EU CLO Managers: Top-Tier CLO Equity Performance Based on Reinvesting Deals
This study includes a sample of 277 EU CLO deals that are still in their reinvestment periods. How do the...
EU Module premium users will gain access to all basic premium content, as well as to EU manager performance reports, including the latest reports on individual investment return performance from large and seasoned EU CLO managers. Due to the proprietary research nature of our CLO Premium service, we do not offer free trials. If you’re interested in learning more about the premium content or would like a walkthrough of the website via Zoom, please don’t hesitate to email info@clopremium.co.uk.
This study includes a sample of 277 EU CLO deals that are still in their reinvestment periods. How do the...
This study includes a sample of 193 seasoned EU CLO deals that have concluded their reinvestment periods. How do the 2013–2022 vintage EU CLO deals perform in terms of cumulative equity distributions plus NAV?
How did deals with vertical strip risk retention perform vs. deals with horizontal slice risk retention? This study examines a...
This study examines a sample of 218 deals from 2015 to 2019, utilising the Morningstar European Euro-Denominated Loan Index as the benchmark loan index.
This study examines a sample of 218 deals from 2015 to 2019, utilising the Morningstar European Euro-Denominated Loan Index as...
This study examines a sample of 218 deals from 2015 to 2019, utilising the Morningstar European Euro-Denominated Loan Index as...
A sample of 218 deals (2015–2019* vintage deals) is included in this study. The benchmark loan index used is the This study examines a sample of 218 deals from 2015 to 2019, utilising the Morningstar European Euro-Denominated Loan Index as the benchmark loan index.
The manager displayed resilient MV alpha performance in the time following the loan market crash of late March 2020.
A sample of 218 deals (2015–2019* vintage deals) is included in this study. The benchmark loan index used is the...
Despite this setback, CSAM made a strong recovery and, since August 2021, has outperformed its peers thanks to above-average metrics for MV and interest return alpha as shown in the second graph.
This study examines a sample of 218 deals from 2015 to 2019, utilising the Morningstar European Euro-Denominated Loan Index as...
This study examines a sample of 218 deals from 2015 to 2019, utilising the Morningstar European Euro-Denominated Loan Index as...
This study examines a sample of 218 deals from 2015 to 2019, utilising the Morningstar European Euro-Denominated Loan Index as...
Throughout 2020 and 2021, Blackrock demonstrated resilience in its total performance. It consistently outperformed the loan index from January 2020 to July 2022, with the exception of April/May 2020. However, the firm’s performance began to decline from mid-2022, as its MV alpha decreased more significantly than that of its peers.
This study examines a sample of 218 deals from 2015 to 2019, utilising the Morningstar European Euro-Denominated Loan Index as the benchmark loan index.
