EU CLO Managers — Who Outperformed The Loan Index (based on 2017 deals)? As of the latest trustee reports updated by Intex as of 9th Oct 2020 – Alpha (Total annualised)Alpha (NAV)Alpha (Interest)Total annualised returnAnnualised Interest returnAnnualised NAV returnWACC (incl. mgmt fee)WACC (w/o mgmt fee)Annualised return minus WACC (Net Collateral Return)Group One (14 deals)0.4%0.1%0.2%2.3%4.0%-1.7%2.2%1.6%0.1%Group Two…