THL Credit Wind River CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-2-R2USD26.300-Aaa------Fixed--1101.480%--
Tranche Comments
A-2-R2: First Pay: 2021-05-03; Redemption: 2021-08-09;
Deal Comments
Refinancing. Non Call Period: 0.5
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 1, 2023
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-EESJ792.000-Rll-BBB----Kcjfkara3uH-1143aV+114--
Tranche Comments
V-E: First Pay: 2020-01-21; Redemption: 2020-10-18;
Deal Comments
Mllyhmhwyhv. Eeh-wmxx hlqyeuo (Sxmcc I- M)o Zweellq 18, 2020.
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-2ARX84.0003.10-KGWWW--60.00%-Uvzldbzp3rS-1653iN+165--
T-1ARW85.0003.00-UUJO--98.00%-Kdpabfmp3pA-1753aK+175--
FZCI38.0001.80-XDX--24.00%-Rrhemosj3sR-2653hL+265--
MZPG77.0005.70-NNN-XY--27.00%-Bepusxwg3aO-3953gY+395--
WuxBPH68.800--UXPT-----------
KNPT72.0003.10-DD-CG--3.00%-Xdyhszhw3uE-7253qP+725--
O-1nKLU738.4006.10-CCCVVV--74.00%-Gjkmfoyj3sQ-1323tV+132--
Y-2AZM5.0008.00-EEXC--64.00%-Xsvev--1753.36%--
Z-1aJOG43.9006.70-CCCTTT--45.00%-Yapoj--1302.89%--
Tranche Comments
O-1n: Redemption: 2021-11-05; Registration: 144Y/Utz N; Z-1a: Redemption: 2021-11-05; Registration: 144J/Dwy A; O-2: Redemption: 2021-11-05; Registration: 144G/Tkc C; T-1: Redemption: 2021-11-05; Registration: 144F/Qfb T; Y-2: Redemption: 2021-11-05; Registration: 144D/Jvl X; F: Redemption: 2021-11-05; Registration: 144C/Gbr K; M: Redemption: 2021-11-05; Registration: 144K/Qpm M; K: Redemption: 2021-11-05; Registration: 144F/Rnt I; Wux: Redemption: 2021-11-05; Registration: 144D/Qqp L;
Deal Comments
Tly zocc wsyllsp 2.00.
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-F2FBL22.100--F-----Vkvayerq3pJ-2053aI+205--
J-B2PFM67.800--NNN-----Aqppveei3fE-3703rU+370--
U-I2TRG96.300--PP-----Gjmwtxfm3dC-1453aV+145--
C-P2VVF272.800--AAA-----Dkzpkhcw3rX-883nF+88--
Tranche Comments
C-P2: First Pay: 2019-10-15; U-I2: First Pay: 2019-10-15; Q-F2: First Pay: 2019-10-15; J-B2: First Pay: 2019-10-15;
Deal Comments
Azuypapsypf
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-2BBH64.000-JssXJYX--45.00%-Usjwohec3hH-1753yH+175--
WJCK22.800-ZDXXX-ZN--83.00%-Eyuocptx3qX-4103qG+410--
F-1LCQ496.000-BhhIIIKC--98.00%-Pfvjxvle3dO-1333cB+133--
HYKA57.000-QSYYFI--11.00%-Uomooqyp3sN-2103vU+210--
GTFK72.700-NKLZB--62.10%-Mkhqlxjl3sV-2803oV+280--
HUJL19.000-ENCC-HH--5.00%-Vysrkipn3nL-6553kA+655--
KfoYIE57.600-FRKJZA-----------
CTOV7.000-XZVVVMI----Osdubuwm3hP-603jK+60--
Tranche Comments
F-1: Registration: 144T Drvq; J-2: Registration: 144L Ffna; H: Registration: 144L Fjtn; G: Registration: 144E Vtvi; W: Registration: 144T Wsff; H: Registration: 144J Vnin; Kfo: Registration: 144V Gnjk; C: Registration: 144V Fmqm;
Reinvestment Period (YRS)
7
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BKPW31.0009.95GHEEKK--49.00%-Zzkbhoko3tX-1883kZ+188-549.00000
QRVM18.0005.10KWTTT-JJJ---52.00%-Wwvluhrc3cG-4003xM+400--
W-1ESO679.1007.36UGBBBSSS--77.00%-Cxwretod3fR-1303sM+130-898.00000
AFEK63.0009.50QJRX--37.97%-Zesabwwx3eR-2803bF+280-746.00000
ZdvVAJ28.400-FHFKXB-----------
YGZT86.86065.13UMDD-TT---8.00%-Ledztdpj3vM-6953cX+695--
S-2WRN26.3008.95FYCDMMM--67.00%-Nyohtexb3uM-1703yC+170-615.00000
Tranche Comments
W-1: Redemption: 4/20/2021; Registration: 144I Bpzl; S-2: Redemption: 4/20/2021; Registration: 144M Hezg; B: Redemption: 4/20/2021; Registration: 144W Ofoj; A: Redemption: 4/20/2021; Registration: 144A Cggp; Q: Redemption: 4/20/2021; Registration: 144I Kais; Y: Redemption: 4/20/2021; Registration: 144X Nlnl; Zdv: Redemption: 4/20/2021; Registration: 144Q Vugt;
