Portfolio Managers John Kerschner, Nick Childs, and Jessica Shill discuss how adding floating-rate collateralized loan obligations (CLOs) to traditional fixed-rate bond portfolios may improve risk-adjusted returns.

Portfolio Managers John Kerschner, Nick Childs, and Jessica Shill discuss how adding floating-rate collateralized loan obligations (CLOs) to traditional fixed-rate bond portfolios may improve risk-adjusted returns.

Portfolio Managers John Kerschner, Nick Childs, and Jessica Shill discuss how adding floating-rate collateralized loan obligations (CLOs) to traditional fixed-rate bond portfolios may improve risk-adjusted returns.

Portfolio Managers John Kerschner, Nick Childs, and Jessica Shill discuss how adding floating-rate collateralized loan obligations (CLOs) to traditional fixed-rate bond portfolios may improve risk-adjusted returns.

Portfolio Managers John Kerschner, Nick Childs, and Jessica Shill discuss how adding floating-rate collateralized loan obligations (CLOs) to traditional fixed-rate bond portfolios may improve risk-adjusted returns.

Portfolio Managers John Kerschner, Nick Childs, and Jessica Shill discuss how adding floating-rate collateralized loan obligations (CLOs) to traditional fixed-rate bond portfolios may improve risk-adjusted returns.

Portfolio Managers John Kerschner, Nick Childs, and Jessica Shill discuss how adding floating-rate collateralized loan obligations (CLOs) to traditional fixed-rate bond portfolios may improve risk-adjusted returns.

Portfolio Managers John Kerschner, Nick Childs, and Jessica Shill discuss how adding floating-rate collateralized loan obligations (CLOs) to traditional fixed-rate bond portfolios may improve risk-adjusted returns.

Portfolio Managers John Kerschner, Nick Childs, and Jessica Shill discuss how adding floating-rate collateralized loan obligations (CLOs) to traditional fixed-rate bond portfolios may improve risk-adjusted returns.