Dryden CLO (DRSLF) 121

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
Msc	OWD	16.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-1	FWI	753.000	7.80	Yqq	FFF	-	-	-	40.80%	-	Hfyeszjw	VNFF	-	-	133	SJFA+133	-	892.00000
Y-1	TPO	42.000	3.10	-	JJJ-	-	-	-	80.00%	-	Mrrzkaaf	TTDN	-	-	290	ALSN+290	-	500.00000
H-2	FBP	71.000	5.80	Srr	-	-	-	-	18.00%	-	Pjxfrfbe	ITSC	-	-	154	VCSR+154	-	793.00000
I	UAU	32.000	60.90	-	OO-	-	-	-	3.00%	-	-	-	-	-	-	-	-	Retained
F	JKJ	66.000	7.70	-	MM	-	-	-	66.00%	-	Eephpfrv	DDZK	-	-	170	WTEV+170	-	817.00000
H	TYA	52.000	1.20	-	L	-	-	-	15.00%	-	Duyvksfn	WEIZ	-	-	190	QUSL+190	-	861.00000
V-2	ORJ	4.000	92.90	-	WWW-	-	-	-	45.00%	-	Kxxcdrkg	EECW	-	-	405	XDQY+405	-	559.00000

Tranche Comments

D-1: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144U/Txo G; H-2: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144B/Chx L; F: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144Q/Imz Q; H: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144Z/Dof R; Y-1: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144O/Gih Z; V-2: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144I/Wkn O; I: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144B/Hiz J; Msc: First Pay: 2025-07-15; Redemption: 2027-01-15; Registration: 144K/Kex A;

Deal Comments

Lzo Byaa Htjfzqd 2.00

Pricing Speed

20 ZPA

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 2, 2008

WAL Test Period (YRS)

WAL Test Period End Date

Sep 28, 2004