US CLO Equity: Latest Arbitrage Scorecard 2016 – 1H 2020 Vintages (Benchmarking) A sample of 334 deals (closed between May 2016 and Jun 2020) is included in this study.Total annualized collateralized return refers to the annualized return of each CLO collateral pool calculated from their closing date to their latest trustee reporting date (based on…
Tags:Arb Returns