US CLOs: Latest Arb Returns by Vintage
The arbitrage (arb) metric is defined as the underlying CLO annualized collateral return net of the WACC.
The arbitrage (arb) metric is defined as the underlying CLO annualized collateral return net of the WACC.
2020 vintage deals used to do much better than the other vintages but this was no longer the case as of 24 May 2022...
A sample of 273 US CLO deals (2016– 2019 vintage) is included in this study. Total annualised collateralised return refers...
The arbitrage (arb) metric is defined as the underlying CLO annualized collateral return net of the WACC.
US CLOs: Latest Arb Returns by Vintage A sample of 417 deals (2016–2020 vintage) is included in this study.The arbitrage...
Seasoned US CLO Managers Who Score Well from the Latest Arbitrage Returns Standpoint A sample of 273 US CLO deals...
