Extraordinary Times – Extraordinary Returns
Extraordinary Times – Extraordinary Returns As highlighted in the recent CLO Equity Scorecard, 2020 CLO equity could well prove to...
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Extraordinary Times – Extraordinary Returns As highlighted in the recent CLO Equity Scorecard, 2020 CLO equity could well prove to...
Mid-Large EU CLO Managers: Ranking Based On Actual 'Arbitrage' Investment Returns A sample of 255 EU CLO deals closed (From...
US CLO Managers: Does a Very Liquid Strategy Lead to Better Investment Performance? US CLO ManagersLatest Total AlphaLiquidity* – Average...
US CLO Managers: Does AUM Size Matter? A sample of 305 deals (closed between May 2016 and Dec 2019) managed...
EU CLO Manager League Table – Investment Performance Of Managers With Lower Spread Portfolios A sample of 48 deals (closed...
US CLO Managers: Trading and Alpha Creation A sample of 295 deals (closed between May 2016 and Sep 2019) managed...
US CLO Managers: Top-Tier Debt-Friendly Investment Performance A sample of 294 deals (closed between May 2016 and Sep 2019) managed...
EU CLO EQ BWIC Colour and Historical IRRs Deal NameTranche Closing DateTrancheBWIC CoverHistorical IRR*Arbour CLO VAug 03, 2018Subord76.7110.3%Barings Euro CLO...
4/16 US CLO BBs: Time to Call Another 54 original tranches (BB) were paid off (not including BB tranches that...
EU CLO Managers: Investment Performance and Collateral Liquidity A sample of 166 deals issued from 2016 to 2019 is included...
Quick Take: 2021 US CLO Deals Reported WAS vs WACC Reported weighted average spread (WAS) includes the benefits of Libor...
EU CLO Manager League Table – Investment Performance of Managers with Average Spread Portfolios A sample of 61 deals with...
EU CLO Manager League Table – Investment Performance of Managers Employing a Lower Spread Strategy A sample of 65 deals...
League Table: Investment Performance of US CLO Managers Employing a Wider Spread Strategy A sample of 62 deals with over...
League Table – Investment Performance of US CLO Managers with Average Spread Portfolios A sample of 152 deals with 3.45%...