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6 results found Showing page 1 of 1

  • CLOs wheel and deal as overlap increases
    2020 CLOs are a different breed to any other vintage. But this cohort features an overlap of almost 40% as CLO issuers have been forced to focus almost entirely on secondary market loans

    3 years ago

  • CLO issuers flex their bond muscles
    Some panellists at Creditflux’s US CLO Investor Summit pointed to structural difficulties, but the consensus was that flexibility — particularly the ability to buy bonds — could improve performance

    3 years ago

  • Trading places: it can pay to bet on the little guy
    It’s assumed investors know how good a CLO manager is by the rate at which they trade their way through a crisis. But this time fi ve small, nimble managers are outperforming the market

    3 years ago

  • Loan slump brings managers closer
    A 19% slide in new US loan volumes last year has left CLO managers with fewer options in the primary market, and portfolio overlap between US managers has increased to 35.3% on average

    3 years ago

  • A different kind of crisis
    Panellists on Creditflux’s US CLO webinar were positive about the robustness of CLO structures and the role of cure contributions. But they warned about zombie defaults and gaming tests

    3 years ago

  • We’ve survived before, we can do so again

    $7.8 billion of CLO collateral, split evenly between the US and Europe, is in the loans that have fallen fastest in the past month. But short term CLO pain will bring opportunities for building par

    4 years ago

6 results found Showing page 1 of 1

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