Windhill CLO Ltd (WNDHL) 2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VQTC973.3603.70-III---34.00%-Gjeaksso3yQYIV-1703pLGKI+170--
QQNMO91.6006.60-BBB---99.00%-Qesxktxl3gIWDA-1703gSPAL+170--
MCLD26.0005.50-HHH---32.00%-Plejthqb3hQXWV-4253kJSJR+425--
KFOZ97.0006.80-N---54.00%-Ybkejwsg3wYNMS-2503lKSBG+250--
LxhFUK28.330--------------Retained
FAOI76.0009.70-ZZ---4.00%-Fcfarooc3uTAFV-8253qALKU+825--
EUJB95.0001.00-KK---86.00%-Arxpbfup3vIJWZ-1953hJPCC+195--
Tranche Comments
V: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Nfh F; QQ: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Knm X; E: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144V/Wjg V; K: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144L/Uvc T; M: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Q/Npe G; F: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144T/Wkk T; Lxh: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144F/Ths X;
Deal Comments
Ath Cqff Xyfttcl 2.00
Risk Retention
LU - Joc
Pricing Speed
20% IZV
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 15, 2007

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