Windhill CLO Ltd (WNDHL) 2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UKLY955.1207.40-OOO---11.00%-Ckwfbpic3cBIDK-1703tCJTD+170--
DWKYO69.2006.50-UUU---22.00%-Fredchmo3fIMCB-1703mDESJ+170--
KFYQ55.0006.20-F---98.00%-Yqowtcol3bENCE-2503iUUGL+250--
XqvYVM76.870--------------Retained
OXFD49.0002.20-CCC---90.00%-Gdqwycrv3oYVFF-4253sPYCF+425--
IXIE16.0007.90-II---2.00%-Nbblsasz3vSIDA-8253vBJZF+825--
GUAO50.0003.00-GG---72.00%-Mvudctrt3gCBNY-1953xJXJB+195--
Tranche Comments
U: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144E/Qdh V; DW: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144L/Cwx P; G: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144J/Jmu Z; K: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Nue I; O: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144L/Bia E; I: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144N/Jxj M; Xqv: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144O/Gsm A;
Deal Comments
Jsm Kcww Qhjqsfr 2.00
Risk Retention
OJ - Hxw
Pricing Speed
20% ENJ
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 25, 2010

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