CLO Research

Higher Interest Return Strategy: Performance Attribution of 27 US CLO Managers A sample of 114 deals managed by 27 managers...

Higher Interest Return Strategy: Performance Attribution of 27 US CLO Managers A sample of 114 deals managed by 27 managers...

Thoughts: Annual Default Rates and CLO Equity IRRs According to a report by S&P Global Ratings, the U.S. trailing-12-month speculative-grade...

Thoughts: Annual Default Rates and CLO Equity IRRs According to a report by S&P Global Ratings, the U.S. trailing-12-month speculative-grade...

Stream of US CLO Management Fees: Alcentra The table below shows the next eight years of management fees expected to...

Stream of US CLO Management Fees: CBAM Bloomberg reported on Jan 24 that Eldridge is in discussions with firms to...

Redeemed: KKR CLO 19 KKR CLO 19 was priced in Feb 2017. This deal was structured to comply with risk...

A sample of 366 deals (2016–2019* vintage deals) is included in this study. The benchmark loan index used is the...

Redeemed: Dorchester Park CLO Dorchester Park CLO (managed by Blackstone) was originally issued in Feb 2015, and it was reset...

This webinar was jointly hosted by Sheil Aggarwal, Head of SCI Valuations, and Poh-Heng Tan, Founder of CLO Research in...

‘For ‘the tree big as two men’s embrace’ begins as a tiny sprout; the tower nine storeys high begins with a...

'Don't aim at success – the more you aim at it and make it a target, the more you are...

23 EU CLO Managers Score Well from the Latest Arb Standpoint A sample of 278 EU CLO deals (2015– 2020...

EU CLO Managers Who Score Well from the Latest Arb Return Standpoint A sample of 278 EU CLO deals (2015–...

EU CLOs: Latest Arb Returns by Vintage (as of 30 Nov 2021) A sample of 278 EU CLO deals (2015–...