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Data
Last updated: 28 September 2022
CLO Markets US Deal Alert – 27 September 2022, 16.15 UK time
28 September 2022
Pressure on EU CLO spreads continues unabated
28 September 2022
CLO Markets US Deal Alert – Fidelity's Ballyrock CLO 21 priced
28 September 2022
CLO Markets update
Last updated: 27 September 2022
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EUR MEZZ/EQUITY CLO
There are 5 x AA trades today. DRYD 2017-56X ...
27 September 2022
BWIC Commentary/Prices
Last updated: 28 September 2022
| Name | Original Size | Price Type | Deal Type |
|---|---|---|---|
| AIMCO 2020-11A DR | / 675,000 | / CVR | / CLO |
| ALM 2020-1A D | / 3,518,000 | / CVR | / CLO |
| ANCHC 2021-21A E | / 2,900,000 | / CVR | / CLO |
| APID 2017-26X SUB | / 2,000,000 | / CVR | / CLO |
| ARMDA 5X B | / 10,000,000 | / CVR | / CLO |
| BABSN 2019-4A C | / 1,100,000 | / CVR | / CLO |
Secondary market prices
Last updated: 28 September 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: 23 September 2022
| Pricing date | Deal Name | Ticker | Size(m) | Manager |
|---|---|---|---|---|
| 7-Feb-2020 | Invesco Euro CLO IV | INVSC 4 | 410.25 | Invesco RR |
| 18-Feb-2020 | St. Pauls XII | SPAUL 12 | 430.65 | ICG |
| 20-Feb-2020 | Carlyle Euro CLO 2020-1 | CGMSE 2020-1 | 460.53 | CELF Advisors |
| 21-Feb-2020 | Voya Euro CLO III | VOYE 3 | 354.75 | Voya Alternative Asset Management |
| 25-Sep-2020 | Barings Euro CLO 2020-1 | BABSE 2020-1 | 452.8 | Barings |
| 4-Feb-2020 | Sound Point Euro CLO III | SNDPE 3 | 421.1 | Sound Point Capital |
CLO Issuance Data
