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...
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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...
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...