US CLO Manager Report: Wellfleet
Looking at the average metrics for 1-3 Q 2022, 2021 and 2020, Wellfleet outperformed its peers on...
Independent, clear, and trusted — CLO Research Group provides actionable insights for CLO debt and equity investors.
Looking at the average metrics for 1-3 Q 2022, 2021 and 2020, Wellfleet outperformed its peers on...
A sample of 366 seasoned deals (2016–2019* vintage deals) is included in this study. The benchmark loan index used is...
A sample of 366 deals (2016–2019* vintage deals) is included in this study. The benchmark loan index used is the...
A sample of 366 deals (2016–2019* vintage deals) is included in this study. The benchmark loan index used is the...
To expand the total alpha performance analysis, this study has included a sample of 177 more recent deals closed in...
A sample of 313 seasoned deals (2016–2019 vintage deals) managed by 56 US CLO managers is included in this study....
A sample of 366 deals (2016–2019* vintage deals) is included in this study. The benchmark loan index used is the...
Please see the table below for the list of managers' Q3 2022 MV return alpha and par build (annualized) metrics:
CLO debt investors would probably focus more on this metric.
A sample of 302 deals (2016–2019 vintage deals) managed by 54 US CLO managers is included in this study. The...
A sample of 302 deals (2016–2019 vintage deals) managed by 54 US CLO managers is included in this study. The...
US CLO Managers: Performance Attribution Please see the table below for the performance attribution of 66 US CLO managers based...
This article endeavours to highlight some of the key drivers of 1.0 US CLO equity tranches' outperformance.
US CLO Managers: Latest Investment Performance Attribution A sample of 358 deals (2016–2019 vintage deals) is included in this study....
The implied annual default rates for US CLO managers range from 0.5% to 4.6%!
