Clopremium > Blog > Basic Premium > 2021 US Deals: First Reported Portfolio Margin vs Modelled Margin Basic Premium2021 US Deals: First Reported Portfolio Margin vs Modelled MarginNovember 12, 2021posted on Nov. 12, 2021 at 12:31 pmJuly 11, 2022For existing premium subscribers, please log in here.If you'd like to find out more about premium subscription, please submit the form below:Please enable JavaScript in your browser to complete this form.Name *FirstLastEmail *Comment or Message *CLO Research is committed to protecting and respecting your privacy, and we’ll only use your personal information to administer your account and to provide the products and services you requested from us. From time to time, we would like to contact you about our products and services, as well as other content that may be of interest to you. If you consent to us contacting you for this purpose, please tick below to say how you would like us to contact you:I agree to receive other communications from CLO Research.You can unsubscribe from these communications at any time. For more information on how to unsubscribe, our privacy practices, and how we are committed to protecting and respecting your privacy, please review our Privacy Policy. By clicking submit below, you consent to allow CLO Research to store and process the personal information submitted above to provide you the content requested. Submit Tags:ArbitrageCLO ResearchNovember 12, 2021previous articleUS CLO Equity (2018) Scorecard: Latest Arb Returnsnext article2021 US Deals: First Reported Portfolio Margin vs Modelled Margin (Breakdown by Dealers)Leave a reply You Might Also LikeBasic PremiumEU ModuleEU CLOs: Annualised Prepayment Rates During Post-RP by ManagerCLO ResearchFebruary 14, 2026BasicBasic PremiumFull League Table: Global CLO Manager Rankings by Collateral AUM (As at 31 December 2025)CLO ResearchFebruary 14, 2026BasicBasic PremiumUS CLO Manager Collateral AUM Full Ranking Table (As of December 31, 2025)CLO ResearchFebruary 14, 2026BasicBasic PremiumEU ModuleLeague Table: Full List of EU CLO Managers by Collateral AUM and Trends (As at 31 December 2025)CLO ResearchFebruary 14, 2026Recommended For YouBasicBasic PremiumUS CLO ArbitrageCLO ResearchFebruary 10, 2026BasicBasic PremiumEU ModuleNew-Issue EU CLO Arbitrage: Recent TrendsCLO ResearchFebruary 4, 2026BasicBasic PremiumUS CLO Arbitrage — Little Room to Breathe (Updated)CLO ResearchFebruary 2, 2026Basic PremiumEU ModuleEU CLO New Issue Arbitrage Trend (Updated)CLO ResearchDecember 16, 2025BasicBasic PremiumEU CLO New Issue Arbitrage Trend (Updated)CLO ResearchNovember 19, 2025BasicBasic PremiumUS BSL CLOs: Latest Arbitrage Trends CLO ResearchNovember 17, 2025BasicBasic PremiumUS BSL CLOs: Latest Arbitrage Trends CLO ResearchOctober 13, 2025Basic PremiumUS BSL CLOs: Latest Arbitrage Trends CLO ResearchSeptember 11, 2025BasicBasic PremiumEU CLO Arbitrage Analysis: 2025-Vintage Deal Spreads and WACC OverviewCLO ResearchAugust 8, 2025
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