103(R)

Dryden Euro CLO (DRYD) 103(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
E	DAK	96.000	1.90	-	N	S	21.30%	-	Slcjdojg	3aAx	220-230	-	265	3cWd+265	-	258.00000
Z	SNZ	55.000	13.10	-	WW-	VV-	2.37%	-	Sylrmhca	3fUd	Fgp bg Uni 600e	-	670	3nYi+655	-	19.00000
C	XUH	531.000	4.80	-	MMM	XXX	82.00%	-	Ovxafosc	3eKb	130	-	130	3nVa+130	-	303.00000
Evx	HOB	83.800	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y2	DIG	14.000	5.10	-	XX	QQ	88.30%	-	Bqrws	SGU	Kgl 5.00%	-	-	5.15%	5.150%	940.00000
B	ENV	15.000	88.80	-	W-	I-	4.40%	-	Tbfozfzy	3aIj	Azh cz Gcw 900c	-	965	3aPr+858	-	75.80000
X1	LHC	35.000	9.80	-	NN	RR	73.20%	-	Affycitb	3hLr	190-195	-	220	3pOr+220	-	963.00000
G	EYO	90.000	4.10	-	XXX-	HHH-	26.00%	-	Ubzyuycx	3zLk	320-330	-	400	3mLj+400	-	694.00000

Tranche Comments

C: Registration: 144O/Mmy B; X1: Registration: 144J/Hit R; Y2: Registration: 144L/Qsu S; E: Registration: 144G/Woq J; G: Registration: 144G/Vky N; Z: Registration: 144B/Lns U; B: Registration: 144U/Mkw A; Evx: Registration: 144K/Qyu P;

Deal Comments

Rytyz. Jjy Ytff Mygzjep 2.00

Reinvestment Period (YRS)

6.5

WAL Test Period (YRS)

7.9