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Last updated: 28 September 2023


USD CLO Mezz/Equity

Only $39m of liquidity today, CLO spreads unchanged whilst ...


AAs have traded around 250 dm, unchanged.

Looking at single ...

28 September 2023


BWIC Commentary/Prices

Last updated: 4 October 2023

BWIC Calendar

Last updated: 2 October 2023

NameOriginal SizePrice TypeDeal Type
ACLO 9X A / 14,800,000 / CVR / CLO
ACLO 9X C / 1,500,000 / CVR / CLO
ACLO 9X D / 5,636,000 / CVR / CLO
AGL 2021-13A A1 / 840,000 / TALK / CLO
ANCHC 2016-8A AR2A / 5,335,000 / TALK / CLO
ANCHC 2016-8A AR2A / 5,335,000 / TALK / CLO

Secondary market prices

Last updated: 2 October 2023

Capital Relief Trades database

Last updated: 3 October 2023

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 October 2023

Pricing dateDeal NameTickerSize(m)Manager
22-Jan-2021RRE 6 Loan ManagementRRME 6402Redding Ridge
28-Jan-2021Henley CLO IVHNLY 4407.075Napier Park
29-Jan-2021Avoca CLO XXIIAVOCA 22408KKR
1-Feb-2021Neuberger Berman Loan Advisers Euro CLO 1NEUBE 2021-1307.3Neuberger Berman
4-Feb-2021Anchorage Capital Europe CLO 2021-4ANCHE 4463.3Anchorage CLO ECM
11-Dec-2020Capital Four CLO IICFOUR 2356.2Capital Four

CLO Issuance Data


Market moves Last updated: 12 September 2023

First NameLast NameCompany Moved ToTypeNew Role
SandraReivikBedford Row CapitalFintechHead of AI Development
YanceyMayLightsource BPSolar LenderSenior Manager, Structured Finance
AngusMcFarlaneCommonwealth BankBankAssociate Director, Structured Asset Finance Origination
JohnAnasisCommonwealth BankBankExecutive Director & Head of Structured Asset Finance Origination
EwaBanasiukDNB Bank PolskaBankHead of Structured & Project Finance
RenettaGillHall Structured FinanceReal Estate FirmDirector of Compliance