CLO Research

EU CLO Manager Rankings: Investment Performance with Attribution (Lower Interest Return Strategy) The investment strategy of a CLO manager is...

EU CLO Manager Rankings: Investment Performance with Attribution (Lower Interest Return Strategy) and Top 5 Managers (Not In Order) The...

EU CLO Manager Rankings: Investment Performance With Attribution (Lower interest return Strategy) The investment strategy of a CLO manager is...

An Introduction To CLO Economics What is CLO? We could think of CLO rated-tranches (e.g. AAA to BB) as long-term...

Time is an herb that cures all diseases. – Benjamin Franklin 21 Dec: ID/OC Breach Table As of CLO trustee...

"With that one image, at Christmas in 1968, television enabled humankind to understand something that no one before had been...

EU CLOs: Trading Through Volatility (2017 Cohort) – Trading Volume and Range of Alpha 2017 EU CLO VintageLatest Alpha (Total...

“There is no better teacher than history in determining the future… There are answers worth billions of dollars in a...

“Never confuse motion with action.”― Benjamin Franklin. Thoughts On CLO Arbitrage — Safety Margin How much net collateral interest margin is...

Is An Elevated Level Of Trading Volume A Ticket To Better Investment Performance? This sample size is comprised of 66...

US CLOs: 2018 Cohort (Investment Performance, Attribution, Net Collateral Margin, CCC, and WARF Change) This sample size is comprised of...

"If I don't know what I don't know, I might think that I know. If I don't know what I...

US CLOs: Relationship Between Investment Performance and Par Build (2018 Cohort) And Whose Deals Are In The Top Tier Groups?...

EU CLOs: Manager Differentiation– Debt Friendly How to determine if CLO managers are more debt friendly? Shall one look at...

EU CLOs: Manager Differentiation– Equity Friendly (Top 10) How to determine whether a manager is more equity friendly?  One possible...