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Market Commentary


Market Commentaries

Proprietary secondary market trading commentaries on USD & Euro CLOs, and Euro ABS Trading. All written by SCI Analysts.


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select * from bbg_commentary where 1=1 order by date desc
  • 7 August 2020


  • 6 August 2020

    USD CLO AAA

    23 covers today across the capital structure.  The 2 x 1st pay AAAs trade 152dm-158dm (2019/2021 RP profiles) more or less in l...


  • 5 August 2020

    USD CLO AAA

    19 covers today – 13 x AAA, 3 x AA, 1 x A, 1 x BBB and 1 x B.  There is one 2nd pay AAA from Angelo, Gordon WOODS 2018-12...


  • 4 August 2020


  • 3 August 2020

    USD CLO AAA

    With month end out of the way and summer break there were only 5 covers today, all 1st pay AAAs.  The trading range is 147dm-15...

    EUR AAA CLO

    2 x AAA today. They have traded around 155dm which is about 10bps tighter than the end of last week.

    ...


  • 31 July 2020

    USD CLO AAA

    With month end today only 6 covers surfaced – 2 x AAA and 4 x AA.  The AAAs are recently closed pre-reporting CLO 3.0s th...


  • 30 July 2020

    EUR AAA CLO

    2 x AAA today. They have traded around 165dm which is about 20bps wider than recent new issue pricing.

    ...


  • 29 July 2020

    USD CLO AAA

    Less liquidity today as we go into month end with 13 covers – 2 x AAA, 6 x BBB, 4 x BB and 1 x Equity.  The 1st pay AAA A...


  • 28 July 2020

    USD CLO AAA

    A more active day with 29 covers – 9 x AAA, 4 x AA, 6 x A, 9 x BB and 1 x B.  The AAAs are all 1st pay BSL CLOs and trade...

    EUR AAA CLO

    There is 1 x whole AAA and 3 x Junior AAA trades today. The whole AAA is GLME 1X A1A and it traded at 159dm / 3.5yr. The junior AAAs...


  • 27 July 2020

    USD CLO AAA

    15 covers to start the week off today – 1 x AAA, 2 x AA, 2 x A, 8 x BBB, 1 x BB and 1 x B.  The AAA is VOYA 2014-4A A1RA ...


  • 24 July 2020

    USD CLO AAA

    A quieter end to the week with 9 covers today – 2 x AAA, 3 x AA, 1 x A, 1 x BBB and 2 x BB.  The AAAs trade 155dm-159dm (...


  • 23 July 2020

    USD CLO AAA

    A busier day today with 25 covers from AAA down to Equity.  The 1st pay BSL AAAs trade 147dm-181dm which is broadly in line wit...


  • 22 July 2020

    USD CLO AAA

    15 covers today, AAA down to Equity.  The AAAs trade 167dm-205dm, the tight end in line with recent tights but at the wide end ...


  • 21 July 2020

    USD CLO AAA

    22 covers today – 6 x AAA, 4 x AA, 3 x A, 5 x BBB, 2 x BB and 2 x Equity.  The AAAs trade 132dm-197dm, at the tight end i...


  • 20 July 2020

    USD CLO AAA

    13 covers today, all IG rated with tightening effect across most tranches.  The 1st pay 2022-2023 RP profiled AAAs trade tight ...


  • 16 July 2020

    USD CLO AAA

    More liquidity day on day, with 18 covers across the capital structure – 6 x AAA, 5 x AA, 6 x BB and 1 x Equity.  The AAA...


  • 15 July 2020


  • 14 July 2020


  • 13 July 2020

    USD CLO AAA

    16 covers today across the cap stack – 4 x AAA, 2 x AA, 2 x A, 4 x BBB and 4 x BB.  The AAAs trade 162dm-184dm for RP pro...


  • 10 July 2020


  • 9 July 2020