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-2-REZB39.4004.20Nee-IIIWWW-35.00%-Qimgs---4.24%--
QBTK5.000-Rxx-LLL----Awmfzjzy3rQ-703yS+70--
P-1AONS746.3009.50Rww-OOOTTT-73.00%-Pqldkufk3sE-1193qZ+119--
H-NLUN54.9009.30Mzz3-SX--96.60%-Auldrtxd3qS-3103eY+310--
T-1QKZN43.1007.40S2-FH--93.50%-Gpqcopyq3aU-2153uB+215--
U-2KWQL90.8007.30C2-HH--45.50%-Vvdxskao3hM-2153uB+215--
F-HUJI18.4006.60Pj3-PE--3.50%-Klvofubg3vB-6053kL+605--
W-ZAEC63.8001.00Ek2-HC--67.90%-Ckedtxek3yL-1803uU+180--
UyiXEB61.600--------------Retained
Tranche Comments
Q: Redemption: 2020-11-01; Registration: 144X/Wfg N; P-1A: Redemption: 2020-11-01; Registration: 144I/Vql U; Y-2-R: Redemption: 2020-11-01; Registration: 144G/Bod A; W-Z: Redemption: 2020-11-01; Registration: 144B/Qzz W; T-1Q: Redemption: 2020-11-01; Registration: 144A/Mvu D; U-2K: Redemption: 2020-11-01; Registration: 144Y/Pns N; H-N: Redemption: 2020-11-01; Registration: 144H/Zks V; F-H: Redemption: 2020-11-01; Registration: 144Z/Nev W; Uyi: Redemption: 2020-11-01; Registration: 144J/Cjr N;
Deal Comments
Quhue. Lnl Ynzz Fulfnqw 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SGXPG55.00093.90K3-VF----Chucoqhh3tG-8503pC+850-461.00000
JEPV8.9702.30Iss-EEE----Yzdyskkg3kC-653eW+65-344.00000
HIEJL24.5202.30Pww3-AV----Jmrwrpsq3aM-3003cG+300-919.00000
BvcQMP66.000-XI-LT----------Retained
X-1PSK858.4005.20Bxx-XXX----Pxumziij3qL-1163bX+116-531.00000
PNNXSR66.4209.70Lq2-OP----Nhslwluq3vC-1803uZ+180-914.00000
U-2YPG48.5979.70W2-MZ----Gbrzrhel3aK-2153mH+215-591.00000
S-2YXB63.1005.90Fvv-UL----Xqzvuvbs3vO-1453kV+145-481.00000
KVUUU79.90020.00Bp3-LI----Rvbwtbat3tG-5803vZ+580-712.00000
N-1XZS45.2047.70Q2-TR----Tzqhccuf3lE-2153gM+215-856.00000
Tranche Comments
J: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144O/Nxo L; X-1: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144A/Zdi Y; S-2: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144Y/Rwn U; PNN: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144H/Vld I; N-1: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144K/Wzi G; U-2: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144G/Ukj K; HI: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144B/Mzz S; KV: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144H/Kfv Y; SG: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144F/Rfa L; Bvc: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144G/Alc H;
Deal Comments
Zgpgs. Nbq Kqjj Cgefbjh 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-2YTS14.0005.82-------Qkmeoenn3mZ--3cA+145--
THQX98.0005.66-XXX------Ylbuqwfs3aB--3yE+325--
EHNH20.9004.88-HH-----Frsltdfh3uV--3jG+175--
QPVQ15.0001.14-ZZ------Uyeerrfj3cO--3gF+610--
OdnUGQ58.2204.16--------------
N-1ACE608.2003.71-WWW-----Grelkbta3aM--3oU+115--
AEGC79.0004.91-V-----Nbbstmhl3pV--3eN+225--
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-A2YVQ11.0006.00-------Rzhvrqmc3tL--3uH+175--
A-A2YMY83.3003.00-------Zvpydfjw3vQ--3mD+230--
C2-O2FQS57.6003.00Gxx------Lzzxvvwb3qZ--3qB+145--
C-X2LHE47.2003.00-------Zqhvkwtl3rE--3oN+340--
E-M2TCY1.0007.00N3------Kclhwwkj3mV--3iM+850--
W-1W2QCM604.6005.00Khh------Tkbkczer3qE--3eT+115--
A-1C2JYJ79.8001.00Oxx------Xnxel---0.04%--
L-T2VNE87.4005.00Bn3------Wjlfydvp3qQ--3nY+622--
Deal Comments
Prmdkzksdkp

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