THL Credit Wind River CLO (WINDR) 2016-1(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-RUSD384.000-Aaa-AAA----Floating3mL-1053mL+105--
B-RUSD72.000-Aa2-AA----Floating3mL-1653mL+165--
C-RUSD36.000-A2-NR----Floating3mL-2103mL+210--
D-RUSD30.000-Baa3-NR----Floating3mL-2853mL+285--
E-RUSD30.000-Ba3-NR----Floating3mL-5553mL+555--
SubUSD56.300-NR-NR----------Retained
Tranche Comments
A-R: Redemption: 2019-07-15; B-R: Redemption: 2019-07-15; C-R: Redemption: 2019-07-15; D-R: Redemption: 2019-07-15; E-R: Redemption: 2019-07-15; Sub: Redemption: 2019-07-15;
Deal Comments
Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 15, 2020
Refinancing
Yes
Research

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