86(R)

Dryden CLO (DRSLF) 86(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-R	USD	3.600	3.90	-	AAA	-	-	-	-	-	Floating	3mL	95-100	100	3mL+93	-	99.75000
A-1-R	USD	381.300	6.10	-	AAA	-	-	-	39.00%	-	Floating	3mL	-	110	3mL+110	-	100.00000
A-2-R	USD	25.000	7.40	-	AAA	-	-	-	35.00%	-	Floating	3mL	-	140	3mL+140	-	100.00000
B-R	USD	68.800	7.80	-	AA	-	-	-	24.00%	-	Floating	3mL	165-170	170	3mL+170	-	100.00000
C-R	USD	37.500	8.40	-	A	-	-	-	18.00%	-	Floating	3mL	200-210	200	3mL+200	-	100.00000
D-R	USD	37.500	8.90	-	BBB-	-	-	-	12.00%	-	Floating	3mL	320a	320	3mL+320	-	100.00000
E-R	USD	25.000	9.30	-	BB-	-	-	-	8.00%	-	Floating	3mL	-	650	3mL+650	-	100.00000
Sub	USD	62.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

X-R: First Pay: 2021-10-17; Redemption: 2023-07-17; Registration: 144A Only; A-1-R: First Pay: 2021-10-17; Redemption: 2023-07-17; Registration: 144A Only; A-2-R: First Pay: 2021-10-17; Redemption: 2023-07-17; Registration: 144A Only; B-R: First Pay: 2021-10-17; Redemption: 2023-07-17; Registration: 144A Only; C-R: First Pay: 2021-10-17; Redemption: 2023-07-17; Registration: 144A Only; D-R: First Pay: 2021-10-17; Redemption: 2023-07-17; Registration: 144A Only; E-R: First Pay: 2021-10-17; Redemption: 2023-07-17; Registration: 144A Only; Sub: First Pay: 2021-10-17; Redemption: 2023-07-17; Registration: 144A Only;

Deal Comments

Reset. Non Call Period: 2.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 17, 2026

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jul 17, 2030

Research

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