US CLO Managers: Does a Very Liquid Strategy Lead to Better Investment Performance? US CLO ManagersLatest Total AlphaLiquidity* – Average Depth* (quotes)Count (very liquid strategy–weighted depth of >6.00)Group One (10 Managers)0.7%5.482Group Two (10 Managers)0.4%5.612Group Three (10 Managers)0.3%5.632Group Four (10 Managers)0.2%5.754Group Five (10 Managers)0.1%5.501Group Six (10 Managers)0.0%5.560Group Seven (10 Managers)-0.2%5.611Group Eight (10 Managers)-0.4%5.552Average0.1%5.59 Source: Intex, LPC,…
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