4/6 US CLO Manager League Table – Investment Performance of Managers Employing a Wider Spread Strategy
League Table – Investment Performance of US CLO Managers Employing a Wider Spread Strategy A sample of 62 deals with...
League Table – Investment Performance of US CLO Managers Employing a Wider Spread Strategy A sample of 62 deals with...
League Table – Investment Performance of US CLO Managers with Average Spread Portfolios (Updated) A sample of 152 deals with...
League Table – Investment Performance of US CLO Managers Employing a Lower Spread Strategy (Updated) A sample of 81 deals...
League Table – Investment Performance of US CLO Managers with Average Spread Portfolios A sample of 152 deals with 3.45%...
League Table: Investment Performance of US CLO Managers Employing a Lower Spread Strategy – Freemium (Updated) A sample of 81...
US CLOs (2017 Vintage): Investment Performance of Wider Spread Deals 2017 dealsDeal CountTotal Investment Alpha (Latest)Alpha (MV)Alpha (Interest)Average reported WAS...
2017 dealsDeal CountTotal Investment Alpha (Latest)Alpha (MV)Alpha (Interest)Average reported WAS (%)Deals with over 3.65% average reported WASGroup 1100.7%0.5%0.2%3.655Group 2100.5%0.4%0.1%3.562Group 3100.4%0.3%0.0%3.533Group...
29/3 Recently Redeemed US CLO Equity IRR (2017 Vintage) With the impressive recovery of loan prices, a few 2017 deals...
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...
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...
Trend: Historical Number Of CLO Deals That Failed ID Or/And OC Tests (By Managers) The total number of global CLO...
Are CLOs Meant To Be Redeemed Prematurely? Upfront costs are incurred for putting together a CLO. This means that technically...
EU CLOs (2016): Higher Reported WAS – Better Investment Performance And Lower Risk? EU CLO 2016 vintageAlpha (Total annualised)Alpha (NAV)Alpha...
US CLOs (2016): Is The Weighted Average Spread Metric A Good Indicator Of Risk? 2016 US CLOsAlpha (Annualised)Alpha (MV)Alpha (Interest)Average...
Recently Redeemed US CLO Equity IRR With the impressive recovery of loan prices, quite a number of seasoned deals (2013...