CLO Research

7/12 US CLOs: Total and Senior Management Fees by Vintage US CLO managers are paid 40bp of total management fees...

(Updated) EU CLOs: Incentive Fees Are Coming Home For Several Managers It has been a while since CLO managers have...

Quick Take: 2021 US CLO Deals First Reported WAS vs Initial WACC Reported weighted average spread (WAS) includes the benefits...

Remunerative Seasoned EU CLO Deals Of An EU CLO Manager While CLO business in Europe can be capital intensive given...

The tables below show the list of US CLO managers (in alphabetical order) who achieved above-average arb returns of over 1.4% across their deals. Arb return is not the same as net interest margin!

US CLO Managers With Above-Average Arb Returns A sample of 341 deals managed by 81 US CLO managers (closed between...

Mid-Large EU CLO Managers: Ranking Based On Actual 'Arbitrage' Investment Returns A sample of 255 EU CLO deals closed (From...

Extraordinary Times – Extraordinary Returns As highlighted in the recent CLO Equity Scorecard, 2020 CLO equity could well prove to...

Mid-Large EU CLO Managers: Ranking Based On Actual 'Arbitrage' Investment Returns A sample of 255 EU CLO deals closed (From...

US CLO Equity Scorecard: Latest Arb Returns (Benchmarking) A sample of 341 deals managed by 81 US CLO managers (closed...

EU CLO Managers: Ranking Based on Actual 'Arbitrage' Investment Returns A sample of 250 EU CLO deals closed (between 2015...

EU CLO Manager League Tables (Investment Alpha and Attribution) This study shows the latest investment alpha and performance attribution metrics...

EU CLO Equity Scorecard: Arb Investment Returns (Benchmarking) A sample of 250 EU CLO deals managed by 55 EU CLO...

EU CLO Manager League Table: Average Alpha Across Seasoned Deals (2015 – 2018) This study shows the latest investment alpha...

US CLO Managers: Both Debt and Equity Friendly Investment Performance (Top 10) (Updated) A sample of 314 deals (closed between...