Dryden 134 Euro CLO DAC Cash Flow Notes And Loan Assigned Ratings - S&P Global Ratings’ Credit Research

Dryden 134 Euro CLO DAC Cash Flow Notes And Loan Assigned Ratings

Dryden 134 Euro CLO DAC Cash Flow Notes And Loan Assigned Ratings - S&P Global Ratings’ Credit Research
Dryden 134 Euro CLO DAC Cash Flow Notes And Loan Assigned Ratings
Published Nov 06, 2026
Published Nov 06, 2026
Price US$ 150.00  |  Buy this Report Now

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Abstract:

Ratings Class Rating* Amount (mil. €) Credit enhancement (%) Interest rate§ X AAA (sf) 4.00 N/A Three/six-month EURIBOR plus 0.90% A AAA (sf) 198.00 38.00 Three/six-month EURIBOR plus 1.26% A Loan AAA (sf) 50.00 38.00 Three/six-month EURIBOR plus 1.26% B-1 AA (sf) 21.60 27.60 Three/six-month EURIBOR plus 1.70% B-2 AA (sf) 20.00 27.60 5.00% C A (sf) 26.40 21.00 Three/six-month EURIBOR plus 1.95% D BBB- (sf) 28.00 14.00 Three/six-month EURIBOR plus 2.90% E BB- (sf) 18.00 9.50 Three/six-month EURIBOR plus 5.50% F B- (sf) 12.00 6.50 Three/six-month EURIBOR plus 8.80% Subordinated notes NR 26.36 N/A N/A *The ratings assigned to the A Loan and class X, A, B-1, and B-2 notes address timely interest and ultimate principal payments. Our ratings

  
Report Type:

Ratings Action

Issuer
Dryden 134 Euro CLO DAC
Sector
Structured Finance
Country
Ireland
Format:
PDF Adobe Acrobat
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S&P Global Ratings’ Credit Research—S&P Global Ratings’ credit research provides analysis on issuers and debt obligations of corporations, states and municipalities, financial institutions, insurance companies and sovereign governments. S&P Global Ratings also offers insight into the credit risk of structured finance deals, providing an independent view of credit risk associated with a growing array of debt-securitized instruments.

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MLA:
S&P Global Ratings’ Credit Research. "Dryden 134 Euro CLO DAC Cash Flow Notes And Loan Assigned Ratings" Nov 06, 2026. Alacra Store. Nov 06, 2026. <http://www.alacrastore.com/s-and-p-credit-research/Dryden-134-Euro-CLO-DAC-Cash-Flow-Notes-And-Loan-Assigned-Ratings-3655890>
  
APA:
S&P Global Ratings’ Credit Research. (). Dryden 134 Euro CLO DAC Cash Flow Notes And Loan Assigned Ratings Nov 06, 2026. New York, NY: Alacra Store. Retrieved Nov 06, 2026 from <http://www.alacrastore.com/s-and-p-credit-research/Dryden-134-Euro-CLO-DAC-Cash-Flow-Notes-And-Loan-Assigned-Ratings-3655890>
  
US$ 150.00
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