Clopremium > Blog > Basic Premium > US CLOs: Latest Arb Returns by Vintage Basic PremiumUS CLOs: Latest Arb Returns by VintageMay 26, 2022posted on May. 26, 2022 at 12:39 pmJuly 11, 2022The arbitrage (arb) metric is defined as the underlying CLO annualized collateral return net of the WACC. For existing premium subscribers, please log in here If you like to find out more about premium subscription, please submit the form below: Please enable JavaScript in your browser to complete this form. Name * First Last Email * Comment or Message * CLO Research is committed to protecting and respecting your privacy, and we’ll only use your personal information to administer your account and to provide the products and services you requested from us. From time to time, we would like to contact you about our products and services, as well as other content that may be of interest to you. If you consent to us contacting you for this purpose, please tick below to say how you would like us to contact you: I agree to receive other communications from CLO Research. You can unsubscribe from these communications at any time. For more information on how to unsubscribe, our privacy practices, and how we are committed to protecting and respecting your privacy, please review our Privacy Policy. By clicking submit below, you consent to allow CLO Research to store and process the personal information submitted above to provide you the content requested. Submit Tags:Arb ReturnsCLO ResearchMay 26, 2022previous articleEU CLOs: Latest Arb Returns by Vintagenext articleEU CLOs: Quarterly Average Discounted Spread-to-Maturity Less Weighted Average DM in GraphLeave a reply You Might Also LikeBasic PremiumSeasoned US BSL CLO Managers: Alpha TrendsCLO ResearchDecember 16, 2024Basic PremiumUS BSL CLOs: Weekly Arbitrage Metrics and AAA SpreadsCLO ResearchDecember 16, 2024Basic PremiumUS BSL and EU CLO MVOC and CLO Equity NAV Across All Tranches and VintagesCLO ResearchDecember 13, 2024Basic PremiumEU CLO Managers: Rankings Based on MVOC (BB)CLO ResearchDecember 13, 2024Recommended For YouEU CLOs: Latest Arb Returns by VintageCLO ResearchMay 26, 2022US CLOs: Latest ‘Arb’ Returns by VintageCLO ResearchMarch 21, 2022EU CLOs: Latest Arb Returns by Vintage (as of 30 Nov 2021)CLO ResearchDecember 30, 2021EU CLO Equity (2018) Scorecard: Latest Arb ReturnsCLO ResearchNovember 23, 2021US CLO Equity (2018) Scorecard: Latest Arb ReturnsCLO ResearchNovember 12, 2021EU CLO Equity Scorecard: Arb Investment Returns (Benchmarking)CLO ResearchJune 22, 2021US CLO Equity: Latest Arbitrage Scorecard 2016 – 1H 2020 Vintages (Benchmarking)CLO ResearchJune 15, 2021
Basic PremiumUS BSL and EU CLO MVOC and CLO Equity NAV Across All Tranches and VintagesCLO ResearchDecember 13, 2024
US CLO Equity: Latest Arbitrage Scorecard 2016 – 1H 2020 Vintages (Benchmarking)CLO ResearchJune 15, 2021