CLO Research: Recent FindingsCLO ResearchApril 19, 2022CLO Research: Recent Findings 1) Based on CLO Research's latest findings, size does not seem to have much impact on...
EU CLO Managers: Investment Performance SummaryCLO ResearchDecember 20, 2021EU CLO Managers: Investment Performance Summary A sample of 148 deals* (2015–2018 vintage deals) is included in this study. The...
Month End Summarised UpdateCLO ResearchNovember 30, 2021Month End Summarised Update Given that CLO deals can be priced to perfection, the underlying modelled collateral spreads (at inception)...
Summarised Findings (Monthly)CLO ResearchSeptember 3, 2021Summarised Findings (Monthly) ESG EU CLOs slightly underperformed their non-ESG counterparts on average'Equity-friendly' managers can deliver both equity-friendly and debt-friendly...
5/14 EU CLO Managers: Summarised FindingsCLO ResearchMay 14, 2021EU CLO Managers: Summarised Findings A sample of 178 deals (closed from Jan 2016 to Jan 2020) managed by 50...
