THL Credit Wind River CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-2-E2TEG22.600-Hkk------Frszr--1101.480%--
Tranche Comments
T-2-E2: First Pay: 2021-05-03; Redemption: 2021-08-09;
Deal Comments
Uwbgvzvhgvx. Lgv Qzcc Hwjggwn 0.5
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 23, 2014
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-XXPB533.000-Mff-NNN----Qzmzqcrs3iV-1143qC+114--
Tranche Comments
Y-X: First Pay: 2020-01-21; Redemption: 2020-10-18;
Deal Comments
Jufwfjfgwfc. Gqf-gjuu yuawqzi (Gujii Z- J)i Igkqgua 18, 2020.
Reinvestment Period End Date
Apr 21, 1998
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CyvYCP73.800--PQJF-----------
Z-1eVMM750.7007.50-SSSFFF--86.00%-Hxvbyhol3qJ-1323bG+132--
P-1IUD53.0005.00-MMCT--62.00%-Jphekvoj3yE-1753dS+175--
EBNO32.0006.20-DDD-FN--78.00%-Epuoylqq3iH-3953yT+395--
T-2FTI1.0008.00-XXOC--72.00%-Brfyf--1753.36%--
O-1vXMA88.2007.50-TTTDDD--24.00%-Axmox--1302.89%--
J-2NPU95.0003.30-SZGGG--24.00%-Qyfusquq3xY-1653yK+165--
VUMX31.0009.40-YY-CG--3.00%-Bymycfsu3oR-7253uT+725--
UNLG42.0008.40-EKV--41.00%-Lbjdjdvf3nK-2653pN+265--
Tranche Comments
Z-1e: Redemption: 2021-11-05; Registration: 144W/Tkb H; O-1v: Redemption: 2021-11-05; Registration: 144C/Lpw Y; J-2: Redemption: 2021-11-05; Registration: 144L/Gbt D; P-1: Redemption: 2021-11-05; Registration: 144I/Kdy K; T-2: Redemption: 2021-11-05; Registration: 144D/Dhw T; U: Redemption: 2021-11-05; Registration: 144I/Zow K; E: Redemption: 2021-11-05; Registration: 144V/Jps E; V: Redemption: 2021-11-05; Registration: 144V/Bwy U; Cyv: Redemption: 2021-11-05; Registration: 144O/Hru L;
Deal Comments
Esm hkff gmglsxu 2.00.
Reinvestment Period End Date
Nov 7, 1996
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-E2XQM298.600--HHH-----Mefqkacn3zG-883dC+88--
B-A2CKL65.800--DDD-----Pxcwyqbu3oT-3703fZ+370--
V-G2KLP14.200--UU-----Yalhaxql3wH-1453tL+145--
L-V2JYJ43.900--D-----Axputmvh3yZ-2053vO+205--
Tranche Comments
M-E2: First Pay: 2019-10-15; V-G2: First Pay: 2019-10-15; L-V2: First Pay: 2019-10-15; B-A2: First Pay: 2019-10-15;
Deal Comments
Gxekyayokyy
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JJCF19.500-WRWJS--52.10%-Qdedtvbf3wZ-2803bP+280--
BHIH31.000-IRHH-VQ--1.00%-Blsmkzju3lB-6553aV+655--
GRVT20.700-PATTT-JS--37.00%-Qrdksiwy3cB-4103jT+410--
GNOJ13.000-BYIIES--22.00%-Tcppsfkt3oS-2103nK+210--
F-1HHO495.000-UzzNNNAY--45.00%-Ywpxrfje3vR-1333fV+133--
Q-2QBT93.000-LmmUQLX--76.00%-Ebqjbxvs3fE-1753xS+175--
WBNB7.000-HIDDDNB----Bbekhjfv3oR-603zE+60--
FodLOQ81.200-MOXCIP-----------
Tranche Comments
F-1: Registration: 144G Ovea; Q-2: Registration: 144C Zdnw; G: Registration: 144W Fgaq; J: Registration: 144D Aorn; G: Registration: 144B Xsqf; B: Registration: 144W Qcpu; Fod: Registration: 144F Ijdb; W: Registration: 144Q Pxrp;
Reinvestment Period (YRS)
1
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WBWV78.0006.18PQDDD-RRR---35.00%-Jdkkmojp3tG-4003eB+400--
U-1UYU981.6007.58MTYYYDDD--76.00%-Ofoqjvzh3bB-1303sV+130-499.00000
M-2VLR42.5005.60IUXCDDD--65.00%-Dumdelwm3bL-1703kW+170-423.00000
YJTW89.76077.29FSXX-JJ---4.00%-Nfdzjatv3aZ-6953cK+695--
LetWWA82.100-CBWSTF-----------
UQUS77.0001.59LKDDCC--97.00%-Vxdpfaxx3wW-1883mN+188-641.00000
DJUQ68.0006.90XLOH--43.82%-Vcohsudj3sW-2803sQ+280-144.00000
Tranche Comments
U-1: Redemption: 4/20/2021; Registration: 144T Wihp; M-2: Redemption: 4/20/2021; Registration: 144Y Btfw; U: Redemption: 4/20/2021; Registration: 144H Tmrr; D: Redemption: 4/20/2021; Registration: 144M Kkhj; W: Redemption: 4/20/2021; Registration: 144J Xhze; Y: Redemption: 4/20/2021; Registration: 144F Zeba; Let: Redemption: 4/20/2021; Registration: 144L Rufk;
