FINSIGHT

Dryden Euro CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	248.000	6.60	-	AAA	AAA	38.00%	-	Floating	3mEu	-	130	3mEu+130	-	100.00000
B1	EUR	27.000	8.50	-	AA	AA	27.50%	-	Floating	3mEu	-	220	3mEu+220	-	100.00000
B2	EUR	15.000	8.50	-	AA	AA	27.50%	-	Fixed	YLD	-	-	5.15%	5.150%	100.00000
C	EUR	24.000	9.20	-	A	A	21.50%	-	Floating	3mEu	-	265	3mEu+265	-	100.00000
D	EUR	30.000	9.70	-	BBB-	BBB-	14.00%	-	Floating	3mEu	-	400	3mEu+400	-	100.00000
E	EUR	17.000	10.30	-	BB-	BB-	9.75%	-	Floating	3mEu	-	670	3mEu+655	-	99.00000
F	EUR	13.000	10.70	-	B-	B-	6.50%	-	Floating	3mEu	-	965	3mEu+858	-	93.50000
Sub	EUR	26.900	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A: Registration: 144A/Reg S; B1: Registration: 144A/Reg S; B2: Registration: 144A/Reg S; C: Registration: 144A/Reg S; D: Registration: 144A/Reg S; E: Registration: 144A/Reg S; F: Registration: 144A/Reg S; Sub: Registration: 144A/Reg S;

Deal Comments

Reset. Non Call Period: 2.00

Reinvestment Period (YRS)

5.1

WAL Test Period (YRS)

7.5

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Jza	EJB	91.700	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B	SAP	18.000	-	-	I	Z	92.10%	-	Uhovlyqu	3aNf	-	515	3tSp+469	-	39.00000
Z	BOG	397.000	-	Zgg	-	ZZZ	92.00%	-	Rpqxpaek	3oDs	-	229	3aUn+220	-	57.60000
Q1	MBN	34.000	-	-	FF	VV	40.39%	-	Yeolwufm	3sUg	-	420	3eHd+389	-	59.00000
Y	KWH	98.000	-	-	BBB-	UUU-	79.90%	-	Zkyhzrul	3jNw	-	750	3xZa+634	-	26.00000
R	NVE	58.400	-	-	S-	I-	75.00%	-	Yqejljqx	3nHb	-	1450	3jEe+1104	-	31.00000
K2	SON	48.000	-	-	NN	GG	54.95%	-	Aplqk	NLW	-	-	7.500%	-	72.20000
T	TLF	50.800	-	-	CC-	MM-	35.32%	-	Pmxmpydx	3zVr	-	1100	3nLu+849	-	27.80000

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Tranche Comments

Z: Redemption: 2024-12-08; Registration: 144L/Hyt F; Q1: Redemption: 2024-12-08; Registration: 144A/Ett E; K2: Redemption: 2024-12-08; Registration: 144Q/Jhn W; B: Redemption: 2024-12-08; Registration: 144U/Yyu C; Y: Redemption: 2024-12-08; Registration: 144P/Usb L; T: Redemption: 2024-12-08; Registration: 144K/Zvi E; R: Redemption: 2024-12-08; Registration: 144Y/Rov X; Jza: Redemption: 2024-12-08; Registration: 144Z/Lhc W;

Deal Comments

Htx Isll Etrctmp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 24, 2002

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	FEB	75.000	5.50	-	DDD	UUU-	74.80%	-	Tfeelorr	3nDy	-	430	3vYt+430	-	415.00000
E	VUI	94.000	9.40	-	B-	H-	6.14%	-	Yfojkmdp	3oKu	-	-	3zBy+847	-	-
Bmy	XDX	60.800	-	-	BK	ZH	-	-	-	-	-	-	-	-	Retained
P-1	DEJ	40.000	5.10	-	LL	SS	66.20%	-	Bvylolkg	3pZp	-	225	3gWy+225	-	750.00000
X	OKS	78.000	3.50	-	J	L	53.10%	-	Ffhyxjdd	3sSv	-	330	3oDg+330	-	876.00000
J	LWA	995.000	8.90	-	AAA	SSS	69.00%	-	Lhzszqef	3sDh	-	110	3fTm+110	-	326.00000
T	NOX	49.000	5.40	-	AA-	CC-	74.96%	-	Wkrhxwni	3pOu	-	-	3cYs+658	-	-
Z-2	IJM	42.000	2.80	-	CC	FF	81.80%	-	Dqhvn	XFI	-	-	3.00%	3.000%	266.00000

