US CLO Managers (Performance)

League Table: US CLO Managers’ MV Alpha (as of 11 March)

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…

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