CLO Research

Please see the table in this freemium article for the full list of US CLO managers and their assets under (US CLO) management (billion) as of 30 Dec 2022 based on LCD and Intex data.

MVOC metrics fell dramatically across capital structure through 2022.

The tables below show the median MVOC and EQ NAV of US BSL CLO and EU CLO deals* by vintage...

The tables below show the median MVOC and EQ NAV of US BSL CLO and EU CLO deals* by vintage...

The tables below show the EQ NAV metrics of US BSL CLO and EU CLO deals* by vintage based on...

The table below shows the latest industry overweight/underweight for each selected manager based on EU CLOs closed in 2021–2022. Overweight means the...

The tables below show the latest industry overweight/underweight for each selected manager based on US BSL CLOs closed in 2022. Overweight means...

Please find the table below for the CLO collateral exposure by industry (Moody's classification) based on 233 US BSL CLO...

Please find the table below for the CLO collateral exposure by industry (Moody's classification) based on EU CLO deals closed in 2021–2022. The median EU CLO deal has an 15.8% exposure to Healthcare & Pharmaceuticals.

The tables below show the median MVOC and EQ NAV of US BSL CLO and EU CLO deals* by vintage...

Please see the table below for the list of top 10 US CLO managers and their assets under (US CLO) management (billion) as...

Please see the table below for the list of US CLO managers and their assets under (US CLO) management (billion) as of 30...

The top five US CLO managers for each WARF category are typically larger managers with a CLO AUM of $8 billion or more.

CLO equity and lower mezz tranches are more exposed to idiosyncratic risk. Generally speaking, deals with a bigger below 70 price...

Tracking the below 80 price bucket at the CLO underlying collateral level is useful as it highlights the tail risk of the...