Freemium

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...

Mini-League Table Based On 2018 US CLO performance (With Risk Profile – Worse Alpha) The mini-league table below shows the...

League Table: EU CLO Manager Investment Performance CLO managers are paid 40-50bp of management fee per annum to manage the...

League Table: EU CLO Manager Investment Performance CLO managers are paid 40-50bp of management fee per annum to manage the...

"Many of life's failures are people who did not realize how close they were to success when they gave up."...

"Many of life's failures are people who did not realize how close they were to success when they gave up."...

EU CLOs: Investment Performance Of Asia-Funded Deals EU CLO 2018Alpha (Total annualised)Alpha (MV)Alpha (Interest)Latest WARFAAA from AsiaTier 10.8%0.4%0.4%3,2783Tier 20.4%0.2%0.1%3,1595Tier 30.2%0.0%0.2%3,1962Tier...