US Leveraged Finance CLO Weekly

Fitch’s US Leveraged Finance CLO Weekly provides the latest research, including presales, commentary, and insight in the US Leveraged Finance CLO sector.

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Data

Surveillance

Our ongoing ratings surveillance database allows investors to review and analyze issuers and transactions.

02Structured Finance

Fitch Solutions

Fitch Ratings web-based CLO Tracker

The CLO Tracker provides an intuitive tool to track the current and historical performance of your loans and CLO holdings based on Fitch Ratings analysis and trustee reported data. Analyze issuer and industry exposure, compare managers and deals side by side, and drill into the manager’s credit selections and trading gains/losses to inform your next investment decision. To enhance your subscription to include access to the CLO Tracker on Fitch Connect, please contact us at Fitch Solutions.

Fitch Public Credit Opinion Feed

This direct feed of roughly 500 borrowers with public filings, including issuer and issue-level credit opinions and recovery estimates, includes industry classifications, LoanX ID’s, CUSIPs, and issue-level ratings and recovery ratings.

Portfolio Credit Model

A quantitative tool for collateral portfolios backing CLO transactions. Outputs include: rating default rate (RDR), rating loss rate (RLR), and the rating recovery rate (RRR) corresponding to each stress test scenario.

Public Rating Feed

This feed includes 1,000+ issues with public high-yield and investment-grade issuance and 100+ issuers with publicly rated leveraged loan ratings, and is delivered via FTP or file format that can be exported to Excel. The feed also includes industry classifications, LoanX IDs, CUSIPs, and issue-level ratings and recovery ratings.

CLOs

Asset Manager Profiles

Fitch Ratings provides CLO Asset Manager profile reports for more than 100 CLO managers. Managers provide their data in recognition of the importance of increasing transparency and comparability in the CLO market.

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OUR APPROACH

Criteria

Criteria explain our forward-looking ratings approach. Criteria reports identify rating drivers and assumptions, and highlight the scope and limitations of our analysis.

03Webinars

04Events

Structured Finance Encyclopedia

In this edition of Fitch’s Credit Encyclopedia series, we look at securitization. Created for newcomers to the asset class, or those looking to review the basics, our guide covers the fundamentals of the sector, key risk factors, regulatory considerations and more.

05Videos

2023 Virtual Investor Series - EMEA CLOs

2023 Virtual Investor Series - EMEA CLOs

2023 Virtual Investor Series - North America Structured Credit

Credit Outlook 2023 - North American SF Asset Performance Outlook Revised to Deteriorating

2022 Virtual Investor Series - EMEA CLOs

2022 Virtual Investor Series - U.S. Structured Credit

Credit Brief - Structured Finance Exposure to Ukraine War Downside Risks

2022 Credit Outlook - EMEA Structured Finance Asset Performance Outlook Neutral for All Sectors

2022 Credit Outlook - North American Structured Finance Asset Performance to Remain Steady in 2022

Credit Brief - Global Structured Finance Coronavirus Performance Report 4Q21

Rating Criteria Synopsis - Global Structured Finance Rating Criteria

2021 Virtual Investor Series - Structured Credit

2021 Virtual Investor Series - Global Structured Finance

FitchCast – Global Structured Finance Performance: A Year Into a Global Pandemic

Dechert LIBORcast: LIBOR Transition – The Rating Agency Perspective

China Structured Finance Quarterly Q1 2020

Risks to Watch in European Structured Finance - The role of covenants in the CLO ratings process

2019 Virtual Investor Meetings - EMEA CLO

2019 Virtual Investor Meetings: U.S. Structured Credit

2019 Late Cycle Roundtable – What Peak Cycle Conditions and Economic Deceleration Means for U.S. Leveraged Finance

We cover over 3,000 CLO & Structured Credit entities

06Sector Analysts

Ben Mc Carthy
Structured Finance & Covered Bonds - APAC
Managing Director
+61 2 8256 0388 |

Matthias Neugebauer
Structured Credit - EMEA
Managing Director
+44 20 3530 1099 |

Derek Miller
Structured Credit - North America
Managing Director
+1 312 368 2076 |

Maria Paula Moreno
Structured Finance - Regional Head Americas
Managing Director
+57 1 326 9999 |

07Business Contacts

Kit Chan
BRM Regional - APAC
Senior Director
+852 2263 9970 |

Peter Matousek
BRM Corporates and Structured Credit - EMEA
Senior Director
+44 20 3530 1207 |

Winnie Fong
Managing Director
Head of U.S. Structured Credit
+1 212 908 9139 |

Samuel Fox
Head of Structured Finance and Infrastructure-LATAM
Managing Director
+1 312 606 2307 |