US CLO Equity: Loan Repricing Risk
US CLO Equity: Loan Repricing Risk An overheated loan market with lots of loans quoted above par would usually lead...
US CLO Equity: Loan Repricing Risk An overheated loan market with lots of loans quoted above par would usually lead...
US CLO Equity: Latest Arbitrage Scorecard 2016 – 1H 2020 Vintages (Benchmarking) A sample of 334 deals (closed between May...
US CLO Managers: Top-Tier Equity-Friendly Investment Performance A sample of 305 deals (closed between May 2016 and Dec 2019) managed...
US CLO Managers: Top-Tier Debt-Friendly Investment Performance A sample of 305 deals (closed between May 2016 and Dec 2019) managed...
League Table – Investment Performance of US CLO Managers With Average Spread Portfolios (Updated) A sample of 151 deals (closed...
League Table – Investment Performance of US CLO Managers Employing a Wider Spread Strategy (Updated) A sample of 62 deals...
US CLO Managers: Investment Performance and WARF US CLO ManagersLatest Total AlphaWARF (Average since inception)Count (WARF >3,000)Group One (10 Managers)0.7%3,0004Group...
US CLO Managers: Does a Very Liquid Strategy Lead to Better Investment Performance? US CLO ManagersLatest Total AlphaLiquidity* – Average...
League Table – Investment Performance of US CLO Managers Employing a Lower Spread Strategy A sample of 98 deals managed...
US CLO Managers: Does AUM Size Matter? A sample of 305 deals (closed between May 2016 and Dec 2019) managed...
US and EU CLOs: Historical Trend – Number of Deals that Breached the ID/OC Tests and with Less than a...
US And EU CLOs: Historical Trend – Number of Deals that Breached ID/OC Tests And with Less than a 1...
How are ESG EU CLO Deals Performing Relative to Non-ESG Deals? A sample of 41 EU CLO deals closed from...
US Middle Market CLOs: Net Interest Margins in Graph A sample of 123 deals closed from 2013 to 2020 is...
US CLOs: First Reported WAS vs WACC Since 2013 Based on the first reported actual WAS (with floors) available for...