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
M1	WQO	883.000	4.90	-	GGG	GGG	45.00%	-	Opobytkq	3dSt	-	-	122	3dHe+122	-	978.00000
A	FPP	83.000	6.70	-	K	P	41.00%	-	Nlqbjkeu	3lDy	195-205	-	225	3sOt+225	-	880.00000
V	BPC	40.000	6.90	-	TTT-	SSS-	82.00%	-	Huqxopfw	3bSc	280-300	-	335	3pLj+335	-	813.00000
N1	ZJM	48.000	8.20	-	JJ	WW	49.00%	-	Dxzrmzja	3kLf	170-175	-	175	3kSa+175	-	306.00000
P2	CYU	85.000	7.20	-	BBB	CCC	39.00%	-	Kkxuscdm	3gCt	145-150	-	150	3qOn+150	-	501.00000
Naecwu	XEO	89.100	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L	XJO	23.000	1.20	-	ZZ-	OO-	9.50%	-	Ehzrmurj	3aWl	500l	-	500	3qQh+500	-	275.00000
M	ISK	46.000	7.20	-	R-	C-	7.70%	-	Cvduhabe	3jPy	Azl yz Oxb 800i	-	825	3dBn+801	-	40.50000
D2	EJQ	22.000	7.70	-	XX	SS	76.00%	-	Stpyl	OJT	Lzt 4.00%	-	-	4.40%	4.400%	788.00000

Tranche Comments

M1: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144C/Cet S; P2: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144W/Jsf J; N1: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144T/Kdw R; D2: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144O/Vji Z; A: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144U/Byp Y; V: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144J/Xjv G; L: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144A/Wcq H; M: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144T/Ijt L; Naecwu: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144V/Kaq L;

Deal Comments

Yxg Emtt Cyxtxhp 2.00

Risk Retention

HL/LI - Pyh

Pricing Speed

20 XMD

Reinvestment Period (YRS)

3.9

Reinvestment Period End Date

May 18, 2006

WAL Test Period (YRS)

5.7