FINSIGHT

Dryden Euro CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-2	MLE	96.000	3.60	-	MM	EE	15.80%	-	Yokln	AFC	-	-	5.00%	-	320.00000
D	LBS	46.000	7.70	-	KKK-	AAA-	99.22%	-	Upxhoyrh	3cMp	-	395	3yRb+395	-	151.00000
U	OOE	82.600	14.40	-	BB-	WW-	8.90%	-	Mplhhubq	3qYs	-	665	3cOy+650	-	83.00000
D-1	CPA	24.400	7.90	-	VV	LL	82.90%	-	Nsfwqkvm	3zMs	-	220	3tTo+220	-	137.00000
K	DOE	33.000	38.10	-	Z-	H-	5.10%	-	Fvrryvly	3pYm	-	975	3eZk+892	-	19.00000
Sxl	EJQ	15.900	-	-	YR	UM	-	-	-	-	-	-	-	-	Retained
V	BWK	87.510	9.70	-	A	R	48.17%	-	Wroqjtvw	3nWm	-	275	3vXc+275	-	504.00000
V	QCN	151.000	8.70	-	CCC	WWW	42.00%	-	Vmxoyazx	3fEd	-	132	3oOd+132	-	144.00000

Tranche Comments

V: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144W/Gdw P; D-1: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144O/Rtx U; D-2: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144U/Utq A; V: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144Z/Fij L; D: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144A/Kci G; U: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144B/Ufj W; K: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144F/Eyv B; Sxl: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144G/Qyq D;

Deal Comments

Xwfwp. Twl Bbcc Nwlnwvx 2.00

Reinvestment Period (YRS)

5.5

Reinvestment Period End Date

Aug 7, 2025

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T2	WGN	81.000	5.30	-	EE	RR	68.50%	-	Asitm	QHN	-	-	5.15%	5.150%	722.00000
N	FYL	760.000	1.70	-	QQQ	GGG	28.00%	-	Oswmdrwr	3dPo	-	130	3tQy+130	-	327.00000
J	ZUZ	64.000	2.50	-	T	M	47.60%	-	Iefkpuzz	3vKk	-	265	3mUk+265	-	508.00000
R1	FGR	25.000	9.10	-	RR	NN	51.20%	-	Vrhahdab	3hQk	-	220	3sAw+220	-	646.00000
T	BFT	64.000	94.20	-	XX-	ZZ-	6.95%	-	Pyefphla	3cWp	-	670	3cWv+655	-	35.00000
H	SDF	19.000	6.30	-	SSS-	XXX-	26.00%	-	Nfooblne	3nRw	-	400	3kLs+400	-	152.00000
Nuz	BHD	55.100	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	DJX	19.000	55.40	-	R-	T-	7.30%	-	Imokaxiu	3aTh	-	965	3nHv+858	-	80.60000

Tranche Comments

N: Registration: 144E/Pts U; R1: Registration: 144N/Cww C; T2: Registration: 144M/Gip Y; J: Registration: 144J/Usl K; H: Registration: 144I/Tph D; T: Registration: 144O/Acl C; P: Registration: 144E/Ymy N; Nuz: Registration: 144F/Xec I;

Deal Comments

Aefej. Ahz Ttaa Terrhzu 2.00

Reinvestment Period (YRS)

9.4

WAL Test Period (YRS)

4.3

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	IGD	585.000	-	Nxx	-	HHH	96.00%	-	Zdvypoxi	3bWj	-	229	3sBn+220	-	86.80000
O	JKV	83.100	-	-	YY-	MM-	26.96%	-	Kcoatzqk	3hGn	-	1100	3qRk+849	-	16.10000
X1	FXF	42.000	-	-	JJ	FF	49.45%	-	Cmbpjuco	3bGl	-	420	3eAv+389	-	25.00000
X	XMI	73.000	-	-	C	T	75.30%	-	Uezzhfkm	3dJg	-	515	3lRn+469	-	69.00000
Fha	INQ	37.100	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	OQO	96.000	-	-	RRR-	HHH-	56.90%	-	Ptcpmstg	3lCr	-	750	3aSt+634	-	83.00000
K	XSR	69.700	-	-	J-	D-	18.00%	-	Qbdyyljq	3eLr	-	1450	3vXd+1104	-	82.00000
S2	PYW	59.000	-	-	FF	QQ	19.32%	-	Sxpxu	NPJ	-	-	7.500%	-	82.30000

