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CLOs

A CLO is a collateralized loan obligation or collateralised loan obligation known collectively as CLOs. CLOs are CDOs that reference loans, such as leveraged loans, SME loans or a bank's whole loan book (a balance sheet CLO). They come in both managed CLO and static CLO form and can be market value CLOs or synthetic CLOs.


  • SCI Start the Week - 13 July

    A review of securitisation activity over the past seven days

    Last week's stories Arch restarts MILNs Relaunched Bellemeade Re 2020-1 priced Collection boo...

    News    13 July 2020
  • OC ratios examined

    Sector developments and company hires

    OC ratios examined Drivers behind and expectations for European CLO OC ratios have been examined in...

    Market moves    10 July 2020
  • Spanish CP vehicle formed

    Sector developments and company hires

    Spanish CP vehicle formed ODF Energía has registered on MARF the first issuance of comme...

    Market moves    9 July 2020
  • CQS portfolio refinanced

    Sector developments and company hires

    CQS portfolio refinanced AnaCap Financial Partners has acquired and refinanced a portfolio of sal...

    Market moves    8 July 2020
  • Positive signs for CLOs

    Sector developments and company hires

    Positive signs for CLOs US CLO manager metrics have begun to improve or stabilise, according to JPM...

    Market moves    7 July 2020
  • Volcker revision impact modest

    Sector developments and company hires

    Volcker revision impact modest The impact of the changes made to the Volcker Rule (SCI 26 June) wil...

    Market moves    6 July 2020
  • Volcker changes finalised

    Sector developments and company hires

    Volcker changes finalised The CFTC, FDIC, OCC, SEC and US Fed have finalised a rule modifying the V...

    Market moves    26 June 2020
  • Subprime auto performance eyed

    Sector developments and company hires

    Subprime auto performance eyed Davis & Gilbert’s latest Credit Chronometer subp...

    Market moves    25 June 2020
  • RFC issued on NPL ABS treatment

    Sector developments and company hires

    RFC on NPL ABS treatment The Basel Committee has published a technical amendment in connection with...

    Market moves    24 June 2020
  • Weathering the storm

    US CLO warehouses perform well

    US CLO warehouses have weathered the fall-out from Covid-19 reasonably well, according to a new repo...

    News    24 June 2020
  • QM price-based approach mooted

    Sector developments and company hires

    QM price-based approach mooted The CFPB has issued two notices of proposed rulemaking (NPRMs) to ad...

    Market moves    23 June 2020
  • Test case scenario?

    US bankruptcy dispute could provide a template for CLO managers

    US-based marketing firm Acosta's bankruptcy filing and resultant disagreement between its lo...

    News Analysis    23 June 2020
  • MILN market set to reopen

    Sector developments and company hires

    MILN market set to reopen Arch has returned to the market with Bellemeade Re 2020-1, after it was...

    Market moves    22 June 2020
  • Time cut

    Post-crisis CLOs continue to feature short non-call/reinvestment periods

    New issue CLOs either side of the Atlantic have adapted to the post-pandemic world by introducing sh...

    News    22 June 2020
  • SCI Start the Week - 22 June

    A review of securitisation activity over the past seven days

    FREE - Capital Relief Trades Virtual Panel - LIVE Join SCI live again this Thursday, 25 June, for a...

    News    22 June 2020
  • CMBS scores in first TALF window

    Sector developments and company hires

    CMBS scores in first TALF subscription Investors requested US$252m in loans under the first TALF 2....

    Market moves    18 June 2020
  • Structural hurdles

    US CLO managers face restructuring challenges

    Restructurings and workouts are an increasing focus for US CLO managers as credit deterioration cont...

    News Analysis    18 June 2020
  • Next step

    Debut CLO part of platform roll-out

    BlueBay Asset Management priced its first CLO on Monday inside recent primary tights and despite the...

    News Analysis    17 June 2020
  • Older CLOs underperforming

    Sector developments and company hires

    Older CLOs underperforming A significant proportion of all the US BSL CLOs S&P has on negat...

    Market moves    16 June 2020
  • SCI Start the Week - 15 June

    A review of securitisation activity over the past seven days

    Last week's stories Addressing inconsistencies Performance metrics switched Calabria confiden...

    News    15 June 2020
  • Californian auto loans eyed

    Sector developments and company hires

    Californian auto loans eyed The Westlake Automobile Receivables Trust 2020-2 issuer has disclosed t...

    Market moves    12 June 2020