CLO Research

Since early 2025, the three educational articles below have collectively garnered over 7,500 views, underscoring continued interest in succinct, practical and relevant CLO content.

Looking at the list of EU CLO BB tranches placed on BWIC since 5 May 2026, bids have been strong, with the average cover price above par. The table below shows the breakdown by reinvestment end year.

Over the past month, trading colour was available for more than 470 data points (source: SCI). The table below presents the average DMs and DMs to first call based on cover bids, grouped by WAL cohort.

A sample of 122 unique CLO equity positions is used for this study. These positions were placed on BWIC, with trading colour available since 21 April 2026.

A sample of 122 unique CLO equity positions is used for this study. These positions were placed on BWIC, with trading colour available since 21 April 2026.

Over the past month, trading colour was available for more than 470 data points (source: SCI). The table below presents the average DMs and DMs to first call based on cover bids, grouped by WAL cohort.