Behind the Numbers: 2018 US CLOs and Their Purchase Annualized Rates During the Post-Reinvestment Period
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.