US BSL CLOs: YTD Net Interest Margin Change
Please find the table below for the net interest margin (NIM) change year-to-date, by vintage, for reinvesting US BSL CLO deals with a reinvestment end date from 1 July 2024 onward.
Please find the table below for the net interest margin (NIM) change year-to-date, by vintage, for reinvesting US BSL CLO deals with a reinvestment end date from 1 July 2024 onward.
Please find the table below for the net interest margin (NIM) change year-to-date, by vintage, for reinvesting EU CLO deals with a reinvestment end date from 1 July 2024 onward.
Please find the table below for the net interest margin (NIM) change year-to-date, by vintage, for reinvesting US BSL CLO deals with a reinvestment end date from 1 July 2024 onward.
It is not straightforward to compare annual distributions between performing deals as many variables—such as the amortisation of the class...
Net interest margin (NIM) and the leverage of the CLO structure are among the main driving factors that determine the longer-term equity distribution trend. The net interest margin at the outset is an important number that market participants look at to decide if there is enough arbitrage for equity investors in a stable market condition.
US CLOs: First Reported Net Interest Margin of Each Manager Since 2013 WACC refers to the weighted average original floating-rate...