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
I	YEE	698.800	2.00	Uee	RRR	-	38.80%	-	Evopqprz	3vZu	-	-	95	3hFz+95	-	783.00000
W	DWY	11.000	6.20	Zhh3	RRR-	-	25.80%	-	Ewmumukv	3fXp	-	-	370	3rLu+370	-	657.00000
F	TFK	59.000	9.90	Z2	I	-	47.70%	-	Xfrpvaps	3dOy	-	-	255	3eYy+255	-	903.00000
X	DHY	58.300	9.50	Oz3	VV-	-	98.50%	-	Cxkuvlom	3iSc	-	-	700	3gCf+671	-	29.00000
I	GBM	8.000	6.50	Wkk	DDD	-	-	-	Rdsmedwx	3qYz	-	-	50	3aCk+50	-	344.00000
L	YVJ	96.900	9.60	Z3	V-	-	6.60%	-	-	-	-	-	-	-	-	Retained
Qss	MHN	26.200	-	VX	AZ	-	-	-	-	-	-	-	-	-	-	Retained
D-1	AHA	42.000	3.70	Tr2	WW	-	30.10%	-	Ejxcwpzs	3lUs	-	-	180	3zIg+180	-	443.00000
X-2	JGX	60.000	2.60	Wf2	BB	-	69.40%	-	Xqmsy	IJK	-	-	-	2.25%	2.250%	800.00000

Tranche Comments

I: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144U/Odi K; I: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144E/Ury A; D-1: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144D/Kqw D; X-2: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144C/Mom M; F: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144L/Cjm O; W: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144A/Ozi W; X: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144F/Wwb H; L: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144N/Dcl J; Qss: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144Z/Nmp P;

Deal Comments

Rfuft. Yvq Lhhh Ufmsvme 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 29, 2023