US and EU CLOs: Latest MVOC (BB–B) and EQ NAV by Vintage (as of 9 Sep 2022)
The tables below show the MVOC (BB-B) and EQ NAV metrics of US BSL CLO deals* and EU CLO deals*...
The tables below show the MVOC (BB-B) and EQ NAV metrics of US BSL CLO deals* and EU CLO deals*...
CLO Collateral WAP Metrics (as of 8 Sep) by Vintage Collateral weighted average price (WAP*) is quite useful for a...
Market Value Over-Collateralisation (MVOC) (say, at the BBB tranche level) is calculated by dividing the collateral MV by the sum of CLO liabilities (AAA to BBB).
Market Value Over-Collateralisation (MVOC), for instance, at the BBB tranche level, is calculated by dividing the collateral MV by the sum of CLO liabilities (AAA to BBB).
The table below shows the average inter- and intra-vintage overlap percentage figures for each EU CLO manager. 2018–2021 vintage deals...
Understandably, overlap risk is one of the main concerns for senior CLO investors.
The tables below show the MVOC and EQ NAV metrics of US BSL CLO deals* and EU CLO deals* by...
Over US$200bn of US CLOs and EUR 20bn of EU CLOs would potentially become static if the reset market is not open for business over the next year.
Please see the table below for the list of EU CLO managers and their assets under management breakdown by reinvestment (RI) period as of 31 August 2022 based on LCD and Intex data.
Please see the table below for the list of EU CLO managers and their assets under management (billion) as of...
"Do not waste time on analysing what you see. Instead reflect deeply on your response to what you see." –...
Please see the table below for the list of top 10 US CLO managers and their assets under (US CLO) management (billion) breakdown by reinvestment (RI) period as of 31 August 2022 based on LCD and Intex data.
Please see the table below for the list of top 100 US CLO managers and their assets under (US CLO) management (billion) breakdown by reinvestment (RI) period as of 31 August 2022 based on LCD and Intex data.
Managers with less than $1 billion CLO AUM are not included in the table.
Please see the table below for the list of US CLO managers (top 50) and their assets under (US CLO) management (billion) as of 31 Aug 2022 based on LCD and Intex data.