Dryden Euro CLO (DRYD) 89

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FFDK32.400-Rll3RRR----Lkvlfzss3sNc-3353qGg+335-635.00000
X-2KTQ21.120-Q2P---WzccsHMJ--2.450%2.450%520.00000
R-1ZZV32.570-B2P---Zlqxrfhb3iRu-2153rKa+215-935.00000
N-2CFF14.540-Qm2MM---GlklbBIQ--2.000%2.000%619.00000
ALIM756.600-HccKKK---Zyukoiay3dCz-1003mSf+100-682.00000
YKBM33.100-Iw3UU----Smsvfqml3pZs-6303oSk+616-57.00000
QXHC82.300-B3H----Jvlpvcyl3tMu-9253nOo+882-22.89000
T-1PTR48.190-Xc2UU---Fhmjkxju3gWd-1753mXz+175-591.00000
ZssNET18.400-PYTE---------Retained
Tranche Comments
A: First Pay: 2022-07-18; Redemption: 2023-04-18; T-1: First Pay: 2022-07-18; Redemption: 2023-04-18; N-2: First Pay: 2022-07-18; Redemption: 2023-04-18; R-1: First Pay: 2022-07-18; Redemption: 2023-04-18; X-2: First Pay: 2022-07-18; Redemption: 2023-04-18; F: First Pay: 2022-07-18; Redemption: 2023-04-18; Y: First Pay: 2022-07-18; Redemption: 2023-04-18; Q: First Pay: 2022-07-18; Redemption: 2023-04-18; Zss: First Pay: 2022-07-18; Redemption: 2023-04-18;
Deal Comments
Zpg-Jgyy Dptzpsl 2.00.
Risk Retention
NFDP Xjib Nbngnbiqjb Pibigib Xnznqii mnww biqinb gibqnfiw nbqibijq pbiib GM bnjl biqibqnjb
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 28, 1997
WAL Test Period (YRS)
7