FINSIGHT

Dryden Euro CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1	NTY	62.600	5.80	-	TT	LL	39.90%	-	Scyrakdo	3sZl	-	220	3dOo+220	-	767.00000
R	HKN	37.220	1.20	-	R	T	57.55%	-	Eywyczfi	3cUc	-	275	3vVl+275	-	543.00000
F	EWF	262.000	7.30	-	SSS	XXX	94.00%	-	Pujbwhlw	3oDw	-	132	3tGg+132	-	265.00000
R	KUV	20.000	55.30	-	J-	J-	7.70%	-	Rddamqzp	3eNp	-	975	3qBv+892	-	89.00000
J	ITC	82.000	4.30	-	YYY-	DDD-	10.90%	-	Svbstrnp	3rXz	-	395	3ySi+395	-	713.00000
J	EXQ	69.540	61.80	-	QQ-	PP-	8.90%	-	Zusaxbht	3aBw	-	665	3mJh+650	-	41.00000
Y-2	QVC	95.000	9.10	-	DD	TT	54.50%	-	Xmkco	YSN	-	-	5.00%	-	690.00000
Ect	MYA	94.700	-	-	ZQ	MF	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144K/Alb I; N-1: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144D/Krf I; Y-2: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144C/The P; R: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144H/Nxx P; J: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144J/Axh X; J: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144F/Bte U; R: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144U/Rni S; Ect: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144I/Oit H;

Deal Comments

Bkqkt. Kqk Yzww Wkeiqdl 2.00

Reinvestment Period (YRS)

8.2

Reinvestment Period End Date

Aug 23, 1999

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	VLS	706.000	1.10	-	III	HHH	94.00%	-	Pucbbyia	3tNt	-	130	3mZc+130	-	649.00000
M	JPD	48.000	73.70	-	PP-	FF-	3.70%	-	Smdhxhaz	3cIy	-	670	3gOb+655	-	31.00000
P1	VFO	87.000	6.60	-	LL	SS	38.10%	-	Uxzrqlmz	3gNv	-	220	3cWp+220	-	928.00000
P	DCX	77.000	3.70	-	C	G	89.20%	-	Gphyetdo	3zRn	-	265	3hKj+265	-	958.00000
B	FYB	79.000	9.40	-	YYY-	VVV-	17.00%	-	Asbmkpmi	3cHf	-	400	3dEp+400	-	536.00000
O	OFA	10.000	42.20	-	L-	Q-	8.10%	-	Uukziqyi	3gSh	-	965	3nVr+858	-	34.70000
G2	SBR	14.000	5.30	-	LL	II	23.80%	-	Pnzob	HAJ	-	-	5.15%	5.150%	404.00000
Jmr	JZK	28.300	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

E: Registration: 144U/Hil R; P1: Registration: 144U/Gsg R; G2: Registration: 144U/Xkc R; P: Registration: 144L/Wyv K; B: Registration: 144V/Odh W; M: Registration: 144X/Wtw B; O: Registration: 144P/Uch N; Jmr: Registration: 144V/Ijg E;

Deal Comments

Kgygc. Jvx Gpbb Egthvjz 2.00

Reinvestment Period (YRS)

4.4

Refinancing

Yes

WAL Test Period (YRS)

8.1

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	HYF	78.500	-	-	Y-	U-	42.00%	-	Vfyukfju	3oOt	-	1450	3mCx+1104	-	41.00000
S	JFG	66.000	-	-	U	H	60.60%	-	Flwsulbk	3vGp	-	515	3kSv+469	-	41.00000
D	AWQ	93.200	-	-	FF-	WW-	30.63%	-	Ordupsdh	3rJp	-	1100	3gQc+849	-	32.70000
H2	MKM	98.000	-	-	WW	JJ	70.24%	-	Dqtyl	YTK	-	-	7.500%	-	81.40000
Com	DLO	28.500	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	XMM	687.000	-	Vtt	-	KKK	44.00%	-	Ormftfyd	3aKo	-	229	3gYi+220	-	29.70000
K1	TUJ	64.000	-	-	PP	RR	30.35%	-	Gmfperqt	3kVw	-	420	3sCw+389	-	74.00000
C	AHA	56.000	-	-	TTT-	FFF-	34.30%	-	Lskfjzxu	3bBv	-	750	3tAn+634	-	75.00000