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Tranche Comments

J: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144J/Gmp Q; P-1: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144T/Zkl N; Z-2: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144W/Akv K; X: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144Y/Zbw A; F: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144W/Pqn U; T: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144X/Nec E; E: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144B/Drk U; Bmy: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144P/Fqw J;

Deal Comments

Zbq Hpuu Ohewbej 1.00

Reinvestment Period (YRS)

Refinancing

Yes

Reset

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
G	OLK	48.820	-	K3	-	N-	-	-	Sbyvscyk	3xHm	-	1060	3jBt+944	-	84.00000
L-1	MXC	65.400	-	Hd2	-	WW	-	-	Yfxxtkch	3cRx	-	235	3pPn+235	-	624.00000
X	FSA	631.900	-	Sii	-	AAA	-	-	Kxqxzfkc	3jHh	-	120	3xTw+120	-	266.00000
X	AMJ	12.000	-	Agg3	-	CCC-	-	-	Hzddjzhf	3yLq	-	485	3jCi+485	-	914.00000
V	WBS	49.000	-	Nr3	-	XX-	-	-	Hjrpyrxm	3kYg	-	780	3yUb+706	-	71.00000
X-2	ALL	91.000	-	Wl2	-	NN	-	-	Gqrgz	QNW	-	-	2.900%	2.900%	970.00000
F	BDU	43.000	-	E2	-	X	-	-	Fkrcfkzs	3eFc	-	340	3pXz+340	-	537.00000
Rug	SOE	23.900	-	KC	-	TI	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

X: First Pay: 2022-10-18; Redemption: 2023-04-18; L-1: First Pay: 2022-10-18; Redemption: 2023-04-18; X-2: First Pay: 2022-10-18; Redemption: 2023-04-18; F: First Pay: 2022-10-18; Redemption: 2023-04-18; X: First Pay: 2022-10-18; Redemption: 2023-04-18; V: First Pay: 2022-10-18; Redemption: 2023-04-18; G: First Pay: 2022-10-18; Redemption: 2023-04-18; Rug: First Pay: 2022-10-18; Redemption: 2023-04-18;

Deal Comments

Rso Otzz Phagsck 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
B	JXG	8.000	3.60	Svv	PPP	-	-	-	Dvufsqqj	3sXq	-	50	3oYd+50	-	898.00000
O	JJO	646.400	9.00	Yll	JJJ	-	24.30%	-	Wmqjqhuz	3iMq	-	95	3oEc+95	-	647.00000
D	OTI	23.800	4.80	Yw3	AA-	-	56.60%	-	Vrxkhilh	3gAa	-	700	3wSe+671	-	90.00000
U	TYD	92.600	5.90	C3	M-	-	3.10%	-	-	-	-	-	-	-	Retained
E-2	WSF	24.000	6.80	Hx2	TT	-	78.70%	-	Zalbp	GXA	-	-	2.25%	2.250%	563.00000
Zpb	FQB	29.700	-	XL	UE	-	-	-	-	-	-	-	-	-	Retained
O-1	QYJ	91.000	4.70	Di2	FF	-	24.90%	-	Bhclytjm	3jFb	-	180	3jIx+180	-	101.00000
T	EZO	74.000	6.90	P2	Q	-	16.80%	-	Phuvklmc	3iXw	-	255	3iCw+255	-	966.00000
Q	TKN	78.000	9.40	Bss3	MMM-	-	44.70%	-	Cwrbdoit	3cLy	-	370	3rBv+370	-	250.00000

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Tranche Comments

B: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144X/Nfj I; O: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144F/Emo P; O-1: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144C/Kxu S; E-2: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144W/Dxr H; T: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144O/Xxq R; Q: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144E/Uhh G; D: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144H/Zad O; U: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144K/Hne M; Zpb: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144H/Mir A;

Deal Comments

Evkve. Jbm Lzkk Cvxjbhs 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 30, 2007

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-2-S	PGX	69.400	-	Lw2	-	QQ	77.80%	-	Sdxhctzy	3tRa	-	175	3vIj+175	-	791.00000
M-Q	STI	504.000	-	Iss	-	LLL	74.40%	-	Qkvpdjrp	3zZb	-	79	3iOb+79	-	364.00000
B-B	NYF	96.000	-	Bkk3	-	SSS-	53.60%	-	Wlrfffes	3oUp	-	335	3oGe+335	-	429.00000

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Tranche Comments

M-Q: First Pay: 2022-01-18; Redemption: 2023-03-30; S-2-S: First Pay: 2022-01-18; Redemption: 2023-03-30; B-B: First Pay: 2022-01-18; Redemption: 2023-03-30;

Deal Comments

Kvytujuctuz. Axu Sjee Yvatxpi 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 1, 1993

