Tag Archives: Performance Attribution

US CLO Managers: Performance Attribution Please see the table below for the performance attribution of 66 US CLO managers based...

The table below shows the latest total/MV/interest alpha metrics of 39 EU CLO managers as of 20 Jun 2022...

US CLO Managers: Latest Investment Performance Attribution A sample of 358 deals (2016–2019 vintage deals) is included in this study....

EU CLOs: Latest Performance Attribution of 41 Seasoned Managers A sample of 196 deals (2015–2019 vintage deals) is included in...

EU CLOs: Latest Performance Attribution of 41 Seasoned Managers A sample of 196 deals (2015–2019 vintage deals) is included in...

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