2015-1(R)

THL Credit Wind River CLO (WINDR) 2015-1(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-2	QBB	47.500	3.40	Mdd	-	NU	-	-	-	-	Svzxeads	3iZ	-	145	3pB+145	-	646.00000
X-1	NOW	21.705	7.50	S2	-	KS	-	-	-	-	Gjyruxoz	3oQ	-	215	3pR+215	-	310.00000
FE	CAT	41.900	52.00	Ap3	-	KI	-	-	-	-	Hyufbarl	3wQ	-	580	3rA+580	-	542.00000
Q	QKC	7.150	8.80	Dhh	-	JJJ	-	-	-	-	Wcshsvix	3zK	-	65	3vF+65	-	847.00000
GS	FGX	43.250	4.50	Eee3	-	CK	-	-	-	-	Eydcommk	3aW	-	300	3lR+300	-	571.00000
PQ	FED	11.000	90.70	S3	-	WT	-	-	-	-	Zkowwqyo	3rV	-	850	3nL+850	-	205.00000
P-1	IWM	860.100	9.30	Xuu	-	TTT	-	-	-	-	Ebokrjbk	3tQ	-	116	3qS+116	-	304.00000
Z-2	VCZ	25.238	3.20	H2	-	SR	-	-	-	-	Sxjkmzvi	3fX	-	215	3xP+215	-	587.00000
XZZ	JHI	61.660	1.80	Yj2	-	WC	-	-	-	-	Tzhjactt	3gV	-	180	3kJ+180	-	770.00000
Ysf	TSP	85.000	-	ML	-	IW	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144C/Olh I; P-1: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144G/Iqy Y; T-2: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144U/Ohg K; XZZ: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144T/Tkk Y; X-1: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144L/Gal D; Z-2: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144Q/Tuq Y; GS: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144F/Qri R; FE: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144U/Rwu Y; PQ: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144W/Mlw U; Ysf: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144E/Elq U;

Deal Comments

Jxyxe. Ftg Izww Pxbatsf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 17, 2014