EU Module

A sample of 198 deals (2015–2019 vintage deals) managed by 39 managers is included in this study. The benchmark loan...

A sample of 198 deals (2015–2019 vintage deals) is included in this study. The benchmark loan index used is the Morningstar European Euro Denominated Loan Index.

The table below shows the quarterly average Interest alpha metrics (since 2020) of 38 EU CLO managers as of 28 Oct 2022.

A sample of 197 deals (2015–2019 vintage deals) managed by 38 managers is included in this study. The benchmark loan...

The table below shows the latest total/MV/interest alpha metrics of 39 EU CLO managers as of 20 Jun 2022...

This article endeavours to highlight some of the key drivers of 1.0 US CLO equity tranches' outperformance.

EU CLO Managers: Investment Performance and Fixed-Rate Strategy A sample of 218 EU deals (vintage 2015–2019) is included in this...

EU CLO Managers' MV Alpha Metrics and their BB and B Prints The tables below show the list of managers'...

EU CLO Managers' MV Alpha Metrics and their AAA Prints The tables below show the list of managers' latest MV...

EU CLO Managers: WARF and Volatility of Alpha A sample of 145 EU CLO deals (closed between 2015 and 2018) is...

EU CLOs: Latest Performance Attribution of 41 Seasoned Managers A sample of 196 deals (2015–2019 vintage deals) is included in...

EU CLO Managers Who Score Well from the Latest Arb Return Standpoint A sample of 278 EU CLO deals (2015–...

Investment Performance Summary A sample of 148 deals* (2015–2018 vintage deals) is included in this study. The benchmark loan index...

EU CLO Managers: Alpha Across Vintages How do managers perform across vintages? This article features some of the most seasoned...

EU CLOs: Performance Attribution of Equity Friendly Managers A sample of 207 deals (closed from Jan 2015 to Dec 2019)...