Structured Products

Seamless Structured and CLO Services

Virtus can support your CLO and Risk Retention strategy, including cash, separately managed accounts or TRS transactions.

Maintenance of bank debt is messy and time-consuming.  Our powerful platform leverages Virtus’ core syndicated loan expertise for unmatched accuracy and responsiveness.Virtus offers an unrivalled collateral administration solution for collateralized loan obligations (CLOs) and total return swaps (TRS).  Working with trustees as collateral administrator and acting as the middle office for fund managers, Virtus touches over one-third of the global CLO market. 

Virtus provides collateral administration, portfolio analysis, and settlements including:

  • Compliance monitoring with online tools and monthly reporting Portfolio setup, modeling, and ongoing cash waterfall projections
  • Trade order management with Pre/Post-trade modeling Tracking and modeling of underlying collateral
  • Note valuation and note holder payment date reporting Daily cash flow reconciliation
  • Pre-closing warehousing services 

  • Asset tracking and document management
  • Security master maintenance
  • Corporate actions and loan election tracking
  • Hypothetical trade scenario testing
  • CLO accounting (FAS 167)
  • Liaison and verification services with accountants
  • Loan settlements services
  • GIPS compliant performance returns (attribution and benchmarks comparisons)

 
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Citi Agency & Trust

For over a decade, Virtus has partnered with Citi® Agency & Trust where Trustee or Custodial services are required and provides a seamless administrative solution.  Virtus is the exclusive collateral administration partner for Citi administered CLOs.

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More Solutions

STRUCTURED PRODUCTS
LOAN AGENCY
FUND ADMINISTRATION
MIDDLE OFFICE
LOAN DATA
CREDIT RESEARCH 
TRADE ORDER MANAGEMENT
SETTLEMENTS
VIRTUS TRADE SETTLEMENT

Virtus administers over one third of the global CLO market