Dryden Euro CLO (DRYD) 96

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
O	SGH	490.000	9.10	-	NNN	UUU	74.00%	-	Felxhtus	3oEo	-	-	110	3yVb+110	-	967.00000
C	IEP	67.000	5.40	-	KK-	EE-	21.26%	-	Zyjszbli	3cYo	-	-	-	3eLi+658	-	-
Lwh	VDZ	94.600	-	-	QD	CZ	-	-	-	-	-	-	-	-	-	Retained
B-1	YVD	20.000	3.30	-	JJ	RR	53.20%	-	Vtcwptbe	3rKm	-	-	225	3xNm+225	-	472.00000
L	QPN	40.000	1.60	-	O-	A-	8.46%	-	Uvzbwxea	3aFd	-	-	-	3cMg+847	-	-
K-2	OAU	33.000	4.40	-	EE	RR	64.40%	-	Fvysq	QWW	-	-	-	3.00%	3.000%	446.00000
L	EUH	46.000	3.60	-	I	F	96.50%	-	Mlzvbxio	3eKn	-	-	330	3cYs+330	-	449.00000
V	LXY	29.000	9.60	-	TTT	HHH-	91.61%	-	Hqlxoswj	3zUg	-	-	430	3fYs+430	-	900.00000

Tranche Comments

O: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144Z/Jko V; B-1: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144P/Zyj W; K-2: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144A/Jfj P; L: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144W/Ubt U; V: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144J/Zre A; C: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144O/Xer E; L: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144C/Jnc L; Lwh: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144G/Dlw E;

Deal Comments

Nvc Smyy Egrbvaf 1.00

Reinvestment Period (YRS)

WAL Test Period (YRS)