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US CLO Managers (Performance)

3/24 US CLOs (2018): Investment Performance Of Higher Interest Return Deals

CLO Research
March 24, 2021
posted on

24/3 US CLOs (2018): Investment Performance Of Higher Interest Return Deals US CLOs (2018 vintage)Alpha (Annualised)Alpha (MV)Alpha (Interest)No of deals with over 20bp interest return alphaTotal annualised return (report date) – 16 dealsTotal annualised return (report date) – 73 dealsTier 1 (11 deals)0.7%0.5%0.1%35.0%4.8%Tier 2 (11 deals)0.4%0.4%0.0%24.7%4.7%Tier 3 (11 deals)0.3%0.3%0.0%34.6%4.5%Tier 4 (11 deals)0.2%0.3%-0.1%0NA4.5%Tier 5 (11 deals)0.1%0.0%0.0%24.4%4.4%Tier…

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