This report does not constitute a rating action.
In response to investors' growing interest following the coronavirus pandemic and ongoing credit effects on companies and European CLOs, S&P Global Ratings is publishing a regularly updated list of rating and recovery actions we have taken globally on nonfinancial corporations that have affected European CLOs, and a summary of how European CLOs have been affected with key benchmarks.
Table 1
Rating actions on global nonfinancial corporations over the past 30 days | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Date | Obligor | Asset | No. of affected CLOs | Notional exposure in CLOs (€) | Rating | Previous rating | Rating impact for CDO Evaluator* | |||||||||
Jan 20, 2025 | Elior Group S.A. | EUR550 mil 3.75% callable nts due 07/15/2026 | 7 | 9,760,000 | B+/Stable | B/Positive | Yes | |||||||||
Jan 16, 2025 | Ufc Holdings Llc | US$3.047 bil fltg rate first lien term B-3 bank ln due 04/29/2026 | 1 | 898,734 | B+/Stable | BB-/Watch Neg | No | |||||||||
Dec 27, 2024 | Garfunkelux Holdco 3 S.A. | £440 mil 7.75% nts due 11/01/2025 | 1 | 1,447,375 | CC/Negative | CCC+/Negative | Yes | |||||||||
Dec 27, 2024 | Garfunkelux Holdco 3 S.A. | EUR630 mil fltg rate callable nts due 05/01/2026 | 73 | 195,173,000 | CC/Negative | CCC+/Negative | Yes | |||||||||
Dec 27, 2024 | Garfunkelux Holdco 3 S.A. | EUR795 mil 6.75% callable nts due 11/01/2025 | 35 | 53,281,000 | CC/Negative | CCC+/Negative | Yes | |||||||||
*See paragraph 6 of our guidance "Global Methodology And Assumptions For CLOs And Corporate CDOs," published on June 21, 2019. N/A--Not available. Table does not include withdrawn ratings. |
Table 2
Recovery actions on global nonfinancial corporations over the past 30 days | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Date | Obligor | Asset | No. of affected CLOs | Total notional in CLOs (€) | Recovery* | Previous recovery | ||||||||
Jan 21, 2025 | INEOS FINANCE PLC | EUR2 bil bank ln due 2031 | 121 | 263,527,632.68 | NR | 3(65%) | ||||||||
Jan 20, 2025 | MCAFEE CORP. | EUR1.4 bil fltg rate Term B-2 bank ln due 03/01/2029 | 239 | 731,893,504.58 | 3(55%) | 3(65%) | ||||||||
Jan 20, 2025 | CONTOURGLOBAL POWER HOLDINGS S.A. | EUR300 mil 3.125% callable nts due 01/01/2028 | 2 | 3,500,000.00 | 2(75%) | 4(40%) | ||||||||
Jan 17, 2025 | AIR FRANCE-KLM S.A. | EUR750 mil 1.875% nts due 01/16/2025 | 1 | 1,200,000.00 | NR | 3(65%) | ||||||||
Jan 17, 2025 | UFC HOLDINGS LLC | US$3.047 bil fltg rate first lien term B-3 bank ln due 04/29/2026 | 1 | 898,733.83 | NR | 2(70%) | ||||||||
Jan 16, 2025 | ALTICE FINANCING S.A. | EUR600 mil 2.25% nts due 01/15/2025 | 6 | 6,276,000.00 | NR | 3(60%) | ||||||||
Jan 13, 2025 | CHG PPC PARENT LLC | EUR250 mil euro term bank ln due 12/08/2028 | 83 | 148,227,980.37 | 3(55%) | 3(50%) | ||||||||
Jan 10, 2025 | BORMIOLI PHARMA SPA | EUR350 mil nts due 05/15/2028 | 49 | 79,189,000.00 | NR | 4(35%) | ||||||||
