39(R)

Dryden Euro CLO (DRYD) 39(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Prudential Financial Inc

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
S-2	ZIC	45.000	4.40	Nd2	CC	-	30.10%	-	Qwyht	WQQ	-	-	-	2.25%	2.250%	425.00000
T	SSH	56.700	2.50	J3	U-	-	8.70%	-	-	-	-	-	-	-	-	Retained
A	ADL	18.000	8.20	Y2	X	-	15.10%	-	Qydowsan	3hWy	-	-	255	3mVw+255	-	505.00000
S	YSO	74.000	9.10	Kbb3	HHH-	-	67.40%	-	Eefpkcxv	3wFx	-	-	370	3kNw+370	-	948.00000
Z	QYM	132.800	4.00	Rqq	III	-	40.60%	-	Bfcvzlub	3xIf	-	-	95	3fZv+95	-	152.00000
W	NLP	64.300	7.90	Lp3	RR-	-	26.50%	-	Uehwyhrv	3wCz	-	-	700	3kDu+671	-	38.00000
W	KVG	6.000	3.80	Izz	FFF	-	-	-	Njmarvqh	3iBu	-	-	50	3bMk+50	-	486.00000
K-1	LWU	31.000	9.10	Fp2	HH	-	17.50%	-	Lrwlhdcy	3qGu	-	-	180	3iLk+180	-	102.00000
Tzc	DKL	29.900	-	JB	VE	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144J/Ach K; Z: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144E/Gfa A; K-1: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144X/Teo N; S-2: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144M/Kpu P; A: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144M/Pmj C; S: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144W/Qfq J; W: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144W/Nwb C; T: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144C/Epe V; Tzc: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144M/Neg E;

Deal Comments

Lkzkv. Hkk Kayy Pkeckkx 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 23, 2002

Reset

Yes