EU Module

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)...

EU CLOs: Alpha And Performance Attribution Of 52 Managers A sample of 207 deals, (closed from Jan 2015 to Dec...

EU CLO Managers: AUM And Overlap (Between Own Deals) Please see the table below a list of EU CLO managers...

Mid-Large EU CLO Managers: Ranking Based On Actual 'Arbitrage' Investment Returns A sample of 255 EU CLO deals closed (From...

EU CLO Manager League Tables (Investment Alpha and Attribution) This study shows the latest investment alpha and performance attribution metrics...

EU CLO Managers: Ranking Based on Actual 'Arbitrage' Investment Returns A sample of 250 EU CLO deals closed (between 2015...

EU CLO Manager League Table: Average Alpha Across Seasoned Deals (2015 – 2018) This study shows the latest investment alpha...

How are ESG EU CLO Deals Performing Relative to Non-ESG Deals? A sample of 41 EU CLO deals closed from...

EU CLO Manager League Table – Investment Performance of Managers with Wider Spread Portfolios A sample of 66 deals (closed...

EU CLO Manager League Table – Investment Performance of Managers with Average Spread Portfolios A sample of 64 deals (closed...