EU CLO Managers (Performance)

EU CLO Manager Report: Anchorage

A sample of 218 deals (2015–2019* vintage deals) is included in this study. The benchmark loan index used is the Morningstar European Euro Denominated Loan Index. On average, EU CLO managers performed well before the pandemic registering close to 20bp total alpha. The sample’s total alpha plunged to a low of around -50p in Apr…

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