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
P1	YCK	49.000	-	-	VV	UU	36.13%	-	Ycbryuvh	3aXt	-	420	3tAr+389	-	84.00000
P2	NJJ	25.000	-	-	II	KK	82.55%	-	Hamtq	IPK	-	-	7.500%	-	19.60000
Ije	HPR	40.900	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	BVY	65.000	-	-	F	A	33.50%	-	Gdxaphcp	3xPa	-	515	3tIe+469	-	83.00000
A	WML	45.000	-	-	YYY-	FFF-	78.80%	-	Ihhuzzzp	3iCh	-	750	3fJe+634	-	10.00000
F	EAO	30.900	-	-	N-	C-	71.00%	-	Hyskcljl	3pGi	-	1450	3xVk+1104	-	30.00000
V	KFP	841.000	-	Gss	-	GGG	98.00%	-	Hswlkamn	3kIf	-	229	3sQk+220	-	57.50000
O	VWE	65.300	-	-	NN-	YY-	17.70%	-	Zkbuxcki	3sMo	-	1100	3xCj+849	-	68.80000

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Tranche Comments

V: Redemption: 2024-12-08; Registration: 144L/Bkr O; P1: Redemption: 2024-12-08; Registration: 144V/Ufp D; P2: Redemption: 2024-12-08; Registration: 144M/Gbf V; Q: Redemption: 2024-12-08; Registration: 144G/Pqy Z; A: Redemption: 2024-12-08; Registration: 144K/Zhr Y; O: Redemption: 2024-12-08; Registration: 144X/Xlm Y; F: Redemption: 2024-12-08; Registration: 144U/Gff Q; Ije: Redemption: 2024-12-08; Registration: 144U/Lxr W;

Deal Comments

Abk Hfvv Jnrvbpu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 16, 2002

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	YMY	998.000	4.10	-	JJJ	PPP	21.00%	-	Ffsljwpx	3kVo	-	110	3bWm+110	-	411.00000
C	LAM	70.000	6.90	-	Y-	J-	7.51%	-	Phqoskar	3pIp	-	-	3oGw+847	-	-
P-2	ETW	81.000	1.90	-	XX	RR	41.30%	-	Uorhs	TCC	-	-	3.00%	3.000%	135.00000
Y	PHT	47.000	4.90	-	M	S	33.20%	-	Fyxxrebn	3zQk	-	330	3eVe+330	-	868.00000
W-1	GSU	39.000	4.30	-	XX	RR	77.70%	-	Dslmxjuo	3rVc	-	225	3fPx+225	-	630.00000
U	MNI	69.000	5.90	-	GGG	WWW-	22.41%	-	Wusvxvmm	3oZf	-	430	3xMg+430	-	967.00000
J	LUN	75.000	1.60	-	UU-	JJ-	18.74%	-	Uujxkpig	3gIl	-	-	3dJe+658	-	-
Pdm	TUN	57.200	-	-	GN	GB	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

G: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144V/Xjg L; W-1: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144N/Xyk A; P-2: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144N/Lpj N; Y: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144I/Ckj B; U: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144P/Nqb B; J: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144A/Dxt V; C: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144F/Xsq D; Pdm: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144Z/Mip S;

Deal Comments

Gbz Rwkk Bxyxbmd 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
K	MFR	28.000	-	Kq3	-	BB-	-	-	Zccphleg	3lJc	-	780	3sOn+706	-	70.00000
W	VMX	334.700	-	Voo	-	BBB	-	-	Kydaxawb	3aBn	-	120	3xYk+120	-	560.00000
H-1	NNT	87.100	-	Qj2	-	PP	-	-	Jwjfhqmu	3wEu	-	235	3pAa+235	-	803.00000
B	VFY	75.110	-	J3	-	X-	-	-	Lljwhmbd	3sCu	-	1060	3fOn+944	-	32.00000
Lvo	VFU	73.400	-	AI	-	CT	-	-	-	-	-	-	-	-	Retained
Y-2	FTL	35.000	-	Js2	-	NN	-	-	Ionop	XMB	-	-	2.900%	2.900%	332.00000
K	FFV	73.000	-	E2	-	V	-	-	Cmfxsmus	3jMn	-	340	3aXh+340	-	883.00000
T	OXV	26.000	-	Bnn3	-	WWW-	-	-	Zvzupimo	3vZv	-	485	3qQx+485	-	720.00000

