US CLO MVOC and EQ 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...
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Below are tables presenting the MVOC (AAA-B) and EQ NAV of US BSL CLO deals by vintage, based on asset...
Please see the table below for the CLO assets under management (billion) breakdown by reinvestment (RI) period and reported WAL Test cushion as of 31 March 2023 based on LCD and Intex data.
Please see the table below for the list of 100 US CLO managers and their assets under (US CLO) management (billion) breakdown by reinvestment (RI) period as of 31 March 2023 based on LCD and Intex data.
Please see the table below for the list of EU CLO managers and their assets under (EU CLO) management (billion) breakdown by reinvestment (RI) period as of 31 March 2023 based on LCD and Intex data.
It is quite evident that deals with a good level of WAL test cushions tend to experience lower prepayment rates.
The table below shows a list of the top 50 global CLO managers, ranked by their CLO assets under management (AUM) in USD billion as of 31 March 2023.
The US CLO market has achieved a significant milestone by surpassing the trillion-dollar threshold in assets under management. As of March 31st, 2023, the total size of the US CLO market was estimated to be around $1.009 trillion. For a detailed look at how US CLO managers compare in terms of assets under management, be sure to check out the league table presented in this article.
Please see the table below for the list of EU CLO managers and their assets under management (billion) as of 31 March 2023 based on LCD and Intex data.
Below are tables presenting the MVOC (AAA-B) and EQ NAV of US BSL CLO deals by vintage, based on asset...
The table below displays the average exposure of US CLO managers to price buckets below $80 and $70, based on...
Based on asset prices as of 27 March 2023, the table below shows the average exposure of EU CLO managers...
Please see the table below for the latest list of US CLO deals (post-2012) with failing ID/OC/IC test(s). Quite a...
Post-Reinvestment Period Prepayment Trends in US BSL CLOs: What You Need to Know
When it comes to post-reinvestment period annual prepayment rates, MM CLOs are outpacing their BSL CLOs and EU CLOs counterparts.
It is worth noting that post-reinvestment end date prepayment rates can vary significantly between deals, even if they are all managed by the same manager.