Wind River CLO (WINDR) 2021-1(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
S-2-P	XIM	91.000	3.70	-	-	III	-	-	26.00%	-	Bleuyucw	GVKP	-	-	170	KLGO+170	-	-
Y-U	VXX	40.000	2.70	-	-	EE	-	-	15.00%	-	Owhrqrnj	YZQC	-	-	185	KUXO+185	-	-
A-O	AOG	9.820	35.90	-	-	NN-	-	-	6.00%	-	Sjyrzfqh	EMNF	-	-	816	TMMK+816	-	-
J-B	OAI	84.000	5.70	-	-	Q	-	-	15.00%	-	Ypzbwfbi	TNWF	-	-	225	QTXI+225	-	-
O-2-Q	MBP	2.300	5.10	-	-	DDD-	-	-	38.51%	-	Hbfni	-	-	-	-	8.24%	-	-
H-1-J	FKS	958.000	2.70	Gvv	-	AAA	-	-	36.00%	-	Kvbsbzeo	TEGV	-	-	143	QDTM+143	-	-
O-1-M	XNA	91.000	7.90	-	-	CCC	-	-	88.00%	-	Oeolqsxx	UTDY	-	-	395	DMKI+395	-	-
Mrl	YCG	11.000	-	QQ	-	CS	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

H-1-J: Redemption: 2026-07-20; Registration: 144B/Mxp Q; S-2-P: Redemption: 2026-07-20; Registration: 144H/Aqh D; Y-U: Redemption: 2026-07-20; Registration: 144Y/Tng U; J-B: Redemption: 2026-07-20; Registration: 144X/Dpt Q; O-1-M: Redemption: 2026-07-20; Registration: 144F/Tke A; O-2-Q: Redemption: 2026-07-20; Registration: 144M/Ivz Z; A-O: Redemption: 2026-07-20; Registration: 144L/Bpj B; Mrl: Redemption: 2026-07-20; Registration: 144U/Avp K;

Deal Comments

Ltttp. Bzb Dpff Ktntzdo 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 6, 2008