Data
Last updated: 14 January 2022
CLO Markets EU Deal Alert - 14 January 2022, 17.30 UK time
14 January 2022
CLO Markets US Deal Alert - 14 January 2022, 16.45 UK time
14 January 2022
CLO Markets Daily – 14 January 2022
14 January 2022
CLO Markets update
Last updated: 13 January 2022
USD CLO AAA
40 trades today, $215m of liquidity, spreads remain firm ...
USD CLO Mezz/Equity
19 x AA trades with a wide trading range ...
EUR MEZZ/EQUITY CLO
There is a bunch of lower mezz trading today ...
13 January 2022
BWIC Commentary/Prices
Last updated: 17 January 2022
| Name | Original Size | Price Type | Deal Type |
|---|---|---|---|
| APID 2021-35A A | / 6,910,000 | / TALK | / CLO |
| BCC 2018-1A A1 | / 1,500,000 | / TALK | / CLO |
| GLM 2021-9A A | / 5,631,000 | / TALK | / CLO |
| INGIM 2013-2A A1R | / 7,806,000 | / TALK | / CLO |
| MAGNE 2021-29A A | / 6,398,000 | / TALK | / CLO |
| OAKC 2012-7A AR3 | / 800,000 | / TALK | / CLO |
Secondary market prices
Last updated: 17 January 2022
| Pricing date | Name | Class | Currency | Size(m) | Bmark | Initial PT |
|---|---|---|---|---|---|---|
| 17-Jan-2022 | Elstree Funding No.2 | A | GBP | SONIA | ||
| 17-Jan-2022 | Elstree Funding No.2 | B | GBP | SONIA | ||
| 17-Jan-2022 | Elstree Funding No.2 | C | GBP | SONIA | ||
| 17-Jan-2022 | Elstree Funding No.2 | D | GBP | SONIA | ||
| 17-Jan-2022 | Elstree Funding No.2 | X1 (r) | GBP | SONIA | ||
| 17-Jan-2022 | Elstree Funding No.2 | X2 (r) | GBP | SONIA | ||
Euro ABS/MBS Deal
Last updated: 17 January 2022
| Pricing date | Deal Name | Ticker | Size(m) | Manager |
|---|---|---|---|---|
| 20-May-2019 | Madison Park Euro Funding XIV | MDPKE 14 | 520.7 | CSAM |
| 25-Feb-2019 | St. Pauls CLO X | SPAUL 10 | 410.1 | Intermediate Capital Group |
| 14-Feb-2019 | Aurium CLO V | ACLO 5 | 447.75 | Spire Partners |
| 25-Jan-2019 | Madison Park Euro Funding XIII | CADOG 13 | 509 | CSAM |
| 2-May-2019 | Voya Euro CLO II | VOYE 2 | 405.18 | Voya Alternative Asset Management |
| 17-Apr-2019 | Dryden 69 Euro CLO 2018 | DRYD 2019-69 | 409.8 | PGIM |
European CLO New Issuance
