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Cassandrayawning's avatar

BGLF (equity/mezz) now sadly gone (but was a great investment over the last 12m or so). There's also VTA (equity/mezz) (looks good to me but not liquid enough for institutional buyers). TORO (equity/mezz/other ABS) as you point out. Their Spain resi exposure could start performing now the Spanish economy so strong. Neuberger Berman CLO Income Fund is an open-ended mezz fund. There's also TFIF (UK RMBS and mezz CLO)

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Wizard of Windsor's avatar

Eurocastle is on a discount of over 30% to NAV, probably more

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Cassandrayawning's avatar

That's a blast from the past! €7m mkt cap. trades 200 shares @ €7 on a good day

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Paul Welsh's avatar

Very interesting pick. My first thought is that if this level of yield was sustainable you couldn't really ask for more. DNA3 comes close, currently yielding 13%, but its aircraft leases end soon.

ii.co.uk suggests Chenavari Toro Income Fund (TORG) as a peer. Yields nearly 12%. Share price up 21% in the last year, 5% over 5 years. Invests and trades in asset backed securities (ABS) and other structured credit investments apparently.

If big yield and stable share price was the aim then CQS New City High Yield Fund (NCYF) might be worth a look. Yields 8.6%, trades at a 6% premium to NAV. Managed by Ian "Franco" Francis since inception in 2007. I imagine Franco will retire sooner than I do which is becoming a bit of a concern more generally when I look at funds with a "star" manager.

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