US CLO MVOC and CLO Equity NAV Across All Tranches and Vintages
Below are tables presenting the MVOC (AAA-B) and EQ NAV of US BSL CLO deals by vintage, based on asset...
Below are tables presenting the MVOC (AAA-B) and EQ NAV of US BSL CLO deals by vintage, based on asset...
Based on 57 post-2013 EU CLO deals that have been redeemed so far, CLO equity tranches from the 2020 and 2022 vintages stood out, as highlighted by their impressive final IRRs, bolstered by solid final equity NAV metrics.
The Eaton Vance CLO 2019-1 reset was recently priced. Before the reset, the equity NAV of this 2019 vintage deal...
At least 69 US CLO deals have been redeemed or paid off since October 2023. Impressively, two static deals from the 2022 vintage—KKR Static CLO 2, managed by KKR, and Stratus Static CLO 2022-1, managed by Blackstone...
At least 69 deals have been redeemed or paid off since October 2023.
The reset of RAD CLO 16, managed by Irradiant, was very much expected given its high Weighted Average Cost of...
Elmwood CLO IV, managed by Elmwood Asset Management, was recently reset. Its new Weighted Average Cost of Capital (WACC) across...
With a WACC of 183 bps, it was priced tighter than any primary issue WACC recorded year-to-date (YTD).
The following EU CLO deals issued and priced their single-B tranches this year. These were initially structured for delayed issuance...
Below are tables presenting the MVOC (AAA-B) and EQ NAV of US BSL CLO deals by vintage, based on asset...
On January 19, 2024, GoldenTree celebrated a notable achievement with an AAA print of 150 basis points (bps) for its...
KKR CLO 29, managed by KKR, was recently reset. The performance of this 2021 vintage deal from an MVOC perspective was...
Generate CLO 5, managed by Generate Advisors, was recently reset. The performance of this 2018 vintage deal from an MVOC...
Since October 2023, at least 26 EU CLO deals have been redeemed. The graphs below illustrate the relationship between the...
A significant number of US BSL CLO deals are candidates for reset due to their overall high cost of funding....