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How do CLO managers perform from a debt investor’s perspective?
What does the latest arbitrage landscape look like? Which managers consistently show higher post-RP prepayment rates? If you’re curious to explore our premium insights or would like a personal walkthrough of the website via Zoom, feel free to reach out at info@clopremium.co.uk. Please note, due to the proprietary nature of our research, we do not offer free trials.

5/24 US CLOs: 89 Deals Missed Their Modeled Collateral Spreads by over 20bp (Breakdown by Manager and Dealer)

CLO ResearchMay 24, 2021

US CLOs: 89 Deals Missed Their Modeled Collateral Spreads by over 20bp (Breakdown by Manager and Dealer) Since 2013 The...

5/24 EU CLOs: 71 Deals Missed Their Modelled Collateral Spreads by over 20bp (Breakdown by Manager and Dealer)

CLO ResearchMay 24, 2021

EU CLOs: 71 Deals Missed Their Modelled Collateral Spreads by over 20bp (Breakdown by Manager and Dealer) Since 2013 Modelled...

5/24 US CLOs: First Reported Net Interest Margin of Each Manager Since 2013

CLO ResearchMay 24, 2021

US CLOs: First Reported Net Interest Margin of Each Manager Since 2013 WACC refers to the weighted average original floating-rate...

5/24 EU CLOs: First Reported WAS vs WACC Since 2013

CLO ResearchMay 24, 2021

EU CLOs: First Reported WAS vs WACC Since 2013 Based on the first reported WAS (with floors) available for 2021...

5/17 EU CLO Managers: Trading and Alpha Creation

CLO ResearchMay 17, 2021

EU CLO Managers: Trading And Alpha Creation A sample of 178 deals (closed from Jan 2016 to Jan 2020) managed...

5/7 US CLO Managers: Trading and Alpha Creation

CLO ResearchMay 7, 2021

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

4/29 US CLOs: Debt Repayment Rate

CLO ResearchApril 29, 2021

US CLOs: Debt Repayment Rate The table below shows US CLO deals with 2018 and 2019 reinvestment end dates. Deals...

4/26 EU CLO AAAs: Average Time to Payoff

CLO ResearchApril 26, 2021

EU CLO AAAs: Average Time to Payoff The table above was based on Intex's update as of 23 April 2021.The...

4/26 US CLO AAAs: Average Time to Payoff

CLO ResearchApril 26, 2021

US CLO AAAs: Average Time to Payoff The table above was based on Intex's update as of 23 April 2021.The...

4/22 Trend: Historical Number of CLO Deals That Failed ID or/and OC Tests by Manager

CLO ResearchApril 22, 2021

Historical Number of CLO Deals That Failed ID or/and OC Tests by Manager 56 Global CLO deals breached ID or/and...

4/20 EU CLO BBs: Average Time to Call

CLO ResearchApril 20, 2021

EU CLO BBs: Average Time to Call Around 90% of 2013-2016 vintage BB original tranches (excluding refinanced or reset BBs)...

4/20: EU CLO EQ BWIC Colour and Historical IRRs

CLO ResearchApril 20, 2021

EU CLO EQ BWIC Colour and Historical IRRs Deal NameTranche Closing DateTrancheBWIC CoverHistorical IRR*Arbour CLO VAug 03, 2018Subord76.7110.3%Barings Euro CLO...

4/19 US CLOs: Equity IRRs of Deals Redeemed YTD

CLO ResearchApril 19, 2021

US CLOs: Equity IRRs of Deals Redeemed YTD Please see below the Equity IRRs of CLO deals redeemed YTD. The...

4/19 US CLOs: Equity IRRs of Deals Redeemed YTD

CLO ResearchApril 19, 2021

US CLOs: Equity IRRs of Deals Redeemed YTD Please see below the Equity IRRs of CLO deals redeemed YTD. The...

4/19 US CLO BBs: Time to Call

CLO ResearchApril 19, 2021

4/19 US CLO BBs: Time to Call Another 54 original tranches (BB) were paid off (not including BB tranches that...

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