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US CLO Managers: Total/MV/Interest Alpha Trends (Jan 2020 to 11 Mar 2022)

Everything should be made as simple as possible, but not simpler. – Albert Einstein US CLO Managers: Total/MV/Interest Alpha Trends (Jan 2020 to 11 Mar 2022) A sample of 357 deals (2016–2019* vintage deals) managed by 85 US CLO managers is included in this study. The benchmark loan index used is the S&P/LSTA U.S. B/BB…

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