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Clopremium > Blog > Collateral Quality Metrics

Tag Archives: Collateral Quality Metrics

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EU CLO Collateral Quality Metrics: Latest Snapshot

CLO ResearchAugust 19, 2026

A sample of 659 EU CLO deals is used to provide the latest snapshot of various collateral quality metrics. Deals with a collateral factor of less than 80% are excluded.

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AAA AAA-rated Tranche Allstate Alpha Trend Annual Distributions Arbitrage Arb Returns Assets below 60 price bucket Assets below 70 price bucket Assets below 80 price bucket BB-rated Tranche Blackrock Blackstone BWIC Colour CLO AUM CLO Equity IRR CLO Equity NAV clo equity performance CSAM Elmwood EU CLO Equity IRR Exposure report Generate Goldentree Industry Exposure KKR Manager Rankings Monthly wrap Musings MVOC MV Return Alpha Oak Hill OC Ratios OHA Par Build Performance Attribution Post-RI Prepayment Prepayment Primary Pricing rankings Reinvestment Period Reset WAP WARF WAS

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