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
T	OAT	63.000	2.90	-	MM-	-	-	-	78.00%	-	Eckckysy	3nIIWN	-	-	950	3oNLHQ+950	-	-
B	HLC	47.000	1.40	-	R	-	-	-	37.00%	-	Afsrrybv	3xEYIU	-	-	450	3xMAFT+450	-	-
S	JSF	87.000	8.70	-	DDD-	-	-	-	25.00%	-	Shwabvsx	3qEKKX	-	-	675	3cQIKZ+675	-	-
Tyo	NUT	84.930	-	-	YU	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V-G	KAP	710.000	1.90	-	ZZZ	-	-	-	13.00%	-	Cuhzxcur	3wIDVS	-	-	245	3mMYHP+245	-	-
X-T	UOL	28.000	9.50	-	HHH	-	-	-	60.00%	-	Zgzih	-	-	-	245	6.58%	-	-
A	NET	56.000	7.30	-	EE	-	-	-	28.00%	-	Ylfcqspd	3gTIZS	-	-	345	3vUIQU+345	-	-

Tranche Comments

V-G: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144E/Weh E; X-T: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144N/Eef G; A: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144U/Xtk V; B: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144A/Hhp Q; S: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144A/Xmo N; T: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144K/Bmo X; Tyo: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144V/Pwx U;

Deal Comments

Bgv Tsaa Meuvgqc 2.00

Risk Retention

MS - Njv

Pricing Speed

20% EYG

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 7, 2024

Reset

Yes