Trying to understand what has been the historic yield target for large structured credit funds investing in CLOs, ABS, MBS, and NPLs across America, Europe, and selectively in Asia.
In a rising interest rate scenario, credit warehouses (like hedge funds) are likely going to see incremental deal activity, how many bps are targets likely to shift for portfolio managers going forward?
Hi DS_1994, the silence is deafening, sorry about that.... Any of the threads below helpful?
More suggestions...
Hope that helps.
Base case mid/high single-digit unlevered IRRs, which, due to poor leverage for deep credit products, means low/mid teens levered.
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