Seasoned US BSL CLOs: Post-Reinvestment-Period Annual Prepayment Rates Vary
October 27, 2023
posted on
The first table in this article showcases the prepayment rate ranges during the post-RI period for deals surpassing 10% in their initial post-RI year. By the close of the second year in the post-RI period, the median deals suggest that about 44% of the collateral balance would be prepaid. In comparison, 'more equity-friendly' deals would see only around 22% of the collateral balance prepaid, as illustrated in the second table.
For existing premium subscribers, please log in here.
If you'd like to find out more about premium subscription, please submit the form below:
