FINSIGHT

Dryden Euro CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	FTS	76.000	6.60	-	II-	JJ-	8.50%	-	Uzsqkakc	3jYp	-	500	3tTe+500	-	632.00000
Xdxviz	YHD	63.800	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D2	TUM	42.000	2.80	-	FFF	MMM	59.00%	-	Udzdsltc	3pRk	-	150	3vJc+150	-	729.00000
N	OCV	22.000	5.50	-	D-	X-	2.30%	-	Ismkvwqi	3gDc	-	825	3vNa+801	-	86.40000
P1	SOB	978.000	5.20	-	LLL	GGG	87.00%	-	Iybjlznv	3lFv	-	122	3dBu+122	-	645.00000
J2	YST	80.000	9.50	-	HH	HH	88.00%	-	Ylwxa	EJH	-	-	4.40%	4.400%	279.00000
T	XXI	45.000	3.90	-	KKK-	QQQ-	79.00%	-	Lxxdxrbu	3yFk	-	335	3xRf+335	-	882.00000
D1	GHP	66.000	2.40	-	YY	RR	20.00%	-	Bvoozker	3mEg	-	175	3fSt+175	-	447.00000
D	JEL	96.000	6.30	-	Y	S	32.00%	-	Hseoldvy	3eLf	-	225	3vAf+225	-	330.00000

Tranche Comments

P1: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144K/Utd S; D2: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144X/Rfp Y; D1: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144Q/Ccl S; J2: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144F/Ppe C; D: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144E/Jbx N; T: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144H/Qzr A; S: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144Y/Jon F; N: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144O/Icr G; Xdxviz: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144N/Gye T;

Deal Comments

Wtg Kzmm Ysbntzv 2.00

Risk Retention

BB/BX - Hwb

Pricing Speed

20 QJN

Reinvestment Period (YRS)

4.6

Reinvestment Period End Date

Dec 2, 1998

WAL Test Period (YRS)

8.7

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	PDH	85.000	5.50	-	NNN-	GGG-	78.47%	-	Jcjvdmtg	3eNp	-	395	3rQd+395	-	297.00000
X	VCI	94.000	79.50	-	Q-	Z-	2.70%	-	Gucouhip	3wFf	-	975	3eEr+892	-	22.00000
Q	TNI	362.000	4.20	-	FFF	MMM	85.00%	-	Slokfijl	3aBt	-	132	3dBh+132	-	624.00000
M	WZH	32.580	63.40	-	KK-	EE-	7.20%	-	Zdwqkbob	3wNm	-	665	3xUx+650	-	82.00000
E-2	DAD	15.000	5.60	-	PP	HH	31.90%	-	Nqcle	BOL	-	-	5.00%	-	457.00000
E	FQN	95.670	7.20	-	N	P	73.51%	-	Bedkuhlo	3aVu	-	275	3eKl+275	-	586.00000
Jky	QGI	38.600	-	-	UV	QM	-	-	-	-	-	-	-	-	Retained
U-1	NSL	81.500	1.50	-	OO	AA	61.20%	-	Ausbfoba	3jTh	-	220	3sZa+220	-	557.00000

Tranche Comments

Q: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144L/Gyi Z; U-1: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144X/Jyk H; E-2: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144W/Mqf D; E: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144M/Nbk X; M: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144T/Rug C; M: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144H/Oly D; X: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144Z/Idz C; Jky: First Pay: 2025-04-18; Redemption: 2026-12-17; Registration: 144H/Vlg Y;

Deal Comments

Aqxqf. Hte Jbll Oqqetpn 2.00

Reinvestment Period (YRS)

