US CLO Managers: Does a Very Liquid Strategy Lead to Better Investment Performance?CLO ResearchJune 11, 2021US CLO Managers: Does a Very Liquid Strategy Lead to Better Investment Performance? US CLO ManagersLatest Total AlphaLiquidity* – Average...
4/16 EU CLO Managers: Investment Performance and Collateral Liquidity – FreemiumCLO ResearchApril 16, 2021EU CLO Managers: Investment Performance and Collateral Liquidity A sample of 166 deals issued from 2016 to 2019 is included...
4/16 EU CLO Managers: Investment Performance, Collateral Liquidity and WARF (Average)CLO ResearchApril 16, 2021EU CLO Managers: Investment Performance, Collateral Liquidity and WARF (Average) A sample of 166 deals issued from 2016 to 2019...
Underlying Collateral Liquidity of US And EU CLOsCLO ResearchFebruary 19, 2021Underlying Collateral Liquidity of US And EU CLOs The table below summarised the underlying liquidity of both EU and US...
US CLOs: Investment Performance And Liquidity ScoreCLO ResearchFebruary 16, 2021US CLOs: Investment Performance And Liquidity Score The graph below shows each deal's latest investment alpha and its LPC liquidity...
