CLO Research

EU CLO Managers: Top-Tier Debt-Friendly Investment Performance A sample of 178 deals (closed from Jan 2016 to Jan 2020) managed...

EU CLO Managers: Summarised Findings A sample of 178 deals (closed from Jan 2016 to Jan 2020) managed by 50...

EU CLO Manager League Table – Investment Performance Of Managers With Lower Spread Portfolios A sample of 48 deals (closed...

US CLO Managers: Trading and Alpha Creation A sample of 295 deals (closed between May 2016 and Sep 2019) managed...

US CLO Managers: Summarized Findings A sample of 295 deals (closed between May 2016 and Sep 2019) managed by 79...

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

League Table – Investment Performance Of US CLO Managers Employing A Wider Spread Strategy A sample of 62 deals (closed...

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...