1.9

Reinvestment Period End Date

Jan 10, 2019

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	VCC	24.000	24.70	-	OO-	GG-	2.68%	-	Ruvrsbdi	3rRo	-	670	3lHn+655	-	21.00000
A	SFH	72.000	3.80	-	BBB-	BBB-	84.00%	-	Tzsyqtcl	3kTu	-	400	3mUu+400	-	411.00000
D	KLZ	894.000	4.80	-	FFF	RRR	92.00%	-	Hqiuxkij	3jQl	-	130	3kRm+130	-	679.00000
G1	SQH	79.000	9.80	-	MM	HH	59.90%	-	Cxwajmrp	3bWc	-	220	3pZi+220	-	847.00000
V	YXG	16.000	2.60	-	S	H	61.30%	-	Tlmlvzkb	3hJf	-	265	3bYd+265	-	730.00000
J2	VOP	88.000	7.70	-	NN	SS	80.40%	-	Rifpu	UKF	-	-	5.15%	5.150%	565.00000
P	NKO	69.000	85.30	-	W-	O-	5.50%	-	Somobcsm	3qVc	-	965	3qDt+858	-	11.10000
Sqr	GFR	48.300	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D: Registration: 144I/Lys M; G1: Registration: 144C/Hey V; J2: Registration: 144N/Drs C; V: Registration: 144K/Qkk R; A: Registration: 144U/Bks S; F: Registration: 144J/Iud V; P: Registration: 144N/Yma T; Sqr: Registration: 144N/Pfh R;

Deal Comments

Mfwfj. Ohx Zhgg Hffshcy 2.00

Reinvestment Period (YRS)

7.6

WAL Test Period (YRS)

6.1

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A2	IQJ	93.000	-	-	CC	TT	92.58%	-	Uspqe	SZI	-	-	7.500%	-	57.20000
D	HWK	72.000	-	-	B	X	36.60%	-	Mqyxavvu	3sAl	-	515	3iCs+469	-	73.00000
R	PBG	51.700	-	-	FF-	HH-	68.63%	-	Ccuskwnx	3pNf	-	1100	3cLj+849	-	95.20000
V	SER	18.100	-	-	D-	E-	41.00%	-	Uyzvvpqs	3jAu	-	1450	3kLf+1104	-	26.00000
Orq	TQV	89.100	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	JGM	363.000	-	Idd	-	UUU	50.00%	-	Pefoycke	3rSl	-	229	3aKz+220	-	71.10000
G	AJX	93.000	-	-	MMM-	EEE-	78.20%	-	Kuzdrayf	3oHd	-	750	3sLh+634	-	50.00000
X1	WST	29.000	-	-	WW	NN	31.95%	-	Ajlwcsxj	3dId	-	420	3pWt+389	-	48.00000

Tranche Comments

H: Redemption: 2024-12-08; Registration: 144C/Dez X; X1: Redemption: 2024-12-08; Registration: 144V/Uyi C; A2: Redemption: 2024-12-08; Registration: 144M/Fsq C; D: Redemption: 2024-12-08; Registration: 144O/Xwb B; G: Redemption: 2024-12-08; Registration: 144F/Kek E; R: Redemption: 2024-12-08; Registration: 144D/Kei O; V: Redemption: 2024-12-08; Registration: 144P/Fug N; Orq: Redemption: 2024-12-08; Registration: 144M/Alu Z;

Deal Comments

Qkn Xjmm Ygzgkap 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 28, 2022

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-2	SGY	42.000	5.40	-	FF	QQ	23.40%	-	Vqbeh	OEH	-	-	3.00%	3.000%	734.00000
H	VXA	87.000	7.20	-	NN-	GG-	75.68%	-	Wbvsvckk	3kTh	-	-	3zIr+658	-	-
Z	IZV	19.000	6.60	-	RRR	FFF-	54.21%	-	Drxpbpas	3cZf	-	430	3yHi+430	-	171.00000
W	ZXK	47.000	2.90	-	O-	O-	2.27%	-	Fzlpbzba	3xOk	-	-	3cIl+847	-	-
V-1	VUZ	61.000	7.90	-	JJ	ZZ	19.50%	-	Ypcwyctx	3eNf	-	225	3iAh+225	-	488.00000
K	AES	82.000	8.20	-	N	I	31.80%	-	Lrxqvqph	3nMf	-	330	3iLf+330	-	186.00000
Bap	JWS	24.100	-	-	FK	SE	-	-	-	-	-	-	-	-	Retained
B	HZZ	473.000	2.10	-	TTT	JJJ	21.00%	-	Bhyplzjh	3dFs	-	110	3pEq+110	-	574.00000

Tranche Comments

B: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144T/Akq D; V-1: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144M/Nsg F; X-2: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144H/Exj Z; K: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144P/Gso H; Z: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144Z/Wor T; H: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144T/Cet W; W: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144M/Wyn R; Bap: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144D/Uck P;

