5/7 US CLO Managers: Trading and Alpha Creation
US CLO Managers: Trading and Alpha Creation A sample of 295 deals (closed between May 2016 and Sep 2019) managed...
How do CLO managers perform from a debt investor’s perspective?
What does the latest arbitrage landscape look like? Which managers consistently show higher post-RP prepayment rates? If you’re curious to explore our premium insights or would like a personal walkthrough of the website via Zoom, feel free to reach out at info@clopremium.co.uk. Please note, due to the proprietary nature of our research, we do not offer free trials.
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...
EU CLOs (2016): Higher Reported WAS – Better Investment Performance And Lower Risk? EU CLO 2016 vintageAlpha (Total annualised)Alpha (NAV)Alpha...
Recently Redeemed US CLO Equity IRR With the impressive recovery of loan prices, quite a number of seasoned deals (2013...
EU CLO Equity: Which Vintage Is The Best? 30 deals closed in 2015 are included in this study. The 2015...
Managers: Number Of Deals With Failing ID/OC Tests As of the CLO trustee reports updated by Intex on 03 March...