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KEY CONTACTS

Global Surveillance & Research

Jian Hu
Managing Director -
Structured Finance
Jian.Hu@moodys.com


North America

Yvonne Fu
Managing Director -
US/Americas Structured Credit
Yvonne.Fu@moodys.com


EMEA

Henry Charpentier
Managing Director - 
Structured Finance
Henry.Charpentier@moodys
.com


Thorsten Klotz
Managing Director - 
Structured Finance
Thorsten.Klotz@moodys.com

CLOs & Structured Credit

Highlights

  • 12 Aug 2016
    • Issuance of US CLOs picks up in Q2 2016 as macro factors improve; still down on last year
      Despite a brief Brexit-related blip in late June, high-yield credit spreads and leveraged loan prices improved in the second quarter of this year, as did the financial stress index. While CLO issuance rebounded modestly from the prior quarter, it was still down significantly from the same period last year... Press Release l Full Report
  • 29 Jul 2016
    • Some US CLO 2.0s losing trading flexibility due to worsening of credit environment
      Of the 613 Moody's-rated US CLO 2.0s that were reinvesting as of 1 June, 19 were failing their WARF test due to deterioration in energy and commodity credits, the growing number of companies rated B3 negative or lower, and an increase in the numbers of assets with a negative rating outlook. The same deals were passing their WAS tests, but on average by just 7 basis points. A further 35 transactions that were not yet failing either test had minimal cushion remaining on both covenants... Press Release l Full Report
  • 7 Jul 2016
    • New portfolio turnover metric reflects US CLO managers’ trading styles
      The collateral portfolio turnover, or CPT, rate provides a window into the trading styles of CLO managers, and how these styles impact par building. Among US CLO managers, in 2015 DFG Investment Advisors Inc. topped the list of managers with the highest CPT rates, while American Money Management Corp. had the lowest CPT rate... Full Report l Press Release
Research
Organizations
Indices & Data
Please refine your search by Market Segment to get corresponding Rating Activity and Watchlist
  DateDocument Type Title Issuer/Entity
26 May 2015 Synthetic CDO PO Data Synthetic CDO Performance Overview Data: March 2015
26 May 2015 Synthetic CDO Index Data Synthetic CDO Index Data: March 2015
26 May 2015 Cash CDO MTAR Data March 2015 Cash CDO Tranche Acquisition Data
26 May 2015 Cash CDO MAER Data March 2015 Cash CDO Asset Exposure Data (2 of 2)
26 May 2015 Cash CDO MAER Data March 2015 Cash CDO Asset Exposure Data (1 of 2)
08 May 2015 Synthetic CDO Index Data Synthetic CDO Index Data: February 2015
08 May 2015 Synthetic CDO PO Data Synthetic CDO Performance Overview Data: February 2015
08 May 2015 Cash CDO MTAR Data February 2015 Cash CDO Tranche Acquisition Data
08 May 2015 Cash CDO MAER Data February 2015 Cash CDO Asset Exposure Data (1 of 2)
13 Apr 2015 Cash CDO MTAR Data January 2015 Cash CDO Tranche Acquisition Data
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