US CLO Managers (Performance)

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) These ten...

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 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...