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Tranche Comments

W: First Pay: 2022-10-18; Redemption: 2023-04-18; H-1: First Pay: 2022-10-18; Redemption: 2023-04-18; Y-2: First Pay: 2022-10-18; Redemption: 2023-04-18; K: First Pay: 2022-10-18; Redemption: 2023-04-18; T: First Pay: 2022-10-18; Redemption: 2023-04-18; K: First Pay: 2022-10-18; Redemption: 2023-04-18; B: First Pay: 2022-10-18; Redemption: 2023-04-18; Lvo: First Pay: 2022-10-18; Redemption: 2023-04-18;

Deal Comments

Bbf Fqaa Jlnabvd 1.00

Reinvestment Period (YRS)

Reset

Yes

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-2	BWR	92.000	7.80	Dg2	YY	-	89.80%	-	Johzb	OVE	-	-	2.25%	2.250%	480.00000
Cvx	OGO	37.800	-	VR	AS	-	-	-	-	-	-	-	-	-	Retained
B	WVN	84.700	4.80	K3	C-	-	2.10%	-	-	-	-	-	-	-	Retained
Q	IXN	125.900	9.00	Haa	BBB	-	36.10%	-	Juswreke	3xOp	-	95	3oNc+95	-	361.00000
K	BLM	81.000	5.60	Mhh3	TTT-	-	49.50%	-	Nejfwelf	3gOa	-	370	3sSu+370	-	864.00000
R	GPE	85.900	6.80	Qg3	WW-	-	90.10%	-	Qqbirfki	3jMn	-	700	3pAn+671	-	69.00000
D-1	YNB	46.000	1.90	Bh2	VV	-	81.20%	-	Cowdoxlh	3cEj	-	180	3oNn+180	-	232.00000
U	QGT	8.000	1.90	Zrr	NNN	-	-	-	Suojycus	3qOn	-	50	3fKp+50	-	479.00000
K	FCY	41.000	6.40	K2	Z	-	70.60%	-	Rkhobsug	3cRt	-	255	3hFr+255	-	652.00000

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Tranche Comments

U: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144K/Rir C; Q: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144G/Oik K; D-1: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144F/Wya J; C-2: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144L/Gua D; K: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144H/Avj G; K: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144X/Ubg I; R: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144E/Nwn X; B: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144T/Vnv C; Cvx: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144I/Imb J;

Deal Comments

Aypyq. Xpp Iqqq Aytppxf 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 6, 2018

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-H	QDH	607.000	-	Raa	-	HHH	66.90%	-	Kqduebhr	3fJz	-	79	3wYl+79	-	893.00000
M-N	TNX	38.000	-	Idd3	-	XXX-	39.20%	-	Hwxyqwjy	3bLr	-	335	3qYa+335	-	240.00000
M-2-H	FQN	84.100	-	Xy2	-	CC	19.70%	-	Zesmbbuw	3dAp	-	175	3iIu+175	-	350.00000

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Tranche Comments

Y-H: First Pay: 2022-01-18; Redemption: 2023-03-30; M-2-H: First Pay: 2022-01-18; Redemption: 2023-03-30; M-N: First Pay: 2022-01-18; Redemption: 2023-03-30;

Deal Comments

Bbfefzfuefp. Bpf Gzvv Fbtepry 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 8, 2000

Reset

Yes

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	KFJ	42.000	82.90	J3	-	T-	9.00%	-	Nuhpzahz	3vMg	-	935	3aOq+882	-	27.90000
F	QFH	240.000	5.00	Fgg	-	PPP	58.00%	-	Qpdkrosx	3nDf	-	98	3cGp+98	-	752.00000
S-2	HTX	47.000	3.60	A2	-	Q	91.50%	-	Paqsm	QNE	-	-	2.50%	2.500%	493.00000
U	FEA	59.000	4.40	Gy3	-	RR-	55.00%	-	Mjrdbzlg	3vFl	-	665	3fOb+637	-	37.00000
X-1	DDF	13.000	9.20	R2	-	O	86.30%	-	Xfcxljhz	3xTy	-	230	3fCc+230	-	934.00000
Z-1	TPB	97.000	3.50	He2	-	LL	28.00%	-	Xuhebwdx	3xOp	-	180	3zKd+180	-	562.00000
T	WYV	85.000	9.10	Ppp3	-	WWW-	87.55%	-	Bumxdrcn	3wWb	-	360	3gXu+360	-	298.00000
A-2	LDZ	37.000	2.70	Cn2	-	LL	72.00%	-	Mxuxq	YLA	-	-	1.95%	1.950%	679.00000
Hwh	WXN	54.400	-	GB	-	VN	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

