EU CLO Managers (Performance)

(Featured) EU CLO Manager Scoring Based on MV Return Alpha

A sample of 198 deals (2015–2019 vintage deals) managed by 39 managers is included in this study. The benchmark loan index used is the Morningstar European Euro Denominated Loan Index. The table below shows the relative standing of each EU CLO manager based on their quarterly average MV alpha* metrics (since 2020). For example, a…

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