Behind the Numbers: 2018 US CLOs and Their Purchase Annualized Rates During the Post-Reinvestment Period
December 19, 2023
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The table is structured with the first column listing the percentiles of the prepayment and purchase rates. The second column displays the actual annualized prepayment rates during the post-reinvestment (RI) period. The third column reveals the annualized prepayment rates during this period, assuming no purchases were made. The final column illustrates the annualized purchase rates during the post-RI period.
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