BWIC Colour: Benchmarking US BSL CLO BB Tranches (Updated)

Looking at CLO BB tranches traded via BWICs since 14 April 2026, the table below summarises DM cover levels (or best levels where DNT), grouped by manager tier and MVOC range for deals with reinvestment periods ending in 2029–2031. DMs for top-tier bonds ranged from 499 to 692 bps, mid-tier bonds from 553 to 853 bps, and lower-tier bonds from 597 to 935 bps.

For existing premium subscribers, please log in here.

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

Name *

First

Last

Email *

Comment or Message *

CLO Research is committed to protecting and respecting your privacy, and we’ll only use your personal information to administer your account and to provide the products and services you requested from us. From time to time, we would like to contact you about our products and services, as well as other content that may be of interest to you. If you consent to us contacting you for this purpose, please tick below to say how you would like us to contact you:

I agree to receive other communications from CLO Research.

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.

Tags:BWIC Colour

BWIC Colour: Benchmarking US BSL CLO BB Tranches (Updated)

For existing premium subscribers, please log in here.

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

Recommended For You

CLO BB Trading Heats Up: US Range Wide, EU Range Tight

US CLO BB BWIC Snapshot: Clear Tiering in Play

BWIC Colour: Benchmarking CLO BB Tranches (Updated)

EU CLO Trading Snapshot: BB Resilience and Wide Dispersion in Single-B Bids

BWIC Colour: Benchmarking US CLO BB Tranches (Updated)

US BSL CLO Market: Manager-Level BWIC Activity (12-Month Review)

US CLO BB BWIC Pricing: A Clear Differentiation by Manager Tier

EU and US CLO AAA Pricing Along the Curve

MVOC as a Pricing Anchor in Recent EU CLO Single-B BWIC Trades

Search

BWIC Colour: Benchmarking US BSL CLO BB Tranches (Updated)

For existing premium subscribers, please log in here.

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

You Might Also Like

Recommended For You

Search

Tag Cloud

CLO Research Group Limited