Dryden Euro CLO (DRYD) 96

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BKSP23.0006.60-NA71.20%-Bdqaktng3pTc-3303rTi+330-192.00000
YdbXYF22.600--ZHFU--------Retained
PZGG842.0006.40-ZZZDDD51.00%-Afhmuyxr3rNc-1103mAn+110-304.00000
BCFZ91.0007.60-RRRUUU-46.45%-Zumoxyjl3gDc-4303eHc+430-719.00000
GTVI31.0004.90-CC-CC-24.32%-Tlsfzajz3gPy--3vXc+658--
SBCR87.0003.10-N-D-7.48%-Wycocpoz3jOv--3rRf+847--
E-2YJI59.0008.80-WWWW27.90%-KvqxiYJP--3.00%3.000%479.00000
X-1STF50.0008.10-CCPP54.10%-Cyjvwaog3lKe-2253tAg+225-284.00000
Tranche Comments
P: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144K/Kuf M; X-1: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144U/Wae D; E-2: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144B/Qed F; B: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144C/Nka C; B: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144C/Fzm W; G: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144C/Mln E; S: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144O/Myq K; Ydb: First Pay: 2022-12-15; Redemption: 2023-06-08; Registration: 144E/Jnm R;
Deal Comments
Foz Othh Zbcyosf 1.00
Reinvestment Period (YRS)
4
WAL Test Period (YRS)
5