Dryden Euro CLO (DRYD) 111

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
N	AXN	84.000	5.80	-	R	M	76.00%	-	Grdppiun	3kYv	195-205	-	225	3mHb+225	-	972.00000
U2	CHA	98.000	3.40	-	LLL	VVV	54.00%	-	Ldxosfvb	3bWh	145-150	-	150	3sYq+150	-	647.00000
M2	JYR	68.000	3.50	-	II	VV	90.00%	-	Ocacy	QKM	Huz 4.00%	-	-	4.40%	4.400%	865.00000
E	LXQ	45.000	6.40	-	VVV-	UUU-	95.00%	-	Tvsjqywv	3jVf	280-300	-	335	3fQi+335	-	342.00000
A	KAT	69.000	7.70	-	DD-	MM-	8.70%	-	Vkhatvsk	3wJc	500j	-	500	3tZv+500	-	270.00000
Thqbhq	WUM	16.400	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L1	QNO	599.000	5.10	-	WWW	PPP	80.00%	-	Bchzpyqq	3zVg	-	-	122	3sNd+122	-	988.00000
W1	LCR	86.000	1.40	-	DD	CC	73.00%	-	Ijdohzcc	3pZs	170-175	-	175	3lVu+175	-	426.00000
B	BWD	60.000	9.70	-	G-	J-	3.40%	-	Zvkqxvvu	3vJy	Oan wa Vko 800s	-	825	3gQn+801	-	76.90000

Tranche Comments

L1: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144I/Mlg Q; U2: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144M/Lyg Y; W1: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144V/Rke V; M2: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144P/Gbm U; N: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144I/Hdm Z; E: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144D/Gxb S; A: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144V/Ruo G; B: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144W/Opu H; Thqbhq: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144B/Gbs Q;

Deal Comments

Mos Hejj Yhlgoez 2.00

Risk Retention

NR/RQ - Btr

Pricing Speed

20 QAC

Reinvestment Period (YRS)

7.2

Reinvestment Period End Date

Nov 23, 2019

Refinancing

Yes