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
PCC	HTU	39.370	8.90	Wp2	-	KI	-	-	-	-	Gwuepozv	3uX	-	180	3yV+180	-	766.00000
F-1	WAJ	74.661	2.20	Y2	-	NT	-	-	-	-	Pehqccbf	3qJ	-	215	3jA+215	-	171.00000
K-2	FHG	92.494	9.80	C2	-	DQ	-	-	-	-	Tmpoedqe	3iR	-	215	3iW+215	-	523.00000
ZX	KJM	68.200	90.00	Yk3	-	EE	-	-	-	-	Zflcxjdm	3sN	-	580	3dU+580	-	471.00000
QM	YMY	13.490	3.80	Wrr3	-	EU	-	-	-	-	Gqpokrwb	3yM	-	300	3fZ+300	-	607.00000
SN	VMY	18.000	67.80	B3	-	CN	-	-	-	-	Rvsvdltk	3lE	-	850	3bX+850	-	689.00000
D	FCJ	6.620	7.10	Ioo	-	RRR	-	-	-	-	Dfobaknc	3cU	-	65	3bR+65	-	289.00000
Y-1	YXB	572.900	1.80	Cqq	-	BBB	-	-	-	-	Ibxjtdzv	3yX	-	116	3rS+116	-	504.00000
K-2	EWX	36.200	6.30	Khh	-	HM	-	-	-	-	Uphufkrt	3rO	-	145	3rN+145	-	939.00000
Can	UBL	80.000	-	QJ	-	UJ	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

D: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144V/Dlz V; Y-1: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144C/Xbg T; K-2: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144I/Uni D; PCC: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144Q/Rtv D; F-1: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144Q/Gog B; K-2: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144C/Zdi I; QM: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144D/Ivy V; ZX: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144W/Pro F; SN: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144D/Wcm A; Can: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144C/Uzm K;

Deal Comments

Bgsgt. Gwg Bzkk Mgfewhq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 27, 1995