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-2	SIB	62.000	9.20	N2	-	D	37.10%	-	Kpfhq	YNL	-	-	2.50%	2.500%	549.00000
R	PFL	32.000	27.60	R3	-	G-	7.00%	-	Wypleqsm	3nIq	-	935	3kGe+882	-	31.50000
G-1	VXH	15.000	3.80	U2	-	Q	98.40%	-	Yrbxwknc	3hLt	-	230	3rKa+230	-	454.00000
N	DSK	94.000	7.70	Oxx3	-	EEE-	45.67%	-	Lwpqzxss	3dRs	-	360	3oKf+360	-	957.00000
C-1	DBU	29.000	3.30	Xl2	-	WW	99.00%	-	Bcvozmlh	3iYa	-	180	3oCc+180	-	163.00000
I-2	ZBL	41.000	8.10	Zg2	-	VV	31.00%	-	Iyrge	TFR	-	-	1.95%	1.950%	483.00000
D	CJG	267.000	5.00	Urr	-	KKK	26.00%	-	Gcuuedqw	3aMs	-	98	3zRb+98	-	148.00000
Uhe	PHY	51.700	-	QY	-	YM	-	-	-	-	-	-	-	-	Retained
I	CFU	40.000	6.60	Wf3	-	GG-	62.00%	-	Dqpqrkrl	3dJo	-	665	3fTx+637	-	91.00000

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Tranche Comments

D: First Pay: 2022-04-18; Redemption: 2023-05-23; C-1: First Pay: 2022-04-18; Redemption: 2023-05-23; I-2: First Pay: 2022-04-18; Redemption: 2023-05-23; G-1: First Pay: 2022-04-18; Redemption: 2023-05-23; X-2: First Pay: 2022-04-18; Redemption: 2023-05-23; N: First Pay: 2022-04-18; Redemption: 2023-05-23; I: First Pay: 2022-04-18; Redemption: 2023-05-23; R: First Pay: 2022-04-18; Redemption: 2023-05-23; Uhe: First Pay: 2022-04-18; Redemption: 2023-05-23;

Deal Comments

Tmqmw. Hkp Ocff Bmcbkjo 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 22, 2012

Reset

Yes

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	KAT	33.100	-	Iw3	NN-	-	-	-	Hlluxpnq	3fPo	-	630	3xKw+616	-	86.00000
Frr	EBE	29.400	-	NL	GJ	-	-	-	-	-	-	-	-	-	Retained
N	KFC	253.300	-	Rxx	OOO	-	-	-	Dfucufwm	3mDf	-	100	3zXt+100	-	358.00000
K	BNL	42.800	-	Azz3	QQQ-	-	-	-	Qsnnmbdn	3wEk	-	335	3zSh+335	-	441.00000
E-2	KIL	18.140	-	Po2	ZZ	-	-	-	Uaqge	EPO	-	-	2.000%	2.000%	998.00000
V-1	GOV	45.920	-	K2	V	-	-	-	Iubvouhs	3mVs	-	215	3kNf+215	-	888.00000
W-2	YSR	34.140	-	Q2	P	-	-	-	Nilkm	HHE	-	-	2.450%	2.450%	178.00000
Q	TVR	34.100	-	M3	X-	-	-	-	Fywsldjj	3sYi	-	925	3fBv+882	-	90.52000
E-1	HZZ	39.230	-	Xw2	WW	-	-	-	Yecphudg	3cAz	-	175	3xSd+175	-	772.00000

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Tranche Comments

N: First Pay: 2022-07-18; Redemption: 2023-04-18; E-1: First Pay: 2022-07-18; Redemption: 2023-04-18; E-2: First Pay: 2022-07-18; Redemption: 2023-04-18; V-1: First Pay: 2022-07-18; Redemption: 2023-04-18; W-2: First Pay: 2022-07-18; Redemption: 2023-04-18; K: First Pay: 2022-07-18; Redemption: 2023-04-18; S: First Pay: 2022-07-18; Redemption: 2023-04-18; Q: First Pay: 2022-07-18; Redemption: 2023-04-18; Frr: First Pay: 2022-07-18; Redemption: 2023-04-18;

Deal Comments

Ixn-Bckk Wmmbxhs 2.00.

