FINSIGHT

Dryden Euro CLO

Deals

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
Nwfzgx	NEG	51.700	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R1	HGP	27.000	3.40	-	KK	BB	37.00%	-	Chbkoecg	3pFv	170-175	-	175	3bUx+175	-	679.00000
J2	WHK	26.000	9.80	-	HH	PP	33.00%	-	Zvwyp	MBV	Kpi 4.00%	-	-	4.40%	4.400%	420.00000
Y1	HSP	478.000	7.70	-	TTT	YYY	80.00%	-	Dxrbmwkh	3vYp	-	-	122	3kSl+122	-	624.00000
S	XFU	55.000	8.60	-	M	Y	53.00%	-	Dmbsalbj	3hTc	195-205	-	225	3eAx+225	-	918.00000
A	XDF	67.000	2.20	-	OOO-	DDD-	90.00%	-	Nmyavayk	3jEq	280-300	-	335	3pMy+335	-	105.00000
A	MOL	75.000	2.10	-	SS-	EE-	4.70%	-	Crvaypzs	3oZa	500t	-	500	3jZs+500	-	661.00000
Q	KGE	46.000	3.20	-	M-	E-	9.20%	-	Qvmqbmlg	3sEi	Auo wu Iuc 800y	-	825	3fXn+801	-	86.50000
J2	NNH	35.000	4.20	-	PPP	UUU	52.00%	-	Grsljpfd	3fRu	145-150	-	150	3cEo+150	-	757.00000

Tranche Comments

Y1: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144L/Nzd J; J2: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144N/Xwd M; R1: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144E/Hjn S; J2: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144A/Kam K; S: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144I/Jsu S; A: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144O/Qzs F; A: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144F/Nth A; Q: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144U/Fwa I; Nwfzgx: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144I/Far O;

Deal Comments

Xmt Ymzz Izgomjf 2.00

Risk Retention

VF/FW - Nts

Pricing Speed

20 QHN

Reinvestment Period (YRS)

3.5

Reinvestment Period End Date

Jul 8, 2001

WAL Test Period (YRS)

6.4