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
L2	ETF	94.000	8.80	-	III	EEE	42.00%	-	Xfhmfhde	3oUo	145-150	-	150	3iBq+150	-	882.00000
H2	UPU	85.000	3.60	-	NN	HH	34.00%	-	Zzckt	PKH	Knf 4.00%	-	-	4.40%	4.400%	332.00000
E	JYY	98.000	5.40	-	D-	K-	5.40%	-	Vwmlbeqr	3hIp	Kou vo Gxz 800i	-	825	3oVz+801	-	83.70000
Fgrdly	QTI	53.300	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	TNL	37.000	4.50	-	RR-	YY-	7.60%	-	Vhpajfwp	3tHj	500z	-	500	3bDm+500	-	522.00000
P	YBP	89.000	2.10	-	UUU-	NNN-	30.00%	-	Akstjcmt	3gKt	280-300	-	335	3dYj+335	-	604.00000
H1	OJC	161.000	1.70	-	VVV	TTT	73.00%	-	Awqqfhfs	3aJm	-	-	122	3cPp+122	-	399.00000
Z1	JCP	34.000	7.80	-	OO	FF	86.00%	-	Lhzkwijl	3vJz	170-175	-	175	3tDf+175	-	877.00000
U	HZJ	18.000	9.60	-	Y	F	66.00%	-	Yljmsqlq	3fCq	195-205	-	225	3mEb+225	-	191.00000

Tranche Comments

H1: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144H/Lbl K; L2: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144G/Ozt P; Z1: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144A/Poc J; H2: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144V/Wok C; U: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144T/Hmv F; P: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144Y/Ddr Y; D: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144P/Yrb Y; E: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144F/Tft J; Fgrdly: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144W/Ixj Z;

Deal Comments

Bpj Rmbb Hgkepbz 2.00

Risk Retention

ND/DN - Ncc

Pricing Speed

20 CCD

Reinvestment Period (YRS)

5.2

Reinvestment Period End Date

Jul 29, 2000

WAL Test Period (YRS)

3.5