Jan 09, 2025 | CLARIOS GLOBAL LP | EUR1.075 bil bank ln due 07/01/2031 | 194 | 450,526,327.76 | 3(55%) | 3(65%) | ||||||||
Jan 09, 2025 | CLARIOS GLOBAL LP | EUR700 mil 4.375% nts due 05/15/2026 | 19 | 27,764,000.00 | 3(55%) | 3(65%) | ||||||||
Jan 09, 2025 | NOVELIS SHEET INGOT GMBH | EUR500 mil nts due 03/31/2029 | 3 | 2,200,000.00 | 3(50%) | 3(55%) | ||||||||
Jan 08, 2025 | KAPLA HOLDING S.A.S. | EUR800 mil fltg rate nts due 07/31/2030 | 99 | 151,219,000.00 | 3(60%) | 3(65%) | ||||||||
Jan 08, 2025 | KAPLA HOLDING S.A.S. | EUR460 mil 3.375% nts due 12/15/2026 | 35 | 39,353,000.00 | 3(60%) | 3(65%) | ||||||||
Jan 08, 2025 | DOVALUE SPA | EUR265 mil 5.00% nts due 08/15/2025 | 14 | 14,031,000.00 | NR | 3(55%) | ||||||||
Jan 06, 2025 | MARCEL BIDCO GMBH | EUR550 mil TLB6 bank ln due 11/09/2030 | 151 | 306,538,950.84 | NR | 3(65%) | ||||||||
Dec 27, 2024 | GRAFTECH GLOBAL ENTERPRISE INC. | US$450 mil sr nts due 12/31/2028 | 1 | 1,836,547.29 | NR | 2(70%) | ||||||||
Note: *See paragraph 14 of our guidance "Global Methodology And Assumptions For CLOs And Corporate CDOs," published on June 21, 2019. NR--Not rated. |
Table 3
Interest coverage or par value test with less than 100 basis points difference between the result and test | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLO | Latest report date | Test type | Test name | Result | Test | Difference | Pass/fail | |||||||||
Bain Capital Euro CLO 2017-1 DAC | Dec 06, 2024 | OC | Class F Par Value Test | 100.21% | 103.53% | -3.32% | Fail | |||||||||
Bain Capital Euro CLO 2017-1 DAC | Dec 06, 2024 | OC | Class E Par Value Test | 106.24% | 106.61% | -0.37% | Fail | |||||||||
Accunia European CLO II DAC | Nov 29, 2024 | OC | Class F Par Value Test | 104.38% | 104.63% | -0.25% | Fail | |||||||||
Man GLG Euro CLO III DAC | Nov 08, 2024 | OC | Class F Par Value Test | 103.27% | 103.50% | -0.23% | Fail | |||||||||
Segovia European CLO 4-2017 DAC | Nov 06, 2024 | OC | Class F Par Value Test | 103.67% | 103.80% | -0.13% | Fail | |||||||||
Newhaven CLO DAC | Nov 01, 2024 | OC | Class F-R Par Value Test | 104.54% | 103.81% | 0.73% | Pass | |||||||||
Bp--Basis point. IC--Interest coverage. OC--Overcollateralization. |
Chart 1
Chart 2
Table 4
European CLOs Snapshot as of Jan 21, 2025 | ||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLO | Collateral manager | Latest report date | SPWARF | 'BB-' and above (%) | 'B-' (%) | 'CCC' category | Nonperforming category (%) | CreditWatch negative (%) | Negative outlook (%) | |||||||||||
AB Carval Euro CLO I-C DAC | CarVal | Nov 08, 2024 | 2,838 | 14.29 | 28.21 | 3.58 | 0.00 | 0.90 | 15.27 | |||||||||||
Ab Carval Euro CLO II-C DAC | CarVal | Dec 09, 2024 | 2,796 | 13.13 | 26.76 | 1.12 | 0.00 | 0.28 | 11.94 | |||||||||||
Accunia European CLO II DAC | Accunia | Nov 29, 2024 | 4,278 | 0.00 | 0.00 | 58.24 | 0.00 | 0.00 | 26.16 | |||||||||||
Accunia European CLO IV DAC | Accunia | Nov 29, 2024 | 3,156 | 9.12 | 32.40 | 7.73 | 1.49 | 0.74 | 22.70 | |||||||||||
