About CollateralizedLoanObligations.com

Our Mission

CollateralizedLoanObligations.com exists to be the single most authoritative, accessible, and objective free resource for understanding CLOs—from foundational concepts to advanced structural mechanics.

We serve institutional investors, wealth managers, high-net-worth individuals, finance students, and anyone seeking data-driven analysis of the $1.2 trillion CLO market.

Why This Site Exists

Despite representing one of the largest fixed income asset classes, CLOs suffer from persistent misunderstanding:

• Confusion with CDOs: Many incorrectly equate CLOs with the toxic mortgage CDOs that failed in 2008, ignoring CLOs' perfect AAA track record.
• Information scarcity: Quality CLO education has been locked behind institutional paywalls or scattered across inconsistent sources.
• Complexity barrier: The technical nature of tranching, coverage tests, and structural protections deters potential investors.

This site addresses these gaps by providing institutional-grade analysis in an accessible format, completely free.

Editorial Philosophy

1. Objectivity & Independence

• We do not recommend specific securities, managers, or investment strategies
• All content is educational; none constitutes investment advice
• We receive no compensation from CLO managers, arrangers, or investment firms
• Data is sourced from public filings, rating agencies, and industry publications

2. Data-Driven Analysis

• Historical performance data from 1994-present
• Real market statistics, not hypothetical scenarios
• Transparent sourcing of all quantitative claims
• Acknowledgment of uncertainty in forward-looking projections

3. Institutional Rigor, Accessible Language

• Technical accuracy without unnecessary jargon
• Clear explanations of complex mechanics (OC/IC tests, waterfalls, tranching)
• Real-world examples and case studies
• Comparison tables for quick reference

4. Balanced Risk Disclosure

• Prominently feature risks alongside return potential
• Distinguish between historical performance and forward expectations
• Highlight worst-case scenarios (2008-2009, March 2020)
• Emphasize that AAA rating ≠ zero risk

Content Standards

Every page on this site adheres to these standards:

• Comprehensive: 1,500-3,500 words per article; no placeholders or "coming soon" pages
• Current: Data updated to reflect 2025 market conditions
• Cross-referenced: Internal links connect related concepts for deep learning
• Disclaimed: Clear investment disclaimers on all content
• Structured: Schema markup for search engine clarity

What We Are Not

• Not a broker-dealer: We do not facilitate CLO transactions
• Not an investment advisor: We do not provide personalized investment recommendations
• Not affiliated with any CLO manager: We maintain editorial independence
• Not a data vendor: We synthesize publicly available data; we do not sell proprietary analytics

Audience

This site is designed for:

• Institutional Junior Analysts: Learning CLO structures for the first time
• Wealth Managers: Evaluating CLO ETFs for client portfolios
• HNWIs: Conducting due diligence on direct CLO investments
• Finance Students: Studying structured credit in academic or CFA contexts
• Retail Investors: Understanding CLO ETF risks before allocating capital

Contact

For inquiries, corrections, or feedback: Contact Us

Disclaimer

This website provides educational content only and does not constitute investment, legal, or tax advice. CLO investing involves risks including potential loss of principal. Past performance does not guarantee future results. Readers should conduct their own due diligence and consult qualified advisors before making investment decisions. The site operator is not a registered investment advisor and does not recommend specific securities or strategies.