US CLO Managers (Performance)

Navigating the CLO Landscape: Scoring US Managers Based on 2021 Deal Performance

To expand the total alpha performance analysis, this study has included a sample of 177 more recent deals closed in 2021, managed by 64 US CLO managers. More 2021 deals will be added to the sample over time. The benchmark loan index used for this analysis is the Morningstar LSTA US B-BB Ratings Loan Index….

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