AA CLO Investors Find Value in BBAM European CLO IV Reset (Updated)
BBAM European CLO IV’s reset was recently priced, with its AA tranche coming in at 190 bps.
BBAM European CLO IV’s reset was recently priced, with its AA tranche coming in at 190 bps.
The table below presents the estimated historical median pricing DMs for AAA, AA, A, BBB, and BB tranches when the...
Please refer to the tables below for historical new issue pricing data of US BSL CLO IG (Investment Grade) tranches across various market conditions.
The overall average IRR of redeemed EU CLO AA tranches stood at 2.10% (with an average WAL of 2.49 years). The median AA tranche registered a 2.06% IRR.
