US CLO Collateral Quality Metrics: Latest Snapshot

A sample of 1,998 US BSL CLOs and 370 US MM CLOs is used to provide the latest snapshot of various collateral quality metrics by quarterly vintage. Deals with a collateral pool factor of less than 80% are excluded from the analysis.

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Tags:Collateral Quality Metrics

US CLO Collateral Quality Metrics: Latest Snapshot

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US CLO Collateral Quality Metrics: Latest Snapshot

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