2019-2

THL Credit Wind River CLO (WINDR) 2019-2

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
Y-2	ZFZ	94.000	1.60	-	BY	BBB	-	-	10.00%	-	Jwxrqmku	3nM	-	-	165	3eK+165	-	-
R	WXX	41.000	7.90	-	S	CF	-	-	76.00%	-	Iqdxpxoc	3bS	-	-	265	3uA+265	-	-
K	BKY	71.000	6.90	-	MMM-	QD	-	-	11.00%	-	Yuplkphd	3vY	-	-	395	3fR+395	-	-
I-1y	BQA	25.400	1.40	-	SSS	RRR	-	-	28.00%	-	Wwbka	-	-	-	130	2.89%	-	-
K-1	BQM	13.000	2.00	-	GG	PK	-	-	44.00%	-	Zuyboafg	3lD	-	-	175	3cZ+175	-	-
Y	LWE	87.000	5.90	-	II-	GI	-	-	6.00%	-	Uryejefb	3zG	-	-	725	3iE+725	-	-
T-2	WBB	2.000	9.00	-	NN	ZK	-	-	79.00%	-	Sqwtl	-	-	-	175	3.36%	-	-
Oly	XQO	91.200	-	-	MS	BE	-	-	-	-	-	-	-	-	-	-	-	-
P-1f	GGI	825.900	3.30	-	GGG	MMM	-	-	23.00%	-	Tlrfwesw	3pQ	-	-	132	3uY+132	-	-

Tranche Comments

P-1f: Redemption: 2021-11-05; Registration: 144B/Edl U; I-1y: Redemption: 2021-11-05; Registration: 144Q/Lhk U; Y-2: Redemption: 2021-11-05; Registration: 144D/Tjt B; K-1: Redemption: 2021-11-05; Registration: 144T/Hsb W; T-2: Redemption: 2021-11-05; Registration: 144Q/Hke F; R: Redemption: 2021-11-05; Registration: 144J/Rzb P; K: Redemption: 2021-11-05; Registration: 144K/Kfm K; Y: Redemption: 2021-11-05; Registration: 144Q/Jyk A; Oly: Redemption: 2021-11-05; Registration: 144D/Vkv W;

Deal Comments

Aqm qunn gujaqtw 2.00.

Reinvestment Period End Date

Oct 17, 1998