Dryden Euro CLO (DRYD) 111

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
DRYD 111 (EUR 374m)Prudential Financial IncEMEA
Feb 28, 2025
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
A2PQM90.0008.70-CCCOOO11.00%-Lmuzcjmp3xFu145-150-1503rOe+150-798.00000
A1JAS426.0001.40-TTTXXX53.00%-Irywxovg3sMo--1223tJy+122-264.00000
O2WOH34.0003.90-OOMM13.00%-HkwklKSQCko 4.00%--4.40%4.400%205.00000
LOLO24.0008.90-BB-XX-8.10%-Ypjfodzf3eQx500c-5003hTf+500-375.00000
JZPI63.0002.90-R-O-1.10%-Pwwseepw3cYfFay aa Jml 800y-8253mCh+801-91.70000
KPKV60.0004.10-XXX-SSS-74.00%-Vlhhdryv3tUg280-300-3353lTx+335-632.00000
G1HQQ58.0002.70-DDDD19.00%-Fzccsylw3bPg170-175-1753jUm+175-793.00000
HONZ52.0002.80-JR61.00%-Wevqrusr3sVl195-205-2253lHg+225-356.00000
NohpazPKU82.100-------------Retained
Tranche Comments
A1: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144W/Lnp F; A2: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144J/Oaj H; G1: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144D/Jvv C; O2: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144M/Ubv U; H: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144J/Xtu G; K: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144D/Wxg P; L: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144J/Ctf W; J: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144F/Akf N; Nohpaz: First Pay: 2025-10-21; Redemption: 2027-04-25; Registration: 144G/Feg V;
Deal Comments
Stq Bwbb Jhtktts 2.00
Risk Retention
TQ/QI - Iap
Pricing Speed
20 XIO
Reinvestment Period (YRS)
6.9
Reinvestment Period End Date
Dec 12, 2000
WAL Test Period (YRS)
7.3

Commentary 

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Deal Flow 

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