BWIC Colour: Benchmarking US CLO BB Tranche Pricing
May 14, 2026
posted on
Using a sample of US BSL CLO BB bonds with reinvestment end dates between 2029 and 2031 that have been placed on BWIC since 14 April (with released trading colour), it is interesting to observe that both MVOC and manager tiering play an important role in pricing.
For existing premium subscribers, please log in here.
If you'd like to find out more about premium subscription, please submit the form below: