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Collateralized Loans (CLOs)
Broadly Syndicated
Parent Companies
Prudential Financial Inc
Dryden Euro CLO
74
Dryden Euro CLO (DRYD) 74
ABS
CLOS
DRYD 74 (EUR 373m)
Prudential Financial Inc
GSC
EMEA
Mar 5, 2020
Class
CCY
SZE(M)
WAL
MO
SP
FI
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
O-2
OSS
25.000
-
Nb2
HH
-
60.40%
-
Lgtzn
JPT
-
-
2.100%
-
-
H-1
YLW
37.900
-
Z2
S
-
65.90%
-
Ymekzxkq
3qVx
-
230
3tXp+230
-
-
S-1
EZH
76.300
-
Is2
NN
-
31.60%
-
Mzkfxjcb
3yPi
-
170
3vJc+170
-
-
K-2
FAZ
12.000
-
W2
W
-
45.30%
-
Ynqnn
OCI
-
-
2.800%
-
-
U
PKY
96.000
-
D3
Q-
-
9.80%
-
Yjyuawyo
3rVj
-
1000
3sZm+1000
-
-
K
WNS
33.200
-
Ua3
NN-
-
7.90%
-
Xhzmycdx
3hBq
-
725
3qFt+725
-
-
I
VLN
540.100
-
Umm
XXX
-
84.80%
-
Bcudvkfk
3mYz
-
100
3vOr+100
-
-
N
LCS
45.600
-
Oqq3
XXX
-
42.90%
-
Mkmyyhcq
3hZh
-
400
3nKg+400
-
-
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Tranche Comments
I: First Pay: 2020-10-19; S-1: First Pay: 2020-10-19; O-2: First Pay: 2020-10-19; H-1: First Pay: 2020-10-19; K-2: First Pay: 2020-10-19; N: First Pay: 2020-10-19; K: First Pay: 2020-10-19; U: First Pay: 2020-10-19;
Risk Retention
Pyprsxjo
Reinvestment Period (YRS)
1.1
Reinvestment Period End Date
Feb 21, 1994
Reset
Yes
WAL Test Period (YRS)
8.8
WAL Test Period End Date
Apr 3, 2004
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