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If you are an investor and would like to explore our research, we are pleased to offer complimentary two-week trial access to our Basic content, subject to a trial agreement.
Based on a sample of 958 and 134 fully liquidated 2.0 US and EU CLO deals, respectively, EU CLO equity tranches have generally outperformed their US counterparts across vintages.
Based on asset prices as of 20 March 2026, the median deal has approximately 5.8% and 2.4% of assets trading below 80 and 70, respectively. Around 6.6% of assets are quoted above par.
The table below presents the IRRs by vintage for fully liquidated US CLO deals from the 2012 to 2023 vintages, based on a sample of 958 deals.
The table below presents the IRRs by vintage for fully liquidated EU CLO deals from the 2013 to 2023 vintages, based on a sample of 134 deals.
Based on asset prices as of 20 March 2026, the median deal has approximately 5.8% and 2.4% of assets trading below 80 and 70, respectively. Around 6.6% of assets are quoted above par.
