Freemium

US CLO Managers: Does a Very Liquid Strategy Lead to Better Investment Performance? US CLO ManagersLatest Total AlphaLiquidity* – Average...

US CLO Managers: Does AUM Size Matter? A sample of 305 deals (closed between May 2016 and Dec 2019) managed...

EU CLO Manager League Table – Investment Performance Of Managers With Lower Spread Portfolios A sample of 48 deals (closed...

US CLO Managers: Trading and Alpha Creation A sample of 295 deals (closed between May 2016 and Sep 2019) managed...

US CLO Managers: Top-Tier Debt-Friendly Investment Performance A sample of 294 deals (closed between May 2016 and Sep 2019) managed...

EU CLO EQ BWIC Colour and Historical IRRs Deal NameTranche Closing DateTrancheBWIC CoverHistorical IRR*Arbour CLO VAug 03, 2018Subord76.7110.3%Barings Euro CLO...

4/16 US CLO BBs: Time to Call Another 54 original tranches (BB) were paid off (not including BB tranches that...

EU CLO Managers: Investment Performance and Collateral Liquidity A sample of 166 deals issued from 2016 to 2019 is included...

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 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 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...

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...