Year-end levels from TIC data, table U.S. private sector holdings of foreign-issued Collateralized Loan obligations (CLOs), collected from form SHC(A). Quarters between available annual data points are estimated based on the relative quarterly increase in CLOs outstanding from SIFMA, table US ABS Issuance and Outstanding. Data beyond the most recent annual data point are staff estimates based on quarterly CLOs outstanding from SIFMA data, table US ABS Issuance and Outstanding. Annual data prior to 2017 include only assets of the Cayman Islands; beginning in 2017:Q4, assets of all countries are included. Series begins in 2014:Q4 and has only levels (FL) and other changes in volume (FV) components.
Last edited on: 09/10/2019