EU CLO Managers: Volatility of MV Alpha (in Graph)
'No problem can be solved from the same level of consciousness that created it.' – Albert Einstein EU CLO Managers:...
'No problem can be solved from the same level of consciousness that created it.' – Albert Einstein EU CLO Managers:...
EU CLO Managers: Investment Performance and Fixed-Rate Strategy A sample of 218 EU deals (vintage 2015–2019) is included in this...
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...
This research report is now available to bloomberg terminal users.