Insights

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April 2020

In the Lakemore Insights – April 2020 report, we discuss current market conditions, relative values within leveraged loans and CLO tranches, and track performance of Defensive CLOs vs. Aggressive CLOs. The analysis shows defensive CLOs are performing better on risk metrics as levels of stress continue to increase in the leveraged loan market.  This continues to emphasize the need for an overall focus on risk stabilization as core to the generation of higher risk-adjusted performance.