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.

On 17 February 2026, the Financial Conduct Authority (FCA) and the Prudential Regulation Authority (PRA) issued consultation papers outlining proposed...

Looking at discounted BSL CLO BB tranches traded via BWICs since 8 January 2026, the tables below summarise DM cover levels, grouped by manager tiering and MVOC, for deals with reinvestment periods ending in 2029/30 and 2026/27.

Below are tables presenting the MVOC (AAA-B) and EQ NAV of US BSL CLO deals by vintage, based on asset prices as of February 27, 2026.

Below are tables presenting the MVOC (AAA-B) and EQ NAV of EU CLO deals by vintage, based on asset prices as of 2 March 2026.

Looking at discounted BSL CLO BB tranches traded via BWICs since 8 January 2026, the tables below summarise DM cover levels, grouped by manager tiering and MVOC, for deals with reinvestment periods ending in 2029/30 and 2026/27.