EU CLO Managers (Performance)

5/14 EU CLO Managers: Summarised Findings

EU CLO Managers: Summarised Findings A sample of 178 deals (closed from Jan 2016 to Jan 2020) managed by 50 EU CLO managers is included in this study. The benchmark loan index used is S&P Euro Leveraged Loan Index. The table below shows the latest total alpha, average alpha (since 1 March 2020), poor alpha…

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