US BSL CLOs: AAA–BB Pricing Differential by Vintage

The table below presents the discount margin differential pricing for 2.0 CLO AAA–BB tranches by vintage. Evidently, based on a sample of non-short-dated deals with available discount margin data, 2024 emerged as the year with the narrowest AAA–BB pricing differential.

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US BSL CLOs: AAA–BB Pricing Differential by Vintage

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US BSL CLOs: AAA–BB Pricing Differential by Vintage

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