86(R)

Dryden CLO (DRSLF) 86(R)

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
S-U	IGM	96.600	2.60	-	NN	-	-	-	78.00%	-	Nplyzizt	3xL	-	165-170	170	3eI+170	-	417.00000
A-O	HAN	74.000	8.50	-	XX-	-	-	-	3.00%	-	Fhcooxbm	3rA	-	-	650	3cD+650	-	707.00000
E-1-J	NIE	762.200	1.80	-	BBB	-	-	-	33.00%	-	Mxkkhsqx	3gH	-	-	110	3sR+110	-	339.00000
Q-Z	WQC	75.600	2.20	-	Z	-	-	-	15.00%	-	Zlzayeiv	3hB	-	200-210	200	3wX+200	-	967.00000
Ijp	QGX	82.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V-2-Y	XUF	18.000	8.10	-	LLL	-	-	-	61.00%	-	Rlyhlwmc	3fR	-	-	140	3wW+140	-	692.00000
B-I	EUS	53.100	8.40	-	EEE-	-	-	-	31.00%	-	Xshbchzh	3kG	-	320o	320	3cC+320	-	481.00000
G-B	NZA	6.700	7.90	-	JJJ	-	-	-	-	-	Ekvqzlra	3cR	-	95-100	100	3yZ+93	-	68.28000

Tranche Comments

G-B: First Pay: 2021-10-17; Redemption: 2023-07-17; Registration: 144N Hgnq; E-1-J: First Pay: 2021-10-17; Redemption: 2023-07-17; Registration: 144T Nmhr; V-2-Y: First Pay: 2021-10-17; Redemption: 2023-07-17; Registration: 144V Jzcl; S-U: First Pay: 2021-10-17; Redemption: 2023-07-17; Registration: 144W Hawb; Q-Z: First Pay: 2021-10-17; Redemption: 2023-07-17; Registration: 144T Qdii; B-I: First Pay: 2021-10-17; Redemption: 2023-07-17; Registration: 144Y Gzht; A-O: First Pay: 2021-10-17; Redemption: 2023-07-17; Registration: 144S Mfaz; Ijp: First Pay: 2021-10-17; Redemption: 2023-07-17; Registration: 144H Ukas;

Deal Comments

Szuzz. Zvg Nkpp Hzxavkq 2.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 8, 2018

WAL Test Period (YRS)

WAL Test Period End Date

Sep 19, 2002