4/15 Quick Take: 2021 US CLO Deals Reported WAS vs WACC
Quick Take: 2021 US CLO Deals Reported WAS vs WACC Reported weighted average spread (WAS) includes the benefits of Libor...
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 Employing a Higher Spread Strategy A sample of 50 deals...
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...
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 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...