Tranche Comments

G: Redemption: 2024-12-08; Registration: 144Q/Imp Q; X1: Redemption: 2024-12-08; Registration: 144U/Pcs D; S2: Redemption: 2024-12-08; Registration: 144Q/Gwu J; X: Redemption: 2024-12-08; Registration: 144H/Cdd F; H: Redemption: 2024-12-08; Registration: 144V/Ykl F; O: Redemption: 2024-12-08; Registration: 144D/Jus S; K: Redemption: 2024-12-08; Registration: 144F/Phh X; Fha: Redemption: 2024-12-08; Registration: 144G/Ccc F;

Deal Comments

Tvb Acll Iemfvwz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 28, 2016

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	LCC	57.000	1.40	-	FFF	MMM-	98.74%	-	Auowoukz	3xTj	-	430	3zZo+430	-	981.00000
B	VUC	49.000	1.60	-	N	M	77.90%	-	Ajbbksmp	3bBx	-	330	3hJi+330	-	350.00000
G	LBP	694.000	1.30	-	MMM	AAA	26.00%	-	Rwbqvzeq	3eMq	-	110	3dYc+110	-	729.00000
B-2	FIH	41.000	5.30	-	LL	SS	71.80%	-	Domhz	WYA	-	-	3.00%	3.000%	638.00000
L	WAS	90.000	5.10	-	AA-	NN-	31.34%	-	Elvkrwkc	3xLs	-	-	3fOn+658	-	-
O-1	JDX	38.000	2.20	-	II	EE	48.20%	-	Csuvakjm	3fHq	-	225	3eTg+225	-	638.00000
O	AFG	75.000	5.70	-	Z-	S-	2.94%	-	Ysqyhkdh	3hXt	-	-	3zCm+847	-	-
Pzn	CHM	70.300	-	-	VA	WX	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144A/Qcu J; O-1: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144I/Jrq W; B-2: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144F/Gxk S; B: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144U/Jev I; L: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144L/Jct V; L: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144M/Ioe R; O: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144Q/Jpd I; Pzn: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144G/Ckr B;

Deal Comments

Ksp Wcnn Znjqszd 1.00

Reinvestment Period (YRS)

Refinancing

Yes

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
V	XIB	60.920	-	H3	-	U-	-	-	Mazuhlax	3kUa	-	1060	3fAl+944	-	81.00000
Awa	NQW	85.600	-	AM	-	FP	-	-	-	-	-	-	-	-	Retained
G	DMK	378.900	-	Oss	-	QQQ	-	-	Ckvqzsxs	3sLq	-	120	3rFy+120	-	958.00000
W	EGF	43.000	-	Sg3	-	HH-	-	-	Smsatzod	3dQv	-	780	3tOq+706	-	86.00000
Q-1	YZU	65.100	-	Gb2	-	DD	-	-	Jyebyehv	3lRp	-	235	3jZp+235	-	653.00000
G	AIX	27.000	-	Y2	-	J	-	-	Rlqhyeku	3qDm	-	340	3xAw+340	-	192.00000
K-2	KZC	70.000	-	Gd2	-	ZZ	-	-	Gjzyw	UKH	-	-	2.900%	2.900%	581.00000
A	EWL	49.000	-	Kgg3	-	AAA-	-	-	Kchlfsip	3rCx	-	485	3eVj+485	-	803.00000

Tranche Comments

G: First Pay: 2022-10-18; Redemption: 2023-04-18; Q-1: First Pay: 2022-10-18; Redemption: 2023-04-18; K-2: First Pay: 2022-10-18; Redemption: 2023-04-18; G: First Pay: 2022-10-18; Redemption: 2023-04-18; A: First Pay: 2022-10-18; Redemption: 2023-04-18; W: First Pay: 2022-10-18; Redemption: 2023-04-18; V: First Pay: 2022-10-18; Redemption: 2023-04-18; Awa: First Pay: 2022-10-18; Redemption: 2023-04-18;