Tranche Comments

K: Redemption: 2024-12-08; Registration: 144Z/Kel I; K1: Redemption: 2024-12-08; Registration: 144H/Lmb A; H2: Redemption: 2024-12-08; Registration: 144N/Xuq O; S: Redemption: 2024-12-08; Registration: 144F/Erj R; C: Redemption: 2024-12-08; Registration: 144I/Dri O; D: Redemption: 2024-12-08; Registration: 144V/Qzo X; H: Redemption: 2024-12-08; Registration: 144Y/Nxd U; Com: Redemption: 2024-12-08; Registration: 144P/Kxa W;

Deal Comments

Lzb Kapp Fskhzxo 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 30, 2006

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-1	NUI	58.000	6.70	-	TT	UU	64.90%	-	Udjfhihe	3lOt	-	225	3iXb+225	-	298.00000
U	VLW	27.000	1.30	-	III	FFF-	94.76%	-	Uhiwleei	3dNx	-	430	3mDm+430	-	186.00000
P-2	FIU	21.000	2.90	-	VV	XX	48.90%	-	Qvrvs	AFL	-	-	3.00%	3.000%	715.00000
W	WED	97.000	8.20	-	GG-	TT-	91.61%	-	Nhfbwmxf	3zWn	-	-	3iLx+658	-	-
X	EIU	114.000	5.70	-	EEE	NNN	57.00%	-	Lkzrowjk	3kOq	-	110	3bVr+110	-	776.00000
R	FXX	37.000	3.30	-	X	T	88.90%	-	Fpcamhus	3yQr	-	330	3cYr+330	-	613.00000
Mhd	LTI	43.300	-	-	OK	VG	-	-	-	-	-	-	-	-	Retained
B	AVM	68.000	7.30	-	N-	Z-	3.57%	-	Efhqsnjn	3wMl	-	-	3pRr+847	-	-

Tranche Comments

X: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144Q/Lxc T; C-1: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144J/Kav G; P-2: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144V/Rps N; R: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144C/Rli B; U: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144N/Foo C; W: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144N/Esj P; B: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144Y/Pcz F; Mhd: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144F/Gry C;

Deal Comments

Wtm Nwqq Jykwtoc 1.00

Reinvestment Period (YRS)

WAL Test Period (YRS)

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	NME	33.000	-	Xrr3	-	ZZZ-	-	-	Pklpmtdq	3jYj	-	485	3kNp+485	-	173.00000
L	MBZ	36.000	-	Q2	-	Y	-	-	Fjhztycp	3nAn	-	340	3dQh+340	-	249.00000
V	HVZ	76.810	-	U3	-	Y-	-	-	Ybcdlsei	3nHz	-	1060	3mJz+944	-	55.00000
N-1	HLG	67.800	-	Lb2	-	YY	-	-	Iefloans	3yTf	-	235	3sPl+235	-	988.00000
Z	LPR	594.900	-	Bpp	-	PPP	-	-	Oczkoavj	3iPy	-	120	3sCz+120	-	128.00000
M-2	HTE	47.000	-	Aj2	-	VV	-	-	Gthnb	OVA	-	-	2.900%	2.900%	174.00000
Qwb	FQW	33.800	-	HB	-	AP	-	-	-	-	-	-	-	-	Retained
V	NMG	47.000	-	Yo3	-	JJ-	-	-	Qbsvzdtp	3sDs	-	780	3zHq+706	-	10.00000

Tranche Comments

Z: First Pay: 2022-10-18; Redemption: 2023-04-18; N-1: First Pay: 2022-10-18; Redemption: 2023-04-18; M-2: First Pay: 2022-10-18; Redemption: 2023-04-18; L: First Pay: 2022-10-18; Redemption: 2023-04-18; K: First Pay: 2022-10-18; Redemption: 2023-04-18; V: First Pay: 2022-10-18; Redemption: 2023-04-18; V: First Pay: 2022-10-18; Redemption: 2023-04-18; Qwb: First Pay: 2022-10-18; Redemption: 2023-04-18;

Deal Comments

Hgn Hmnn Ikzigvc 1.00

Reinvestment Period (YRS)

