EU CLO Managers: Fixed-Rate Exposure (%)
EU CLO Managers: Fixed-Rate Exposure (%) Please see the table below the full list of EU Managers and their weighted...
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EU CLO Managers: Fixed-Rate Exposure (%) Please see the table below the full list of EU Managers and their weighted...
Post-2012 US CLO Equity IRRs By Vintage IRRs of US CLO Equity tranches of 170 deals redeemed are summarised in...
US CLO Managers: Number Of Deals With Failing WAL Tests The collateral weighted average life (WAL) test is important to...
Redeemed In 2021: US CLO Equity IRRs By Vintage The updated table below shows the CLO Equity IRRs of 65...
US CLO Managers: Extraordinary Returns And Rewards CLO Equity IRR is at the heart of the arbitrage CLO creation equation....
(Updated) EU CLOs: Incentive Fees Are Coming Home For Several Managers It has been a while since CLO managers have...
Remunerative Seasoned EU CLO Deals Of An EU CLO Manager While CLO business in Europe can be capital intensive given...
Extraordinary Times – Extraordinary Returns As highlighted in the recent CLO Equity Scorecard, 2020 CLO equity could well prove to...
US CLO Equity Scorecard: Latest Arb Returns (Benchmarking) A sample of 341 deals managed by 81 US CLO managers (closed...
EU CLO Equity Scorecard: Arb Investment Returns (Benchmarking) A sample of 250 EU CLO deals managed by 55 EU CLO...
US CLO Equity: Latest Arbitrage Scorecard 2016 – 1H 2020 Vintages (Benchmarking) A sample of 334 deals (closed between May...
US CLO Managers: Does a Very Liquid Strategy Lead to Better Investment Performance? US CLO ManagersLatest Total AlphaLiquidity* – Average...
US CLO Managers: Does AUM Size Matter? A sample of 305 deals (closed between May 2016 and Dec 2019) managed...
US and EU CLOs: Historical Trend – Number of Deals that Breached the ID/OC Tests and with Less than a...
US Middle Market CLOs: Net Interest Margins in Graph A sample of 123 deals closed from 2013 to 2020 is...