diff --git a/pandas/core/base.py b/pandas/core/base.py
index f30430dd394ca..3911cbb63c07b 100644
--- a/pandas/core/base.py
+++ b/pandas/core/base.py
@@ -10,7 +10,9 @@
     Callable,
     Dict,
     FrozenSet,
+    Hashable,
     Optional,
+    Set,
     TypeVar,
     Union,
     cast,
@@ -22,6 +24,7 @@
 from pandas._typing import (
     Dtype,
     DtypeObj,
+    FrameOrSeriesUnion,
     IndexLabel,
     Shape,
 )
@@ -167,10 +170,14 @@ class SpecificationError(Exception):
 
 class SelectionMixin:
     """
-    mixin implementing the selection & aggregation interface on a group-like
-    object sub-classes need to define: obj, exclusions
+    Mixin for the selection & aggregation interface on a group-like object.
+
+    Sub-classes need to define: obj, exclusions
     """
 
+    obj: FrameOrSeriesUnion
+    exclusions: Set[Hashable]
+
     _selection: Optional[IndexLabel] = None
     _internal_names = ["_cache", "__setstate__"]
     _internal_names_set = set(_internal_names)
@@ -225,15 +232,9 @@ def _selection_list(self):
 
     @cache_readonly
     def _selected_obj(self):
-        # error: "SelectionMixin" has no attribute "obj"
-        if self._selection is None or isinstance(
-            self.obj, ABCSeries  # type: ignore[attr-defined]
-        ):
-            # error: "SelectionMixin" has no attribute "obj"
-            return self.obj  # type: ignore[attr-defined]
-        else:
-            # error: "SelectionMixin" has no attribute "obj"
-            return self.obj[self._selection]  # type: ignore[attr-defined]
+        if self._selection is None or isinstance(self.obj, ABCSeries):
+            return self.obj
+        return self.obj[self._selection]
 
     @cache_readonly
     def ndim(self) -> int:
@@ -241,49 +242,31 @@ def ndim(self) -> int:
 
     @cache_readonly
     def _obj_with_exclusions(self):
-        # error: "SelectionMixin" has no attribute "obj"
-        if self._selection is not None and isinstance(
-            self.obj, ABCDataFrame  # type: ignore[attr-defined]
-        ):
-            # error: "SelectionMixin" has no attribute "obj"
-            return self.obj.reindex(  # type: ignore[attr-defined]
-                columns=self._selection_list
-            )
+        if self._selection is not None and isinstance(self.obj, ABCDataFrame):
+            return self.obj.reindex(columns=self._selection_list)
 
-        # error: "SelectionMixin" has no attribute "exclusions"
-        if len(self.exclusions) > 0:  # type: ignore[attr-defined]
-            # error: "SelectionMixin" has no attribute "obj"
-            # error: "SelectionMixin" has no attribute "exclusions"
-            return self.obj.drop(self.exclusions, axis=1)  # type: ignore[attr-defined]
+        if len(self.exclusions) > 0:
+            return self.obj.drop(self.exclusions, axis=1)
         else:
-            # error: "SelectionMixin" has no attribute "obj"
-            return self.obj  # type: ignore[attr-defined]
+            return self.obj
 
     def __getitem__(self, key):
         if self._selection is not None:
             raise IndexError(f"Column(s) {self._selection} already selected")
 
         if isinstance(key, (list, tuple, ABCSeries, ABCIndex, np.ndarray)):
-            # error: "SelectionMixin" has no attribute "obj"
-            if len(
-                self.obj.columns.intersection(key)  # type: ignore[attr-defined]
-            ) != len(key):
-                # error: "SelectionMixin" has no attribute "obj"
-                bad_keys = list(
-                    set(key).difference(self.obj.columns)  # type: ignore[attr-defined]
-                )
+            if len(self.obj.columns.intersection(key)) != len(key):
+                bad_keys = list(set(key).difference(self.obj.columns))
                 raise KeyError(f"Columns not found: {str(bad_keys)[1:-1]}")
             return self._gotitem(list(key), ndim=2)
 
         elif not getattr(self, "as_index", False):
-            # error: "SelectionMixin" has no attribute "obj"
-            if key not in self.obj.columns:  # type: ignore[attr-defined]
+            if key not in self.obj.columns:
                 raise KeyError(f"Column not found: {key}")
             return self._gotitem(key, ndim=2)
 
         else:
-            # error: "SelectionMixin" has no attribute "obj"
-            if key not in self.obj:  # type: ignore[attr-defined]
+            if key not in self.obj:
                 raise KeyError(f"Column not found: {key}")
             return self._gotitem(key, ndim=1)
 
diff --git a/pandas/core/window/rolling.py b/pandas/core/window/rolling.py
index 6db86b940737e..4254a8dee12a9 100644
--- a/pandas/core/window/rolling.py
+++ b/pandas/core/window/rolling.py
@@ -16,7 +16,6 @@
     Dict,
     List,
     Optional,
-    Set,
     Tuple,
     Type,
     Union,
@@ -115,7 +114,6 @@ class BaseWindow(SelectionMixin):
     """Provides utilities for performing windowing operations."""
 
     _attributes: List[str] = []
-    exclusions: Set[str] = set()
 
     def __init__(
         self,
@@ -130,6 +128,7 @@ def __init__(
         method: str = "single",
     ):
         self.obj = obj
+        self.exclusions = set()
         self.on = on
         self.closed = closed
         self.window = window