F: First Pay: 2022-04-18; Redemption: 2023-05-23; Z-1: First Pay: 2022-04-18; Redemption: 2023-05-23; A-2: First Pay: 2022-04-18; Redemption: 2023-05-23; X-1: First Pay: 2022-04-18; Redemption: 2023-05-23; S-2: First Pay: 2022-04-18; Redemption: 2023-05-23; T: First Pay: 2022-04-18; Redemption: 2023-05-23; U: First Pay: 2022-04-18; Redemption: 2023-05-23; C: First Pay: 2022-04-18; Redemption: 2023-05-23; Hwh: First Pay: 2022-04-18; Redemption: 2023-05-23;

Deal Comments

Lqxqj. Ztz Ypqq Yqqzths 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 16, 2006

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Wff	CTS	21.700	-	BB	ZM	-	-	-	-	-	-	-	-	-	Retained
E	CKM	22.400	-	Oo3	HH-	-	-	-	Momvocpa	3eTd	-	630	3qSj+616	-	49.00000
X-2	HSY	50.730	-	D2	L	-	-	-	Kvpuz	ENV	-	-	2.450%	2.450%	947.00000
P	DFM	74.300	-	Fyy3	HHH-	-	-	-	Qbmnqmun	3wHt	-	335	3vQi+335	-	101.00000
S-1	AXJ	11.880	-	S2	A	-	-	-	Bmuurvxd	3lPc	-	215	3zGk+215	-	405.00000
O-1	GDB	92.730	-	Fz2	LL	-	-	-	Qcyvxyqm	3eMg	-	175	3gXs+175	-	164.00000
G	ICO	67.100	-	T3	H-	-	-	-	Tdyveqep	3mUa	-	925	3jLf+882	-	69.85000
Z	XLD	698.800	-	Gmm	QQQ	-	-	-	Yylmhjfu	3mDi	-	100	3mIt+100	-	646.00000
X-2	QXN	65.670	-	Hi2	EE	-	-	-	Zkwen	GSW	-	-	2.000%	2.000%	751.00000

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Tranche Comments

Z: First Pay: 2022-07-18; Redemption: 2023-04-18; O-1: First Pay: 2022-07-18; Redemption: 2023-04-18; X-2: First Pay: 2022-07-18; Redemption: 2023-04-18; S-1: First Pay: 2022-07-18; Redemption: 2023-04-18; X-2: First Pay: 2022-07-18; Redemption: 2023-04-18; P: First Pay: 2022-07-18; Redemption: 2023-04-18; E: First Pay: 2022-07-18; Redemption: 2023-04-18; G: First Pay: 2022-07-18; Redemption: 2023-04-18; Wff: First Pay: 2022-07-18; Redemption: 2023-04-18;

Deal Comments

Ihg-Fkuu Ejpnhcs 2.00.

Risk Retention

YKWR Szaq Opyiyqanzp Raqaizp Synynzz yyhh pznayq ozpnycah yqnzpzjn zqzzp GA pyjf pznzqnyzq

Reinvestment Period (YRS)

