6/10 US CLO Managers: Does AUM Size Matter?
US CLO Managers: Does AUM Size Matter? A sample of 305 deals (closed between May 2016 and Dec 2019) managed...
US CLO Managers: Does AUM Size Matter? A sample of 305 deals (closed between May 2016 and Dec 2019) managed...
US and EU CLOs: Historical Trend – Number of Deals that Breached the ID/OC Tests and with Less than a...
US And EU CLOs: Historical Trend – Number of Deals that Breached ID/OC Tests And with Less than a 1...
How are ESG EU CLO Deals Performing Relative to Non-ESG Deals? A sample of 41 EU CLO deals closed from...
US Middle Market CLOs: Net Interest Margins in Graph A sample of 123 deals closed from 2013 to 2020 is...
US CLOs: First Reported WAS vs WACC Since 2013 Based on the first reported actual WAS (with floors) available for...
US CLOs: 89 Deals Missed Their Modeled Collateral Spreads by over 20bp (Breakdown by Manager and Dealer) Since 2013 The...
US CLOs: First Reported Net Interest Margin of Each Manager Since 2013 WACC refers to the weighted average original floating-rate...
EU CLOs: 71 Deals Missed Their Modelled Collateral Spreads by over 20bp (Breakdown by Manager and Dealer) Since 2013 Modelled...
EU CLOs: First Reported WAS vs WACC Since 2013 Based on the first reported WAS (with floors) available for 2021...
Global CLOs: First Reported Net Collateral Interest Margin by Vintage WACC – weighted average original floating rate tranche spread Disclaimers...
EU CLO Managers: Trading And Alpha Creation A sample of 178 deals (closed from Jan 2016 to Jan 2020) managed...
EU CLO Manager League Table – Investment Performance of Managers with Wider Spread Portfolios A sample of 66 deals (closed...
EU CLO Manager League Table – Investment Performance of Managers with Average Spread Portfolios A sample of 64 deals (closed...
EU CLO Manager League Table – Investment Performance of Managers with Lower Spread Portfolios A sample of 48 deals (closed...