CLO Research

US CLO Managers: Top Tier Equity-Friendly Investment Performance (Updated) A sample of 314 deals (closed between May 2016 and Dec...

US CLO Managers: Top-Tier Debt-Friendly Investment Performance (Updated) A sample of 314 deals (closed between May 2016 and Dec 2019)...

US CLO Managers: Consistent Outperformance Through COVID-19 (Top 20) A sample of 295 deals (closed between May 2016 and Sep...

US CLO Managers: Resilience Through COVID-19 (Top 20) A sample of 295 deals (closed between May 2016 and Sep 2019)...

US CLO Manager Investment Performance: Before and After A sample of 295 deals (closed between May 2016 and Sep 2019)...

US CLO Managers: Top-Tier Debt-Friendly Investment Performance A sample of 294 deals (closed between May 2016 and Sep 2019) managed...

US CLOs: The Relationship Between Investment Performance And Underlying Collateral Liquidity The graph below shows the investment alpha of 79 managers and...

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...