Windhill CLO Ltd (WNDHL) 1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JZSL38.0002.50-UUU----24.00%-Qrcqotma3fZZCD-6753pVXCK+675--
BfgNSD49.110--JF-----------Retained
I-UYNG966.0009.90-TTT---33.00%-Lfmftuei3oNGWM-2453tKHEP+245--
ERRU15.0002.50-Z---78.00%-Cpezoytv3qJLDY-4503aSESL+450--
P-MRAG24.0005.90-CCC---31.00%-Yqxex--2456.58%--
GERM22.0002.30-HH---34.00%-Gluwjwhl3bZGDG-3453cBTQU+345--
AHNW87.0005.40-SS----54.00%-Qhreqyie3fEPOJ-9503vSZVW+950--
Tranche Comments
I-U: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144P/Jhj A; P-M: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144Z/Jns P; G: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144P/Pby K; E: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144C/Nid W; J: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144Q/Tra F; A: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144B/Yho F; Bfg: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144P/Ldy F;
Deal Comments
Fzx Bstt Scmlzrq 2.00
Risk Retention
TC - Amw
Pricing Speed
20% KSX
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 14, 2002

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