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Data
Last updated: 24 June 2022
CLO Markets Daily – 24 June 2022
24 June 2022
CLO Markets EU Deal Alert – 24 June 2022, 17.20 UK time
24 June 2022
CLO Markets Daily – 23 June 2022
23 June 2022
CLO Markets update
Last updated: 23 June 2022
USD CLO AAA
$66m of liquidity today, spreads stable with US LL ...
EUR AAA CLO
Eve though the whole stack has widened out again ...
USD CLO Mezz/Equity
At AA the trading range is 262dm-271dm with our ...
EUR MEZZ/EQUITY CLO
There are 3 x AA trades at an average ...
23 June 2022
BWIC Commentary/Prices
Last updated: 24 June 2022
| Name | Original Size | Price Type | Deal Type |
|---|---|---|---|
| ACLO 6X DR | / 2,000,000 | / CVR | / CLO |
| AGL 2020-3A C | / 4,305,000 | / TALK | / CLO |
| AGL 2021-10A A | / 5,000,000 | / CVR | / CLO |
| AIGIM 2020-1A ER | / 3,500,000 | / CVR | / CLO |
| AIMCO 2019-10A AR | / 7,200,000 | / CVR | / CLO |
| ALINE 2018-1A D | / 4,800,000 | / CVR | / CLO |
Secondary market prices
Last updated: 24 June 2022
| Pricing date | Name | Class | Currency | Size(m) | Bmark | Initial PT |
|---|---|---|---|---|---|---|
| 27-Jun-2022 | PCL Funding VI | A | GBP | SONIA | ||
| 27-Jun-2022 | PCL Funding VI | B | GBP | SONIA | ||
| 27-Jun-2022 | PCL Funding VI | C | GBP | SONIA | ||
| 27-Jun-2022 | PCL Funding VI | D (r) | GBP | |||
| 24-Jun-2022 | Ealbrook Mortgage Funding 2022-1 | A (r) | GBP | 316.67 | SONIA | |
| 24-Jun-2022 | Ealbrook Mortgage Funding 2022-1 | B (r) | GBP | 15.83 | SONIA | |
Euro ABS/MBS Deal
Last updated: 23 June 2022
| Pricing date | Deal Name | Ticker | Size(m) | Manager |
|---|---|---|---|---|
| 4-Oct-2019 | Anchorage Capital Europe CLO 3 | ANCHE 3 | 411.28 | Anchorage Capital Europe CLO 3 |
| 27-Jun-2019 | Grand Harbour CLO 2019-1 | GRANH 2019-1 | 406.51 | MeDirect Bank Malta |
| 5-Nov-2019 | Cairn CLO XI | CRNCL 2019-11 | 418.73 | Cairn Loan Investments |
| 5-Nov-2019 | Bain Capital Euro CLO 2019-1 | BCCE 2019-1 | 405 | Bain Capital Credit |
| 5-Nov-2019 | CVC Cordatus Loan Fund XVI | CORDA 16 | 413.55 | CVC Credit Partners |
| 31-Oct-2019 | Invesco Euro CLO III | INVSC 3 | 409.08 | Invesco European RR |
CLO Issuance Data
