Alberth Elis outraced a defender to chase down Philippe Senderos' long ball and sent a low cross to Wenger.
Senderos scored on a header in the 23rd minute, and Mauro Manotas cleaned up a loose ball to make it 3-0 four minutes later.
Darwin Ceren made it 4-0 in the fifth minute of first-half stoppage time, volleying home goalkeeper Brad Guzan's failed attempt to punch away a corner. Ceren made his Dynamo debut, entering as a substitute after Juan Cabezas was injured in the 15th minute.
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