Basic Premium

EU CLOs: Year-End AAA and AA Prints Remain Wide Compared to Pre-2024 Levels

The table below presents the estimated historical median pricing DMs for AAA, AA, A, BBB, and BB tranches when the four-week moving average of the Morningstar European Euro-Denominated Loan Index’s discounted spread fell within the range of 440–460 bps. These DMs have been adjusted for the EURIBOR floor. For instance, the median AAA tranche carried…

For existing premium subscribers, please log in here

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

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.