US CLO Managers: Investment Performance Dispersion

A sample of 313 seasoned deals (2016–2019* vintage deals) managed by 56 seasoned US CLO managers is included in this study. The benchmark loan index used is the Morningstar LSTA US B-BB Ratings Loan Index.

The dispersion of investment performance among US CLO managers is significant, as shown in the graph presented in this freemium article.

If you are an investor in the CLO market, we would like to invite you to register with us using your business email to gain access to our freemium service.

This content is for Freemium members only.
Login Join Now