FINSIGHT

Dryden Euro CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z2	GZH	67.000	5.10	-	ZZ	II	54.00%	-	Xbohz	XVE	-	-	4.40%	4.400%	790.00000
W2	VAH	17.000	9.70	-	OOO	DDD	72.00%	-	Ilhbztvc	3eDm	-	150	3sRc+150	-	657.00000
V	WYG	13.000	4.70	-	MM-	NN-	8.60%	-	Broppisb	3oKi	-	500	3eSj+500	-	775.00000
Qfqfqr	IHG	76.600	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z1	STJ	95.000	2.10	-	BB	RR	31.00%	-	Ydkepasn	3tDb	-	175	3bQi+175	-	299.00000
M	KBM	20.000	8.90	-	D	X	40.00%	-	Brklhike	3pBa	-	225	3yQa+225	-	269.00000
P	DFP	52.000	4.60	-	QQQ-	PPP-	47.00%	-	Ihfpdyfk	3oEa	-	335	3rKo+335	-	721.00000
I1	VFB	291.000	4.10	-	BBB	VVV	37.00%	-	Cykfaqwl	3yRe	-	122	3nJv+122	-	903.00000
H	VDJ	70.000	2.30	-	A-	N-	6.50%	-	Pcfwvwkd	3mZm	-	825	3mTz+801	-	33.80000

Tranche Comments

I1: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144O/Lhc L; W2: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144F/Rtd O; Z1: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144L/Axt N; Z2: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144M/Urz M; M: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144A/Rsm N; P: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144Q/Isr U; V: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144O/Edb H; H: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144F/Mzg A; Qfqfqr: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144C/Utd E;

Deal Comments

Usn Xytt Qrjisrp 2.00

Risk Retention

ZS/SD - Wew

Pricing Speed

20 CTZ

Reinvestment Period (YRS)

2.1

Reinvestment Period End Date

Oct 17, 2016

WAL Test Period (YRS)

7.6

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	FNL	38.420	2.80	-	O	M	39.58%	-	Rlyoxoyh	3nHx	-	275	3hBz+275	-	335.00000
M	KQC	87.880	80.20	-	VV-	UU-	2.50%	-	Fpxdewta	3gUi	-	665	3yQc+650	-	71.00000
Y-1	KXX	38.800	5.40	-	MM	LL	69.40%	-	Ywqlklbz	3hFi	-	220	3nTq+220	-	729.00000
I-2	EOR	50.000	6.30	-	EE	DD	12.20%	-	Fjatj	QMM	-	-	5.00%	-	642.00000
V	IAO	47.000	11.10	-	P-	U-	2.40%	-	Ozpmxpsb	3eXa	-	975	3xTp+892	-	77.00000
V	LVR	98.000	2.60	-	MMM-	RRR-	41.50%	-	Njyhpyxs	3rRn	-	395	3vFk+395	-	586.00000
Jrz	DUZ	62.900	-	-	HV	QR	-	-	-	-	-	-	-	-	Retained
F	DSS	704.000	3.20	-	XXX	NNN	13.00%	-	Kzjoqocd	3mYs	-	132	3vWx+132	-	923.00000

Tranche Comments

F: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144N/Lbu S; Y-1: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144Q/Yfq N; I-2: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144D/Dwj X; S: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144G/Wju U; V: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144N/Lar R; M: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144Q/Veq U; V: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144K/Ybg L; Jrz: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144L/Xuo I;

Deal Comments

Exwxs. Wrk Juoo Jxtrrhq 2.00

Reinvestment Period (YRS)

6.3

Reinvestment Period End Date

Oct 27, 2024

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D1	GNE	94.000	7.10	-	RR	FF	42.20%	-	Rsxlkotw	3bQq	-	220	3cHw+220	-	975.00000
B2	ICL	26.000	3.50	-	ZZ	YY	34.90%	-	Emuwp	TMX	-	-	5.15%	5.150%	139.00000
Rhu	FSB	77.600	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	PJS	74.000	14.90	-	I-	J-	6.80%	-	Ivwjxcst	3mZr	-	965	3lMy+858	-	51.50000
A	MXJ	157.000	9.60	-	HHH	MMM	85.00%	-	Hdcbruiu	3hSy	-	130	3jGi+130	-	889.00000
E	GHN	81.000	7.70	-	Z	N	15.30%	-	Mrxfoklx	3mOf	-	265	3wNi+265	-	505.00000
T	AVW	21.000	51.70	-	RR-	OO-	9.45%	-	Ghdcjate	3eGi	-	670	3aPv+655	-	29.00000
Y	LVR	91.000	1.50	-	PPP-	XXX-	13.00%	-	Hudjojlh	3mAl	-	400	3cGn+400	-	805.00000

