EU CLO Managers (Performance)

Case Study — Top EU CLO Deal (2017 Cohort)

The case study deal in this report is Dryden 52 Euro CLO 2017. It has the second-highest return alpha for the 2017 EU CLO cohort deals. Most of its total annualised performance alpha (68bp) was generated from interest return alpha (44bp). The big interest return spike on the first payment date was due to par…

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