EU CLO Managers (Performance)

EU CLO Managers: Investment Performance Summary

Investment Performance Summary A sample of 148 deals* (2015–2018 vintage deals) is included in this study. The benchmark loan index used is the S&P European Euro Denominated Loan Index. On average, EU CLO managers registered around 0% total alpha (yellow line) from Jan 2020 to Nov 2021. The table below shows the summary of 20…

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