4/6 League Table: Investment Performance of US CLO Managers Employing a Lower Spread Strategy – Freemium
League Table: Investment Performance of US CLO Managers Employing a Lower Spread Strategy – Freemium (Updated) A sample of 81...
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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...
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...