Ranking US BSL CLO Managers by Equity Performance (Latest)
This study is based on a sample of 1,633 U.S. BSL CLO deals. Static deals are excluded from the analysis.
This study is based on a sample of 1,633 U.S. BSL CLO deals. Static deals are excluded from the analysis.
The table below summarises the top 100 exposures of the top-tier manager, Allstate.
This study is based on a sample of 1,710 U.S. BSL CLO deals. Among the 112 managers included, twelve delivered strong results, with an average ranking (percentile) of 75th or higher.
AIMCO 1 was priced with a closing date of April 8, 2021, and a reinvestment end date of April 20, 2026. Its original AAA tranche priced at 125.161 bps over SOFR (equivalent to 99 bps over LIBOR). With this reset, the WAL of the original AAA would be reduced to 4.5 years, compared with the originally modeled WAL of about 6.4 years.
Yesterday saw a relatively long list of CLO equity tranches on BWIC. Among them, SIXST 2021-17X SUB stood out, ranking in the top quartile of its 2021-vintage peers.
Among the top performers are Oak Hill Advisors, UBS AM, and Palmer Square Capital Management.
