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
O1	FJC	493.000	9.30	-	TTT	PPP	28.00%	-	Wwcsjrlr	3oCl	-	-	122	3iJu+122	-	565.00000
W2	NEK	74.000	7.90	-	ZZ	ZZ	50.00%	-	Kthoe	VIK	Vnx 4.00%	-	-	4.40%	4.400%	576.00000
V	CNK	49.000	1.40	-	S-	C-	1.90%	-	Bmjzaefi	3ySh	Pxg vx Vtv 800o	-	825	3cMn+801	-	31.80000
P2	SFW	34.000	6.60	-	ZZZ	WWW	86.00%	-	Pfcwwesv	3pVf	145-150	-	150	3dUo+150	-	903.00000
X	DVO	76.000	9.20	-	HH-	ZZ-	9.90%	-	Kqqwkfyu	3pJr	500e	-	500	3yIt+500	-	710.00000
Y1	CYK	58.000	2.30	-	ZZ	NN	22.00%	-	Rppdsarn	3rDx	170-175	-	175	3yUn+175	-	791.00000
Q	BIN	56.000	2.50	-	H	P	75.00%	-	Wvrxjxvu	3iXf	195-205	-	225	3cFv+225	-	876.00000
Ppxjey	EXG	95.700	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V	YNN	23.000	3.80	-	EEE-	FFF-	10.00%	-	Lzrfsfzp	3wPc	280-300	-	335	3iFf+335	-	706.00000

Tranche Comments

O1: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144P/Awg X; P2: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144U/Fow B; Y1: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144T/Yno X; W2: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144L/Qsx E; Q: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144C/Zfm L; V: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144D/Usi E; X: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144U/Udo I; V: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144K/Fhb J; Ppxjey: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144N/Mdd B;

Deal Comments

Ewz Cukk Kktfwvi 2.00

Risk Retention

TW/WQ - Rkt

Pricing Speed

20 FTX

Reinvestment Period (YRS)

6.8

Reinvestment Period End Date

Jan 13, 2010

WAL Test Period (YRS)

8.7