CLO Research

US CLOs: Debt Repayment Rate The table below shows US CLO deals with 2018 and 2019 reinvestment end dates. Deals...

US CLO AAAs: Average Time to Payoff The table above was based on Intex's update as of 23 April 2021.The...

EU CLO AAAs: Average Time to Payoff The table above was based on Intex's update as of 23 April 2021.The...

Historical Number of CLO Deals That Failed ID or/and OC Tests by Manager 56 Global CLO deals breached ID or/and...

Trend: Historical Number of CLO Deals That Failed ID or/and OC Tests 56 Global CLO deals breached ID or/and OC...

EU CLO EQ BWIC Colour and Historical IRRs Deal NameTranche Closing DateTrancheBWIC CoverHistorical IRR*Arbour CLO VAug 03, 2018Subord76.7110.3%Barings Euro CLO...

EU CLO BBs: Average Time to Call Around 90% of 2013-2016 vintage BB original tranches (excluding refinanced or reset BBs)...

US CLOs: Equity IRRs of Deals Redeemed YTD Please see below the Equity IRRs of CLO deals redeemed YTD. The...

US CLOs: Equity IRRs of Deals Redeemed YTD Please see below the Equity IRRs of CLO deals redeemed YTD. The...

4/19 US CLO BBs: Time to Call Another 54 original tranches (BB) were paid off (not including BB tranches that...

4/16 US CLO BBs: Time to Call Another 54 original tranches (BB) were paid off (not including BB tranches that...

EU CLO Managers: Investment Performance, Collateral Liquidity and WARF (Average) A sample of 166 deals issued from 2016 to 2019...

EU CLO Managers: Investment Performance and Collateral Liquidity A sample of 166 deals issued from 2016 to 2019 is included...

EU CLO Managers: Pre-Covid and Latest Investment Performance A sample of 117 deals, issued from 2016 to Oct 2018, managed...

Quick Take: 2021 US CLO Deals Reported WAS vs WACC Reported weighted average spread (WAS) includes the benefits of Libor...