Primary EU CLOs: Five-Year Review of Tranche Pricing Relative to AAA (Updated)

The analysis covers new-issue EU BSL CLOs priced between 2 February 2022 and 1 October 2026 with a reported discount margin (DM), sourced from SCI. Deals with reinvestment periods of less than 3.9 years are excluded, as are a selected group of deals that were not competitively priced.

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Primary EU CLOs: Five-Year Review of Tranche Pricing Relative to AAA (Updated)

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Primary EU CLOs: Five-Year Review of Tranche Pricing Relative to AAA (Updated)

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