Tag Archives: Generate

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US BSL CLO Managers: Top-Tier CLO Equity Performance

This study includes a sample of 603 seasoned deals that have concluded their reinvestment periods. Notably, CSAM has stood out as the most successful all-weather manager, consistently delivering good returns to equity investors. If you’re interested in learning about the pricing for premium content, please don’t hesitate to email me at info@clopremium.co.uk.

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A Year-to-Date Review of US BSL CLO Resets

YTD, 70 BSL CLO deals have been reported to have undergone resets. Among these, 15 deals from the 2022–2023 vintages have reduced their cost of funding by an average of 61 bps, while also extending their reinvestment periods by about 2.7 years on average. 

US CLO Manager Report: Generate Advisors

Generate has generated above-average total return alpha metrics since Jan 2020. Generally speaking, it is not easy to maintain an above-average interest alpha without compromising on the MV return alpha. Despite running a higher interest return strategy, Generate has consistently outperformed its peers in both declining and rising loan markets. More recently, the manager has widened the lead over its peers.