Dryden Euro CLO (DRYD) 103(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K2YIQ42.0005.10-KKXX52.10%-JsichQTP--5.15%5.150%748.00000
DXWP95.0002.50-NNN-III-16.00%-Uzdyburm3hWm-4003lNi+400-627.00000
WKPR555.0005.60-RRRSSS39.00%-Lvkdmufc3oGu-1303eRi+130-390.00000
EQFK80.0009.20-QE38.60%-Lkpiuqid3zNf-2653rKt+265-668.00000
PCQH18.00075.60-RR-BB-7.25%-Sremfjyv3bTc-6703jSz+655-50.00000
VwmAKO87.200------------Retained
F1QHZ44.0006.30-AAEE24.30%-Mbukrsmv3aGn-2203dDm+220-331.00000
UEQF81.00057.60-B-X-9.20%-Sqkvxjyf3oKe-9653bDp+858-41.70000
Tranche Comments
W: Registration: 144Z/Jrk Z; F1: Registration: 144H/Dfn Z; K2: Registration: 144Y/Vjn U; E: Registration: 144Z/Hir Q; D: Registration: 144J/Ukr G; P: Registration: 144Z/Fqk O; U: Registration: 144Q/Xnj U; Vwm: Registration: 144Z/Plz P;
Deal Comments
Hfcfe. Swz Zjll Zfnswrx 2.00
Reinvestment Period (YRS)
8.3
WAL Test Period (YRS)
1.7