CLO Research

2014 US and EU CLOs: CLO Equity ("Amortized") Price Vs Latest Equity NAV Table 1 shows the gap between the...

EU CLO Managers: Seasoned Deals' Accrued Incentive Fees Managing CLOs in Europe is a fairly capital-intensive business given the risk-retention...

EU CLO Equity: List of Fully 'Amortised' Equity (2014–2018 deals) The table below shows the list of 2014–2018 EU CLO...

2018 EU CLOs: CLO Equity ('Amortised') Price Vs Latest Equity NAV 2018 vintage deals are a good vintage from a...

2018 EU CLOs: CLO Equity ('Amortised') Price Vs Latest Equity NAV 2018 vintage deals are a good vintage from funding...

2018 US CLOs: CLO Equity ("Amortized") Price Vs Latest Equity NAV 2018 vintage deals are a good vintage from funding...

2018 US CLOs: CLO Equity ("Amortized") Price Vs Latest Equity NAV 2018 vintage deals are a good vintage from funding...

EU CLO Managers: Top 5 Fixed-Rate Exposures Please see the tables below the top 5 fixed-rate exposures of each EU...

EU CLO Managers: Fixed-Rate Exposure (%) Please see the table below the full list of EU Managers and their weighted...

Post-2012 US CLO Equity IRRs By Vintage IRRs of US CLO Equity tranches of 170 deals redeemed are summarised in...

US CLO Managers: Number Of Deals With Failing WAL Tests The collateral weighted average life (WAL) test is important to...

US CLO Managers: Top-Tier Debt-Friendly Performance And Overlap Between Own Deals Please see the table below for the list of...

EU CLO Managers: AUM And Overlap (Between Own Deals) Please see the table below a list of EU CLO managers...

Redeemed In 2021: US CLO Equity IRRs By Vintage The updated table below shows the CLO Equity IRRs of 65...

League Table – Average Alpha And Performance Attribution Of 68 US CLO Managers A sample of 305 deals (closed between...