League Table: EU CLO Manager AUM (as of 31 March 2022)
League Table: EU CLO Manager AUM (as of 31 March 2022) Please see the table below for the full list...
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...
This research report is now available to bloomberg terminal users.
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...
“There are three things extremely hard: steel, a diamond, and to know one's self.” ― Benjamin Franklin US CLO Managers:...
Seasoned US CLO Managers Who Score Well from the Latest Arbitrage Returns Standpoint A sample of 273 US CLO deals...
It's not that I'm so smart, it's just that I stay with problems longer. – Albert Einstein (16 March 2022)...
League Table: US CLO Managers' MV Alpha A sample of 358 deals (closed between 2016 and 2019) managed by 85...
Everything should be made as simple as possible, but not simpler. – Albert Einstein US CLO Managers: Total/MV/Interest Alpha Trends...
US CLOs: Implied Annual Default and Recovery Rates Incorporating Distressed and Trading Losses What default rates and recovery rates should...