EU CLO Managers (Performance)

EU CLO Managers: Investment Performance and Fixed-Rate Strategy

EU CLO Managers: Investment Performance and Fixed-Rate Strategy A sample of 218 EU deals (vintage 2015–2019) is included in this study. The benchmark loan index used is the S&P European Euro Denominated Loan Index. The table below shows the investment performance and fixed-rate exposure (average since inception) for each EU CLO Manager. EU CLO managers…

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