Freemium

League Table: EU CLO Manager AUM (as of 31 March 2022) Please see the table below for the full list...

League Table: US CLO Manager AUM (as of 31 March 2022) Please see the table below for the list of...

“There are three things extremely hard: steel, a diamond, and to know one's self.” ― Benjamin Franklin US CLO Managers:...

Everything should be made as simple as possible, but not simpler. – Albert Einstein US CLO Managers: Total/MV/Interest Alpha Trends...

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

US CLO Managers: Total/MV/Interest Alpha Trends since Jan 2020 A sample of 363 deals (2016–2019* vintage deals) managed by 86...

Thoughts: Annual Default Rates and CLO Equity IRRs According to a report by S&P Global Ratings, the U.S. trailing-12-month speculative-grade...

Redeemed: KKR CLO 19 KKR CLO 19 was priced in Feb 2017. This deal was structured to comply with risk...

Redeemed: Dorchester Park CLO Dorchester Park CLO (managed by Blackstone) was originally issued in Feb 2015, and it was reset...

23 EU CLO Managers Score Well from the Latest Arb Standpoint A sample of 278 EU CLO deals (2015– 2020...

Total Alpha Trend Through COVID-19 – Equity or Debt Friendly Performance? The graph below shows the sample's average as well...

Investment Performance: EU CLO Managers A sample of 148 deals* (2015–2018 vintage deals) managed by 41 EU CLO managers is...

A Comparison Between US BSL, US MM and EU CLOs (2021) Please see the table below showing the comparison between...

Investment Performance Reports of Some of the Largest US CLO Managers How do US CLO managers perform over time? How...

EU CLO Managers' Investment Performance Since Jan 2020 Which EU CLO managers have demonstrated performance resilience over time? How do...