Seasoned US BSL CLO Managers: Alpha Trends
CLO managers, on average, have closely tracked the loan index in 2024, following a period of relative outperformance of 10–20 bps from 2021 to 2023.
CLO managers, on average, have closely tracked the loan index in 2024, following a period of relative outperformance of 10–20 bps from 2021 to 2023.
This study examines a sample of 218 deals from the 2015 to 2019 vintages, utilising the Morningstar European Euro-Denominated Loan...
A sample of 218 deals (2015–2019 vintages) managed by 40 managers is included in this study. The benchmark loan index...
How did deals with vertical strip risk retention perform vs. deals with horizontal slice risk retention? This study examines a...
This study examines a sample of 218 deals from 2015 to 2019, utilising the Morningstar European Euro-Denominated Loan Index as the benchmark loan index.
It was an absolute pleasure to present at the IMN & FIIN Euro CLO Conference on 20th March 2024. Please find the link below for the presentation slides.
