2016-2(R)

THL Credit Wind River CLO (WINDR) 2016-2(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
N-1V	MUD	447.200	8.50	Bvv	-	CCC	PPP	-	30.00%	-	Zsfrlktg	3qN	-	-	119	3mB+119	-	-
Z-S	EKV	94.400	1.30	Lx3	-	GG	-	-	2.50%	-	Cqhmdeuv	3mS	-	-	605	3jG+605	-	-
Jag	OMF	72.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-2-I	QMT	81.600	6.20	Mmm	-	BBB	YYY	-	28.00%	-	Kqckc	-	-	-	-	4.24%	-	-
J-1J	LSJ	79.400	9.40	K2	-	KL	-	-	10.90%	-	Nyrkepaf	3gW	-	-	215	3kA+215	-	-
L-J	ZVO	42.700	5.90	Ann3	-	PV	-	-	61.20%	-	Keyreuau	3kU	-	-	310	3eL+310	-	-
U-G	IVL	97.800	3.00	Ny2	-	AR	-	-	48.80%	-	Ecmvhyrf	3hT	-	-	180	3wD+180	-	-
K	IAP	3.000	-	Qxx	-	EEE	-	-	-	-	Ndjmebyd	3wS	-	-	70	3uE+70	-	-
T-2A	VWA	30.400	9.50	F2	-	IM	-	-	30.90%	-	Vrvmzehr	3uJ	-	-	215	3eA+215	-	-

Tranche Comments

K: Redemption: 2020-11-01; Registration: 144V/Nrh Q; N-1V: Redemption: 2020-11-01; Registration: 144E/Dld X; M-2-I: Redemption: 2020-11-01; Registration: 144Y/Tti B; U-G: Redemption: 2020-11-01; Registration: 144O/Kaj I; J-1J: Redemption: 2020-11-01; Registration: 144K/Eat U; T-2A: Redemption: 2020-11-01; Registration: 144O/Vng Q; L-J: Redemption: 2020-11-01; Registration: 144V/Xnh C; Z-S: Redemption: 2020-11-01; Registration: 144H/Gch D; Jag: Redemption: 2020-11-01; Registration: 144Y/Qqb B;

Deal Comments

Ryxyg. Vwn Gnvv Eyviwyb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 15, 2003