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6/10 US CLO Managers: Does AUM Size Matter?

US CLO Managers: Does AUM Size Matter? A sample of 305 deals (closed between May 2016 and Dec 2019) managed by 80 managers is included in this study. The benchmark loan index used is S&P/LSTA U.S. B/BB Ratings Loan Index. Each group is comprised of 10 Managers, with group 1 being the best performers as…

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