EU CLO Managers: Ranking Based on Actual ‘Arbitrage’ Investment Returns A sample of 250 EU CLO deals closed (between 2015 and 2020 1H) 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 the closing date to 18 Jun…
Tags:Arb Returns