Freemium

In general, it is easy to assume that managers who build par normally perform better. However, it also depends on the quality of the par build. Besides, the distribution...

'No problem can be solved from the same level of consciousness that created it.' – Albert Einstein EU CLO Managers:...

No amount of experimentation can prove me right; a single experiment can prove me wrong. – Albert Einstein EU CLO...

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...