US CLO Managers (Performance)

US CLO Manager Report: LCM

A sample of 409 deals (2015–2019* vintage deals) is included in this study. The benchmark loan index used is the Morningstar LSTA U.S. B/BB Ratings Loan Index. LCM has underperformed its peers since January 2020, with its performance falling further behind its peers, particularly in the aftermath of the loan market crash in late March…

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