US CLO Managers (Performance)

5/4 US CLO Manager Investment Performance: Before and After

US CLO Manager Investment Performance: Before and After A sample of 295 deals (closed between May 2016 and Sep 2019) managed by 79 managers is included in this study. The table below shows 17 managers with over 30bp latest alpha and positive alpha before 1 March 2020. The benchmark loan index used is S&P/LSTA U.S….

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