CLO Insights: The Interplay of Fees, Trading, and Capital Preservation
As highlighted in the table below, a US CLO manager typically earns a combined senior and subordinated management fee of...
As highlighted in the table below, a US CLO manager typically earns a combined senior and subordinated management fee of...
A sample of 1,511 US BSL CLO deals (vintage 2013–2023) is included in this study. Deals with a collateral pool...
Performance and Risk Profile of US BSL CLO Managers
This analysis examines a sample of 665 US BSL CLO deals from the 2019–2021 vintages, selected due to sufficient seasoning.
Performance and Risk Profile of EU CLO Managers Across 2019-2021 Vintages
The table below presents the percentile breakdown of annualised par gain for each quartile...
