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Latest Arb Picture Of 2016 Vintage EU and US Deals EU CLO 2016 vintageAlpha (Total annualised)Alpha (MV)Alpha (Interest)Worse Alpha (LTM)Net...

US CLO Liabilities Are Too Wide? The answer to this could be a long list of reasons, but please see...

EU CLOs: CLO Debt Repayment Rate How quickly would CLO rated debt be paid down post reinvestment end date? It...

US CLOs: CLO Debt Repayment Rate How quickly would CLO rated debt be paid down post reinvestment end date? It...

Time is an herb that cures all diseases. – Benjamin Franklin (23 Jan 2021) Managers: Number Of Deals With Failing...

Time is an herb that cures all diseases. – Benjamin Franklin Managers: Number Of Deals With Failing ID/OC Tests As...

Time is an herb that cures all diseases. – Benjamin Franklin Managers: Number Of Deals With Failing ID/OC Tests As...

Please find the table below, which shows the full list of CLO managers and the number of their deals that...

EU CLOs: Exposure To Distressed Assets Below is a list of larger exposure to distressed assets (less than EUR 70...

Top Exposure: Collateral Enhancement Obligation Collateral enhancement language During the Reinvestment Period, the collateral manager has the discretion to transfer...

“No pressure, no diamonds.” – Thomas Carlyle CLO Managers: Number Of Deals With Failing WAL Tests The collateral weighted average life...

US CLOs : CLO Debt Repayment Rate How quickly would CLO-rated debt be paid down post reinvestment end date? It...

“Remember, no human condition is ever permanent. Then you will not be overjoyed in good fortune nor too scornful in...

"Don't judge each day by the harvest you reap but by the seeds that you plant." -Robert Louis Stevenson The...

The table below shows the IRRs of 2013-2015 US CLO equity tranches which had been redeemed. Only two deals paid...