Monday 13 March 2017 15:30 London/ 10.30 New York/ 23.30 Tokyo
European CLO equity spreads have experienced a notable turnaround, from a negative -10.5% price return in 2015 to an 8.8% price return in 2016. Indeed, based on a sample of 63 post-crisis deals, JPMorgan figures show that European CLO equity total returns average 32.21%.
Every CLO in the sample shows a positive total return ranging from 54.3% to 10.1%. JPMorgan ...
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