CLO Research

EU CLO Single-B Tranches: OID Trend YTD CLO rated tranches with an original issue discounted (OID) price could cost more...

2021 EU CLOs: First Reported WAS Less WACC (Based on DMs) Trend The graph above shows the net interest margin...

CLO Research – Start The Week (4 Oct 2021)  CLO Research has recently published the latest ranking table based on...

The 25 largest US CLO Managers: Overlap Across Own Deals and by Vintage These 25 managers collectively manage over $420...

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...