US CLO Managers (Performance)

Investment Performance League Table: US CLO Managers Included in this study is a sample of 304 deals (closed between May...

US CLO Managers: Top-Tier Debt-Friendly Performance And Overlap Between Own Deals Please see the table below for the list of...

League Table – Average Alpha And Performance Attribution Of 68 US CLO Managers A sample of 305 deals (closed between...

League Table – Investment Performance Consistency Of US CLO Managers And Overlap Analysis A sample of 187 deals (closed between...

The tables below show the list of US CLO managers (in alphabetical order) who achieved above-average arb returns of over 1.4% across their deals. Arb return is not the same as net interest margin!

US CLO Managers: Both Debt and Equity Friendly Investment Performance (Top 10) (Updated) A sample of 314 deals (closed between...

US CLO Managers: Top-Tier Equity-Friendly Investment Performance A sample of 305 deals (closed between May 2016 and Dec 2019) managed...

US CLO Managers: Top-Tier Debt-Friendly Investment Performance A sample of 305 deals (closed between May 2016 and Dec 2019) managed...

League Table – Investment Performance of US CLO Managers With Average Spread Portfolios (Updated) A sample of 151 deals (closed...

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

League Table – Investment Performance of US CLO Managers Employing a Lower Spread Strategy A sample of 98 deals managed...

US CLO Managers: Summarized Findings A sample of 295 deals (closed between May 2016 and Sep 2019) managed by 79...

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)...