US CLO Managers (Performance)

US CLOs: Performance Attribution (With Deal Names) And Latest Arb Picture Of 2017 Deals

US CLOs: Performance Attribution (With Deal Names) And Latest Arb Picture Of 2017 Deals A sample of 78 deals closed in 2017 are included in the summarised table above. Benchmark loan index used is S&P/LSTA U.S. B/BB Ratings Loan Index. The average deal in the sample was largely tracking this index as seen by the…

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