CLO structures reviewed
Post-Covid crisis US BSL CLO structures differ in a range of ways from their predecessors, beyond shorter reinvestment periods, according to a new report from S&P.
“We reviewed a sample of almost 40 US BSL CLOs that closed in Q2 and Q3, and compared their portfolio metrics (as of the start of Q4) to the statistics in the CLO Insights 2020 Index,” the rating agency says.
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