BWIC Market Commentary & Prices


24 Apr 2025

USD CLO AAA

$60m of flow today with bonds across the stack, spreads are firmer and US LSTA 100 Index +55bps dod.  AAA bonds are all post reinvestment porofiles and trade 127dm-143dm (AAA Index 149dm).

USD CLO Mezz/Equity

A few trades at each rating level, 1 x benchmark 5m trade at the BBB end, ALLEG 2025-1A D1 covers 98.56 at 321dm / 9.1y WAL (EoRP 2030) - MVOC strong 110.6, bond coupon +295bps, ADR 0, Axa managed - we shift our BBB Index 343dm.




 
NameWAL|CallCCYCUSIPTypePrice typeISINOriginal sizeCurrent sizePrice receivedDecimal priceDM To MatCurr rtgDue dateDate receivedMarginWAL|MatWarfCountry
VENTR 2017-28A A1R USD 92331AAU8 BSL CLO CVR 600,000 116,810 99.97 99.97 143 AAA 24-Apr-25 24-Apr-25 99 0.24 2868 US
TSYMP 2016-1A AR2 USD 87229WAQ4 BSL CLO CVR 800,000 473,365 99.98 99.98 136 AAA 24-Apr-25 24-Apr-25 102 0.85 3361 US
TSTAT 2022-1A A1RR USD 872899AY5 BSL CLO CVR 2,000,000 654,995 99.972 99.97 132 AAA 24-Apr-25 24-Apr-25 115 0.24 3043 US
WOODS 2018-12BA AR USD 66858CAN7 BSL CLO CVR 800,000   99.963 99.96 135 AAA 24-Apr-25 24-Apr-25 119 0.33 2946 US
SYMP 2020-22A A1AR USD 87167GCH1 BSL CLO CVR 1,000,000 1,000,000 99.835 99.84 134 AAA 24-Apr-25 24-Apr-25 118 1.58 2917 US
SNDPT 2020-3A A1R USD 83615CAL0 BSL CLO CVR 1,000,000 975,585 99.981 99.98 138 AAA 24-Apr-25 24-Apr-25 128 0.45 2903 US
RAD 2019-5A AR USD 74923EAA6 BSL CLO CVR 700,000 508,018 100 100.00 143 AAA 24-Apr-25 24-Apr-25 112 0.95 2975 US
MVEW 2017-2A AR USD 62432LAL5 BSL CLO CVR 800,000 17,227 100 100.00 132 AAA 24-Apr-25 24-Apr-25 104 0.23 3379 US
GWOLF 2020-3RA A1R2 USD 39809CAY0 BSL CLO CVR 1,000,000 1,000,000 99.844 99.84 139 AAA 24-Apr-25 24-Apr-25 123 1.51 3068 US
DRSLF 2017-54A AR USD 26244RAF8 BSL CLO CVR 1,600,000 750,043 99.983 99.98 128 AAA 24-Apr-25 24-Apr-25 115 0.24 2801 US
BLUEM 2018-3A A1R USD 09630AAN6 BSL CLO CVR 1,000,000 645,152 99.966 99.97 130 AAA 24-Apr-25 24-Apr-25 93 0.6 3149 US
BLUEM 2016-3A A1R2 USD 09628VAW4 BSL CLO CVR 1,000,000 571,093 99.986 99.99 127 AAA 24-Apr-25 24-Apr-25 94 0.63 3343 US
CHPRK 2018-1A BR USD 16409TAS8 BSL CLO CVR 5,000,000 5,000,000 100.041 100.04 183 AA 24-Apr-25 24-Apr-25 180 3.31 3497 US
