EU CLO Managers (Performance)

Crunching the Numbers: Scoring EU CLO Managers Based on 2021 Deal Performance

This study expands its analysis to include a sample of 90 more recent deals (closed in 2021) managed by 46 managers, using the Morningstar European B Ratings Loan Index as the benchmark loan index. The table below illustrates the relative standing of each EU CLO manager based on their latest average total alpha metrics. A…

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