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
Yhd	AJH	35.900	-	-	PB	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	LVV	49.000	8.70	-	TT	-	-	-	68.00%	-	Hkhmjtrr	3hKTNB	-	-	345	3pWZYX+345	-	-
G	FED	55.000	3.30	-	C	-	-	-	29.00%	-	Ldlrqjfm	3jSNJB	-	-	450	3xDUOT+450	-	-
H	YGI	56.000	1.70	-	WWW-	-	-	-	81.00%	-	Lrwzaajy	3jLJFF	-	-	675	3nGBXW+675	-	-
U-Z	IWG	919.000	5.90	-	KKK	-	-	-	88.00%	-	Fpmpyckg	3iWQQA	-	-	245	3hNPBD+245	-	-
M-R	WBQ	65.000	8.90	-	WWW	-	-	-	43.00%	-	Bhvrm	-	-	-	245	6.58%	-	-
P	KLZ	66.000	2.20	-	RR-	-	-	-	96.00%	-	Vxfvytci	3zTQVX	-	-	950	3pAGDV+950	-	-

Tranche Comments

U-Z: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144O/Fcx O; M-R: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144T/Ozw N; J: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144Y/Xuh J; G: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144X/Rhn A; H: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144Q/Caf M; P: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144F/Iuz R; Yhd: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144P/Avj C;

Deal Comments

Vhn Hgff Inslhab 2.00

Risk Retention

XM - Hwh

Pricing Speed

20% GQZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 25, 2020