US CLO Managers’ Track Record – 2014/2015 vintage

‘Reality exists in the human mind and nowhere else. ‘ – George Orwell CLO 2014/2015 vintageAlpha (Total annualised)Alpha (NAV)Alpha (Interest)Total annualised return – collateral pool (last reporting date)Running WACC (incl. mgmt fees)Group One (10 deals)0.5%0.6%-0.3%3.7%3.4%Group Two (10 deals)0.1%0.4%-0.4%3.5%3.5%Group Three (11 deals)-0.2%0.1%-0.5%3.2%3.6%Average0.1%0.4%-0.4%3.5%3.5% Source: Intex, LPC, LCD, CLO Research We have selected 31 deals closed in 2014/2015 managed…

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