CLO Research

Top 8 EU CLO Managers By Investment Performance Alpha (Managers With At Least 5 Deals) The table below shows the...

EU CLOs: Solid Track Record (Arbitrage) The European leveraged loan market has staged an extraordinary comeback. As of 30 Nov...

US CLOs: Track Record (In Line With Index But Not Enough) New issue US CLOs are seeing tight liability prints...

Please find the table below, which shows the full list of CLO managers and the number of their deals that...

Time is an herb that cures all diseases. – Benjamin Franklin 25 Nov: OC Breach Table (Fewer Managers Breached ID/OC...

“He that speaks ill of the Mare will buy it later.”― Benjamin Franklin Trend – CLO Tranche MVOC And Spreads CLO...

EU CLOs: Exposure To Distressed Assets Below is a list of larger exposure to distressed assets (less than EUR 70...

"Give and take, that is the essence of what balance is all about. When humankind as a whole is in...

EU CLOs: ESG-based Deals And Investment Performance (With ESG Deal Names) It is an extremely difficult balancing act the world...

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...