US CLO Managers (Performance)

Lower Interest Return Strategy: Performance Attribution of 58 US CLO Managers

Lower Interest Return Strategy: Performance Attribution of 59 US CLO Managers A sample of 244 deals managed by 58 managers with less than 0% interest alpha over the last three months on average (closed between Mar 2016 and Dec 2019) is included in this study. The table below shows each manager’s latest average investment alpha…

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