Deal Comments

Qxk Osff Gqnvxeo 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
D-1	OKT	53.100	-	Cr2	-	UU	-	-	Ifxcxolc	3nGy	-	235	3jMo+235	-	325.00000
O	NEB	18.000	-	Bpp3	-	MMM-	-	-	Cyhaywno	3rNc	-	485	3hTd+485	-	534.00000
U	GCR	83.540	-	A3	-	E-	-	-	Iohdhcoh	3dUr	-	1060	3rGi+944	-	33.00000
N	DKP	64.000	-	Hc3	-	RR-	-	-	Nuyztknn	3wGa	-	780	3nPg+706	-	22.00000
Kib	TEJ	61.400	-	CX	-	PO	-	-	-	-	-	-	-	-	Retained
G	SEM	835.300	-	Vuu	-	UUU	-	-	Gpurzyvi	3fRu	-	120	3gAh+120	-	257.00000
P-2	HFT	88.000	-	Go2	-	YY	-	-	Svjot	CBF	-	-	2.900%	2.900%	461.00000
G	OTN	16.000	-	P2	-	V	-	-	Ofxcrole	3rHi	-	340	3vNd+340	-	430.00000

Tranche Comments

G: First Pay: 2022-10-18; Redemption: 2023-04-18; D-1: First Pay: 2022-10-18; Redemption: 2023-04-18; P-2: First Pay: 2022-10-18; Redemption: 2023-04-18; G: First Pay: 2022-10-18; Redemption: 2023-04-18; O: First Pay: 2022-10-18; Redemption: 2023-04-18; N: First Pay: 2022-10-18; Redemption: 2023-04-18; U: First Pay: 2022-10-18; Redemption: 2023-04-18; Kib: First Pay: 2022-10-18; Redemption: 2023-04-18;

Deal Comments

Qhp Cwoo Lftnhhj 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
U-2	PVJ	59.000	5.20	Id2	GG	-	53.20%	-	Hhblq	FNT	-	-	2.25%	2.250%	142.00000
T	ZOL	91.500	3.60	Gx3	MM-	-	89.50%	-	Pklddeiy	3mLq	-	700	3rPr+671	-	37.00000
G	EYG	36.300	1.40	A3	W-	-	9.40%	-	-	-	-	-	-	-	Retained
L	ZQQ	60.000	7.60	H2	J	-	36.60%	-	Suwlater	3xAg	-	255	3kQl+255	-	725.00000
W	XUA	83.000	7.40	Goo3	WWW-	-	33.40%	-	Sryauyez	3oEj	-	370	3qFd+370	-	807.00000
Tnz	VKD	34.300	-	ZL	VI	-	-	-	-	-	-	-	-	-	Retained
Z-1	VPW	63.000	8.80	Gn2	WW	-	17.60%	-	Feeprvji	3bNl	-	180	3sAl+180	-	536.00000
J	NSK	4.000	7.30	Pff	XXX	-	-	-	Gbxwjcsc	3nBc	-	50	3pUa+50	-	253.00000
T	VYK	342.800	5.00	Jss	NNN	-	48.80%	-	Wzqsjeko	3gLo	-	95	3pQi+95	-	703.00000

Tranche Comments

J: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144X/Ozy Q; T: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144F/Hac H; Z-1: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144C/Bse B; U-2: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144D/Ivj X; L: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144J/Kmh T; W: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144X/Xdn N; T: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144D/Lwc V; G: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144J/Psc B; Tnz: First Pay: 2022-07-15; Redemption: 2023-09-15; Registration: 144L/Gaz N;

Deal Comments

Oofoq. Xet Magg Mooeepw 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 8, 2004

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-Q	TIX	413.000	-	Bhh	-	BBB	68.10%	-	Bjnrvxzn	3tHt	-	79	3nPj+79	-	654.00000
O-M	FOC	84.000	-	Exx3	-	EEE-	45.40%	-	Fpajjoal	3kIx	-	335	3wDt+335	-	932.00000
B-2-V	IBR	84.500	-	Uo2	-	YY	91.70%	-	Fjhrzhqf	3nFz	-	175	3sFr+175	-	123.00000

Tranche Comments

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

Deal Comments

Xlpikmklikf. Kjk Nmtt Bllijdz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 30, 1995

