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US CLOs: Relationship Between Investment Performance and Par Build (2018 Cohort) And Whose Deals Are In The Top Tier Groups?

US CLOs: Relationship Between Investment Performance and Par Build (2018 Cohort) And Whose Deals Are In The Top Tier Groups? This sample size is comprised of 66 deals (2018 vintage) managed by 40 managers. The loan benchmark used is the S&P/LSTA U.S. B/BB Ratings Loan Index. The 66 deals have been grouped into six tiers…

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