STCR 2022-1A BR USD 85816FAS0 BSL CLO CVR 3,000,000 3,000,000 99.91 99.91 216 AA 24-Apr-25 24-Apr-25 210 8.09 2351 US
JUBIL 2013-10X BRR 0.23 EUR BSL CLO CVR XS2332242358 3,055,000 3,055,000 99.033 99.03 197 AA 24-Apr-25 24-Apr-25 170 3.92 EU
HARVT 30X B1 0.52 EUR BSL CLO CVR XS2653494471 2,000,000 2,000,000 100.316 100.32 254 AA 24-Apr-25 24-Apr-25 260 6.21 3003 EU
CADOG 9X BR 0.23 EUR BSL CLO CVR XS2346593838 2,000,000 2,000,000 98.59 98.59 195 AA 24-Apr-25 24-Apr-25 160 4.39 2892 EU
ANCHE 2X B2R 0.23 EUR BSL CLO CVR XS2320765261 4,500,000 4,500,000 93.777 93.78 186 AA 24-Apr-25 24-Apr-25 3.93 2899 EU
ACLO 4X B 0.23 EUR BSL CLO CVR XS1796874961 2,000,000   98.438 98.44 174 AA 24-Apr-25 24-Apr-25 110 2.58 2851 EU
BLUME 5X B 0.23 EUR BSL CLO CVR XS2073823457 400,000   99.183 99.18 182 AA 24-Apr-25 24-Apr-25 155 3.28 EU
BECLO 9X BE 0.15 EUR BSL CLO CVR XS2062958306 4,000,000   99.287 99.29 178 AA 24-Apr-25 24-Apr-25 155 3.31 EU
BECLO 7X B1R 0.23 EUR BSL CLO CVR XS2304370096 1,950,000   99.247 99.25 156 AA 24-Apr-25 24-Apr-25 130 3.02 2886 EU
AVOCA 24X B1R 0.23 EUR BSL CLO CVR XS2344780445 1,900,000   99.022 99.02 177 AA 24-Apr-25 24-Apr-25 150 3.94 3038 EU
AVOCA 23X B1 0.23 EUR BSL CLO CVR XS2336488684 1,750,000   99.118 99.12 174 AA 24-Apr-25 24-Apr-25 150 3.88 EU
ARESE 10X B1R 0.23 EUR BSL CLO CVR XS2347649340 1,600,000   100.012 100.01 145 AAA 24-Apr-25 24-Apr-25 145 2.58 3076 EU
FOAKS 2X BR 0.23 EUR BSL CLO CVR XS2346331122 3,500,000   98.905 98.91 180 AA 24-Apr-25 24-Apr-25 150 3.88 2918 EU
JUBIL 2019-23X B1R 0.74 EUR BSL CLO CVR XS2856830505 5,850,000   99.112 99.11 199 AA 24-Apr-25 24-Apr-25 185 7.23 2987 EU
JUBIL 2019-23A B1R 0.74 EUR BSL CLO CVR XS2856830687 950,000   99.112 99.11 199 AA 24-Apr-25 24-Apr-25 185 7.23 2987 EU
JUBIL 2014-12X B1R 0.99 EUR BSL CLO CVR XS2916439149 1,800,000   99.332 99.33 205 AA 24-Apr-25 24-Apr-25 195 7.52 EU
CRNCL 2021-13X B 0.24 EUR BSL CLO CVR XS2327435819 2,050,000   98.86 98.86 192 AA 24-Apr-25 24-Apr-25 160 3.87 3013 EU
CRNCL 2017-8X B1 0.02 EUR BSL CLO CVR XS1693023324 1,500,000   98.967 98.97 169 AA 24-Apr-25 24-Apr-25 130 2.81 3130 EU
CORDA 9X B1R 0.07 EUR BSL CLO CVR XS2378719012 1,100,000   99.33 99.33 188 AA 24-Apr-25 24-Apr-25 170 4.05 3055 EU
CORDA 4X BR1 0.08 EUR BSL CLO CVR XS2298979266 500,000   97.9 97.90 194 AA 24-Apr-25 24-Apr-25 130 3.54 3013 EU