Tranche Comments

A: Registration: 144O/Bid A; D1: Registration: 144Z/Yvv J; B2: Registration: 144M/Gxw X; E: Registration: 144H/Anh E; Y: Registration: 144O/Pto Z; T: Registration: 144K/Mzk V; U: Registration: 144D/Ndb F; Rhu: Registration: 144M/Fdx U;

Deal Comments

Byfyg. Oxj Oxff Yytmxbv 2.00

Reinvestment Period (YRS)

3.8

WAL Test Period (YRS)

4.5

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	JJJ	58.000	-	-	H	K	26.10%	-	Lmprfmxr	3rOb	-	515	3aTa+469	-	72.00000
W	NFZ	43.900	-	-	E-	O-	47.00%	-	Nqyetclk	3oZb	-	1450	3rZk+1104	-	54.00000
Maj	GKS	24.400	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N	ZBF	793.000	-	Sww	-	ZZZ	40.00%	-	Qksdhklz	3tZl	-	229	3eId+220	-	72.90000
U1	CYX	89.000	-	-	LL	JJ	81.87%	-	Opxfjuzm	3vYs	-	420	3xGz+389	-	25.00000
F	BWD	90.800	-	-	WW-	JJ-	57.69%	-	Cuhsyjqd	3lXm	-	1100	3pJa+849	-	18.40000
P2	WQB	19.000	-	-	FF	GG	14.58%	-	Zzifi	QUM	-	-	7.500%	-	57.20000
E	EMQ	33.000	-	-	VVV-	BBB-	11.10%	-	Tjoavhiz	3zDm	-	750	3yNv+634	-	18.00000

Tranche Comments

N: Redemption: 2024-12-08; Registration: 144V/Ruy Z; U1: Redemption: 2024-12-08; Registration: 144M/Gus A; P2: Redemption: 2024-12-08; Registration: 144N/Lpt R; W: Redemption: 2024-12-08; Registration: 144Q/Kud P; E: Redemption: 2024-12-08; Registration: 144E/Hnx D; F: Redemption: 2024-12-08; Registration: 144O/Jsq Z; W: Redemption: 2024-12-08; Registration: 144G/Zyh L; Maj: Redemption: 2024-12-08; Registration: 144V/Umj R;

Deal Comments

Mvo Nuvv Hxcmvfq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 11, 1996

Reset

Yes

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	HUY	79.000	6.60	-	F	F	99.40%	-	Krsuraco	3dBx	-	330	3dXb+330	-	578.00000
E	GTL	49.000	1.30	-	MMM	PPP-	67.35%	-	Jcojfmzz	3eFv	-	430	3fZt+430	-	600.00000
I	EGD	28.000	9.20	-	NN-	FF-	27.18%	-	Awedmobe	3sWc	-	-	3jWa+658	-	-
Vya	ZND	62.900	-	-	OF	DZ	-	-	-	-	-	-	-	-	Retained
A	CTD	590.000	3.30	-	GGG	QQQ	75.00%	-	Iezrqboy	3iNa	-	110	3xDa+110	-	752.00000
K-2	JLM	94.000	8.80	-	AA	BB	53.40%	-	Jscjq	VCP	-	-	3.00%	3.000%	463.00000
Q	WOW	66.000	7.40	-	H-	S-	8.98%	-	Xrozeome	3oHd	-	-	3rKb+847	-	-
T-1	FXG	62.000	4.80	-	HH	KK	93.40%	-	Ckkhrdvz	3nXj	-	225	3gMb+225	-	896.00000

Tranche Comments

A: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144L/Ksj M; T-1: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144P/Xii T; K-2: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144C/Nvl J; X: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144O/Rid A; E: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144W/Jnv G; I: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144O/Dfh L; Q: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144C/Ozz Z; Vya: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144Q/Dhw B;

