EU CLO Managers (Performance)

4/12 EU CLO Manager League Table – Investment Performance of Managers with Average Spread Portfolios

EU CLO Manager League Table – Investment Performance of Managers with Average Spread Portfolios A sample of 61 deals with a 3.70%-3.85% weighted average spread on average since inception (issued from 2016 to 2019) managed by 19 managers is included in this study. The table below shows the latest average investment alpha, average alpha (LTM)*,…

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