Investment Performance of EU CLO Deals (Breakdown by Arranging Bank)
Investment Performance of EU CLO Deals (Breakdown by Arranging Bank) Dealers bring EU CLO deals to the market. Managers work...
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Investment Performance of EU CLO Deals (Breakdown by Arranging Bank) Dealers bring EU CLO deals to the market. Managers work...
EU CLO Deal Performance: Vertical Strip or Horizontal Slice? A sample of 218 EU deals (vintage 2015–2019) is included in...
League Table: EU CLO Manager AUM (as of 31 March 2022) Please see the table below for the full list...
League Table: US CLO Manager AUM (as of 31 March 2022) Please see the table below for the list of...
The tables below show the attractive value of a captive CLO equity fund for any CLO manager.
Many factors can lead to a call by CLO equity investors: When it makes economic sense to call a deal,...
US CLOs: Latest Arb Returns by Vintage A sample of 417 deals (2016–2020 vintage) is included in this study.The arbitrage...
US CLOs: Implied Annual Default and Recovery Rates Incorporating Distressed and Trading Losses What default rates and recovery rates should...
EU CLOs: Implied Annual Default and Recovery Rates Incorporating Distressed and Trading Losses What default rates and recovery rates should...
Thoughts: Annual Default Rates and CLO Equity IRRs According to a report by S&P Global Ratings, the U.S. trailing-12-month speculative-grade...
Stream of US CLO Management Fees: Alcentra The table below shows the next eight years of management fees expected to...
Stream of US CLO Management Fees: CBAM Bloomberg reported on Jan 24 that Eldridge is in discussions with firms to...
EU CLOs: Latest Arb Returns by Vintage (as of 30 Nov 2021) A sample of 278 EU CLO deals (2015–...
EU CLO Equity (2018) Scorecard: Latest Arb Returns 2018 EU CLOsOct 2021Sep 2021Aug 2021Deal count626262Average Arb1.9%1.9%1.9%Percentile 90%2.3%2.3%2.4%75%2.1%2.1%2.1%50%1.9%2.0%1.9%25%1.8%1.8%1.7%10%1.5%1.5%1.5% Source: Intex, LPC, CLO...
2021 EU Deals: First Reported Portfolio Margin vs Modelled Margin (Breakdown by Dealers) Given that CLO deals can be priced...