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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...

US CLOs: First Reported WAS vs WACC Since 2013 Based on the first reported actual WAS (with floors) available for...

US CLOs: 89 Deals Missed Their Modeled Collateral Spreads by over 20bp (Breakdown by Manager and Dealer) Since 2013 The...

EU CLOs: 71 Deals Missed Their Modelled Collateral Spreads by over 20bp (Breakdown by Manager and Dealer) Since 2013 Modelled...