Assets Below the 80 and 70 Price Buckets by Vintage
Assets Below the 80 and 70 Price Buckets by Vintage Tracking the below 80 and 70 price buckets at the...
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Assets Below the 80 and 70 Price Buckets by Vintage Tracking the below 80 and 70 price buckets at the...
Assets Below the 80 and 70 Price Buckets by Vintage Tracking the below 80 and 70 price buckets at the...
The tables below show the MVOC and EQ NAV metrics of US BSL CLO deals* and EU CLO deals* by vintage based on asset prices as of 15 Jul 2022.
Please see the table below for the full list of EU CLO managers and their assets under (EU CLO) management (billion) breakdown by reinvestment (RI) period as of 30 June 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 30 June 2022 based on LCD and Intex data.
Please see the table below for the full list of EU CLO managers and their assets under (EU CLO) management (billion) as of 30 June 2022 based on LCD and Intex data.
CLO equity and lower mezz tranches are more exposed to idiosyncratic risk. Generally speaking, deals with a bigger below 80 price bucket would tend to see their equity and lower mezz tranches get hit...
The tables below show the MVOC and EQ NAV metrics of US BSL CLO deals* and EU CLO deals* by vintage based on asset prices as of 8 Jul 2022.
CLO equity and lower mezz tranches are more exposed to idiosyncratic risk.
Weekly Update – US and EU CLOs: Latest MVOC (AAA–B) and EQ NAV by Vintage (as of 1 Jul 2022)...
From a CLO equity standpoint, entering a credit cycle with a decent length of CLO reinvestment period makes a difference....
Assets Below the 80 and 70 Price Buckets by Vintage Tracking the below 80 and 70 price buckets at the CLO underlying...
Weekly Update – US and EU CLOs: Latest MVOC (AAA–B) and EQ NAV by Vintage (as of 17 Jun 2022)...
Assets Below the 80 and 70 Price Buckets by Vintage Tracking the below 80 and 70 price buckets at the CLO underlying...
The table above shows the latest interest alpha metric distribution (as of 7 Jun 2022) for each category of the CLO AUM range.