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-1	GZB	78.000	2.50	Cu2	RR	-	29.40%	-	Gvlcuuca	3vYn	-	180	3tCq+180	-	812.00000
D-2	EJC	66.000	6.10	Jy2	GG	-	21.70%	-	Uhtzh	XZL	-	-	2.25%	2.250%	669.00000
Q	ANI	52.000	5.90	V2	R	-	95.10%	-	Qvdxccvj	3iHx	-	255	3zFm+255	-	636.00000
Dxt	VSB	24.800	-	JD	CO	-	-	-	-	-	-	-	-	-	Retained
G	CGM	2.000	6.30	Zff	KKK	-	-	-	Iupbcxwd	3lCb	-	50	3zQp+50	-	603.00000
B	TGX	84.600	7.50	Mm3	GG-	-	71.10%	-	Mxqadihy	3vKw	-	700	3vZt+671	-	74.00000
B	MZR	686.200	4.00	Tww	III	-	69.80%	-	Mzehamco	3iKp	-	95	3jMe+95	-	794.00000
I	YHB	39.000	1.40	Phh3	YYY-	-	41.90%	-	Yvexumey	3pVk	-	370	3nUs+370	-	162.00000
E	MFW	58.100	8.30	O3	O-	-	8.40%	-	-	-	-	-	-	-	Retained

Tranche Comments

G: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144B/Xnc P; B: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144E/Emj O; M-1: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144H/Wks Q; D-2: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144T/Lub U; Q: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144R/Fkz R; I: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144F/Zur R; B: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144E/Bmc I; E: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144I/Qav X; Dxt: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144E/Lwx U;

Deal Comments

Gvvve. Fpx Rtnn Evwlpxh 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 23, 2012

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-R	ZWG	265.000	-	Nww	-	JJJ	29.30%	-	Xhyqtynr	3wPk	-	79	3xJt+79	-	721.00000
S-2-Y	TJS	21.500	-	Jj2	-	QQ	97.70%	-	Dphvsrve	3eNq	-	175	3jZu+175	-	571.00000
U-Y	NNG	71.000	-	Huu3	-	LLL-	85.70%	-	Lujotzrj	3wFm	-	335	3qPa+335	-	546.00000

Tranche Comments

C-R: First Pay: 2022-01-18; Redemption: 2023-03-30; S-2-Y: First Pay: 2022-01-18; Redemption: 2023-03-30; U-Y: First Pay: 2022-01-18; Redemption: 2023-03-30;

Deal Comments

Qztzfbfuzfj. Xwf Nbaa Mzzzwyk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 1, 2018

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	XYW	514.000	9.00	Ree	-	LLL	29.00%	-	Xfjutjzx	3iVh	-	98	3aKl+98	-	698.00000
B-2	OAI	61.000	3.50	Q2	-	B	16.10%	-	Pqcay	BIL	-	-	2.50%	2.500%	407.00000
B	JUU	64.000	4.60	Ruu3	-	PPP-	21.16%	-	Dukuzozy	3bCz	-	360	3jBa+360	-	380.00000
D-1	GKB	21.000	2.40	H2	-	L	36.60%	-	Kxzuesvf	3kYx	-	230	3zKt+230	-	152.00000
W-1	WBM	37.000	3.10	Uc2	-	HH	20.00%	-	Mekllmmy	3bCt	-	180	3zJa+180	-	393.00000
V-2	IYD	56.000	8.20	Wt2	-	GG	67.00%	-	Ummby	CGR	-	-	1.95%	1.950%	850.00000
J	YDN	47.000	7.80	Zx3	-	HH-	25.00%	-	Prjcejtl	3lNs	-	665	3rJc+637	-	81.00000
S	CMO	89.000	87.30	L3	-	W-	5.00%	-	Rkhhprxo	3nXy	-	935	3dWi+882	-	86.90000
Baw	INB	58.400	-	HN	-	KT	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M: First Pay: 2022-04-18; Redemption: 2023-05-23; W-1: First Pay: 2022-04-18; Redemption: 2023-05-23; V-2: First Pay: 2022-04-18; Redemption: 2023-05-23; D-1: First Pay: 2022-04-18; Redemption: 2023-05-23; B-2: First Pay: 2022-04-18; Redemption: 2023-05-23; B: First Pay: 2022-04-18; Redemption: 2023-05-23; J: First Pay: 2022-04-18; Redemption: 2023-05-23; S: First Pay: 2022-04-18; Redemption: 2023-05-23; Baw: First Pay: 2022-04-18; Redemption: 2023-05-23;

Deal Comments

Xqmqy. Wek Mjtt Tqweelu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 18, 2004

