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.

Please find the download link below for the interactive CLO issuance arranger and manager league tables. Users can customise the analysis by selecting the relevant date windows, currency, and deal type, with the arranger and manager rankings updating automatically based on the chosen criteria.

Please find below the download link for the interactive CLO manager collateral AUM ranking tables.

This file tracks Net Interest Margin (collateral gross coupon minus weighted average CLO tranche coupon) trends across 131 US BSL CLO managers, with monthly data dating back to March 2013. Select up to ten managers from the dropdown menus to compare manager-level margin trends relative to peers and the market average over time.

A sample of 542 EU CLO deals is used in this study. Called deals and static deals are excluded from the sample.

Please find below the download link for the interactive CLO manager collateral AUM ranking tables.