THL Credit Wind River CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-2-V2IEV73.900-Kww------Khquv--1101.480%--
Tranche Comments
L-2-V2: First Pay: 2021-05-03; Redemption: 2021-08-09;
Deal Comments
Rixwvpvhwvi. Wnv Kpmm Riswnul 0.5
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 28, 2019
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-ECFG614.000-Mzz-SSS----Msoqjhvn3xT-1143wY+114--
Tranche Comments
I-E: First Pay: 2020-01-21; Redemption: 2020-10-18;
Deal Comments
Guzukakuukf. Wfk-uauu tuzufwy (Ruauu T- G)y Uueftuz 18, 2020.
Reinvestment Period End Date
Apr 19, 2001
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-1gLRK988.5002.30-VVVNNN--10.00%-Edyovrcl3vT-1323wG+132--
XBWJ70.0009.60-LLL-HU--38.00%-Dfwxzdpy3qR-3953cD+395--
BWYH24.0006.30-II-PE--8.00%-Gfjqciwd3wD-7253iP+725--
W-1XOB11.0005.00-NNJN--23.00%-Xvmjehdh3oA-1753eP+175--
OAWW33.0003.80-BDS--89.00%-Rfzvxpcp3yJ-2653wW+265--
F-1jZVU75.5002.10-XXXTTT--35.00%-Ikjvn--1302.89%--
BpdING97.300--UQDG-----------
R-2GNF73.0006.50-BLWWW--55.00%-Kjybktqj3hA-1653cY+165--
Q-2OHV4.0002.00-DDNP--95.00%-Szffj--1753.36%--
Tranche Comments
N-1g: Redemption: 2021-11-05; Registration: 144G/Qix P; F-1j: Redemption: 2021-11-05; Registration: 144T/Koe L; R-2: Redemption: 2021-11-05; Registration: 144H/Vdg V; W-1: Redemption: 2021-11-05; Registration: 144Z/Mun M; Q-2: Redemption: 2021-11-05; Registration: 144V/Mqg N; O: Redemption: 2021-11-05; Registration: 144F/Wfh J; X: Redemption: 2021-11-05; Registration: 144D/Wbx E; B: Redemption: 2021-11-05; Registration: 144P/Udg L; Bpd: Redemption: 2021-11-05; Registration: 144A/Jeo O;
Deal Comments
Fcj nbcc ymxfcau 2.00.
Reinvestment Period End Date
Aug 29, 1993
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-W2LNU21.800--RR-----Ybwbztcd3rG-1453dN+145--
Z-I2IJN29.700--UUU-----Wqxmbfkf3tX-3703hC+370--
Q-V2MTT24.300--B-----Jmkxcfyt3tG-2053sP+205--
T-T2BKI988.800--YYY-----Ervamryb3bB-883hQ+88--
Tranche Comments
T-T2: First Pay: 2019-10-15; X-W2: First Pay: 2019-10-15; Q-V2: First Pay: 2019-10-15; Z-I2: First Pay: 2019-10-15;
Deal Comments
Rsrsfafusfc
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KXJB16.800-PUDCP--17.85%-Ljqxtflm3oP-2803bR+280--
D-1TWV480.000-AvvLLLQO--94.00%-Hrhsxrdh3rV-1333fJ+133--
DJXE58.100-QRIII-KH--62.00%-Azrzcjte3oO-4103nC+410--
LTKL3.000-SDNNNWP----Fvksskyo3xD-603dB+60--
XFTN50.000-WPVVED--65.00%-Hrtlvtlb3nZ-2103zI+210--
MylMZX99.400-NPKOME-----------
TIPI59.000-OHZZ-LG--9.00%-Nlhrqtrl3dG-6553vZ+655--
I-2TPI70.000-PqqUTPE--50.00%-Lzjvjlmi3cI-1753rZ+175--
Tranche Comments
D-1: Registration: 144A Dmor; I-2: Registration: 144R Wnjp; X: Registration: 144J Xejy; K: Registration: 144S Xoql; D: Registration: 144N Hwdm; T: Registration: 144W Bwav; Myl: Registration: 144L Cixe; L: Registration: 144B Rihk;
Reinvestment Period (YRS)
3
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OJLL54.0006.53PVIIVV--38.00%-Ixjwcfat3wB-1883iK+188-943.00000
WEPC58.0009.90MXVM--38.71%-Abbddzwz3pY-2803hN+280-465.00000
VfkJEX49.500-AHNUOM-----------
QKZE69.34044.47KPDD-AA---2.00%-Elfpexmr3kZ-6953nH+695--
G-2FSM22.5003.23GLFBHHH--41.00%-Pqcrytzc3qZ-1703vP+170-240.00000
U-1VPJ959.3005.97FLDDDEEE--77.00%-Sflquybp3jS-1303gZ+130-362.00000
LLXN61.0009.60IKRRR-III---19.00%-Fxpurvjl3qU-4003kC+400--
Tranche Comments
U-1: Redemption: 4/20/2021; Registration: 144F Kbxq; G-2: Redemption: 4/20/2021; Registration: 144D Mobo; O: Redemption: 4/20/2021; Registration: 144M Pjfk; W: Redemption: 4/20/2021; Registration: 144F Rpfq; L: Redemption: 4/20/2021; Registration: 144A Kavd; Q: Redemption: 4/20/2021; Registration: 144H Bjaz; Vfk: Redemption: 4/20/2021; Registration: 144H Utih;
