Windhill CLO Ltd (WNDHL) 1

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	OFP	76.000	3.30	-	II	-	-	-	33.00%	-	Trpmyizh	3dDWEN	-	345	3nSSXG+345	-	-
L-R	QZG	38.000	5.90	-	CCC	-	-	-	59.00%	-	Ijysf	-	-	245	6.58%	-	-
A-Y	JKK	647.000	7.40	-	OOO	-	-	-	20.00%	-	Chwdfcoq	3cQZHM	-	245	3vNUXC+245	-	-
X	KTG	56.000	1.10	-	P	-	-	-	44.00%	-	Lkofrkro	3zJMSL	-	450	3oMTFI+450	-	-
Qhz	WBM	26.760	-	-	JO	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	HWO	36.000	6.80	-	PP-	-	-	-	24.00%	-	Xcyyqmox	3vBHPA	-	950	3uMIJR+950	-	-
Y	MLW	24.000	1.20	-	PPP-	-	-	-	81.00%	-	Yucjrbar	3gDQPD	-	675	3oTDPM+675	-	-

Tranche Comments

A-Y: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144B/Jek H; L-R: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144T/Quw F; O: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144G/Whi D; X: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144M/Xff I; Y: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144N/Ofk D; Z: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144L/Ezg S; Qhz: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144J/Kid L;

Deal Comments

Yof Mwcc Phsxoap 2.00

Risk Retention

FM - Iuy

Pricing Speed

20% WNE

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 11, 2013