Insights

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March 2, 2020

March 2020

In the Lakemore Insights – March 2020 report, we illustrate how volatile market conditions have helped defensive CLO portfolio constructions add portfolio spreads over time and build IRR.  We examine why defensively constructed CLO portfolios are expected to outperform as they benefit from relative value and reinvestment trades within the loan books and generate strong IRRs for CLO equity investors.