4/26 EU CLO AAAs: Average Time to Payoff
EU CLO AAAs: Average Time to Payoff The table above was based on Intex's update as of 23 April 2021.The...
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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 EQ BWIC Colour and Historical IRRs Deal NameTranche Closing DateTrancheBWIC CoverHistorical IRR*Arbour CLO VAug 03, 2018Subord76.7110.3%Barings Euro CLO...
EU CLO BBs: Average Time to Call Around 90% of 2013-2016 vintage BB original tranches (excluding refinanced or reset BBs)...
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...
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...