EU CLOs: Latest Arb Returns by Vintage (as of 30 Nov 2021) A sample of 278 EU CLO deals (2015– 2020 vintage) is included in this study. Total annualised collateralised return refers to the annualised return of each CLO collateral pool calculated from their closing date to 30 Nov 2021.WACC refers to the running annualised…
Tags:Arb Returns