EU CLO Managers (Performance)

2/27 ESG EU CLO Deals And Their Relative Performance

ESG EU CLO Deals And Their Relative Performance A sample of 60 EU CLO deals closed in 2019 is included in the table below. The benchmark loan index used is S&P European Leveraged Loan Index. 2019 EU CLOsAlpha (Total annualised)Alpha (MV)Alpha (Interest)Annualised par gainESGTier 1 (10 deals)0.8%0.2%0.5%0.6%0Tier 2 (10 deals)0.4%0.1%0.3%0.1%1Tier 3 (10 deals)0.1%-0.1%0.2%-0.1%2Tier 4 (10…

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