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Historical Trend: Full List Of Managers And The Number Of Their Failing ID/OC Deals Since April 2020

Please find the table below, which shows the full list of CLO managers and the number of their deals that breached ID/OC tests since April 2020. Post 2012 deals (excluding collateral pool of less than 50 million and less than 20% pool factor)25-Nov27-Oct01-Oct01-Sep01-Aug01-Jul01-Jun01-MaySculptor Loan Management                       13             15             13             12              15            18            19               16Barings                       10             10            …

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