US CLO Managers (Performance)

US CLOs: 2017 Vintage – Investment Performance Return Alpha Attribution (With Deal Names)

US CLOs: Performance Return Alpha Attribution (With Deal Names) The graph below shows the performance attribution of 82 US CLO deals closed in 2017. Total alpha refers to the excess annualised return of the collateral pool over the index’s return. The index used is the S&P/LSTA U.S. B/BB Ratings Loan Index. The grey line in the…

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