EU CLO Managers (Performance)

4/15 EU CLO Managers: Pre-Covid and Latest Investment Performance

EU CLO Managers: Pre-Covid and Latest Investment Performance A sample of 117 deals, issued from 2016 to Oct 2018, managed by 40 managers, is included in this study. The benchmark loan index used is S&P Euro Leveraged Loan Index. 10 EU CLO managers, who registered a positive investment alpha pre-COVID(before the end of Feb 2020),…

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