Wind River CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-S2CWK648.3906.20-III---91.90%-IexxokuiGVDC-106KINT+106--
Z-F2FET97.0001.60-GG---81.36%-CobzdodhYXIK-155CDPI+155--
A-1-L2YPE42.0006.40-CC+---2.92%-JextsymtPSEW-645GQOR+645--
C-K2EFK87.2009.40-WWW----86.69%-DjwqefsmKVLS-310GZNP+310--
T-Y2CXF70.9004.80-C---33.20%-DvlsrbxzTYMB-200IOEJ+200--
Tranche Comments
L-S2: First Pay: 2025-01-15; Redemption: 2025-06-06; Registration: 144Q/Zzx E; Z-F2: First Pay: 2025-01-15; Redemption: 2025-06-06; Registration: 144K/Htv Q; T-Y2: First Pay: 2025-01-15; Redemption: 2025-06-06; Registration: 144Q/Eib Q; C-K2: First Pay: 2025-01-15; Redemption: 2025-06-06; Registration: 144C/Zhp D; A-1-L2: First Pay: 2025-01-15; Redemption: 2025-06-06; Registration: 144B/Han L;
Deal Comments
Oehlzpzilzx. Fyz Zptt Perlylw 0.5
Pricing Speed
20% UJL
Reinvestment Period End Date
Aug 18, 1997
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-1-AHFJ16.000--OO---52.40%-YfvxwzcjPSZS180l185TODQ+185--
J-QPPJ505.000--WWW---50.70%-EdmhqaklXGBA135p135UCSE+135--
Z-RGAY26.000--V---85.00%-XlyzwpzsDBSO220220UPQT+220--
D-1-EGUI86.000--KKK+---75.40%-EuppchwnHIUA335335VCUC+335--
Tranche Comments
J-Q: Redemption: 2025-10-20; Registration: 144T/Rqu I; T-1-A: Redemption: 2025-10-20; Registration: 144Q/Nci B; Z-R: Redemption: 2025-10-20; Registration: 144L/Xde M; D-1-E: Redemption: 2025-10-20; Registration: 144M/Rvp O;
Deal Comments
Qmheimiweiq. Rji Kmpp Smvejvo 1.00
Pricing Speed
20% XEG
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 17, 2007
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-2-XUKL8.1504.10--III---67.10%-Nqjew---8.24%--
OpnPKF66.000-WW-JZ----------Retained
F-1-TPVV68.0002.20--SSS--14.00%-GvjsrfndMYDA-395NCXS+395--
O-BBCF73.0005.70--XX--78.00%-WlmajfeiCGTI-185JUTN+185--
U-APUX79.0005.60--K--83.00%-DpbaujzsGXAT-225VCSZ+225--
M-DYIQ9.84020.30--CC---9.00%-VvquafjeHTLI-816HBSV+816--
A-1-XWSB365.0008.70Dii-EEE--56.00%-GchvrosdHWGE-143CZWL+143--
A-2-QAKN54.0005.20--HHH--33.00%-OpsokdywAETA-170ZJUQ+170--
Tranche Comments
A-1-X: Redemption: 2026-07-20; Registration: 144D/Jlc X; A-2-Q: Redemption: 2026-07-20; Registration: 144I/Wzr Y; O-B: Redemption: 2026-07-20; Registration: 144L/Pmq J; U-A: Redemption: 2026-07-20; Registration: 144B/Gjz S; F-1-T: Redemption: 2026-07-20; Registration: 144C/Erv C; F-2-X: Redemption: 2026-07-20; Registration: 144O/Xwj A; M-D: Redemption: 2026-07-20; Registration: 144D/Bnp M; Opn: Redemption: 2026-07-20; Registration: 144E/Ipd R;
Deal Comments
Iyuye. Hjb Gcuu Oyzbjhr 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 29, 2019
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UOHJK23.0003.91-JJ---18.16%-PhjrlmyhZMXJ-160DLCD+160-408.00000
MTBN49.2003.96-SS----8.35%-------Retained
VWHFG84.0001.57-J---97.47%-PesjdzrtISII-223QGMA+223-711.00000
ESVRN73.0005.70-GGG----13.54%-SsuuhoclKZXE-310VBGM+310-847.00000
V1KFAX483.1838.14QggBBB---58.72%-WukhwpkjNYGM-120IDUM+120-910.00000
AghvcoCNI48.544--KU-----------Retained
I2MFNA15.0003.58Rqq----38.59%-LlcqeqhzTTKE-130NSOA+130-773.00000
Tranche Comments
V1K: Registration: 144O/Esq Q; I2M: Registration: 144V/Gev W; UO: Registration: 144D/Qng S; VW: Registration: 144F/Dpa B; ES: Registration: 144Z/Dci G; M: Registration: 144B/Rhd X; Aghvco: Registration: 144B/Rap Q;
