2015-1(R)

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

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

First Eagle Investment

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
JZ	ZBB	85.560	6.80	Fff3	-	JJ	-	-	-	-	Ppkomzog	3tF	-	-	300	3bA+300	-	627.00000
AQ	PEV	39.900	51.00	Ds3	-	XA	-	-	-	-	Cspekawv	3pT	-	-	580	3kZ+580	-	877.00000
S-1	HZK	490.900	1.50	Dll	-	EEE	-	-	-	-	Ooylyodm	3kB	-	-	116	3yB+116	-	189.00000
Q-2	ATV	96.700	9.70	Eff	-	ML	-	-	-	-	Zhurhyjr	3fE	-	-	145	3zY+145	-	762.00000
Yhn	TBQ	18.000	-	ER	-	KY	-	-	-	-	-	-	-	-	-	-	-	Retained
C-1	XGK	82.573	9.30	K2	-	NZ	-	-	-	-	Wvmxdewh	3aI	-	-	215	3kO+215	-	635.00000
Y-2	CCW	51.351	9.30	V2	-	YN	-	-	-	-	Khzazahu	3jA	-	-	215	3xR+215	-	329.00000
S	HNI	1.880	1.40	Iff	-	III	-	-	-	-	Jvbrebnv	3mF	-	-	65	3qM+65	-	553.00000
GHH	UTL	65.660	6.50	Sk2	-	CH	-	-	-	-	Spqhskwf	3nY	-	-	180	3sL+180	-	815.00000
KC	OGR	13.000	86.90	D3	-	MQ	-	-	-	-	Gduoytjz	3hE	-	-	850	3dY+850	-	657.00000

Tranche Comments

S: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144K/Wqx W; S-1: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144X/Orf Y; Q-2: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144L/Nfj E; GHH: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144V/Toe P; C-1: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144E/Hrg T; Y-2: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144F/Prm C; JZ: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144V/Wqp R; AQ: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144C/Xux X; KC: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144G/Cjr Z; Yhn: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144J/Zod A;

Deal Comments

Lgjgq. Lbh Ksll Dgribuz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 29, 1994