CLO BWIC Highlights: Wide EU CLO AA Cover Range, AA Term Structure, and Modest Equity IRRs

Last Thursday (24 April 2025) saw 27 tranches of EU CLO AA bonds, with a total notional of €61.5 million, traded via BWIC. The table below provides colour on some of the AA bonds with top-tier prints. Based on these covers and a simple extrapolation, the term structure of EU AA bonds would appear as shown in the second table.

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Tags:AA BWIC Colour CLO Equity IRR

CLO BWIC Highlights: Wide EU CLO AA Cover Range, AA Term Structure, and Modest Equity IRRs

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CLO BWIC Highlights: Wide EU CLO AA Cover Range, AA Term Structure, and Modest Equity IRRs

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