Data
Last updated: 25 November 2022
CLO Markets Daily – 25 November 2022
25 November 2022
CLO Markets EU Deal Alert – 24 November 2022, 11.30 UK time
24 November 2022
CLO Markets Daily – 23 November 2022
23 November 2022
CLO Markets update
Last updated: 23 November 2022
USD CLO AAA
Day before Thanksgiving so liquidity is typically muted, we ...
EUR MEZZ/EQUITY CLO
Just one BBB trade today. AQUE 2019-3X DR traded ...
23 November 2022
BWIC Commentary/Prices
Last updated: 24 November 2022
| Name | Original Size | Price Type | Deal Type |
|---|---|---|---|
| ADAGI V-X ARR | / 4,200,000 | / CVR | / CLO |
| ALLPK 2019-1A AR | / 8,550,000 | / CVR | / CLO |
| AQUE 2019-3X DR | / 2,000,000 | / CVR | / CLO |
| ARESE 12X AR | / 3,500,000 | / CVR | / CLO |
| ARESE 7A A1RR | / 5,100,000 | / CVR | / CLO |
| ARMDA 3X A1R | / 10,700,000 | / CVR | / CLO |
Secondary market prices
Last updated: 25 November 2022
| Pricing date | Name | Class | Currency | Size(m) | Bmark | Initial PT |
|---|---|---|---|---|---|---|
| 4-Aug-2022 | Stratton Hawksmoor 2022-1 | A1 | GBP | 1713.399 | SONIA | |
| 4-Aug-2022 | Stratton Hawksmoor 2022-1 | A2 | GBP | 63.07 | SONIA | |
| 4-Aug-2022 | Stratton Hawksmoor 2022-1 | B | GBP | 84.093 | SONIA | |
| 4-Aug-2022 | Stratton Hawksmoor 2022-1 | C | GBP | 73.582 | SONIA | |
| 4-Aug-2022 | Stratton Hawksmoor 2022-1 | D | GBP | 42.047 | SONIA | |
| 4-Aug-2022 | Stratton Hawksmoor 2022-1 | E | GBP | 15.767 | SONIA | |
Euro ABS/MBS Deal
Last updated: 24 November 2022
| Pricing date | Deal Name | Ticker | Size(m) | Manager |
|---|---|---|---|---|
| 16-Jul-2019 | Harvest CLO XXII | HARVT 22 | 477.88 | Investcorp |
| 12-Jul-2019 | Toro European CLO 6 | TCLO 6 | 360.4 | Chenavari |
| 10-Jul-2019 | Goldentree Loan Management EUR CLO 3 | GLME 3 | 402.06 | GoldenTree Asset Management |
| 8-Jul-2019 | CVC Cordatus Loan Fund XV | CORDA 15 | 408.36 | CVC Capital Partners |
| 2-Jul-2019 | Carlyle Euro CLO 2019-2 | CGMSE 2019-2 | 408.7 | CELF |
| 1-Jul-2019 | CIFC European Funding CLO I | CIFCE 1 | 407 | CIFC CLO Management |
CLO Issuance Data
