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US CLO Equity (2018) Scorecard: Latest Arb Returns

US CLO Equity (2018) Scorecard: Latest Arb Returns  20182018 Total Annualised returns less WACC incl. mgmt feesTotal Annualised returns less WACC excl. mgmt feesSample deal count104104Average0.9%1.4%   Percentile20182018Max1.8%2.2%90%1.3%1.8%75%1.2%1.6%50%1.0%1.4%25%0.7%1.2%10%0.5%0.9%Min-0.3%0.2% 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,…

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