Deal Comments
Bweqhkhnqhf. Ewh Xkaa Iwiqwzm 0.5
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-2Q-LZFT43.0002.10--EEE--16.10%-CfkyiciuTYSC160160XUQI+160--
V-1-VJPB83.0006.80--WW--70.60%-PqprpmchIIXB185185HUMZ+185--
I-2-FZJZ26.0006.90--LLL--49.70%-------Retained
K-2QZV13.0005.70--RR--78.40%-------Retained
E-NFVC19.0006.20--A--24.40%-XolowofwKNOJ230235HYDG+235--
N-1-YNYS729.0005.30Bee-DDD--46.90%-MhmvfrjmHWAO134134ISGD+134--
Tranche Comments
N-1-Y: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144J/Txz H; Q-2Q-L: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144H/Qna P; I-2-F: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144A/Kzi W; V-1-V: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144N/Jyv N; K-2: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144T/Cba C; E-N: First Pay: 2024-07-20; Redemption: 2025-06-24; Registration: 144M/Fux S;
Deal Comments
Dtzubvbzubs. Tmb Evll Btsumvp 1.00
Pricing Speed
20% GVW
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 16, 2019
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-1-MQOR62.00078.00--EEE---69.00%-GmrowvwqDXWT-390LVMQ+390--
H-HUSQ5.0005.90--CCC----TmxfxidmXSPV-100SGVH+100--
D-1-UGVA710.0003.50Maa-UUU--30.00%-HzvuksviJSWI-157DZPW+157--
D-YVEQ89.0008.40--HH--53.00%-JrwadtzvPXNF-210JAXD+210--
L-GFMI96.0003.20--W--53.00%-ZrldrspxSDPN-250UOXH+250--
H-2-BJQN6.00067.90--FFF---83.00%-FyxpvrjuPAXM-510XBHB+510--
L-2-VAQA46.0009.70--EEE--37.00%-RfoxupqsWDYJ-180MWUH+180--
QmdJYF46.000--------------Retained
Z-JOLB40.00097.60--RR---7.20%-JslqdwoyXUBD-775TXEL+742--
Tranche Comments
H-H: Redemption: 2026-07-20; Registration: 144Y/Lmd D; D-1-U: Redemption: 2026-07-20; Registration: 144O/Tzy C; L-2-V: Redemption: 2026-07-20; Registration: 144N/Pvv S; D-Y: Redemption: 2026-07-20; Registration: 144A/Whi J; L-G: Redemption: 2026-07-20; Registration: 144Y/Eqy E; Z-1-M: Redemption: 2026-07-20; Registration: 144W/Alq B; H-2-B: Redemption: 2026-07-20; Registration: 144L/Ujs A; Z-J: Redemption: 2026-07-20; Registration: 144M/Miz N; Qmd: Redemption: 2026-07-20; Registration: 144U/Veu W;
Deal Comments
Qzfzc. Zkb Kvee Azyykhp 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 6, 2025
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RYAQ816.000-Zhh----41.00%-RumqsetgTZHU-160QBIV+160--
WONE2.000---R---9.60%-------Retained
WZNW48.000---E--32.00%-OxzruofvXPBR-280BIMJ+280--
QOEC46.000---KKK---75.00%-GfdhymbaLLKD-425MYNN+425--
TWLE27.000---VV---6.10%-OeosjkxtGIYE-725AYGP+725--
WXIC93.000---ZZ--26.00%-FhhrqiirMGAU-225SDYE+225--
KuzTWW33.380-BX-IN----------Retained
Tranche Comments
R: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144V/Xey L; W: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144B/Csh M; W: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Ntz K; Q: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144E/Xnl H; T: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144N/Xzj P; W: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144L/Hxw H; Kuz: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Y/Wll A;
Deal Comments
Rkz Lpaa Bxwjkdy 1.91
Reinvestment Period (YRS)
9.85
Reinvestment Period End Date
Oct 4, 1997
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
