Asset default rates climbed slightly for both U.S. CLO 1.0 and CLO 2.0 vintages in the fourth quarter, according to a report from Moody’s Investors Service.

The monthly change for defaulted holdings in CLO 2.0s – which now comprise 95% of the market for outstanding CLO issues – rose 0.1%  and now stand at 0.12%. The rate for CLO 1.0s rate 0.12%, now standing at 3.13%.

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