2020-1(R)

Wind River CLO (WNDRV) 2020-1(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
M-T	KZA	59.000	54.60	-	-	AA-	-	-	3.40%	-	Nqslourp	GVJE	-	-	775	GDKB+742	-	-
U-1-G	VPP	700.000	8.80	Irr	-	VVV	-	-	45.00%	-	Hbeemtik	XCFQ	-	-	157	XGWT+157	-	-
K-1-Y	XFV	23.000	53.00	-	-	LLL-	-	-	88.00%	-	Jhfvbson	JWNC	-	-	390	BAMW+390	-	-
N-2-T	WJO	7.000	93.60	-	-	BBB-	-	-	63.00%	-	Fyllxhcf	NCOI	-	-	510	ELBW+510	-	-
V-F	EUK	38.000	1.40	-	-	V	-	-	12.00%	-	Jsdubhof	XYJK	-	-	250	LTSX+250	-	-
Z-D	XHC	8.000	3.10	-	-	WWW	-	-	-	-	Gldjtuiv	NSBI	-	-	100	BOQJ+100	-	-
P-2-S	INY	81.000	7.70	-	-	SSS	-	-	45.00%	-	Gsdrjlxy	YMUF	-	-	180	XQYE+180	-	-
N-J	HSH	89.000	4.90	-	-	LL	-	-	66.00%	-	Ceyhkfag	YDWG	-	-	210	GZVM+210	-	-
Fdj	GTC	33.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z-D: Redemption: 2026-07-20; Registration: 144J/Uwp R; U-1-G: Redemption: 2026-07-20; Registration: 144I/Gen V; P-2-S: Redemption: 2026-07-20; Registration: 144J/Cew A; N-J: Redemption: 2026-07-20; Registration: 144T/Rci N; V-F: Redemption: 2026-07-20; Registration: 144M/Nqu W; K-1-Y: Redemption: 2026-07-20; Registration: 144C/Qmi H; N-2-T: Redemption: 2026-07-20; Registration: 144D/Xsb Z; M-T: Redemption: 2026-07-20; Registration: 144Q/Rvv F; Fdj: Redemption: 2026-07-20; Registration: 144B/Tln A;

Deal Comments

Qzszm. Wbw Amhh Czglbcp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 21, 2010

Reset

Yes