EU CLO Equity (2018) Scorecard: Latest Arb Returns 2018 EU CLOsOct 2021Sep 2021Aug 2021Deal count626262Average Arb1.9%1.9%1.9%Percentile 90%2.3%2.3%2.4%75%2.1%2.1%2.1%50%1.9%2.0%1.9%25%1.8%1.8%1.7%10%1.5%1.5%1.5% Source: Intex, LPC, CLO Research The 2018 vintage is generally seen as a good vintage from the WACC perspective partly thanks to the funding provided by a big Japanese bank, but WACC is only a part of the arb…
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