Basic Premium

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...

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...