Bets on Risky CLOs Are Paying Off With 20% Gains: Credit Weekly

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Bets on Risky CLOs Are Paying Off With 20% Gains: Credit Weekly
James BaillieCLOLeveraged Loans
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(Bloomberg) -- Returns on the riskiest portion of collateralized loan obligations are booming, reaching about 20% annualized on both sides of the Atlantic as...

-- Returns on the riskiest portion of collateralized loan obligations are booming, reaching about 20% annualized on both sides of the Atlantic as loan performance improves, debt spreads tighten and payouts grow.Schwarzman Plans to Back Trump, Scoring a Wall Street Win for GOP

Equity returns have also been helped by a number of CLOs exiting their non-call period, meaning they can be refinanced, restarted or liquidated. The new pricing and extended investment timelines can also free up more cash that can be sent to the equity portion, Baillie added. “The market was pricing in 3% to 4% defaults last year and 4% to 6% defaults this year, but we’ve observed materially less defaults in CLO portfolios, which has benefited CLO equity,” said Dan Ko, a senior principal and portfolio manager at Eagle Point Credit Management.Credit bulls are pointing at a set of metrics to show that high-grade bonds have rarely been this cheap, burnishing the appeal of corporate debt at a time when it’s offering little upside over government securities.

United Parcel Service Inc. sold $2.6 billion in high-grade bonds as companies rushed to price new debt ahead of the Memorial Day holiday. Coca-Cola Consolidated Inc. raised $1.2 billion of notes to buy back stock and data center owner Equinix Inc. returned to sell $750 million after scrapping a planned offering in March, following a short-seller attack.

Banks plan to bring a bond sale as soon as next week to help pay for Roark Capital Group’s buyout of restaurant chain Subway. Cerberus Capital Management LP and Intrum AB are in talks to buy a portfolio of about €7 billion in European bad loans.Blackstone Inc. has hired credit veteran Matthew Humphrey for its multi-asset investing team in London, after he spent 11 years at Barclays Plc, ultimately as head of synthetic risk-transfer structuring.

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