US BSL CLOs: Weekly Arbitrage Metrics and AAA Spreads

The loan index's moving 4-week average discounted spreads are used as a proxy for the discounted spreads of US BSL CLO portfolios. On average, seasoned US BSL CLO managers have closely tracked the return performance of this loan index across all three metrics: annualized total returns, MV returns, and interest returns.

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Tags:AAA Arbitrage

US BSL CLOs: Weekly Arbitrage Metrics and AAA Spreads

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US BSL CLOs: Weekly Arbitrage Metrics and AAA Spreads

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