CLO Research

US Middle Market CLO Managers: AUM Please see the table below a full list of US MM CLO managers and...

Monthly update (September 2021) The ten largest US CLO managers represent over a quarter of the US CLO market. Presumably, most investors...

Redeemed EU CLO Single-B Tranches: IRRs By Vintage (Updated) 79 redeemed single B tranches are included in this sample. Deals...

Redeemed EU CLO BB Tranches: IRRs By Vintage EU CLO-rated tranches have done well and demonstrated resilience through credit cycles....

The Ten Largest US CLO Managers: Investment Performance and Par Gain/Loss Based on Trading Since Jan 2020 (Updated) These ten...

US CLO Managers: Investment Performance and Portfolio Diversification A sample of 304 deals (closed between May 2016 and Dec 2019)...

US CLOs: 'Equity Friendly' Managers with Equity Friendly Investment Performance Included in this study is a sample of 304 deals...

Investment Performance League Table: US CLO Managers Included in this study is a sample of 304 deals (closed between May...

Summarised Findings (Monthly) ESG EU CLOs slightly underperformed their non-ESG counterparts on average'Equity-friendly' managers can deliver both equity-friendly and debt-friendly...

"If we pursue our habit of eating animals, and if our neighbour follows a similar path, will we not have...

EU CLO Managers: Alpha Across Vintages How do managers perform across vintages? This article features some of the most seasoned...

EU CLOs: 'Equity Friendly' Managers With Equity Friendly Investment Performance A sample of 207 deals (closed from Jan 2015 to...

EU CLOs: Performance Attribution of Equity Friendly Managers A sample of 207 deals (closed from Jan 2015 to Dec 2019)...

EU CLOs: Alpha And Performance Attribution Of 52 Managers A sample of 207 deals, (closed from Jan 2015 to Dec...

IRR of a recently redeemed EU CLO deal Aurium CLO II (managed by Spire Partners) has been redeemed recently. This...