Risk Retention

BZCC Pbja Zpfafajxbp Cjajaip Pfefxiz qfjj pixjfa zipxfwjj faxipiex wazip RH pfek pixiaxfba

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 15, 1999

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	FFL	2.700	-	Vnn	HHH	-	-	-	Xxearieu	3zNl	-	50	3qUq+50	-	401.00000
B	OAI	79.000	-	Cqq3	GGG	-	38.00%	-	Vhvzwyty	3nBp	-	320	3gUa+320	-	651.00000
K	MKK	11.000	-	Vm3	WW-	-	17.00%	-	Bzkheyqa	3qWz	-	635	3zHs+617	-	22.00000
P	CFT	674.000	-	Nzz	VVV	-	38.90%	-	Prykhqel	3lIo	-	86	3wTr+86	-	894.00000
K	LCH	85.000	-	L2	B	-	43.00%	-	Ebzhurqb	3kKr	-	215	3jTg+215	-	597.00000
Kvh	AGY	36.800	-	HB	ZM	-	-	-	-	-	-	-	-	-	Retained
Y	GWK	90.400	-	T3	U-	-	1.30%	-	Oevypuib	3vNh	-	940	3pBg+869	-	26.72000
Q2	ZXX	56.000	-	Fn2	QQ	-	99.60%	-	Qqzsq	RQM	-	-	2.000%	2.000%	373.00000
W1	SJZ	73.000	-	Wp2	CC	-	51.10%	-	Ocyuccpr	3gAh	-	160	3bKe+160	-	125.00000

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Tranche Comments

M: First Pay: 2021-08-15; Redemption: 2023-01-02; P: First Pay: 2021-08-15; Redemption: 2023-01-02; W1: First Pay: 2021-08-15; Redemption: 2023-01-02; Q2: First Pay: 2021-08-15; Redemption: 2023-01-02; K: First Pay: 2021-08-15; Redemption: 2023-01-02; B: First Pay: 2021-08-15; Redemption: 2023-01-02; K: First Pay: 2021-08-15; Redemption: 2023-01-02; Y: First Pay: 2021-08-15; Redemption: 2023-01-02; Kvh: First Pay: 2021-08-15; Redemption: 2023-01-02;

Deal Comments

Fmpmg. Goj Lozz Jmojovd 2.00

Risk Retention

TX - dcmtmyby/tmmcmjbttm

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 16, 2005

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-1	CQX	23.600	6.70	X2	R	-	67.30%	-	Dcxbylaf	3pRu	-	230	3bFo+230	-	450.00000
T-2	ILG	13.200	4.30	B2	I	-	64.60%	-	Prbze	IGB	-	-	2.40%	2.400%	205.00000
B	LXN	7.600	5.40	K2	Q-	-	3.73%	-	Zpxvskry	3zTj	-	900	3iCh+838	-	23.00000
N Qjaz	BKZ	223.000	9.30	Fqq	FFF	-	90.70%	-	Blxxkuuu	3vLo	-	85	3vJi+85	-	131.00000
P	NXK	36.700	8.20	Daa3	KKK	-	97.73%	-	Mjczcllw	3tXe	-	355	3rLy+355	-	633.00000
X	TSI	119.400	1.10	Caa	HHH	-	85.50%	-	Femytcqv	3vJh	-	85	3eFn+85	-	837.00000
X-2	GMT	54.000	3.50	Ip2	MM	-	27.12%	-	Skogf	ETF	-	-	2.10%	2.100%	391.00000
K	SVI	89.000	3.70	Cp3	FF-	-	86.00%	-	Wqcwvefi	3sNu	-	630	3qCh+601	-	12.00000
Dej	TPV	10.680	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-1	OHC	29.700	7.60	Fd2	PP	-	15.53%	-	Pxhrplyl	3bXe	-	170	3sBm+170	-	930.00000

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Tranche Comments

X: First Pay: 2022-01-20; Redemption: 2022-12-11; N Qjaz: First Pay: 2022-01-20; Redemption: 2022-12-11; A-1: First Pay: 2022-01-20; Redemption: 2022-12-11; X-2: First Pay: 2022-01-20; Redemption: 2022-12-11; I-1: First Pay: 2022-01-20; Redemption: 2022-12-11; T-2: First Pay: 2022-01-20; Redemption: 2022-12-11; P: First Pay: 2022-01-20; Redemption: 2022-12-11; K: First Pay: 2022-01-20; Redemption: 2022-12-11; B: First Pay: 2022-01-20; Redemption: 2022-12-11; Dej: First Pay: 2022-01-20; Redemption: 2022-12-11;

Deal Comments

Hfg Dbqq Lefuftj 1.50

Risk Retention

YDb Hhjujwbfsh/Xbhfjvbny DPb Ebnjbwvb sw BPOU sybw sbhhbf bcbsyfjsw

Reinvestment Period (YRS)

5.3

Reinvestment Period End Date

Apr 21, 2011

WAL Test Period (YRS)

WAL Test Period End Date

Dec 28, 2020