US CLO Managers (Performance)

US CLO Manager Report: Marble Point

A sample of 366 deals (2016–2019* vintage deals) is included in this study. The benchmark loan index used is the S&P/LSTA U.S. B/BB Ratings Loan Index. While on average CLO managers did poorer than the loan index from Jan to Nov 2020, the good news is that the managers’ average total alpha has improved by…

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