US Module

League Table – Investment Performance of US CLO Managers with Average Spread Portfolios A sample of 152 deals (closed between...

League Table – Investment Performance Of US CLO Managers Employing A Wider Spread Strategy A sample of 62 deals (closed...

US CLO Managers: Top-Tier Debt-Friendly Investment Performance (Updated) A sample of 314 deals (closed between May 2016 and Dec 2019)...

US CLO Managers: Top Tier Equity-Friendly Investment Performance (Updated) A sample of 314 deals (closed between May 2016 and Dec...

US CLO Managers: Resilience Through COVID-19 (Top 20) A sample of 295 deals (closed between May 2016 and Sep 2019)...

US CLO Managers: Consistent Outperformance Through COVID-19 (Top 20) A sample of 295 deals (closed between May 2016 and Sep...

US CLO Manager Investment Performance: Before and After A sample of 295 deals (closed between May 2016 and Sep 2019)...

League Table – Investment Performance of US CLO Managers Employing a Wider Spread Strategy A sample of 62 deals with...

League Table – Investment Performance of US CLO Managers with Average Spread Portfolios (Updated) A sample of 152 deals with...

League Table – Investment Performance of US CLO Managers Employing a Lower Spread Strategy (Updated) A sample of 81 deals...

US CLOs (2017 Vintage): Investment Performance of Wider Spread Deals 2017 dealsDeal CountTotal Investment Alpha (Latest)Alpha (MV)Alpha (Interest)Average reported WAS...

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...

US CLOs: Investment Performance And MVOC (2019 Deals) 2019 US CLOsAlpha (Annualised)Alpha (MV)Alpha (Interest)Average reported WAS* (%)MVOC (report date)Tier 1...

US CLO Managers: Investment Alpha, Performance Attribution, Average Alpha (LTM) And Risk Measure A sample of 279 deals (managed by...

US CLOs: Investment Performance, Attribution, Risk Measure And Par Build/Burn (2017 deals) A sample of 93 deals (managed by 52...