EU CLO Managers (Performance)

EU CLO 2018: Ranking Table And Performance Attribution

EU CLO 2018: Ranking Table And Performance Attribution The graph below shows the performance attribution of each 2018 EU CLO deal calculated as of the 8th of September. CLO Research ranks them by their total alpha performance. Alpha performance refers to the excess annualised collateral return over the S&P European Loan Index return. Total alpha…

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