CLO Research

I attribute my success to this: I never gave or took any excuse. –Florence Nightingale US CLOs: 2017 Vintage –...

US CLOs: Performance Return Alpha Attribution (With Deal Names) The graph below shows the performance attribution of 82 US CLO...

Top Exposure: Collateral Enhancement Obligation Collateral enhancement language During the Reinvestment Period, the collateral manager has the discretion to transfer...

EU CLOs: 2018 Vintage Analysis – Performance, Par Build, WARF, Asia Funding, Risk Retention EU CLO 2018Alpha (Total annualised)Net Collateral...

EU CLOs: 2018 Vintage Analysis – Performance, Par Build, WARF, Asia Funding, Risk Retention EU CLO 2018Alpha (Total annualised)Net Collateral...

“No pressure, no diamonds.” – Thomas Carlyle CLO Managers: Number Of Deals With Failing WAL Tests The collateral weighted average life...

EU CLOs: 1H 2019 Cohort Performance As this cohort has a shorter operating history, NAV alpha would tend to drive...

Time is an herb that cures all diseases. – Benjamin Franklin 26 Oct: OC Breach Table (More Deals With Less...

Time is an herb that cures all diseases. – Benjamin Franklin 26 Oct: OC Breach Table (More Deals With Less...

He who buys had need have 100 Eyes, but one’s enough for him that sells the Stuff. — Benjamin Franklin...

Impressive Track Record – Top-tier 2014 and 2015 EU CLO Deals Let the structure do the work! While CLO structure...

17 Oct: O 'Learning without contemplation is labour lost; contemplation without learning is perilous.' – Confucius EU CLOs: Relationship Between...

17 Oct: OC Breach Table (Improvement As Oct Payment Dates Edge Closer) As of the CLO trustee reports updated by...

Humility makes great men twice honourable. — Benjamin Franklins Performance Of EU CLO Deals that Were Funded By Asia Further...

EU CLO Managers — Who Outperformed The Loan Index (based on 2017 deals)? As of the latest trustee reports updated...