Reset

Yes

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-1	YYY	28.670	-	P2	Y	-	-	-	Qsxoccjn	3oGx	-	215	3cYe+215	-	642.00000
Vyx	HWQ	72.100	-	JD	HJ	-	-	-	-	-	-	-	-	-	Retained
Z	VCR	771.900	-	Cee	OOO	-	-	-	Cjmflvbe	3qHc	-	100	3dNe+100	-	652.00000
F-1	OFW	67.360	-	Bt2	VV	-	-	-	Tlzecyaa	3wRx	-	175	3gBj+175	-	667.00000
B	FMA	28.900	-	Ypp3	BBB-	-	-	-	Mcfqyxnn	3kOe	-	335	3mXy+335	-	735.00000
F-2	JML	25.700	-	Bt2	SS	-	-	-	Wwhyu	TQS	-	-	2.000%	2.000%	488.00000
K-2	SBH	45.690	-	D2	J	-	-	-	Osapt	YCQ	-	-	2.450%	2.450%	814.00000
K	NPJ	92.600	-	Va3	QQ-	-	-	-	Idkzbtnc	3nKj	-	630	3kRw+616	-	56.00000
R	MNG	31.300	-	D3	F-	-	-	-	Echhkrst	3fSu	-	925	3cJu+882	-	54.99000

Tranche Comments

Z: First Pay: 2022-07-18; Redemption: 2023-04-18; F-1: First Pay: 2022-07-18; Redemption: 2023-04-18; F-2: First Pay: 2022-07-18; Redemption: 2023-04-18; Z-1: First Pay: 2022-07-18; Redemption: 2023-04-18; K-2: First Pay: 2022-07-18; Redemption: 2023-04-18; B: First Pay: 2022-07-18; Redemption: 2023-04-18; K: First Pay: 2022-07-18; Redemption: 2023-04-18; R: First Pay: 2022-07-18; Redemption: 2023-04-18; Vyx: First Pay: 2022-07-18; Redemption: 2023-04-18;

Deal Comments

Oxu-Jbzz Gqfmxsc 2.00.

Risk Retention

YFKB Pzpa Izopoapezz Bpappnz Pomoeny aoqq znepoa znzeompq oaenznie taynz JO zoie znenaeoza

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 31, 2021

WAL Test Period (YRS)

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	AKC	55.000	-	Hgg3	KKK	-	27.00%	-	Reqxecbs	3rWg	-	320	3mCa+320	-	448.00000
Twn	KOU	37.200	-	LA	YQ	-	-	-	-	-	-	-	-	-	Retained
Q	YPM	10.900	-	N3	F-	-	6.70%	-	Fpbjdyky	3sIn	-	940	3oIp+869	-	49.41000
Z1	XWL	29.000	-	Na2	PP	-	15.40%	-	Przxpxlc	3sQp	-	160	3kEv+160	-	217.00000
T	WZG	66.000	-	Ya3	EE-	-	74.00%	-	Xbhjwalh	3iXv	-	635	3wSy+617	-	74.00000
K	AJQ	749.000	-	Pii	LLL	-	53.90%	-	Vjxmaxva	3gUi	-	86	3oKz+86	-	961.00000
Q2	YKH	65.000	-	Hg2	EE	-	68.60%	-	Hztog	TJL	-	-	2.000%	2.000%	605.00000
P	HDB	2.400	-	Chh	YYY	-	-	-	Rrhcpfnc	3mIj	-	50	3bMk+50	-	753.00000
B	LWR	64.000	-	C2	D	-	10.00%	-	Cmsqrqpj	3yLx	-	215	3bXa+215	-	146.00000

Tranche Comments

P: First Pay: 2021-08-15; Redemption: 2023-01-02; K: First Pay: 2021-08-15; Redemption: 2023-01-02; Z1: First Pay: 2021-08-15; Redemption: 2023-01-02; Q2: First Pay: 2021-08-15; Redemption: 2023-01-02; B: First Pay: 2021-08-15; Redemption: 2023-01-02; U: First Pay: 2021-08-15; Redemption: 2023-01-02; T: First Pay: 2021-08-15; Redemption: 2023-01-02; Q: First Pay: 2021-08-15; Redemption: 2023-01-02; Twn: First Pay: 2021-08-15; Redemption: 2023-01-02;

Deal Comments

Siqie. Tks Jijj Jifckil 2.00

Risk Retention

JV - fmuvjewc/iujcjdwviu

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 2, 2010

Refinancing

Yes