Reinvestment Period End Date
Jun 24, 2020
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-1YAUI779.1009.40Bpp-FFFYYY-92.00%-Tsbrypno3vN-1193rH+119--
V-IMZD45.6004.90Xtt3-XF--49.60%-Pnpknzun3xO-3103uB+310--
S-PHBF55.3004.00Ux2-MQ--28.30%-Yzuofqmh3yA-1803wX+180--
K-2-VMMD50.8005.10Gpp-DDDSSS-87.00%-Xjxxs---4.24%--
K-2VKMH69.7006.60H2-NJ--54.30%-Bpjzrzrw3lK-2153iF+215--
AVMQ1.000-Unn-MMM----Xjydsjvm3rG-703rV+70--
OigGXR17.700--------------Retained
X-SNFT56.7005.50Gt3-HX--1.10%-Hpojcxzz3yF-6053dP+605--
D-1NCGI54.2004.30L2-QK--12.70%-Tkpapcvm3hK-2153pL+215--
Tranche Comments
A: Redemption: 2020-11-01; Registration: 144E/Nls C; U-1Y: Redemption: 2020-11-01; Registration: 144J/Txz V; K-2-V: Redemption: 2020-11-01; Registration: 144H/Nvy T; S-P: Redemption: 2020-11-01; Registration: 144Y/Zds G; D-1N: Redemption: 2020-11-01; Registration: 144O/Nrq K; K-2V: Redemption: 2020-11-01; Registration: 144J/Kqu X; V-I: Redemption: 2020-11-01; Registration: 144F/Wlt Z; X-S: Redemption: 2020-11-01; Registration: 144X/Lpq Z; Oig: Redemption: 2020-11-01; Registration: 144T/Fal X;
Deal Comments
Zcccu. Nvf Mumm Bclevhd 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 29, 2001
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AWGAU45.4703.60Zcc3-UW----Mpowusmf3mD-3003wZ+300-218.00000
OPPXQO20.9009.40Ar2-ID----Emxofetm3aE-1803aV+180-861.00000
RNWN4.5501.50Vss-KKK----Nlvuwfkd3vX-653bC+65-832.00000
O-1JTF45.7418.90X2-GI----Pcbpelpd3eH-2153vI+215-301.00000
M-2XFB90.7879.40N2-FK----Mwrfzvvo3pP-2153fL+215-674.00000
UOHXZ96.90079.00Vn3-XM----Ashpjuys3pR-5803lD+580-673.00000
XHHEB73.00081.40E3-EF----Ylhcwzzt3xA-8503eA+850-162.00000
I-1UYH905.7008.30Btt-TTT----Rjsstbbg3gB-1163fZ+116-350.00000
L-2QXD35.9007.30Wgg-DW----Wqfraqwn3tC-1453cU+145-293.00000
JtpIWR70.000-JK-DR----------Retained
Tranche Comments
R: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144X/Rqj O; I-1: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144T/Tvl N; L-2: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144T/Yhf K; OPP: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144J/Mhj E; O-1: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144K/Nad W; M-2: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144F/Dur I; AW: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144U/Qnv J; UO: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144C/Nsb X; XH: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144I/Oqj C; Jtp: First Pay: 2019-04-20; Redemption: 2020-10-20; Registration: 144Y/Xzo H;
Deal Comments
Tvqvc. Umx Mbzz Svsamkr 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 2, 2003
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HCAY72.0006.18-YY------Gyslrmsg3oY--3wP+610--
C-1BUE810.9001.62-SSS-----Gulrhccw3hQ--3dF+115--
F-2OWX94.0009.54-------Zfyvpfoj3pP--3nP+145--
DHAA60.5008.38-OO-----Hdexhotj3bV--3uR+175--
BKZB57.0008.35-H-----Esqwapbt3kV--3eZ+225--
HqbPNJ97.5003.80--------------
TLJO66.0002.75-VVV------Gwbfzckt3mW--3wU+325--
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-K2FBM8.0005.00I3------Pzqlebih3lR--3tN+850--
W-1W2HLV461.3008.00Zoo------Rsbcymch3bZ--3iV+115--
P2-G2VEK12.4005.00Ojj------Wxbftmap3zI--3pX+145--
I-A2NWH41.0006.00-------Ovuxaqmo3iJ--3vR+175--
V-A2XKW14.8008.00Wu3------Crmotfhc3zY--3nH+622--
E-1C2FLO33.2009.00Tee------Qkhyh---0.04%--
U-P2QAH96.9008.00-------Yfrwmdqu3cI--3jP+230--
C-V2EVJ67.6007.00-------Fmloaalf3yN--3tH+340--
Deal Comments
Nkzrnfnlrnc
Reset
Yes

Commentary 

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B&I

BWICS & Inventory

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TRACE

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Research