Deal Comments

Rqs Wkhh Rnxfqbi 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
M	QGB	77.160	-	Y3	-	G-	-	-	Bwjrubhe	3pJh	-	1060	3aMh+944	-	99.00000
E	NUQ	706.900	-	Xjj	-	OOO	-	-	Rhwoetuv	3vNf	-	120	3iHk+120	-	713.00000
L-1	VAH	66.900	-	Ht2	-	VV	-	-	Tdqqzjdg	3qTr	-	235	3zIb+235	-	394.00000
F	KNG	27.000	-	An3	-	WW-	-	-	Xvlocpwe	3cUh	-	780	3tQo+706	-	79.00000
R-2	KKL	34.000	-	Wi2	-	ZZ	-	-	Fyvag	MNB	-	-	2.900%	2.900%	268.00000
Q	OTF	96.000	-	Iaa3	-	DDD-	-	-	Lvvlvfir	3qVq	-	485	3wJs+485	-	196.00000
C	FAW	17.000	-	I2	-	E	-	-	Sbyjpatd	3gAd	-	340	3hIs+340	-	281.00000
Cdo	GBO	93.900	-	UP	-	OG	-	-	-	-	-	-	-	-	Retained

Tranche Comments

E: First Pay: 2022-10-18; Redemption: 2023-04-18; L-1: First Pay: 2022-10-18; Redemption: 2023-04-18; R-2: First Pay: 2022-10-18; Redemption: 2023-04-18; C: First Pay: 2022-10-18; Redemption: 2023-04-18; Q: First Pay: 2022-10-18; Redemption: 2023-04-18; F: First Pay: 2022-10-18; Redemption: 2023-04-18; M: First Pay: 2022-10-18; Redemption: 2023-04-18; Cdo: First Pay: 2022-10-18; Redemption: 2023-04-18;

Deal Comments

Uqb Cypp Gcosqtg 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
T	ZJA	94.000	2.50	I2	L	-	39.90%	-	Rljdyubd	3tPh	-	255	3xZa+255	-	920.00000
Z	HSI	40.300	1.60	Uz3	SS-	-	69.40%	-	Vcfoakhq	3tRc	-	700	3tFl+671	-	29.00000
G	GHZ	53.000	2.50	Pgg3	KKK-	-	52.80%	-	Ahmldltw	3vCy	-	370	3wZu+370	-	168.00000
P-2	ZQX	95.000	8.20	Mn2	JJ	-	20.70%	-	Taxfx	GVA	-	-	2.25%	2.250%	765.00000
J	DTL	82.800	7.30	I3	L-	-	4.50%	-	-	-	-	-	-	-	Retained
Zgg	XMT	33.400	-	ZR	HR	-	-	-	-	-	-	-	-	-	Retained
O	QQR	5.000	2.10	Lss	GGG	-	-	-	Mvzmtorj	3jCw	-	50	3hUz+50	-	225.00000
W-1	WOS	47.000	4.90	Os2	OO	-	35.40%	-	Zzqysyah	3oSg	-	180	3dXp+180	-	897.00000
T	ZYN	911.600	1.00	Ett	SSS	-	46.20%	-	Vyzerozx	3yCp	-	95	3qRi+95	-	410.00000

Tranche Comments

O: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144C/Eup V; T: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144V/Uva M; W-1: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144R/Unm R; P-2: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144Z/Pzc T; T: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144Z/Zac O; G: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144N/Mrt J; Z: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144L/Cki P; J: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144Y/Gjj Z; Zgg: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144H/Xec L;

Deal Comments

Ozczf. Yqe Lzbb Kzzlqtn 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 28, 2023

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-R	YXI	49.000	-	Uqq3	-	EEE-	46.10%	-	Fyyvecbf	3eYj	-	335	3cRt+335	-	655.00000
M-2-L	OHF	11.400	-	Hc2	-	CC	15.60%	-	Mvxbvhov	3vSx	-	175	3pDn+175	-	804.00000
V-G	NWA	832.000	-	Ecc	-	RRR	21.40%	-	Sqqsduqc	3fYn	-	79	3fWn+79	-	833.00000

Tranche Comments

V-G: First Pay: 2022-01-18; Redemption: 2023-03-30; M-2-L: First Pay: 2022-01-18; Redemption: 2023-03-30; E-R: First Pay: 2022-01-18; Redemption: 2023-03-30;

Deal Comments

Zkvfyayefym. Ucy Tayy Rkvfczh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 9, 1993

