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  Recent Findings (Arb Structure, Implied Default Rates, Size) The post-financial crisis arbitrage US CLO structure appears to be too conservative?The implied...

CLO Research: Recent Findings 1) Based on CLO Research's latest findings, size does not seem to have much impact on...

"Better slip with foot than tongue.” – Benjamin Franklin US CLOs: Annual Distribution vs CLO Equity IRR A sample of...

This research report is now available to bloomberg terminal users.

It's not that I'm so smart, it's just that I stay with problems longer. – Albert Einstein (16 March 2022)...

"Common sense is the collection of prejudices acquired by age eighteen." – Albert Einstein US CLO Managers: WARF and Volatility of...

Lower Interest Return Strategy: Performance Attribution of 58 US CLO Managers A sample of 244 deals managed by 58 managers...

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

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...

EU CLO Managers: Investment Performance Summary A sample of 148 deals* (2015–2018 vintage deals) is included in this study. The...

Month End Summarised Update Given that CLO deals can be priced to perfection, the underlying modelled collateral spreads (at inception)...

Global CLO AUM Breakdown Please see the table below for the breakdown of global CLO AUM by asset type updated...

Perception vs Performance – Which One Matters More? What factors can play an important role in the pricing of primary...