US CLO Managers (Performance)

3/9 US CLOs: Investment Performance And MVOC (2019 Deals)

US CLOs: Investment Performance And MVOC (2019 Deals) 2019 US CLOsAlpha (Annualised)Alpha (MV)Alpha (Interest)Average reported WAS* (%)MVOC (report date)Tier 1 (10 deals)0.9%0.8%0.0%3.57108.2Tier 2 (9 deals)0.5%0.4%0.0%3.63107.4Tier 3 (10 deals)0.2%0.3%-0.1%3.53107.3Tier 4 (10 deals)-0.3%-0.3%0.0%3.58106.4Average0.3%0.3%0.0%3.58107.3 Source: Intex, LPC, CLO Research, LCD, an offering of S&P Global Market Intelligence A sample of 39 deals closed in 2019 is included in…

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