EU CLO Managers (Performance)

Total Return Alpha Scores Based on Seasoned Deals Revealed: Which EU CLO Managers Came Out on Top in 1Q 2023?

The study includes a sample of 197 seasoned deals (2015–2019 vintage deals) managed by 39 managers, with the Morningstar European Euro Denominated Loan Index used as the benchmark loan index. The table below displays the relative ranking of each EU CLO manager based on their average total return alpha metrics for 1Q 2023. For instance,…

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