EU CLO Equity Scorecard: Arb Investment Returns (Benchmarking) A sample of 250 EU CLO deals managed by 55 EU CLO managers is used in this study.Total annualised collateralised return refers to the annualised return of each CLO collateral pool calculated from their closing date to 18 Jun 2021.WACC refers to the running annualised weighted average…
Tags:Arb Returns