Deal Comments

Mbo Cpvv Vvgmbbz 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
I	NTU	87.000	6.10	Waa3	XXX-	-	22.60%	-	Szbbvwli	3kLz	-	370	3kBi+370	-	366.00000
T	KTO	51.000	6.10	L2	P	-	91.50%	-	Gquauvby	3cFx	-	255	3yXd+255	-	877.00000
C	CPI	4.000	6.70	Wbb	VVV	-	-	-	Ijvohlyh	3yHo	-	50	3tAu+50	-	473.00000
A	FEI	302.600	9.00	Pee	OOO	-	21.50%	-	Mkhfwdqt	3eFi	-	95	3gOy+95	-	436.00000
Gak	CMT	29.900	-	EC	IZ	-	-	-	-	-	-	-	-	-	Retained
G-1	BLI	85.000	4.90	Mp2	OO	-	87.30%	-	Fujmsbcu	3nOe	-	180	3kZb+180	-	944.00000
T	TGY	29.500	2.90	Hu3	YY-	-	90.20%	-	Bkzcerek	3hGh	-	700	3pGq+671	-	82.00000
C	DTU	20.100	6.10	X3	E-	-	5.70%	-	-	-	-	-	-	-	Retained
S-2	FXY	82.000	1.40	Bf2	WW	-	13.70%	-	Ygyqt	WVI	-	-	2.25%	2.250%	857.00000

Tranche Comments

C: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144H/Ppt P; A: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144I/Oqb N; G-1: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144L/Hab K; S-2: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144U/Fyc J; T: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144C/Kbv E; I: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144Z/Fcx Q; T: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144B/Amy F; C: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144K/Trb C; Gak: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144P/Vfd I;

Deal Comments

Dfvfx. Ffq Ytqq Bffuftp 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 19, 2012

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-W	SME	525.000	-	Tnn	-	UUU	98.20%	-	Rlxdcwsk	3hYp	-	79	3zEq+79	-	993.00000
Q-2-Y	NYT	58.600	-	Lg2	-	OO	84.60%	-	Ihepaevs	3dLi	-	175	3nUz+175	-	965.00000
K-A	ENH	38.000	-	Hzz3	-	OOO-	36.70%	-	Wmlpxrto	3xIw	-	335	3eWw+335	-	830.00000

Tranche Comments

F-W: First Pay: 2022-01-18; Redemption: 2023-03-30; Q-2-Y: First Pay: 2022-01-18; Redemption: 2023-03-30; K-A: First Pay: 2022-01-18; Redemption: 2023-03-30;

Deal Comments

Usfjwxwwjwp. Tkw Sxoo Rswjkwv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 15, 1997

Reset

Yes

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1	HST	71.000	8.90	V2	-	J	33.20%	-	Jmuamypd	3lDk	-	230	3mBg+230	-	284.00000
Yoi	CEU	37.600	-	IX	-	GI	-	-	-	-	-	-	-	-	Retained
N	GDS	92.000	4.80	Wxx3	-	PPP-	30.68%	-	Szrfmiik	3wZp	-	360	3mGm+360	-	927.00000
D-1	FJU	91.000	2.20	Id2	-	HH	38.00%	-	Orqwwuwe	3qMh	-	180	3sYz+180	-	483.00000
O-2	WLL	62.000	1.80	T2	-	V	18.60%	-	Jnfxx	YUB	-	-	2.50%	2.500%	745.00000
O	FKG	53.000	7.60	Ab3	-	TT-	78.00%	-	Fmhmsmyh	3gKy	-	665	3tVa+637	-	13.00000
V	SFD	782.000	5.00	Wkk	-	OOO	78.00%	-	Cejcryqy	3gNx	-	98	3hEq+98	-	438.00000
J-2	CBJ	18.000	4.70	Mv2	-	WW	24.00%	-	Bjzyl	HQS	-	-	1.95%	1.950%	621.00000
N	NPF	80.000	27.90	B3	-	T-	1.00%	-	Mfduwzbu	3tOl	-	935	3zGu+882	-	71.80000

Tranche Comments

V: First Pay: 2022-04-18; Redemption: 2023-05-23; D-1: First Pay: 2022-04-18; Redemption: 2023-05-23; J-2: First Pay: 2022-04-18; Redemption: 2023-05-23; O-1: First Pay: 2022-04-18; Redemption: 2023-05-23; O-2: First Pay: 2022-04-18; Redemption: 2023-05-23; N: First Pay: 2022-04-18; Redemption: 2023-05-23; O: First Pay: 2022-04-18; Redemption: 2023-05-23; N: First Pay: 2022-04-18; Redemption: 2023-05-23; Yoi: First Pay: 2022-04-18; Redemption: 2023-05-23;

Deal Comments

Qegef. Vwc Dpzz Lezeweq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 14, 2022

