 2023-10-25; Registration: 144A/Reg S;
C-2: First Pay: 2023-10-25; Registration: 144A/Reg S;
D: First Pay: 2023-10-25; Registration: 144A/Reg S;
E: First Pay: 2023-10-25; Registration: 144A/Reg S;
Sub: First Pay: 2023-10-25; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Wind River 2023-1 CLO: 1% limit on principal used for a single purchase of a Workout Obligation | Scorecard | Dealscribe | Jun 7, 2023
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