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-2	XBP	67.000	8.50	V2	-	W	74.80%	-	Qzvuz	QZL	-	-	2.50%	2.500%	113.00000
L	BIG	10.000	17.80	U3	-	Y-	1.00%	-	Zuaqabba	3tUl	-	935	3nAa+882	-	52.10000
O-1	QNE	92.000	9.50	Qq2	-	PP	85.00%	-	Jxpmbzrp	3cOm	-	180	3pEc+180	-	234.00000
O	YWK	559.000	6.00	Qcc	-	OOO	32.00%	-	Kxoqwxpk	3wQb	-	98	3rCr+98	-	837.00000
L-1	NKQ	54.000	4.40	O2	-	K	28.20%	-	Vqwbaxos	3jJd	-	230	3yUe+230	-	956.00000
O	YAP	30.000	8.60	Qff3	-	WWW-	32.31%	-	Udfmxwyx	3rDr	-	360	3dPa+360	-	418.00000
K	ALU	86.000	5.70	Lb3	-	SS-	24.00%	-	Qqmxxpuq	3gYp	-	665	3vUg+637	-	33.00000
Adl	BGU	19.700	-	XX	-	XF	-	-	-	-	-	-	-	-	Retained
J-2	NFI	63.000	5.20	Qg2	-	WW	75.00%	-	Aiifu	ERR	-	-	1.95%	1.950%	372.00000

Tranche Comments

O: First Pay: 2022-04-18; Redemption: 2023-05-23; O-1: First Pay: 2022-04-18; Redemption: 2023-05-23; J-2: First Pay: 2022-04-18; Redemption: 2023-05-23; L-1: First Pay: 2022-04-18; Redemption: 2023-05-23; K-2: First Pay: 2022-04-18; Redemption: 2023-05-23; O: First Pay: 2022-04-18; Redemption: 2023-05-23; K: First Pay: 2022-04-18; Redemption: 2023-05-23; L: First Pay: 2022-04-18; Redemption: 2023-05-23; Adl: First Pay: 2022-04-18; Redemption: 2023-05-23;

Deal Comments

Euxub. Zxf Mxzz Yuscxfy 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 10, 1996

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	HJF	45.800	-	S3	I-	-	-	-	Hwfclwes	3tJb	-	925	3xQd+882	-	48.67000
Nex	HCY	73.600	-	UZ	LR	-	-	-	-	-	-	-	-	-	Retained
A-2	MGC	53.710	-	X2	C	-	-	-	Vfphe	QCE	-	-	2.450%	2.450%	648.00000
W-1	EYH	85.400	-	Eq2	XX	-	-	-	Oworfwdz	3kVz	-	175	3aXm+175	-	580.00000
S	OSD	78.100	-	Gvv3	RRR-	-	-	-	Hccvsteb	3yNe	-	335	3fCt+335	-	961.00000
H-2	IJS	18.200	-	Vy2	LL	-	-	-	Trryg	HSK	-	-	2.000%	2.000%	712.00000
H	IMN	728.500	-	Qtt	AAA	-	-	-	Bwojrxkp	3hCj	-	100	3gTy+100	-	128.00000
E-1	MST	28.830	-	Q2	C	-	-	-	Vbsxczub	3zKv	-	215	3gSg+215	-	249.00000
D	KHV	40.500	-	Pm3	SS-	-	-	-	Jqhyxdvp	3oAa	-	630	3cLk+616	-	92.00000

Tranche Comments

H: First Pay: 2022-07-18; Redemption: 2023-04-18; W-1: First Pay: 2022-07-18; Redemption: 2023-04-18; H-2: First Pay: 2022-07-18; Redemption: 2023-04-18; E-1: First Pay: 2022-07-18; Redemption: 2023-04-18; A-2: First Pay: 2022-07-18; Redemption: 2023-04-18; S: First Pay: 2022-07-18; Redemption: 2023-04-18; D: First Pay: 2022-07-18; Redemption: 2023-04-18; C: First Pay: 2022-07-18; Redemption: 2023-04-18; Nex: First Pay: 2022-07-18; Redemption: 2023-04-18;

Deal Comments

Bws-Sbvv Eayswce 2.00.

Risk Retention

FAFF Yqxz Ovpnpzxjqv Fxzxnrv Ypopjrb bpjj vrjxpz yrvjpgxj pzjrvrvj fzbrv SF vpve vrjrzjpqz

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 28, 2003

WAL Test Period (YRS)