PruFin’s Dryden XXVI voted best US CLO of 2013

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PruFin’s Dryden XXVI voted best US CLO of 2013

Ahead of its Securitization Milestones Dinner in New York on May 28, GlobalCapital presented Prudential Investment Management and Morgan Stanley with awards at IMN’s New York CLO conference on Tuesday, after market participants voted their Dryden XXVI deal the best US CLO of 2013.

The deal received the most votes out of a shortlist compiled with submissions from the market’s top arrangers by market volume from the end of 2013.

The other deals on the shortlist were: Carlyle Global Market Strategies CLO 2013-1, GSO/Blackstone’s Sheridan Square CLO, CSAM’s Atrium IX CLO and NewMark Capital Funding 2013-1.

The $420m Dryden deal is one of the tightest CLOs to hit the market since it reopened, said Brian Juliano, a vice president and portfolio manager for Prudential Fixed Income's US bank loan sector team.

“This deal was one of the only deals to print with a 110bp triple-A coupon. From a capital structure perspective, that was important. And from a returns perspective, this deal has returned just under 32% back to the equity so far, one of our largest ever distributions [over four payments].”

Assuming the equity was sold at par, the first equity distribution on the deal equated to just under $6m, Juliano said. Some 3.35% of that was due to Prudential beating its ramp predictions by $1.3m, he added.

The deal was broadly syndicated to nine different triple-A investors. The equity was distributed to six different investors, with the majority being sold to an investor who had not taken a majority equity stake before.

But the main point that distinguishes the deal is its tight pricing, said Sajid Zaidi at Morgan Stanley.

“This deal has the lowest cost of capital of any transaction done since the market reopened in 2013. That still applies today and it’s a huge mark of distinction.”

The market has changed significantly since Dryden XXVI was priced, and levels like that are unlikely to come around again anytime soon, Zaidi said.

“Compared to February 2013, triple-As are wider even though many other credit markets, including loans, are tighter,” he told GlobalCapital. “The biggest challenge for arrangers has been getting interest at the top of the capital structure given Volcker and the FDIC assessment charge.”

GlobalCapital will recognise the achievements of other participants in the CLO market as well as other areas of securitization at its Securitization Milestones Dinner in New York on May 28. Polling is open now — click here to cast your vote.

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