US CLO Managers (Performance)

(Featured) US CLO Manager Scoring: Quarterly Relative Standing Based on Interest Alpha 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 relative standing of each US CLO manager based on their quarterly average interest alpha* metrics (since 2020). For…

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