Basic Premium

US CLOs: Quarterly Average Discounted Loan Spread-to-Maturity Less Weighted Average DM in Graph

US CLOs: Quarterly Average Discounted Loan Spread-to-Maturity Less Weighted Average DM in Graph The graph above shows the US CLO arb picture over time. Arb is calculated by taking the quarterly average S&P/LSTA U.S. B/BB Ratings Loan Index’s discounted spread-to-maturity net of the average WADM* (weighted averaged discount margin) for CLO deals priced in the same quarter….

For existing premium subscribers, please log in here

If you like to find out more about premium subscription, please submit the form below:

You can unsubscribe from these communications at any time. For more information on how to unsubscribe, our privacy practices, and how we are committed to protecting and respecting your privacy, please review our Privacy Policy.

By clicking submit below, you consent to allow CLO Research to store and process the personal information submitted above to provide you the content requested.