Adagio IV CLO DAC | AXA | Nov 20, 2024 | 2,873 | 16.31 | 23.42 | 6.61 | 0.97 | 0.00 | 18.37 | |||||||||||
Adagio VI CLO DAC | AXA | Nov 20, 2024 | 3,112 | 11.87 | 33.08 | 12.06 | 0.00 | 0.00 | 23.57 | |||||||||||
Adagio X EUR CLO DAC | AXA | Nov 20, 2024 | 2,836 | 16.24 | 25.64 | 4.80 | 0.82 | 0.00 | 19.47 | |||||||||||
AlbaCore Euro CLO I DAC | AlbaCore | Nov 07, 2024 | 2,903 | 13.80 | 26.63 | 5.43 | 0.77 | 0.96 | 13.39 | |||||||||||
AlbaCore Euro CLO II DAC | AlbaCore | Dec 04, 2024 | 2,874 | 13.66 | 25.55 | 4.81 | 0.78 | 0.96 | 14.35 | |||||||||||
AlbaCore Euro CLO III DAC | AlbaCore | Nov 15, 2024 | 2,873 | 13.52 | 26.02 | 4.61 | 0.80 | 0.99 | 14.06 | |||||||||||
AlbaCore Euro CLO IV DAC | AlbaCore | Nov 15, 2024 | 2,868 | 12.64 | 25.72 | 4.69 | 0.60 | 1.11 | 14.75 | |||||||||||
AlbaCore Euro CLO V DAC | AlbaCore | Nov 15, 2024 | 2,813 | 13.89 | 27.64 | 3.28 | 0.00 | 0.71 | 15.81 | |||||||||||
AlbaCore Euro CLO VI DAC | AlbaCore | Nov 07, 2024 | 2,850 | 11.56 | 28.15 | 2.91 | 0.00 | 0.49 | 13.00 | |||||||||||
Anchorage Capital Europe CLO 10 DAC | Anchorage | Nov 04, 2024 | 2,849 | 9.10 | 22.71 | 3.18 | 0.00 | 0.50 | 12.60 | |||||||||||
Anchorage Capital Europe CLO 2 DAC | Anchorage | Nov 04, 2024 | 2,904 | 9.52 | 23.21 | 4.77 | 0.50 | 1.35 | 12.67 | |||||||||||
Anchorage Capital Europe CLO 2021-4 DAC | Anchorage | Dec 13, 2024 | 2,866 | 9.43 | 22.11 | 3.81 | 0.49 | 1.34 | 12.63 | |||||||||||
Anchorage Capital Europe CLO 6 DAC | Anchorage | Nov 12, 2024 | 2,904 | 10.02 | 22.95 | 4.86 | 0.50 | 1.09 | 12.75 | |||||||||||
Aqueduct European CLO 5-2020 DAC | HPS | Nov 07, 2024 | 2,906 | 11.67 | 26.20 | 5.15 | 0.00 | 0.88 | 13.85 | |||||||||||
Aqueduct European CLO 6-2021 DAC | HPS | Nov 29, 2024 | 2,919 | 9.28 | 25.94 | 4.51 | 0.00 | 0.72 | 14.08 | |||||||||||
Aqueduct European CLO 7-2022 DAC | HPS | Nov 04, 2024 | 2,935 | 9.96 | 30.26 | 3.22 | 0.00 | 1.09 | 15.09 | |||||||||||
Aqueduct European CLO 8 DAC | HPS | Oct 31, 2024 | 2,928 | 10.26 | 30.38 | 2.23 | 0.00 | 0.72 | 12.01 | |||||||||||
Arbour CLO II DAC | Oaktree | Oct 31, 2024 | 2,868 | 17.37 | 26.02 | 4.53 | 1.14 | 0.00 | 16.45 | |||||||||||
Arbour CLO III DAC | Oaktree | Oct 31, 2024 | 2,920 | 13.86 | 26.02 | 4.42 | 1.53 | 0.00 | 16.29 | |||||||||||
Arbour CLO IV DAC | Oaktree | Oct 31, 2024 | 2,920 | 16.25 | 28.60 | 4.10 | 1.45 | 0.00 | 16.47 | |||||||||||
Arbour CLO IX DAC | Oaktree | Oct 31, 2024 | 2,888 | 15.47 | 27.32 | 3.51 | 1.39 | 0.00 | 17.49 | |||||||||||
Arbour CLO XI DAC | Oaktree | Oct 31, 2024 | 2,921 | 10.06 | 30.02 | 3.29 | 0.00 | 0.00 | 13.41 | |||||||||||
Arbour CLO XII DAC | Oaktree | Oct 31, 2024 | 2,863 | 11.46 | 29.39 | 2.41 | 0.00 | 0.00 | 14.31 | |||||||||||
Arbour CLO XIII DAC | Oaktree | Oct 31, 2024 | 2,769 | 12.60 | 21.82 | 1.63 | 0.00 | 0.00 | 11.84 | |||||||||||
Ares European CLO IX DAC | Ares | Nov 06, 2024 | 3,199 | 8.78 | 32.62 | 15.77 | 0.00 | 1.20 | 19.51 | |||||||||||
Ares European CLO VI DAC | Ares | Nov 12, 2024 | 2,736 | 25.33 | 21.36 | 10.77 | 0.00 | 1.15 | 19.49 | |||||||||||
