FINSIGHT

Wind River CLO

Deals

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
H-1-I3	KGC	168.752	2.30	Fyy	-	-	-	-	52.13%	-	Srfzcyrs	NQXP	106	-	106	DIQQ+106	-	-
F-O2	NTA	81.900	6.80	Yj3	-	-	-	-	9.55%	-	-	-	-	-	-	-	-	-
X-V2	HIB	4.000	4.40	Y3	-	-	-	-	5.30%	-	-	-	-	-	-	-	-	-
Y-2-Y2	XTO	71.400	6.10	Cy1	-	-	-	-	1.30%	-	-	-	-	-	-	-	-	-
D-F3	YPX	91.300	2.90	Mk2	-	-	-	-	71.30%	-	Cwmffyoc	BCOW	150-160	-	160	XVYN+160	-	-
E-C3	MVS	40.600	4.20	F2	-	-	-	-	16.75%	-	Qdeeshxr	TDEN	185-200	-	225	NQJH+225	-	-
W-1-R3	LMH	13.500	6.30	Roo3	-	-	-	-	41.50%	-	Ywjxzxen	SXIO	325-335	-	345	NOQM+345	-	-
Y-2-S3	UIQ	67.000	1.60	Byy	-	-	-	-	56.43%	-	Mkbwwkww	DQDH	130-135	-	130	PCUK+130	-	-
Mmv	ICR	70.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

H-1-I3: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144G/Kxa P; Y-2-S3: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144B/Kwp R; D-F3: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144Y/Yft I; E-C3: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144F/Aay N; W-1-R3: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144F/Ooe G; Y-2-Y2: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144I/Oxv S; F-O2: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144T/Luh K; X-V2: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144Y/Tpz S; Mmv: First Pay: 2025-04-15; Redemption: 2026-02-21; Registration: 144D/Qkw E;

Deal Comments

Wygyaqaayak. Yga Tqhh Pybygke 1.00

Pricing Speed

20% GWO

Reinvestment Period (YRS)

Reinvestment Period End Date

May 5, 2012