EU Module

EU CLO Managers: Top-Tier Equity-Friendly Investment Performance A sample of 178 deals (closed from Jan 2016 to Jan 2020) managed...

EU CLO Manager League Table – Investment Performance of Managers with Lower Spread Portfolios A sample of 48 deals (closed...

EU CLO Managers: Top-Tier Debt-Friendly Investment Performance A sample of 178 deals (closed from Jan 2016 to Jan 2020) managed...

EU CLO Managers: Summarised Findings A sample of 178 deals (closed from Jan 2016 to Jan 2020) managed by 50...

EU CLO Managers: Investment Performance, Collateral Liquidity and WARF (Average) A sample of 166 deals issued from 2016 to 2019...

EU CLO Managers: Pre-Covid and Latest Investment Performance A sample of 117 deals, issued from 2016 to Oct 2018, managed...

EU CLO Manager League Table – Investment Performance of Managers Employing a Higher Spread Strategy A sample of 50 deals...

EU CLO Manager League Table – Investment Performance of Managers with Average Spread Portfolios A sample of 61 deals with...

EU CLO Manager League Table – Investment Performance of Managers Employing a Lower Spread Strategy A sample of 65 deals...

EU CLO Managers: Investment Alpha, Performance Attribution (Recent Vintages) A sample of 138 deals (managed by 36 managers) closed between Jan...

EU CLO Managers: Investment Alpha, Performance Attribution, Average Alpha (LTM)  And Risk Measure A sample of 206 deals (managed by...

2018 EU CLO Deal Alpha And Performance Attribution EU CLO 2018Alpha (Total annualised)Alpha (NAV)Alpha (Interest)Total annualised return (26 Feb 2021)MV...

ESG EU CLO Deals And Their Relative Performance A sample of 60 EU CLO deals closed in 2019 is included...

League Table: EU CLO Manager Investment Performance CLO managers are paid 40-50bp of management fee per annum to manage the...

League Table: EU CLO Manager Investment Performance CLO managers are paid 40-50bp of management fee per annum to manage the...