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
Q-Q	KHY	459.000	4.50	-	JJJ	-	-	-	89.00%	-	Fumdphml	3uGGTI	-	-	245	3hPXJL+245	-	-
W	HAC	27.000	8.90	-	PPP-	-	-	-	28.00%	-	Nsmzcabn	3aBYPF	-	-	675	3yCAZV+675	-	-
E-Q	TZK	56.000	4.40	-	YYY	-	-	-	62.00%	-	Fosgf	-	-	-	245	6.58%	-	-
Spl	VBO	44.450	-	-	BU	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	AWE	64.000	4.80	-	MM	-	-	-	77.00%	-	Yzrpchje	3kPQUG	-	-	345	3nLTWI+345	-	-
O	VWB	93.000	3.90	-	A	-	-	-	27.00%	-	Jxqmcatd	3nWBJK	-	-	450	3fMCLC+450	-	-
J	HRT	60.000	7.30	-	UU-	-	-	-	66.00%	-	Dwysedfe	3oQQZV	-	-	950	3eDDME+950	-	-

Tranche Comments

Q-Q: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144X/Fcm G; E-Q: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144Y/Uig Z; A: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144F/Qla N; O: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144W/Prc G; W: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144H/Vhy X; J: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144Z/Atd A; Spl: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144O/Yto E;

Deal Comments

Qcs Rmaa Wfmacpy 2.00

Risk Retention

AJ - Ptw

Pricing Speed

20% QEC

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 21, 2002