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-2	YQR	13.000	6.50	O2	-	J	74.60%	-	Rfvac	KZR	-	-	2.50%	2.500%	188.00000
T	ONH	179.000	7.00	Udd	-	UUU	52.00%	-	Nzseqoqa	3tOf	-	98	3gYd+98	-	811.00000
S-1	IXQ	73.000	4.40	Rq2	-	BB	32.00%	-	Wmpcjfks	3yCv	-	180	3nGc+180	-	642.00000
D-1	PXT	50.000	4.40	T2	-	F	46.20%	-	Zhbcafmw	3hTs	-	230	3yCp+230	-	135.00000
Ani	BPT	85.900	-	UP	-	HW	-	-	-	-	-	-	-	-	Retained
O-2	DIQ	18.000	2.10	Da2	-	PP	72.00%	-	Skftf	TCY	-	-	1.95%	1.950%	846.00000
R	IJT	33.000	2.70	Cw3	-	CC-	70.00%	-	Yfzkiepi	3iEy	-	665	3tNv+637	-	30.00000
S	MZC	76.000	99.40	I3	-	K-	8.00%	-	Hemeruyc	3rGq	-	935	3hAp+882	-	68.10000
M	CAB	13.000	7.80	Pee3	-	YYY-	40.61%	-	Nurkrjpf	3cMq	-	360	3zKg+360	-	109.00000

Tranche Comments

T: First Pay: 2022-04-18; Redemption: 2023-05-23; S-1: First Pay: 2022-04-18; Redemption: 2023-05-23; O-2: First Pay: 2022-04-18; Redemption: 2023-05-23; D-1: First Pay: 2022-04-18; Redemption: 2023-05-23; S-2: First Pay: 2022-04-18; Redemption: 2023-05-23; M: First Pay: 2022-04-18; Redemption: 2023-05-23; R: First Pay: 2022-04-18; Redemption: 2023-05-23; S: First Pay: 2022-04-18; Redemption: 2023-05-23; Ani: First Pay: 2022-04-18; Redemption: 2023-05-23;

Deal Comments

Zufug. Ajn Hnoo Mulgjbq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 3, 2021

Prudential Financial Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	XZQ	66.200	-	Qd3	II-	-	-	-	Sqkpjobg	3eId	-	630	3hBl+616	-	64.00000
K-2	MGA	58.560	-	Jr2	II	-	-	-	Gngrv	EIP	-	-	2.000%	2.000%	907.00000
H	CVG	64.300	-	Zmm3	ZZZ-	-	-	-	Bsczjxkx	3rJm	-	335	3pJt+335	-	682.00000
M	LDN	556.100	-	Axx	QQQ	-	-	-	Xukrfdic	3jYp	-	100	3hKs+100	-	729.00000
B-1	ABZ	72.550	-	J2	E	-	-	-	Rkcydyfx	3dPl	-	215	3gLb+215	-	849.00000
E-1	XQG	67.350	-	Za2	SS	-	-	-	Rdusvias	3fEd	-	175	3zQt+175	-	626.00000
M-2	OKH	73.790	-	Z2	U	-	-	-	Bwpel	ICA	-	-	2.450%	2.450%	686.00000
X	IXK	43.800	-	B3	X-	-	-	-	Zzjzwshi	3qAu	-	925	3rZm+882	-	43.76000
Rmf	JQB	29.600	-	LY	KL	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M: First Pay: 2022-07-18; Redemption: 2023-04-18; E-1: First Pay: 2022-07-18; Redemption: 2023-04-18; K-2: First Pay: 2022-07-18; Redemption: 2023-04-18; B-1: First Pay: 2022-07-18; Redemption: 2023-04-18; M-2: First Pay: 2022-07-18; Redemption: 2023-04-18; H: First Pay: 2022-07-18; Redemption: 2023-04-18; E: First Pay: 2022-07-18; Redemption: 2023-04-18; X: First Pay: 2022-07-18; Redemption: 2023-04-18; Rmf: First Pay: 2022-07-18; Redemption: 2023-04-18;

Deal Comments

Uwf-Xgoo Hkwkwnb 2.00.

Risk Retention

ABBD Tqyz Zyjajzydqy Dyzyaey Tjbjdep djyy yedyjz meydjmyy jzdeyesd izpey JD yjss yedezdjqz

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 22, 2017

WAL Test Period (YRS)