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
A2	PQM	90.000	8.70	-	CCC	OOO	11.00%	-	Lmuzcjmp	3xFu	145-150	-	150	3rOe+150	-	798.00000
A1	JAS	426.000	1.40	-	TTT	XXX	53.00%	-	Irywxovg	3sMo	-	-	122	3tJy+122	-	264.00000
O2	WOH	34.000	3.90	-	OO	MM	13.00%	-	Hkwkl	KSQ	Cko 4.00%	-	-	4.40%	4.400%	205.00000
L	OLO	24.000	8.90	-	BB-	XX-	8.10%	-	Ypjfodzf	3eQx	500c	-	500	3hTf+500	-	375.00000
J	ZPI	63.000	2.90	-	R-	O-	1.10%	-	Pwwseepw	3cYf	Fay aa Jml 800y	-	825	3mCh+801	-	91.70000
K	PKV	60.000	4.10	-	XXX-	SSS-	74.00%	-	Vlhhdryv	3tUg	280-300	-	335	3lTx+335	-	632.00000
G1	HQQ	58.000	2.70	-	DD	DD	19.00%	-	Fzccsylw	3bPg	170-175	-	175	3jUm+175	-	793.00000
H	ONZ	52.000	2.80	-	J	R	61.00%	-	Wevqrusr	3sVl	195-205	-	225	3lHg+225	-	356.00000
Nohpaz	PKU	82.100	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A1: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144W/Lnp F; A2: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144J/Oaj H; G1: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144D/Jvv C; O2: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144M/Ubv U; H: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144J/Xtu G; K: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144D/Wxg P; L: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144J/Ctf W; J: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144F/Akf N; Nohpaz: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144G/Feg V;

Deal Comments

Stq Bwbb Jhtktts 2.00

Risk Retention

TQ/QI - Iap

Pricing Speed

20 XIO

Reinvestment Period (YRS)

6.9

Reinvestment Period End Date

Dec 12, 2000

WAL Test Period (YRS)

7.3