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Data



Last updated: 25 July 2024

USD CLO AAA

$137m of flow today, US LSTA 100 Index -2bp ...

EUR AAA CLO

AAAs are steady at around 99 dm.

...

USD CLO Mezz/Equity

Single-As trade 205dm-311dm with benchmarks 205dm-240dm (Single-A Index 222dm), ...

EUR MEZZ/EQUITY CLO

AAs traded around 164 dm.

Single A’s are around 176 ...

25 July 2024

 

BWIC Commentary/Prices

Last updated: 27 July 2024

BWIC Calendar



Last updated: 25 July 2024

NameOriginal SizePrice TypeDeal Type
AIMCO 2021-14A D / 1,010,000 / TALK / CLO
APID 2023-45A D / 1,750,000 / TALK / CLO
APID 2024-48A D1 / 2,500,000 / TALK / CLO
ARES 2018-47A D / 3,000,000 / TALK / CLO
ARES 2021-61A DR / 2,000,000 / TALK / CLO
ARES 2023-ALF4A D / 1,000,000 / TALK / CLO
    

Secondary market prices



Last updated: 27 June 2024

Capital Relief Trades database



Last updated: 26 July 2024

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 April 2024

Pricing dateDeal NameTickerSize(m)Manager
27-Sep-2019Northwoods Capital 19 EuroNWDSE 2019-19405.5Northwoods European CLO Management
3-Dec-2020Invesco Euro CLO VINVSC 5305.4Invesco European RR
2-Dec-2020Jubilee CLO 2020-XXIVJUBIL 2020-24303.1Alcentra
27-Nov-2020Carlyle Euro CLO 2020-2CGMSE 2020-2405.2CELF Advisors
2-Jun-2020CVC Cordatus Loan Fund XVIICORDA 17289.5CVC Credit Partners
25-Nov-2020CVC Cordatus Loan Fund XIXCORDA 19378.7CVC Credit Partners

CLO Issuance Data

News

Market moves Last updated: 23 July 2024

First NameLast NameCompany Moved ToTypeNew Role
Michaeladu ToitThe Texel GroupCredit and Political Risk InsuranceLegal Broker
GiovanniManentiCDP Cassa Depositi e PrestitiBankCorporate & Structured Finance Senior Specialist
FrancescoCammaranoCDP Cassa Depositi e PrestitiBankCorporate & Structured Finance Associate
SylviePilateSociete Generale CIPBankDirector, Structured Finance
MostafaAl-FoolyBanque du CaireBankHead of Project Finance Division, Debt & Structured Finance
EdThomasAonReinsuranceHead of Lloyds Capital
    

Events

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