CLO Research

Repayments rated CLO debt repayment rates could act as a manager differentiator Manager differentiation has become ever more important as...

“If the plan doesn’t work, change the plan, but never the goal.” — Author Unknown The chart below shows the IRRs of...

US CLOs : CLO Debt Repayment Rate How quickly would CLO-rated debt be paid down post reinvestment end date? It...

"If you really look closely, most overnight successes took a long time." - Steve Jobs US CLOs : CLO Debt...

"Life is never fair, and perhaps it is a good thing for most of us that it is not." -...

SCI Article - Missing Piece : Lack of equity investors holding back CLO growth The CLO primary market is fully...

"Tell me and I forget. Teach me and I remember. Involve me and I learn." -Benjamin Franklin As of the...

EU CLO 2018: Ranking Table And Performance Attribution The graph below shows the performance attribution of each 2018 EU CLO...

"Don’t overstress diversification." ― Philip Fisher 2018 EU CLOs: Alpha Performance Vs Overlap (Freemium) Performance Of EU CLO Deals Closed In...

Performance Of EU CLO Deals Closed In 2018 And Overlap Analysis We rank these deals in descending order by their...

CLO EQ Colour (10 Sep BWIC) And Historical IRR ACLO 1X SUBR displayed an impressive historical IRR based on an...

“Remember, no human condition is ever permanent. Then you will not be overjoyed in good fortune nor too scornful in...

"Don't judge each day by the harvest you reap but by the seeds that you plant." -Robert Louis Stevenson The...

(Flagship Research) Rankings: US CLO Managers’ Track Record – 2014/2015 vintage We have selected 31 deals closed in 2014/2015 managed...

'Reality exists in the human mind and nowhere else. ' – George Orwell CLO 2014/2015 vintageAlpha (Total annualised)Alpha (NAV)Alpha (Interest)Total annualised...