S&P Dow Jones Indices has introduced the S&P U.S. CLO Investment Grade Indices, a new series of benchmarks for the investment-grade collateralized loan obligation market. The indices measure the performance of USD-denominated, floating-rate, investment-grade CLO debt tranches and include four sub-indices: the S&P U.S. CLO AAA CLO Index, the S&P U.S. CLO AA CLO Index, the S&P U.S. CLO A CLO Index, and the S&P U.S. CLO BBB CLO Index. The launch expands S&P DJI's role in the leveraged finance ecosystem by combining independent market pricing, CLO analytics, credit expertise, and transparent methodologies. The indices draw on data and analytics from S&P Global Market Intelligence and credit insights from S&P Global Ratings to provide a differentiated framework for measuring investment-grade CLO performance.
S&P Global IncS&P DJI launches new CLO indices, expanding its product offerings and leveraging its data and analytics capabilities.