Reinvestment Period End Date

May 19, 1995

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
N	YZI	39.500	-	N3	I-	-	9.90%	-	Yzwvtdoe	3mEt	-	940	3gQy+869	-	11.63000
R	ISA	67.000	-	Wmm3	EEE	-	26.00%	-	Flejsjar	3bPs	-	320	3fIs+320	-	214.00000
P2	IZH	23.000	-	Nw2	WW	-	86.60%	-	Tgmyq	XKR	-	-	2.000%	2.000%	390.00000
G	EMQ	24.000	-	V2	A	-	80.00%	-	Vufjvxtj	3jFt	-	215	3pEx+215	-	116.00000
P	KEM	892.000	-	Ucc	VVV	-	31.10%	-	Ishkljih	3nAo	-	86	3xWv+86	-	147.00000
O1	OPV	15.000	-	Gg2	FF	-	82.40%	-	Gqrvocol	3jMz	-	160	3iVg+160	-	266.00000
Q	DDA	31.000	-	Jr3	UU-	-	71.00%	-	Jwsyzedw	3oAp	-	635	3rIa+617	-	82.00000
Fdk	FGZ	66.100	-	EH	TZ	-	-	-	-	-	-	-	-	-	Retained
R	ZAH	7.900	-	Gjj	GGG	-	-	-	Lhspzmfq	3jXi	-	50	3lHj+50	-	774.00000

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Tranche Comments

R: First Pay: 2021-08-15; Redemption: 2023-01-02; P: First Pay: 2021-08-15; Redemption: 2023-01-02; O1: First Pay: 2021-08-15; Redemption: 2023-01-02; P2: First Pay: 2021-08-15; Redemption: 2023-01-02; G: First Pay: 2021-08-15; Redemption: 2023-01-02; R: First Pay: 2021-08-15; Redemption: 2023-01-02; Q: First Pay: 2021-08-15; Redemption: 2023-01-02; N: First Pay: 2021-08-15; Redemption: 2023-01-02; Fdk: First Pay: 2021-08-15; Redemption: 2023-01-02;

Deal Comments

Azgzz. Szq Ojvv Szcpzes 2.00

Risk Retention

IM - dsbjmssx/hbmhmesjhb

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 25, 2012

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-1	FNK	28.500	2.30	Vh2	VV	-	38.34%	-	Sxovyzup	3cJd	-	170	3dIk+170	-	357.00000
V	QFA	1.500	8.70	X2	H-	-	3.74%	-	Upsksmol	3xAx	-	900	3yJk+838	-	67.00000
P	QXQ	575.600	5.50	Yvv	FFF	-	50.80%	-	Jxqqjxcd	3zQe	-	85	3oOo+85	-	374.00000
O	LZV	87.700	1.60	Jss3	CCC	-	65.83%	-	Aqxlqlhc	3lWs	-	355	3tEi+355	-	600.00000
D Yzoe	QTD	336.000	1.30	Jss	DDD	-	52.10%	-	Urhslqcj	3iPl	-	85	3jHc+85	-	266.00000
Q-1	OOC	97.700	7.90	X2	Z	-	91.40%	-	Gvxqhrup	3mOf	-	230	3sSx+230	-	323.00000
F-2	BKC	16.000	8.50	Dq2	UU	-	45.27%	-	Dngyd	HUY	-	-	2.10%	2.100%	230.00000
U-2	XAW	49.200	4.20	N2	O	-	16.20%	-	Oiulb	PUS	-	-	2.40%	2.400%	560.00000
Osf	PYR	24.190	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B	SGA	29.000	2.20	Jh3	KK-	-	21.00%	-	Oboeqijq	3oBj	-	630	3vMh+601	-	93.00000

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Tranche Comments

P: First Pay: 2022-01-20; Redemption: 2022-12-11; D Yzoe: First Pay: 2022-01-20; Redemption: 2022-12-11; B-1: First Pay: 2022-01-20; Redemption: 2022-12-11; F-2: First Pay: 2022-01-20; Redemption: 2022-12-11; Q-1: First Pay: 2022-01-20; Redemption: 2022-12-11; U-2: First Pay: 2022-01-20; Redemption: 2022-12-11; O: First Pay: 2022-01-20; Redemption: 2022-12-11; B: First Pay: 2022-01-20; Redemption: 2022-12-11; V: First Pay: 2022-01-20; Redemption: 2022-12-11; Osf: First Pay: 2022-01-20; Redemption: 2022-12-11;

Deal Comments

Ejk Ngqq Kazhjgu 1.50

Risk Retention

BEz Yqbrbdzgfq/Ffqgbnzcl EPz Xfcbzdnf fd RPUM fvfd szqifg fzfsvgbfd

Reinvestment Period (YRS)

1.8

Reinvestment Period End Date

Dec 15, 1994

WAL Test Period (YRS)

WAL Test Period End Date

Aug 29, 2025