US BSL CLOs: Latest OC (BB) Test Cushions by Vintage

Excess CCC buckets, defaults, discount obligations, and losses from trading can all reduce the OC ratio. Typically, OC test cushions decrease over time as deals mature. The tables above display the OC (BB) test cushions, segmented by vintage year, based on Intex runs from January 22, 2024, and previously from November 17, 2023.

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Tags:OC Test Cushions

US BSL CLOs: Latest OC (BB) Test Cushions by Vintage

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