October 2024

CLO Monthly Monitor

CLOs delivered strong returns across the capital stack in September, with mezzanine tranches experiencing significant tightening.

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October 2024

CLO Monthly Monitor

CLOs delivered strong returns across the capital stack in September, with mezzanine tranches experiencing significant tightening.

By 

By 

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CLO tranches delivered strong total returns in September, with the JP Morgan CLOIE Index reporting returns of 0.59% (AAA), 0.65% (AA), 0.69% (A), 0.97% (BBB), 1.55% (BB), and 2.05% (B).


CLO tranches delivered strong total returns in September, with the JP Morgan CLOIE Index reporting returns of 0.59% (AAA), 0.65% (AA), 0.69% (A), 0.97% (BBB), 1.55% (BB), and 2.05% (B).

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