Lower Interest Return Strategy: Performance Attribution of 58 US CLO Managers
Lower Interest Return Strategy: Performance Attribution of 58 US CLO Managers A sample of 244 deals managed by 58 managers...
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Lower Interest Return Strategy: Performance Attribution of 58 US CLO Managers A sample of 244 deals managed by 58 managers...
Higher Interest Return Strategy: Performance Attribution of 27 US CLO Managers A sample of 114 deals managed by 27 managers...
This webinar was jointly hosted by Sheil Aggarwal, Head of SCI Valuations, and Poh-Heng Tan, Founder of CLO Research in...
‘For ‘the tree big as two men’s embrace’ begins as a tiny sprout; the tower nine storeys high begins with a...
'Don't aim at success – the more you aim at it and make it a target, the more you are...
EU CLO Managers: Investment Performance Summary A sample of 148 deals* (2015–2018 vintage deals) is included in this study. The...
Month End Summarised Update Given that CLO deals can be priced to perfection, the underlying modelled collateral spreads (at inception)...
Global CLO AUM Breakdown Please see the table below for the breakdown of global CLO AUM by asset type updated...
Perception vs Performance – Which One Matters More? What factors can play an important role in the pricing of primary...
CLO Research – Start The Week (4 Oct 2021) CLO Research has recently published the latest ranking table based on...
Monthly update (September 2021) The ten largest US CLO managers represent over a quarter of the US CLO market. Presumably, most investors...
Summarised Findings (Monthly) ESG EU CLOs slightly underperformed their non-ESG counterparts on average'Equity-friendly' managers can deliver both equity-friendly and debt-friendly...
Global CLO Market Passes $1 Trillion Milestone As per LCD and available trustee data on Intex as of 17 Aug...
EU CLO Managers: Seasoned Deals' Accrued Incentive Fees Managing CLOs in Europe is a fairly capital-intensive business given the risk-retention...
Quick Take: 2021 US CLO Deals First Reported WAS vs Initial WACC Reported weighted average spread (WAS) includes the benefits...