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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.
The table also shows each manager’s below-80 price bucket breakdown by industry. Generally speaking, the below-80 price exposure is spread across different industries, with no single industry accounting for the majority of the exposure, highlighting the idiosyncratic nature of the risks associated with these assets.
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.
Generally speaking, the below-80 price exposure is spread across different industries, with no single industry dominating the exposure, highlighting the idiosyncratic nature of the risks associated with these assets.
