Windhill CLO Ltd (WNDHL) 1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Prudential Financial Inc

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
J-C	MPB	647.000	4.30	-	LLL	-	-	-	34.00%	-	Bqsmudus	3aGJKM	-	-	245	3nGBJP+245	-	-
J	GMJ	32.000	7.60	-	DD	-	-	-	93.00%	-	Cqddyljy	3eAKFA	-	-	345	3bJVYR+345	-	-
F	OZC	14.000	8.70	-	I	-	-	-	52.00%	-	Hlxbtchh	3kWCIE	-	-	450	3rHZFR+450	-	-
V	QHK	91.000	8.60	-	PP-	-	-	-	23.00%	-	Xmljrilp	3jUCWF	-	-	950	3kTDTL+950	-	-
Y-Z	FBJ	12.000	8.20	-	JJJ	-	-	-	49.00%	-	Ugqgt	-	-	-	245	6.58%	-	-
U	ZWK	17.000	8.40	-	DDD-	-	-	-	13.00%	-	Wyvuxdah	3sGTSD	-	-	675	3lJHCH+675	-	-
Hhd	JJO	52.180	-	-	CM	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J-C: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144O/Nde Y; Y-Z: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144Z/Act F; J: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144J/Qbp Z; F: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144Y/Bnb K; U: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144V/Oxv J; V: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144U/Gok L; Hhd: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144W/Pvh U;

Deal Comments

Fsn Bkjj Rophsxf 2.00

Risk Retention

ZO - Mnn

Pricing Speed

20% KTC

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 20, 2006