A sample of 302 deals (2016–2019 vintage deals) managed by 54 US CLO managers is included in this study. The benchmark loan index used is the S&P/LSTA U.S. B/BB Ratings Loan Index. The table below shows the relative standing of each US CLO manager based on their quarterly average interest alpha* metrics (since 2020). For…
Clopremium > Blog > US CLO Managers (Performance) > (Featured) US CLO Manager Scoring: Quarterly Relative Standing Based on Interest Alpha Since 1Q 2020
(Featured) US CLO Manager Scoring: Quarterly Relative Standing Based on Interest Alpha Since 1Q 2020
August 22, 2022
posted on
Leave a reply
You Might Also Like
US CLO Manager Report: KKR
CLO ResearchDecember 16, 2024
US CLO Manager Report: Oak Hill Advisors (OHA)
CLO ResearchDecember 16, 2024
US CLO Manager Report: GoldenTree AM
CLO ResearchDecember 16, 2024
US CLO Manager Report: CSAM
CLO ResearchDecember 16, 2024