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
U-2	NIK	53.745	3.20	M2	-	UN	-	-	-	-	Ierypikr	3zJ	-	-	215	3cX+215	-	202.00000
HU	CHT	10.000	94.70	S3	-	CV	-	-	-	-	Swqjqspq	3oL	-	-	850	3sI+850	-	478.00000
EUU	ICP	95.950	5.10	Ao2	-	FQ	-	-	-	-	Lvrfjbvo	3xS	-	-	180	3hX+180	-	216.00000
V-1	GKG	41.738	8.10	V2	-	WO	-	-	-	-	Nxfplcwv	3cW	-	-	215	3iY+215	-	542.00000
TZ	RFU	90.380	2.60	Acc3	-	EB	-	-	-	-	Dccmxcla	3gC	-	-	300	3sN+300	-	381.00000
Gqb	KVH	41.000	-	NZ	-	DH	-	-	-	-	-	-	-	-	-	-	-	Retained
V-1	OUD	992.700	1.50	Nkk	-	DDD	-	-	-	-	Fhtedtwr	3nD	-	-	116	3iL+116	-	321.00000
U-2	JXY	99.500	5.80	Yff	-	JX	-	-	-	-	Rjphavfg	3vP	-	-	145	3nG+145	-	838.00000
I	TQG	6.110	7.40	Vaa	-	EEE	-	-	-	-	Bbpjqoqr	3fF	-	-	65	3bI+65	-	363.00000
BS	MBG	59.500	29.00	Ek3	-	NC	-	-	-	-	Kpkspcss	3wY	-	-	580	3qG+580	-	910.00000

Tranche Comments

I: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144Z/Bvg B; V-1: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144A/Gax X; U-2: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144I/Gpn E; EUU: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144O/Xfl D; V-1: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144J/Rry M; U-2: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144N/Cma P; TZ: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144Y/Ybv Q; BS: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144J/Jnu B; HU: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144M/Ouo O; Gqb: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144M/Ewm R;

Deal Comments

Rccct. Nno Ezxx Ocjbnnr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 21, 1999