CORDA 26X B1R 1.24 EUR BSL CLO CVR XS2958383700 1,590,000   99.812 99.81 203 AA 24-Apr-25 24-Apr-25 200 7.7 3004 EU
COLFR 1X BR 1.07 EUR BSL CLO CVR XS3020835412 1,750,000   98.838 98.84 187 AA 24-Apr-25 24-Apr-25 154 3.79 2995 EU
SPAUL 3RX B1R 0.23 EUR BSL CLO CVR XS1758464330 1,500,000   99.502 99.50 136 AAA 24-Apr-25 24-Apr-25 115 2.43 3433 EU
PSTET 2022-1X B 0.23 EUR BSL CLO CVR XS2439766184 3,000,000   100.07 100.07 162 AA 24-Apr-25 24-Apr-25 165 2.71 2952 EU
NWEST VII-X B1 0.06 EUR BSL CLO CVR XS2338108439 2,950,000   98.449 98.45 191 AA 24-Apr-25 24-Apr-25 150 4.06 2870 EU
NWEST VII-A B1 0.06 EUR BSL CLO CVR XS2338108199 550,000   98.449 98.45 191 AA 24-Apr-25 24-Apr-25 150 4.06 2870 EU
TCFCE 2024-1X B 0.74 EUR BSL CLO CVR XS2823252171 6,650,000   99.987 99.99 210 AA 24-Apr-25 24-Apr-25 210 7 2889 EU
TCFCE 2024-1A B 0.74 EUR BSL CLO CVR XS2823252254 1,100,000   99.965 99.97 211 AA 24-Apr-25 24-Apr-25 210 7 2889 EU
STCR 2022-1A C2R USD 85816FAW1 BSL CLO CVR 11,000,000 11,000,000 99.611 99.61 311 A 24-Apr-25 24-Apr-25 300 8.61 2351 US
ANCHE 4X C 0 EUR BSL CLO CVR XS2294169953 1,500,000 1,500,000 99.288 99.29 238 A 24-Apr-25 24-Apr-25 220 4.41 2915 EU
VIBR 2024-4RA D1 USD 92558RAN3 BSL CLO CVR 500,000 500,000 99.25 99.25 392 BBB 24-Apr-25 24-Apr-25 375 8.61 2783 US
ALLEG 2025-1A D1 USD 01749XAG6 BSL CLO CVR 4,900,000 4,900,000 98.56 98.56 321 BBB 24-Apr-25 24-Apr-25 295 9.11 2621 US
WINDR 2021-3A D1AR USD 97316DAW6 BSL CLO CVR 5,500,000 5,500,000 95.9 95.90 367 BBB 24-Apr-25 24-Apr-25 300 9.12 2679 US
CRNPT 2019-8A ER USD BSL CLO CVR US22846CAE57 3,125,000   98.412 98.41 780 BB 24-Apr-25 24-Apr-25 713 6.33 2687 US
ARES 2015-2A ER USD BSL CLO CVR US04015HAL15 2,000,000   98.321 98.32 760 BB 24-Apr-25 24-Apr-25 685 4.48 2900 US
KKR 30A ER2 USD 48251XAG7 BSL CLO CVR 3,500,000 3,500,000 97.07 97.07 743 BB 24-Apr-25 24-Apr-25 686 8.86 2881 US
WELF 2022-2A ER USD 94949KAE2 BSL CLO CVR 4,750,000 4,750,000 97.75 97.75 820 BB 24-Apr-25 24-Apr-25 775 9.37 2714 US
ROCKT 2017-1A ER2 USD 77340FAE3 BSL CLO CVR 4,000,000 4,000,000 96.33 96.33 790 BB 24-Apr-25 24-Apr-25 672 5.68 2784 US
CGMS 2022-4A SUB USD 14317EAC2 BSL CLO CVR 1,000,000 1,000,000 78.66 78.66 EQUITY 24-Apr-25 24-Apr-25 4.81 US