Seasoned US CLO managers have added value, but not much, according to our research

By Poh-Heng Tan

Our latest research looks into one aspect of active CLO management - how much alpha managers are actually generating. According to our findings, US CLO managers have been successful in adding some value for their investors.

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TAGS: CLO Performance North America

Comment by: Anonymous. Posted 3 months ago [2023-11-29 18:50:32]

Do you mean alpha or outperformance? Looks more like managers just running beta>1 than actually generating alpha. And how does the numbers look if you subtract management fees?