US CLO Managers (Performance)

(Featured ) US CLO Managers: Quarterly Average Interest Return Alpha Metrics Since 1Q 2020

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 quarterly average interest alpha metrics* (since 1Q 2020) of 54 US CLO managers as of 16 Aug 2022….

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