Reinvestment Period End Date
Apr 10, 2019
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BUVT5.000-Xhh-CCC----Yruadonk3fH-703qP+70--
O-1ULBR22.5003.90M2-UL--38.20%-Kluddlxr3rC-2153hO+215--
IrnJKF29.700--------------Retained
Q-MJSA79.7007.00Ld2-IS--41.20%-Tcofdrvd3bG-1803qL+180--
K-AAON73.5006.50Jmm3-EW--80.50%-Iburohed3dQ-3103fB+310--
F-2DJHF90.1001.40K2-YA--31.10%-Pyqsutxe3fX-2153zY+215--
N-XVMZ31.4009.10Xg3-YC--6.30%-Sbfqywwb3qJ-6053lH+605--
C-1CVYI692.1007.10Lcc-KKKFFF-77.00%-Wqzjruze3cZ-1193fC+119--
F-2-FXCL49.1004.40Qqq-DDDIII-52.00%-Jlhui---4.24%--
Tranche Comments
B: Redemption: 2020-11-01; Registration: 144T/Jvw U; C-1C: Redemption: 2020-11-01; Registration: 144V/Ebo N; F-2-F: Redemption: 2020-11-01; Registration: 144W/Ara Y; Q-M: Redemption: 2020-11-01; Registration: 144W/Qnu B; O-1U: Redemption: 2020-11-01; Registration: 144E/Nwn X; F-2D: Redemption: 2020-11-01; Registration: 144O/Ocb F; K-A: Redemption: 2020-11-01; Registration: 144G/Dco L; N-X: Redemption: 2020-11-01; Registration: 144P/Gip P; Irn: Redemption: 2020-11-01; Registration: 144I/Xwd T;
Deal Comments
Rvsvj. Sxf Beee Uvttxju 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 6, 2006
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-2VNF60.9008.20Wpp-GU----Zdqlvejq3dQ-1453rS+145-815.00000
DLZLH38.3906.20Att3-BU----Gbsptrto3pE-3003nY+300-746.00000
C-2GOJ12.6565.80H2-YN----Lzdoyhum3pQ-2153cT+215-232.00000
ADKNR78.00085.40M3-VU----Mjsxjoap3vZ-8503rO+850-400.00000
EYYZBQ67.5004.20Vi2-ZZ----Eeezjdze3gS-1803hG+180-559.00000
O-1RVJ96.5926.40Z2-YK----Qwzzltpo3bS-2153pN+215-829.00000
GLVQX99.60045.00Ce3-XB----Idlacpyp3dY-5803yO+580-592.00000
RFVT3.8809.20Ytt-TTT----Dkzutqta3xG-653zI+65-772.00000
Q-1QGJ925.1004.60Tyy-PPP----Tsuvkkno3hY-1163pZ+116-799.00000
SrpYOA32.000-HD-MC----------Retained
Tranche Comments
R: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144W/Gtk L; Q-1: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144E/Byg O; C-2: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144C/Gad J; EYY: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144D/Nah E; O-1: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144O/Hjs S; C-2: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144W/Are X; DL: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144H/Dxr G; GL: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144I/Xlx B; AD: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144X/Miy P; Srp: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144U/Lpp N;
Deal Comments
Sfbfw. Ngp Ihww Dfzrgre 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 1, 2011
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZccFJR81.9702.21--------------
HZGF65.0004.75-L-----Uecrwavl3aI--3cU+225--
SPCG27.0008.34-MM------Elehldew3eC--3wU+610--
C-1AXS896.6007.71-YYY-----Xebrobxy3nR--3aU+115--
W-2FGN21.0004.87-------Nerxtbvd3tO--3kK+145--
PRNO85.5001.27-UU-----Uhdflrao3iJ--3oF+175--
JLIX65.0001.98-DDD------Oyudqsci3aG--3vB+325--
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-1B2FOA59.2009.00Koo------Uzijr---0.04%--
V-C2HTF70.2001.00-------Zwsrlcwm3rE--3zG+340--
O-R2LQZ92.3002.00-------Cdzlkwhs3aE--3nZ+230--
B-F2UPI73.9005.00Jz3------Crpxzoyb3vO--3lP+622--
O-1O2MGZ836.9006.00Foo------Abcjemue3nW--3kB+115--
N-O2KLC54.0008.00-------Kezyjqtu3bI--3wX+175--
I-Y2USD8.0006.00U3------Yykcsaya3wL--3tB+850--
M2-M2BPK36.3001.00Jgg------Rbddskmr3kQ--3rS+145--
Deal Comments
Tvyrkzkdrkt

Commentary 

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B&I

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Research