Leveraged Loan Insight & Analysis – 7/13/2020

Weighted average bids of US CLO portfolios
continue to edge higher


The value of loan assets in U.S. CLO portfolios has continued to trend higher over the last three months, clawing back some of the losses that battered markets at the end of March, according to analysis from LPC Collateral. Looking at the distribution of CLO portfolio weighted average bids from the end of June, only 1% of U.S. CLOs carried a weighted average bid less than 80.