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
J2	PBU	15.000	1.30	-	GGG	JJJ	82.00%	-	Vfulajya	3zTf	145-150	-	150	3gVo+150	-	421.00000
E2	LBP	33.000	8.40	-	JJ	TT	77.00%	-	Jobpn	FFS	Sac 4.00%	-	-	4.40%	4.400%	794.00000
F	DYX	55.000	6.60	-	O	E	98.00%	-	Smuvzkly	3yUn	195-205	-	225	3sFa+225	-	770.00000
Rrpwny	PBJ	17.500	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U1	DKQ	16.000	9.60	-	JJ	BB	55.00%	-	Kzmxfiag	3wEj	170-175	-	175	3gVy+175	-	972.00000
R1	SQY	451.000	9.10	-	EEE	CCC	35.00%	-	Mqwvekcc	3sWw	-	-	122	3hCs+122	-	443.00000
B	OJC	55.000	8.90	-	JJJ-	GGG-	26.00%	-	Nmemeymr	3lLf	280-300	-	335	3qMz+335	-	577.00000
N	BAU	78.000	6.10	-	KK-	II-	6.40%	-	Kdvphvhv	3vPg	500z	-	500	3pWe+500	-	819.00000
E	FVZ	16.000	5.20	-	A-	M-	9.50%	-	Rwzwlvul	3lRp	Wqe yq Jof 800b	-	825	3dAs+801	-	75.50000

Tranche Comments

R1: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144O/Fez O; J2: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144K/Atb I; U1: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144X/Kpb F; E2: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144C/Bxc Y; F: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144G/Gnz G; B: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144D/Nsi V; N: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144Q/Aqo G; E: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144T/Rjh Z; Rrpwny: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144E/Hcv H;

Deal Comments

Tgx Mjmm Uzqygip 2.00

Risk Retention

IC/CD - Sjz

Pricing Speed

20 CVI

Reinvestment Period (YRS)

6.8

Reinvestment Period End Date

Aug 16, 2024

WAL Test Period (YRS)

3.7