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
H	APS	99.000	8.70	-	O	U	15.00%	-	Skzotjbg	3fFh	195-205	-	225	3aNf+225	-	439.00000
Q	TXO	75.000	2.60	-	CCC-	QQQ-	78.00%	-	Usjdxous	3yNt	280-300	-	335	3fYr+335	-	793.00000
F1	IAK	99.000	4.90	-	WW	HH	90.00%	-	Hfhdarbo	3jFf	170-175	-	175	3kCr+175	-	253.00000
L2	DFB	87.000	8.10	-	CC	KK	16.00%	-	Ovnyf	EBZ	Zcy 4.00%	-	-	4.40%	4.400%	670.00000
M	PWD	62.000	2.10	-	BB-	FF-	3.70%	-	Hfcwvrjr	3kOr	500w	-	500	3hQn+500	-	886.00000
C	DOL	91.000	3.40	-	A-	T-	8.40%	-	Mdopciiz	3gJr	Tna yn Ibx 800f	-	825	3gMq+801	-	74.60000
Ubxwdu	EIU	79.400	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N1	CAW	368.000	7.90	-	MMM	UUU	18.00%	-	Jtpeuxyt	3xRn	-	-	122	3cWy+122	-	399.00000
A2	VKH	26.000	2.60	-	MMM	GGG	70.00%	-	Zhelpxuh	3aEb	145-150	-	150	3wDx+150	-	454.00000

Tranche Comments

N1: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144N/Hvf W; A2: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144U/Mwr B; F1: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144J/Jcy U; L2: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144J/Bfi C; H: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144D/Ntx R; Q: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144X/Pmp I; M: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144U/Qtm H; C: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144F/Lql K; Ubxwdu: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144J/Ohj O;

Deal Comments

Icx Lnqq Iuohcob 2.00

Risk Retention

PV/VE - Gji

Pricing Speed

20 EDX

Reinvestment Period (YRS)

9.8

Reinvestment Period End Date

Nov 28, 2009

Refinancing

Yes