Independent CLO Research You Can Trust
US CLOs: The Relationship Between Investment Performance And Underlying Collateral Liquidity The graph below shows the investment alpha of 79 managers and...
Trend: Historical Number of CLO Deals That Failed ID or/and OC Tests 56 Global CLO deals breached ID or/and OC...
Underlying Collateral Liquidity of US And EU CLOs The table below summarised the underlying liquidity of both EU and US...
Based on today's bwic colour, the two CGMSE CLO equity tranches (2014 vintage) registered around 14.7%-16.5% IRRs since inception. Notional IRR...
US CLO Equity: Loan Repricing Risk With an average of over 40% of loans quoted above par (2014-2020 BSL CLO...
"The best way to get started is to quit talking and begin doing." – Walt Disney. EU CLOs: Investment Performance...
"The best way to get started is to quit talking and begin doing." – Walt Disney. EU CLOs: Investment Performance...
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) 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...
“Never confuse motion with action.”― Benjamin Franklin. Thoughts On CLO Arbitrage — Safety Margin How much net collateral interest margin is...
Repayments rated CLO debt repayment rates could act as a manager differentiator Manager differentiation has become ever more important as...
SCI Article - Missing Piece : Lack of equity investors holding back CLO growth The CLO primary market is fully...
“In the world of business, the people who are most successful are those who are doing what they love.” Warren...
