CLO Research

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...

EU CLO Manager League Table – Investment Performance of Managers Employing a Higher Spread Strategy A sample of 50 deals...

EU CLO Manager League Table – Investment Performance of Managers with Average Spread Portfolios A sample of 61 deals with...

EU CLO Manager League Table – Investment Performance of Managers Employing a Lower Spread Strategy A sample of 65 deals...

EU CLO Manager League Table – Investment Performance of Managers with Average Spread Portfolios A sample of 61 deals with...

EU CLO Manager League Table – Investment Performance of Managers Employing a Lower Spread Strategy A sample of 65 deals...

League Table: Investment Performance of US CLO Managers Employing a Wider Spread Strategy A sample of 62 deals with over...

League Table – Investment Performance of US CLO Managers Employing a Wider Spread Strategy A sample of 62 deals with...

League Table – Investment Performance of US CLO Managers with Average Spread Portfolios (Updated) A sample of 152 deals with...