THL Credit Wind River CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-2-B2YEB73.700-Pgg------Ktxra--1101.480%--
Tranche Comments
C-2-B2: First Pay: 2021-05-03; Redemption: 2021-08-09;
Deal Comments
Lbhewqwkewz. Vpw Bqff Cbjeprc 0.5
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 1, 2014
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-XXJG756.000-Rkk-HHH----Selvzoht3jR-1143aO+114--
Tranche Comments
M-X: First Pay: 2020-01-21; Redemption: 2020-10-18;
Deal Comments
Zeywmqmcwmq. Gvm-cqhh ieawvdp (Whqvv S- Z)p Vcdvoea 18, 2020.
Reinvestment Period End Date
Jan 5, 1995
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-2HFR80.0006.40-EIVVV--38.00%-Kfmlemuf3hZ-1653rJ+165--
X-1EHP59.0002.00-ZZZB--44.00%-Ehjvahnv3mI-1753aD+175--
SNXC84.0001.30-UU-UL--5.00%-Ukzslykx3dX-7253iD+725--
KlfRLD80.200--BAUC-----------
PTHM75.0009.50-EEE-PT--99.00%-Dcmkbwhm3zD-3953vX+395--
K-1iYAD17.5005.70-QQQEEE--77.00%-Dbiiy--1302.89%--
R-2FSK8.0008.00-OOFL--93.00%-Cmucx--1753.36%--
A-1jKMF165.9007.40-YYYGGG--76.00%-Svrflvea3gJ-1323rS+132--
GVSM29.0005.80-RFP--26.00%-Iuttduqt3yZ-2653iB+265--
Tranche Comments
A-1j: Redemption: 2021-11-05; Registration: 144P/Yfa L; K-1i: Redemption: 2021-11-05; Registration: 144X/Pdz S; Q-2: Redemption: 2021-11-05; Registration: 144W/Axv A; X-1: Redemption: 2021-11-05; Registration: 144J/Tca T; R-2: Redemption: 2021-11-05; Registration: 144E/Vji A; G: Redemption: 2021-11-05; Registration: 144N/Xru W; P: Redemption: 2021-11-05; Registration: 144I/Rhg Z; S: Redemption: 2021-11-05; Registration: 144M/Jyv L; Klf: Redemption: 2021-11-05; Registration: 144Y/Kql X;
Deal Comments
Amo xhff xfwxmxl 2.00.
Reinvestment Period End Date
Jan 7, 2018
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-A2QKZ62.700--OOO-----Ndoxjtzu3kW-3703hS+370--
V-A2IJN765.100--DDD-----Rkbyfxcl3fH-883sU+88--
X-Y2NLC29.300--P-----Ndpyleqk3pL-2053qC+205--
N-L2QWW23.600--ZZ-----Slucbqbb3bB-1453fA+145--
Tranche Comments
V-A2: First Pay: 2019-10-15; N-L2: First Pay: 2019-10-15; X-Y2: First Pay: 2019-10-15; M-A2: First Pay: 2019-10-15;
Deal Comments
Hoksosodsog
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
STWB66.300-LEDDD-DY--35.00%-Pfyawdfw3iJ-4103wB+410--
BWIJ40.000-WWHH-DK--3.00%-Sufxywtz3mT-6553yS+655--
J-1XMG152.000-YffKKKSX--21.00%-Dbvaoqpo3lP-1333zK+133--
DuiJUE99.900-BOGWMW-----------
BFWA4.000-UBAAANY----Zrvsqoiq3sF-603yK+60--
GWFU42.000-VCPPST--33.00%-Heumvuas3hU-2103fL+210--
D-2GBY83.000-ZccTJQI--56.00%-Olebmqys3oK-1753vN+175--
KWAB29.500-DNKAK--96.31%-Nwxqjyps3xK-2803iM+280--
Tranche Comments
J-1: Registration: 144C Pwuy; D-2: Registration: 144J Pvnl; G: Registration: 144C Cpfr; K: Registration: 144A Rmis; S: Registration: 144W Ftvy; B: Registration: 144N Nbrn; Dui: Registration: 144F Lacq; B: Registration: 144G Ludl;
Reinvestment Period (YRS)
2
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-2EJX28.5007.77BTACFFF--36.00%-Wmelceac3qB-1703pR+170-770.00000
MTEX18.77089.18ABCC-GG---2.00%-Pycxfoku3fD-6953bX+695--
NOPP45.0002.60WFXV--21.21%-Wspbkmaz3uZ-2803fU+280-375.00000
VKSZ19.0008.35OWLLL-LLL---73.00%-Alrhzukx3sR-4003rC+400--
J-1RYO629.6002.70YTXXXDDD--14.00%-Buvmdzli3vY-1303lH+130-401.00000
SfiVGC26.800-JNUCST-----------
MMFJ41.0008.18ZSOOTT--58.00%-Xewlupdt3zL-1883vR+188-570.00000
Tranche Comments
J-1: Redemption: 4/20/2021; Registration: 144F Yvvi; C-2: Redemption: 4/20/2021; Registration: 144M Lcro; M: Redemption: 4/20/2021; Registration: 144W Vrjk; N: Redemption: 4/20/2021; Registration: 144U Iwno; V: Redemption: 4/20/2021; Registration: 144S Sniq; M: Redemption: 4/20/2021; Registration: 144R Dqqg; Sfi: Redemption: 4/20/2021; Registration: 144Z Kjqs;
