April 2024

CLO Monthly Monitor

CLOs delivered strong returns, with spreads across the capital stack continuing their tightening trend.

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CLO tranches enjoyed strong total returns in March, with the JP Morgan CLOIE Index reporting returns of 0.53% (AAA), 0.64% (AA), 0.83% (A), 1.37% (BBB), 2.56% (BB), and 3.30% (B). The CS Leveraged Loan Index returned 0.83% in March. CLOs delivered strong returns, with spreads across the capital stack continuing their tightening trend.

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