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Ratings rapture

US reg cap deals seek AAAs, but not so European


Last updated: 11 June 2024



There has been a lot of trading activity today. ...

USD CLO Mezz/Equity

$84m of mezz flow only, some tightening in AA/B ...


AAs also look a few bps tighter.

Single A’s look ...

11 June 2024


BWIC Commentary/Prices

Last updated: 13 June 2024

BWIC Calendar

Last updated: 12 June 2024

NameOriginal SizePrice TypeDeal Type
CGMSE 2014-1X C1RN / 743,000 / CVR / CLO
CGMSE 2014-1X C1R / 1,500,000 / CVR / CLO
ALBAC 1X AR / 5,843,000 / TALK / CLO
AMMC 2016-18A AR / 5,000,000 / TALK / CLO
AMMC 2020-23A ER2 / 2,050,000 / TALK / CLO
ANCHC 2021-20A E / 750,000 / TALK / CLO

Secondary market prices

Last updated: 30 April 2024

Capital Relief Trades database

Last updated: 12 June 2024

Pricing dateNameClassCurrencySize(m)BmarkInitial PT
4-Aug-2022Stratton Hawksmoor 2022-1A1GBP1713.399SONIA
4-Aug-2022Stratton Hawksmoor 2022-1A2GBP63.07SONIA
4-Aug-2022Stratton Hawksmoor 2022-1BGBP84.093SONIA
4-Aug-2022Stratton Hawksmoor 2022-1CGBP73.582SONIA
4-Aug-2022Stratton Hawksmoor 2022-1DGBP42.047SONIA
4-Aug-2022Stratton Hawksmoor 2022-1EGBP15.767SONIA

Euro ABS/MBS Deal

Last updated: 3 April 2024

Pricing dateDeal NameTickerSize(m)Manager
27-Sep-2019Northwoods Capital 19 EuroNWDSE 2019-19405.5Northwoods European CLO Management
3-Dec-2020Invesco Euro CLO VINVSC 5305.4Invesco European RR
2-Dec-2020Jubilee CLO 2020-XXIVJUBIL 2020-24303.1Alcentra
27-Nov-2020Carlyle Euro CLO 2020-2CGMSE 2020-2405.2CELF Advisors
2-Jun-2020CVC Cordatus Loan Fund XVIICORDA 17289.5CVC Credit Partners
25-Nov-2020CVC Cordatus Loan Fund XIXCORDA 19378.7CVC Credit Partners

CLO Issuance Data


Market moves Last updated: 10 June 2024

First NameLast NameCompany Moved ToTypeNew Role
JohnDombySeyfarth ShawLaw FirmPartner, Real Estate
VadimVerkhoglyadSEDA ExpertsExpert Witness FirmManaging Director
MichaelUrschelKirkland & EllisLaw FirmPartner, Debt Finance Group
DanLongCadma Capital PartnersCapital ManagementMD & Head of Structured Finance
RobertNussbaumPaul HastingsLaw FirmPartner, Corporate Department
LindseyHenriksonPaul HastingsLaw FirmPartner, Corporate Department