Dryden Euro CLO (DRYD) 103(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XXTL288.0006.10-GGGHHH13.00%-Jfqvzutk3vPr-1303sQt+130-933.00000
EIXQ94.0002.40-BBB-PPP-36.00%-Smqlpheu3iVy-4003rPw+400-483.00000
BAXV67.00057.80-I-T-1.20%-Epkvytwt3gLk-9653zCx+858-55.70000
SHAZ91.0009.50-CA51.10%-Sdxldwyc3dQj-2653cUm+265-956.00000
UwqHWG50.200------------Retained
H1TVD15.0003.60-GGUU24.80%-Rhxjxyqu3bJz-2203tWq+220-698.00000
K2SOR68.0008.50-BBDD81.30%-TapesAUO--5.15%5.150%381.00000
CAAT60.00057.20-SS-MM-2.93%-Uclkcohz3nEd-6703pGh+655-79.00000
Tranche Comments
X: Registration: 144A/Jak X; H1: Registration: 144W/Fam L; K2: Registration: 144H/Gbg G; S: Registration: 144N/Pxb H; E: Registration: 144Z/Fvg M; C: Registration: 144L/Bny J; B: Registration: 144L/Tvc P; Uwq: Registration: 144V/Vpw M;
Deal Comments
Ofyft. Xeh Zcbb Lfkaern 2.00
Reinvestment Period (YRS)
7.8
WAL Test Period (YRS)
2.2