EU CLO Manager Rankings by WAS Adjusted for Portfolio Prices and Par Losses
Some of the top-performing EU CLO managers include RRAM, Brigade Capital, Guggenheim Partners, Partners Group, and Bridgepoint Credit Management.
Some of the top-performing EU CLO managers include RRAM, Brigade Capital, Guggenheim Partners, Partners Group, and Bridgepoint Credit Management.
It is worth noting that the median WAPs (Weighted Average Prices) of US CLOs surpass those of EU CLOs across all vintages. However, when considering the median <70 and <60 price bucket metrics, EU CLOs outperform their US counterparts across all vintages.
The table shows the latest CLO collateral weighted average prices (WAPs) across vintages for both US and EU CLOs. WAP...
The table shows the latest CLO collateral weighted average prices (WAPs) across vintages for both US and EU CLOs. WAP...
The collateral weighted average price (WAP*) provides a useful snapshot of collateral credit risks. However, this metric has its limitations....
Collateral weighted average price (WAP*) is quite useful for a quick snapshot of collateral credit risks. That said, this metric...