Primary US BSL CLO Pricings vs. Managers’ Rankings (MVOC)
Please see the table below for the list of US BSL CLO managers who have priced a deal since May...
Please see the table below for the list of US BSL CLO managers who have priced a deal since May...
A sample of 1,610 US BSL CLO deals (vintage 2013–2023) is included in this study. Deals with a collateral pool...
A sample of 557 EU CLO deals (vintage 2013–2023) is included in this study. Deals with a collateral pool factor below 65% are excluded. Market Value Over-Collateralization (MVOC), for instance, at the BB tranche level, is calculated by dividing the collateral market value (MV) by the sum of CLO liabilities (AAA to BB). MVOC is a crucial point-in-time metric for pricing CLO-rated tranches, closely monitored by primary and secondary market participants.
A sample of 1,635 US BSL CLO deals (vintage 2013–2023) is included in this study. Deals with a collateral pool...
Below are tables presenting the MVOC (AAA-B) and EQ NAV of US BSL CLO deals by vintage, based on asset...
A sample of 1,651 US BSL CLO deals (vintage 2013–2023) is included in this study. Deals with a collateral pool...
