US CLO Managers (Performance)

Seasoned US CLO Managers Who Score Well from the Latest Arbitrage Returns Standpoint

A sample of 273 US CLO deals (2016– 2019 vintage) is included in this study. Total annualised collateralised return refers to each CLO collateral pool’s annualised return calculated from their closing date to 11 March 2022.WACC refers to the running annualised weighted average cost of CLO liabilities or debt tranches (from closing to the last…

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