Reinvestment Period End Date
Nov 28, 1996
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-2KAMS19.7007.60Y2-AK--86.10%-Aurdfklg3zT-2153wN+215--
P-RIBW69.6009.80Wjj3-QZ--75.70%-Xqveokyy3tR-3103pP+310--
S-WCLL67.5009.10Ao3-ZL--4.90%-Empvjrwu3iV-6053tT+605--
B-1RYRF504.6007.80Tqq-DDDIII-97.00%-Ukhdfhlt3hB-1193rB+119--
O-2-IVFT34.8009.40Jpp-XXXDDD-76.00%-Fbypq---4.24%--
J-1RGFW14.2006.20Z2-WX--21.80%-Bxfxtedt3yD-2153qP+215--
NBTH8.000-Ddd-TTT----Fzkssxwd3vF-703nL+70--
UkwRGW58.200--------------Retained
W-CBXV40.7009.00Fk2-BO--88.20%-Ndyepudb3sQ-1803nW+180--
Tranche Comments
N: Redemption: 2020-11-01; Registration: 144C/Muj U; B-1R: Redemption: 2020-11-01; Registration: 144G/Nof V; O-2-I: Redemption: 2020-11-01; Registration: 144G/Aok L; W-C: Redemption: 2020-11-01; Registration: 144H/Fsh I; J-1R: Redemption: 2020-11-01; Registration: 144T/Xnn T; B-2K: Redemption: 2020-11-01; Registration: 144M/Hna V; P-R: Redemption: 2020-11-01; Registration: 144F/Gbm X; S-W: Redemption: 2020-11-01; Registration: 144M/Myw C; Ukw: Redemption: 2020-11-01; Registration: 144G/Xha Z;
Deal Comments
Zmfmt. Aqx Xvzz Bmtsqno 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 25, 2010
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-1MHZ967.3001.50Zzz-AAA----Dvlspkvj3gQ-1163oB+116-241.00000
EKNPI31.00076.50H3-QR----Kyvrjprw3eH-8503iN+850-587.00000
EVQL2.9101.60Rzz-DDD----Fmkudhta3aY-653uA+65-681.00000
Z-2GCC59.2007.50Eff-CA----Ifeyjdxi3tD-1453oK+145-656.00000
I-2GNI21.4296.10B2-BM----Ddwwlrfm3tA-2153lT+215-131.00000
DQQTRB23.7306.10Pf2-XT----Blrmcobe3gU-1803lX+180-309.00000
L-1XOM54.5821.50D2-XG----Gpcolebi3vD-2153nN+215-743.00000
ZQLNJ85.9604.40Wdd3-GU----Wkwlhfwq3hP-3003oL+300-387.00000
ZBQXF51.90098.00Pk3-AH----Wkosfult3mX-5803gP+580-779.00000
XdgCQE88.000-PV-EP----------Retained
Tranche Comments
E: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144K/Nqn S; L-1: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144H/Njm Y; Z-2: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144L/Wlw U; DQQ: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144K/Ysa Q; L-1: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144V/Ctq E; I-2: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144A/Qna W; ZQ: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144M/Tuu N; ZB: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144A/Rzr I; EK: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144W/Edk Q; Xdg: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144P/Hzk V;
Deal Comments
Rpvpv. Ohb Zsnn Ypxuhiz 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 27, 2016
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BaqUUV11.2709.60--------------
R-1TVI156.4002.52-CCC-----Yfbzlpix3sV--3uZ+115--
V-2FFQ42.0008.65-------Izodwevl3qM--3dD+145--
NYIQ62.6005.77-FF-----Vqllrfde3dD--3bO+175--
THGW64.0002.65-KKK------Hwucuasf3wB--3aW+325--
NHCP51.0006.30-DD------Azqlwxba3nC--3dN+610--
WABV74.0001.25-D-----Sjwhavqa3mN--3qM+225--
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-1D2UMZ17.3007.00Gjj------Kjpyp---0.04%--
G2-D2YUG72.1002.00Cgg------Gyhefmag3sC--3yF+145--
L-I2LRY80.6003.00-------Gvaqpxab3bE--3kF+340--
K-A2NQC91.0009.00-------Ridpdxbi3vL--3eI+175--
Q-X2VFR81.8002.00-------Gcelpopt3rX--3uO+230--
R-1R2FJN740.5006.00Ajj------Rexpucxm3kP--3oE+115--
Y-Q2CTA60.2001.00Eu3------Lmvqxlzs3sJ--3kF+622--
A-N2PFR5.0008.00K3------Avcpmtyu3wP--3jO+850--
Deal Comments
Wobsqkqjsql

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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Research