EU CLO Managers (Performance)

4/16 EU CLO Managers: Investment Performance, Collateral Liquidity and WARF (Average)

EU CLO Managers: Investment Performance, Collateral Liquidity and WARF (Average) A sample of 166 deals issued from 2016 to 2019 is included in this study. The benchmark loan index used is S&P Euro Leveraged Loan Index. The graph below shows the average investment alpha (at least 2 deals) of 41 managers and LPC weighted average…

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