5/14 EU CLO Manager League Table – Investment Performance Of Managers With Lower Spread Portfolios (Freemium)
EU CLO Manager League Table – Investment Performance Of Managers With Lower Spread Portfolios A sample of 48 deals (closed...
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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...
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...