EU CLO Managers: Quarterly Average MV Alpha Trends Since 1Q 2020

The table below shows the percentile figures based on the quarterly average MV alpha metrics (since 2020) of 38 EU CLO managers as of 8 Aug 2022. To put things into context, EU CLO managers are typically paid 0.45% per annum. As demonstrated by the table below, manager selection is key to investment performance.