US CLO Managers (Performance)

US Module premium users will gain access to all basic premium content, as well as to US manager performance reports, including the latest reports on individual investment return performance from large and seasoned US CLO managers. Due to the proprietary research nature of our CLO Premium service, we do not offer free trials. If you’re interested in learning more about the premium content or would like a walkthrough of the website via Zoom, please don’t hesitate to email info@clopremium.co.uk.

US CLO Managers: WARF and “Volatility” of Alpha

CLO ResearchMarch 7, 2022

US CLO Managers: WARF and Volatility of Alpha A sample of 270 US CLO deals (closed between 2016 and 2018) is...

Lower Interest Return Strategy: Performance Attribution of 58 US CLO Managers

CLO ResearchFebruary 15, 2022

Lower Interest Return Strategy: Performance Attribution of 59 US CLO Managers A sample of 244 deals managed by 58 managers...

Higher Interest Return Strategy: Performance Attribution of 27 US CLO Managers

CLO ResearchFebruary 8, 2022

Higher Interest Return Strategy: Performance Attribution of 27 US CLO Managers A sample of 114 deals managed by 27 managers...

US CLO Manager Report: ArrowMark

CLO ResearchJanuary 25, 2022

A sample of 366 deals (2016–2019* vintage deals) is included in this study. The benchmark loan index used is the...

The Ten Largest US CLO Managers: Investment Performance and Par Gain/Loss Based on Trading Since Jan 2020 (Updated)

CLO ResearchSeptember 21, 2021

The Ten Largest US CLO Managers: Investment Performance and Par Gain/Loss Based on Trading Since Jan 2020 (Updated) These ten...

US CLOs: ‘Equity Friendly’ Managers with Equity Friendly Investment Performance

CLO ResearchSeptember 20, 2021

US CLOs: 'Equity Friendly' Managers with Equity Friendly Investment Performance Included in this study is a sample of 304 deals...

Investment Performance League Table: US CLO Managers

CLO ResearchSeptember 20, 2021

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

CLO ResearchJuly 31, 2021

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

CLO ResearchJuly 23, 2021

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

CLO ResearchJuly 23, 2021

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

(Updated) US CLO Managers With Above-Average Arb Returns

CLO ResearchJuly 7, 2021

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)

CLO ResearchJune 17, 2021

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

CLO ResearchJune 11, 2021

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

CLO ResearchJune 11, 2021

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

CLO ResearchJune 11, 2021

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

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