Basic Premium

How EU CLO Managers Have Performed Since Inception Relative to the Loan Index

How Have EU CLO Managers Stacked Up Against the Loan Index Since Inception?

This study examines the long-term performance of 218 EU CLO deals from the 2015–2019 vintages, using the Morningstar European Euro-Denominated Loan Index as the benchmark.

As of 19 March 2025, EU CLO managers, on average, had outperformed the loan index on an inception-to-date basis—driven primarily by principal value return outperformance—while their interest return remained broadly in line with that of the index.

For existing premium subscribers, please log in here

If you like to find out more about premium subscription, please submit the form below:

You can unsubscribe from these communications at any time. For more information on how to unsubscribe, our privacy practices, and how we are committed to protecting and respecting your privacy, please review our Privacy Policy.

By clicking submit below, you consent to allow CLO Research to store and process the personal information submitted above to provide you the content requested.