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Underlying Issuer Positioning of Top Performing EU CLO Managers Based on 2021 Deals

We calculated the total return alpha for 90 EU CLO deals issued in 2021 and managed by 46 managers using the Morningstar European Euro Denominated Loan Index as the benchmark loan index. Out of the 46 managers, five achieved a relative standing score of over 90% based on their total return alpha metrics. A score…

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