POOIZD16.480-Syy3----35.59%-Mqcplolz3qMAPP-----
YTTRSC32.500-Fkk1----5.40%-Qzjjbvqp3eIUZT-----
K1A3XTF350.880-Xmm----71.31%-Nzhvrlyv3eUNKT-1203aSZTN+120-798.00000
IhveifZSP60.000--------------Retained
S2G3CHL97.800-Cff----23.38%-Sebckink3yPVSA-1553fUYQV+155-275.00000
HG3IIP83.800-Sl1----54.20%-Qrxwebom3oZPWL-1803bAYWD+180-719.00000
I2KKUWA40.214-C1----49.89%-Zuhadqlv3oGMKM-----
HKKMQV34.600-Kn3----7.26%-Lzwqsbom3rVSVO-----
G1GGHNO35.915-F1----46.58%-Ocuwryco3cJPCL-----
Tranche Comments
K1A3: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144I/Uij F; S2G3: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144A/Hyp X; HG3: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144G/Cxn R; G1GG: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144F/Jqr X; I2KK: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144G/Nvo A; POO: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144N/Hij F; HKK: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144K/Wkr S; YTT: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144D/Bah G; Ihveif: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144H/Jea D;
Deal Comments
Hztyvmvtyvm. Lmv Amnn Tzyymxl 0.5
Reinvestment Period End Date
May 23, 1997
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HfjYRP14.400--------------Retained
CGSF441.0006.10-YYY---17.00%-TfxajshwUJCP-185WPEE+185--
S-2VVX72.0003.90-Y---89.00%-JzivyuciLZSN-375UOKC+375--
SUOG54.0002.40-ZZ----14.20%-DpmutfjjWBAY-852SKUL+852--
MLOP45.4004.10-PPP----68.60%-BjumydmeYWWD-633VNBG+633--
RBIQ33.9005.10-XX---90.60%-LrrdqrfvKGXG-250PIUB+250--
X-1OPK14.3008.20-B---99.00%-BpyzyqyhNMSH-350DJHV+350--
Tranche Comments
C: First Pay: 2023-10-25; Registration: 144F/Ute X; R: First Pay: 2023-10-25; Registration: 144O/Tlt K; X-1: First Pay: 2023-10-25; Registration: 144A/Pnv J; S-2: First Pay: 2023-10-25; Registration: 144O/Jmd X; M: First Pay: 2023-10-25; Registration: 144W/Thd B; S: First Pay: 2023-10-25; Registration: 144Z/Jin L; Hfj: First Pay: 2023-10-25; Registration: 144Y/Eqy O;
Deal Comments
Axt Squu Xbjoxng 2.00
Reinvestment Period (YRS)
7
WAL Test Period (YRS)
6
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-2OBCK48.0008.50--YYY--87.00%-Drlge--1904.66%--
JJHE75.0003.80--JJ---3.00%-VuleyffwJNAZ-900LJQL+857--
IRWH18.0009.20--BBB---26.00%-FqrbkxjhYYLF-500LUTW+470--
M-2MFVE91.0006.80--JJJ--37.00%-AluucmzhMUPH-200IPIU+200--
QFNM32.0006.30--T--56.00%-IjwvcqrkUBJK-340KHAI+340--
D-1WBE23.0005.80--CC--49.00%-OfpxzcqhBQMY-290QPKD+290--
D-2NAU32.0001.70--RR--38.00%-Qzmun--2605.35%--
NsmaasLGK72.000--------------Retained
F-1WGF216.0001.40Hnn-III--87.00%-XbxhqftePNVV-164SLYD+164--
Tranche Comments
F-1: First Pay: 2023-01-20; Redemption: 2024-06-24; M-2M: First Pay: 2023-01-20; Redemption: 2024-06-24; J-2O: First Pay: 2023-01-20; Redemption: 2024-06-24; D-1: First Pay: 2023-01-20; Redemption: 2024-06-24; D-2: First Pay: 2023-01-20; Redemption: 2024-06-24; Q: First Pay: 2023-01-20; Redemption: 2024-06-24; I: First Pay: 2023-01-20; Redemption: 2024-06-24; J: First Pay: 2023-01-20; Redemption: 2024-06-24; Nsmaas: First Pay: 2023-01-20; Redemption: 2024-06-24;
Deal Comments
Zxt Juvv Qpfoxxh 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 16, 2001

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