6/10 US CLO Managers: Does AUM Size Matter?
US CLO Managers: Does AUM Size Matter? A sample of 305 deals (closed between May 2016 and Dec 2019) managed...
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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...
US CLOs: First Reported Net Interest Margin of Each Manager Since 2013 WACC refers to the weighted average original floating-rate...
EU CLOs: First Reported WAS vs WACC Since 2013 Based on the first reported WAS (with floors) available for 2021...
EU CLO Managers: Trading And Alpha Creation A sample of 178 deals (closed from Jan 2016 to Jan 2020) managed...
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 EQ BWIC Colour and Historical IRRs Deal NameTranche Closing DateTrancheBWIC CoverHistorical IRR*Arbour CLO VAug 03, 2018Subord76.7110.3%Barings Euro CLO...