EU CLO Managers’ MV Alpha Metrics and their AAA Prints
EU CLO Managers' MV Alpha Metrics and their AAA Prints The tables below show the list of managers' latest MV...
EU CLO Managers' MV Alpha Metrics and their AAA Prints The tables below show the list of managers' latest MV...
EU CLO Managers' MV Alpha Metrics and their BB and B Prints The tables below show the list of managers'...
EU CLO Deal Performance: Vertical Strip or Horizontal Slice? A sample of 218 EU deals (vintage 2015–2019) is included in...
Investment Performance of EU CLO Deals (Breakdown by Arranging Bank) Dealers bring EU CLO deals to the market. Managers work...
No amount of experimentation can prove me right; a single experiment can prove me wrong. – Albert Einstein EU CLO...
League Table: US CLO Manager AUM (as of 31 March 2022) Please see the table below for the list of...
League Table: EU CLO Manager AUM (as of 31 March 2022) Please see the table below for the full list...
The tables below show the attractive value of a captive CLO equity fund for any CLO manager.
"Better slip with foot than tongue.” – Benjamin Franklin US CLOs: Annual Distribution vs CLO Equity IRR A sample of...
Many factors can lead to a call by CLO equity investors: When it makes economic sense to call a deal,...
US CLO Managers' MV Alpha and their AAA Prints in 2022 A sample of 343 deals (closed between 2016 and...
US CLO Managers: Relationship Between MV Alpha and WAP Collateral weighted average price (WAP) is one of the performance metrics...
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US CLO Managers: Relationship Between Par Build and MV Alpha A sample of 309 deals (closed between 2016 and 2019)...
US CLOs: Latest Arb Returns by Vintage A sample of 417 deals (2016–2020 vintage) is included in this study.The arbitrage...