Are CLOs Meant To Be Redeemed Prematurely?
Are CLOs Meant To Be Redeemed Prematurely? Upfront costs are incurred for putting together a CLO. This means that technically...
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Are CLOs Meant To Be Redeemed Prematurely? Upfront costs are incurred for putting together a CLO. This means that technically...
US CLOs (2016): Is The Weighted Average Spread Metric A Good Indicator Of Risk? 2016 US CLOsAlpha (Annualised)Alpha (MV)Alpha (Interest)Average...
EU CLO Managers: Investment Alpha, Performance Attribution (Recent Vintages) A sample of 138 deals (managed by 36 managers) closed between Jan...
EU CLO Managers: Investment Alpha, Performance Attribution, Average Alpha And Risk Measure A sample of 206 deals (managed by 44...
Managers: Number Of Deals With Failing ID/OC Tests As of the CLO trustee reports updated by Intex on 03 March...
Impressive Latest Arb Picture: EU CLO 2018 Vintage EU CLO 2018Alpha (Total annualised)Alpha (NAV)Alpha (Interest)Total return (26 Feb 2021)MV return...
US CLO Managers' Latest Investment Alpha A sample of 279 deals (managed by 78 managers) closed between May 2016 and...
US CLOs: Investment Performance And Liquidity Score The graph below shows each deal's latest investment alpha and its LPC liquidity...
US CLOs: Investment Performance, Risk Measure And Par Build/Burn (2017 deals) A sample of 93 deals (managed by 52 managers)...
US CLOs: Performance Attribution And Latest Arb Picture Of 2017 Deals A sample of 78 deals closed in 2017 are...
US CLO Liabilities Are Too Wide? The answer to this could be a long list of reasons, but please see...
Time is an herb that cures all diseases. – Benjamin Franklin (23 Jan 2021) Managers: Number Of Deals With Failing...
Mini-League Table Based On 2018 US CLO Investment Performance (With Interest Return and Risk Profile) The mini-league table below shows...
Mini-League Table Based On 2018 US CLO performance (With Risk Profile – Worse Alpha) The mini-league table below shows the...
Mini-League Table Based On 2018 US CLO Investment Performance (With Interest Return and Risk Profile) The mini-league table below shows...