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US CLO Equity Scorecard: Latest Arb Returns (Benchmarking)

US CLO Equity Scorecard: Latest Arb Returns (Benchmarking) A sample of 341 deals managed by 81 US CLO managers (closed between Jan 2016 and Jun 2020) is included in this studyThe arbitrage (arb) metric is defined as the underlying CLO annualized collateral return net of the WACCTotal annualized collateralized return refers to the annualized return…

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