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
Z	LBS	20.600	97.70	-	A-	J-	8.60%	-	Usrywysz	3nFs	-	-	950	3mPv+866	-	79.00000
A-1	QEC	918.000	5.00	-	QQQ	DDD	76.00%	-	Uvldoyio	3qIk	-	-	137	3aIk+137	-	178.00000
J-1	OQQ	35.100	1.00	-	JJ	VV	81.00%	-	Geezaiuc	3sRm	-	-	210	3pXe+210	-	327.00000
Z-2	WTU	49.000	2.00	-	YY	BB	90.00%	-	Owhbc	-	-	-	-	5.10%	5.100%	664.00000
J	NXO	32.400	5.10	-	RR-	DD-	8.70%	-	Hqrdfomi	3vLb	-	-	625	3rVd+625	-	447.00000
Qhs	OQB	20.000	-	-	GH	KM	-	-	-	-	-	-	-	-	-	Retained
Q-2	QWS	43.000	9.70	-	BBB	NNN	83.00%	-	Wzmwuwqj	3hYn	-	-	180	3kMm+180	-	557.00000
B	EHU	14.600	2.30	-	H	R	91.80%	-	Chpmumdh	3gLq	-	-	250	3eKp+250	-	193.00000
S	FXV	84.300	1.80	-	XXX-	TTT-	15.90%	-	Lajdxcwa	3bPq	-	-	345	3fBg+345	-	831.00000
Uee Fgb	VPQ	19.480	-	-	CB	BW	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A-1: First Pay: 2026-01-18; Redemption: 2027-01-30; Registration: 144T/Rqc J; Q-2: First Pay: 2026-01-18; Redemption: 2027-01-30; Registration: 144Q/Yvc X; J-1: First Pay: 2026-01-18; Redemption: 2027-01-30; Registration: 144N/Ova G; Z-2: First Pay: 2026-01-18; Redemption: 2027-01-30; Registration: 144J/Iys H; B: First Pay: 2026-01-18; Redemption: 2027-01-30; Registration: 144V/Ele K; S: First Pay: 2026-01-18; Redemption: 2027-01-30; Registration: 144M/Kaf X; J: First Pay: 2026-01-18; Redemption: 2027-01-30; Registration: 144B/Ait M; Z: First Pay: 2026-01-18; Redemption: 2027-01-30; Registration: 144E/Bpi P; Qhs: First Pay: 2026-01-18; Redemption: 2027-01-30; Registration: 144P/Abp Z; Uee Fgb: First Pay: 2026-01-18; Redemption: 2027-01-30; Registration: 144W/Oct X;

Deal Comments

Azyzt. Xgy-Zjoo Dzfcgiq 1.50

Reinvestment Period (YRS)

2.5

Reinvestment Period End Date

Aug 31, 2006