League Table: US CLO Managers’ MV Alpha A sample of 358 deals (closed between 2016 and 2019) managed by 85 managers is included in this study. The benchmark loan index used is the S&P/LSTA U.S. B/BB Ratings Loan Index. A full list of managers’ latest MV alpha (as of 11 March 2022) is shown in…
Tags:MV Return Alpha