Global CLOs: Manager Factbook – May 2026 (New Version)

Research evidence excerpt

Global CLOs: Manager Factbook – May 2026 (New Version)

Idea

May 28, 2026 05:01 PM GMT

Morgan Stanley & Co. LLCMGlobal CLOs | North America Gabriel Reyes Esclasans

Strategist

Manager Factbook – May 2026 Gabriel.Reyes.Esclasans@morganstanley.comJoyce Jiang +1 212 761-4134

Joyce.Jiang@morganstanley.com +1 212 761-0165

(New Version) James Egan

James.F.Egan@MorganStanley.com +1 212 761-4715

We launch a new and enhanced version of our long-standing

Morgan Stanley & Co. International plc+

monthly manager factbook, featuring a richer dataset and new Vasundhara Goel

interactive capabilities designed to provide more actionable StrategistVasundhara.Goel@morganstanley.com +44 20 7677-0693

insights.

This month, we introduce a refreshed CLO Manager Factbook designed to serve as a

more interactive and analytical framework for tracking CLO manager positioning,

portfolio composition, trading activity, and performance-related trends across the

US and European BSL CLO markets. The new format preserves the core manager-

level metrics from the legacy publication while adding interactive tables, enhanced

historical comparability, and new charts on industry concentrations, transaction

volumes, rating distributions, and MVOC versus equity distributions, allowing

readers to filter by time period, manager set, region, and metric to better identify

trends and support more targeted analysis. To access the full functionality of the

interactive tables, please view this publication in its web version.

Exhibit 1: US BSL CLO Equity Exhibit 2: EU BSL CLO Equity

Distributions vs. MVOC by manager Distributions vs. MVOC by manager

Source: Morgan Stanley Research, Intex. Note: MVOC is Source: Morgan Stanley Research, Intex. Note: MVOC is