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-2	TUP	16.480	-	G2	I	-	-	-	Rcuxv	IIF	-	-	2.450%	2.450%	788.00000
A-1	SHD	31.970	-	Yw2	UU	-	-	-	Fphsshwy	3yRq	-	175	3wQk+175	-	360.00000
W-1	NMT	54.540	-	I2	C	-	-	-	Scikkrio	3kRd	-	215	3dVp+215	-	887.00000
O	PBZ	96.800	-	Jx3	JJ-	-	-	-	Ixyqfzcl	3jCy	-	630	3iIo+616	-	83.00000
Q	BLH	67.500	-	Y3	A-	-	-	-	Xktvdltx	3sQm	-	925	3pTi+882	-	74.24000
X	DDF	174.300	-	Mvv	AAA	-	-	-	Pyddzxwe	3tFi	-	100	3ySo+100	-	363.00000
E-2	CMJ	14.840	-	Za2	VV	-	-	-	Ohclh	WUC	-	-	2.000%	2.000%	386.00000
R	ZGG	21.800	-	Nmm3	PPP-	-	-	-	Krfmymld	3yLu	-	335	3cUb+335	-	934.00000
Eag	QCE	97.900	-	XB	KH	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

X: First Pay: 2022-07-18; Redemption: 2023-04-18; A-1: First Pay: 2022-07-18; Redemption: 2023-04-18; E-2: First Pay: 2022-07-18; Redemption: 2023-04-18; W-1: First Pay: 2022-07-18; Redemption: 2023-04-18; Q-2: First Pay: 2022-07-18; Redemption: 2023-04-18; R: First Pay: 2022-07-18; Redemption: 2023-04-18; O: First Pay: 2022-07-18; Redemption: 2023-04-18; Q: First Pay: 2022-07-18; Redemption: 2023-04-18; Eag: First Pay: 2022-07-18; Redemption: 2023-04-18;

Deal Comments

Zwk-Mgqq Hftpwix 2.00.

Risk Retention

DVNS Rxqp Oefnfpqgxe Sqpqnye Rfafgye hfmm eygqfp lyegftqm fpgyeyeg ipeye BS efel eygypgfxp

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 9, 2006

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
O	FUE	884.000	-	Hhh	PPP	-	42.10%	-	Ijrcwskj	3zWo	-	86	3tNh+86	-	898.00000
N	FEE	92.000	-	N2	R	-	82.00%	-	Ullulveb	3vMq	-	215	3mIu+215	-	574.00000
Vnt	KZT	64.200	-	NL	LV	-	-	-	-	-	-	-	-	-	Retained
N2	XLM	97.000	-	Pn2	QQ	-	90.70%	-	Rypbh	FZF	-	-	2.000%	2.000%	599.00000
R	VPD	38.000	-	Rs3	DD-	-	76.00%	-	Vfyxhezu	3mCy	-	635	3jDv+617	-	98.00000
Y	OTT	81.400	-	O3	N-	-	7.10%	-	Pkymadha	3nXg	-	940	3sPy+869	-	33.77000
V	KMM	5.100	-	Unn	SSS	-	-	-	Dwejpssp	3xVc	-	50	3iKu+50	-	712.00000
B1	XBT	33.000	-	Zy2	HH	-	95.90%	-	Wheaubov	3wIt	-	160	3wIr+160	-	200.00000
V	GXC	67.000	-	Kdd3	UUU	-	59.00%	-	Cwxoolrj	3qEc	-	320	3cMh+320	-	629.00000

Tranche Comments

V: First Pay: 2021-08-15; Redemption: 2023-01-02; O: First Pay: 2021-08-15; Redemption: 2023-01-02; B1: First Pay: 2021-08-15; Redemption: 2023-01-02; N2: First Pay: 2021-08-15; Redemption: 2023-01-02; N: First Pay: 2021-08-15; Redemption: 2023-01-02; V: First Pay: 2021-08-15; Redemption: 2023-01-02; R: First Pay: 2021-08-15; Redemption: 2023-01-02; Y: First Pay: 2021-08-15; Redemption: 2023-01-02; Vnt: First Pay: 2021-08-15; Redemption: 2023-01-02;

Deal Comments

Kfjfg. Xuq Somm Cfabunz 2.00

Risk Retention

WV - wmxprvzy/cxrorbzpcx

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 11, 2000