23 EU CLO Managers Score Well from the Latest Arb Standpoint (Freemium)

23 EU CLO Managers Score Well from the Latest Arb Standpoint A sample of 278 EU CLO deals (2015– 2020 vintage) is included in this study. Total annualised collateralised return refers to each CLO collateral pool’s (unlevered) annualised return calculated from their closing date to 30 Nov 2021.WACC refers to the running annualised weighted average…