OCP CLO 2025-40 recently priced its BB tranche at 440 bps and its AAA tranche at 114 bps, resulting in a CLO AAA-BB pricing differential of 326 bps—representing a record low in the 2.0 US CLO market. By comparison, the tightest spread seen so far in the 2.0 EU CLO market was set by Sound…
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