FINSIGHT

Wind River CLO

Deals

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

More Details

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)

WAL Test Period (YRS)

First Eagle Investment

BWICS & Inventory

Research

Sector	Name	Type	Publisher	Date
CLOS	Wind River 2022-2 CLO	Performance Analytics	Dealscribe	Aug 24, 2022
CLOS	Wind River 2022-1 CLO	Performance Analytics	Dealscribe	Jul 20, 2022
CLOS	Wind River 2019-2 CLO	Performance Analytics	Dealscribe	Mar 8, 2022
CLOS	Wind River 2021-3 CLO	Performance Analytics	Dealscribe	Oct 27, 2021