5/4 US CLO Managers: Consistent Outperformance Through COVID-19 (Top 20)
US CLO Managers: Consistent Outperformance Through COVID-19 (Top 20) A sample of 295 deals (closed between May 2016 and Sep...
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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...
US CLOs: Performance Attribution (With Deal Names) And Latest Arb Picture Of 2017 Deals A sample of 78 deals closed...
Mini-League Table Based On 2018 US CLO Investment Performance The mini-league table below shows the investment performance of 52 managers...
Mini-League Table Based On 2018 US CLO Investment Performance The mini-league table below shows the investment performance of 52 managers...
US CLOs: 2018 Cohort (Investment Performance, Attribution, Net Collateral Margin, CCC, and WARF Change) This sample size is comprised of...
US CLOs: Performance Return Alpha Attribution (With Deal Names) The graph below shows the performance attribution of 82 US CLO...