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EU CLO Managers: Investment Performance Since the Beginning of 2022

EU CLO Managers: Investment Performance since the Beginning of 2022 A sample of 212 deals (2015–2019 vintage deals managed by 51 EU CLO managers) is included in this study. The benchmark loan index used is the S&P European Euro Denominated Loan Index.The graph below shows the change in the total alpha metric for each manager…

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