Extraordinary Times – Extraordinary Returns
Extraordinary Times – Extraordinary Returns As highlighted in the recent CLO Equity Scorecard, 2020 CLO equity could well prove to...
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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...
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...