EU CLO Par Build Trends Through Market Cycles
A sample of 574 EU CLO deals (vintage 2013–1H 2025) is included in this study. Deals with a collateral pool factor below 60% are excluded.
A sample of 574 EU CLO deals (vintage 2013–1H 2025) is included in this study. Deals with a collateral pool factor below 60% are excluded.
Some of the top-performing EU CLO managers include RRAM, Brigade Capital, Guggenheim Partners, Partners Group, and Bridgepoint Credit Management.
Some of the top-performing managers include Diameter Capital, Oak Hill Advisors, Benefit Street Partners, Clover, Whitebox Capital Management, Allstate Investments, and BlackRock Financial Management.
Performance and Risk Profile of US BSL CLO Managers
This analysis examines a sample of 665 US BSL CLO deals from the 2019–2021 vintages, selected due to sufficient seasoning.
The table below presents the percentile breakdown of annualised par gain for each quartile...
