EU Module

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...

EU CLO Manager Rankings: Investment Performance With Attribution (Lower interest return Strategy) The investment strategy of a CLO manager is...

EU CLOs: Trading Through Volatility (2017 Cohort) – Trading Volume and Range of Alpha 2017 EU CLO VintageLatest Alpha (Total...

EU CLOs: Manager Differentiation– Equity Friendly (Top 10) How to determine whether a manager is more equity friendly?  One possible...

EU CLOs: Manager Differentiation– Debt Friendly How to determine if CLO managers are more debt friendly? Shall one look at...

Top 8 EU CLO Managers By Investment Performance Alpha (Managers With At Least 5 Deals) The table below shows the...

EU CLOs: ESG-based Deals And Investment Performance (With ESG Deal Names) It is an extremely difficult balancing act the world...

EU CLOs: 2018 Vintage Analysis – Performance, Par Build, WARF, Asia Funding, Risk Retention EU CLO 2018Alpha (Total annualised)Net Collateral...

EU CLOs: 1H 2019 Cohort Performance As this cohort has a shorter operating history, NAV alpha would tend to drive...

Impressive Track Record – Top-tier 2014 and 2015 EU CLO Deals Let the structure do the work! While CLO structure...