5/24 EU CLOs: 71 Deals Missed Their Modelled Collateral Spreads by over 20bp (Breakdown by Manager and Dealer)
EU CLOs: 71 Deals Missed Their Modelled Collateral Spreads by over 20bp (Breakdown by Manager and Dealer) Since 2013 Modelled...
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EU CLOs: 71 Deals Missed Their Modelled Collateral Spreads by over 20bp (Breakdown by Manager and Dealer) Since 2013 Modelled...
US CLOs: First Reported Net Interest Margin of Each Manager Since 2013 WACC refers to the weighted average original floating-rate...
EU CLOs: First Reported WAS vs WACC Since 2013 Based on the first reported WAS (with floors) available for 2021...
EU CLO Managers: Trading And Alpha Creation A sample of 178 deals (closed from Jan 2016 to Jan 2020) managed...
US CLO Managers: Trading and Alpha Creation A sample of 295 deals (closed between May 2016 and Sep 2019) managed...
US CLOs: Debt Repayment Rate The table below shows US CLO deals with 2018 and 2019 reinvestment end dates. Deals...
EU CLO AAAs: Average Time to Payoff The table above was based on Intex's update as of 23 April 2021.The...
US CLO AAAs: Average Time to Payoff The table above was based on Intex's update as of 23 April 2021.The...
Historical Number of CLO Deals That Failed ID or/and OC Tests by Manager 56 Global CLO deals breached ID or/and...
EU CLO BBs: Average Time to Call Around 90% of 2013-2016 vintage BB original tranches (excluding refinanced or reset BBs)...
EU CLO EQ BWIC Colour and Historical IRRs Deal NameTranche Closing DateTrancheBWIC CoverHistorical IRR*Arbour CLO VAug 03, 2018Subord76.7110.3%Barings Euro CLO...
US CLOs: Equity IRRs of Deals Redeemed YTD Please see below the Equity IRRs of CLO deals redeemed YTD. The...
US CLOs: Equity IRRs of Deals Redeemed YTD Please see below the Equity IRRs of CLO deals redeemed YTD. The...
4/19 US CLO BBs: Time to Call Another 54 original tranches (BB) were paid off (not including BB tranches that...
Trend: Historical Number Of CLO Deals That Failed ID Or/And OC Tests (By Managers) The total number of global CLO...