Ares European CLO VII DAC | Ares | Nov 12, 2024 | 3,031 | 14.03 | 30.74 | 14.64 | 0.00 | 0.00 | 20.10 | |||||||||||
Ares European CLO VIII DAC | Ares | Nov 06, 2024 | 3,025 | 7.21 | 28.97 | 7.63 | 0.00 | 0.45 | 18.81 | |||||||||||
Ares European CLO XIII DAC | Ares | Nov 06, 2024 | 2,998 | 9.24 | 30.66 | 6.37 | 0.00 | 0.57 | 12.93 | |||||||||||
Ares European CLO XIX DAC | Ares | Nov 12, 2024 | 2,892 | 6.88 | 29.87 | 0.00 | 0.00 | 0.47 | 12.28 | |||||||||||
Ares European CLO XVI DAC | Ares | Nov 05, 2024 | 3,045 | 7.37 | 30.50 | 6.89 | 0.00 | 0.63 | 12.49 | |||||||||||
Ares European CLO XVII DAC | Ares | Nov 12, 2024 | 2,964 | 5.58 | 30.19 | 2.52 | 0.00 | 0.37 | 13.77 | |||||||||||
Ares European CLO XVIII DAC | Ares | Nov 05, 2024 | 2,876 | 6.29 | 27.97 | 0.65 | 0.00 | 0.40 | 15.24 | |||||||||||
Ares European CLO XX DAC | Ares | Dec 12, 2024 | 2,839 | 8.85 | 26.02 | 0.46 | 0.00 | 0.92 | 11.95 | |||||||||||
Arini European CLO I DAC | Squarepoint | Nov 29, 2024 | 2,824 | 14.98 | 20.31 | 3.30 | 1.40 | 0.00 | 11.16 | |||||||||||
Arini European CLO II DAC | Arini | Nov 29, 2024 | 2,788 | 15.13 | 19.78 | 4.16 | 0.36 | 0.00 | 8.66 | |||||||||||
Arini European CLO III DAC | Arini | Nov 29, 2024 | 2,778 | 14.78 | 22.64 | 3.02 | 0.00 | 0.00 | 7.98 | |||||||||||
Armada Euro CLO I DAC | Brigade | Dec 16, 2024 | 2,849 | 11.81 | 22.04 | 4.28 | 0.77 | 2.30 | 13.86 | |||||||||||
Armada Euro CLO IV DAC | Brigade | Nov 15, 2024 | 2,893 | 13.87 | 22.01 | 6.60 | 0.92 | 2.69 | 16.91 | |||||||||||
Armada Euro CLO V DAC | Brigade | Dec 16, 2024 | 2,911 | 9.50 | 23.66 | 3.59 | 1.20 | 2.05 | 14.96 | |||||||||||
Armada Euro CLO VI DAC | Brigade | Nov 15, 2024 | 2,820 | 9.42 | 19.73 | 3.51 | 0.00 | 1.50 | 11.28 | |||||||||||
Aurium CLO II DAC | Spire | Nov 29, 2024 | 2,808 | 17.01 | 23.86 | 5.58 | 0.08 | 0.00 | 16.86 | |||||||||||
Aurium CLO III DAC | Spire | Nov 29, 2024 | 2,680 | 23.84 | 21.67 | 3.88 | 1.32 | 0.43 | 16.81 | |||||||||||
Aurium CLO IV DAC | Spire | Nov 29, 2024 | 2,765 | 18.02 | 22.92 | 4.52 | 0.62 | 0.82 | 19.03 | |||||||||||
Aurium CLO IX DAC | Spire | Oct 18, 2024 | 2,824 | 15.96 | 23.77 | 4.35 | 0.49 | 0.00 | 15.45 | |||||||||||
Aurium CLO V DAC | Spire | Dec 09, 2024 | 2,808 | 17.31 | 22.44 | 4.73 | 0.68 | 0.00 | 16.88 | |||||||||||
Aurium CLO VI DAC | Spire | Nov 29, 2024 | 2,821 | 16.13 | 23.24 | 4.96 | 0.49 | 0.00 | 16.59 | |||||||||||
Aurium CLO VII DAC | Spire | Nov 06, 2024 | 2,819 | 16.94 | 23.23 | 4.97 | 0.60 | 0.00 | 17.12 | |||||||||||
Aurium CLO VIII DAC | Spire | Oct 31, 2024 | 2,771 | 17.04 | 23.17 | 4.91 | 0.00 | 0.00 | 17.07 | |||||||||||
Aurium CLO XI DAC | Spire | Nov 29, 2024 | 2,750 | 15.49 | 22.20 | 3.22 | 0.00 | 0.00 | 15.70 | |||||||||||
Avoca CLO XIV DAC | KKR | Nov 29, 2024 | 2,890 | 12.44 | 27.53 | 6.28 | 0.00 | 0.64 | 19.84 | |||||||||||
Avoca CLO XVII DAC | KKR | Nov 29, 2024 | 2,864 | 9.87 | 25.14 | 4.21 | 0.00 | 0.36 | 16.16 | |||||||||||
Avoca CLO XVIII DAC | KKR | Oct 31, 2024 | 2,916 | 10.61 | 31.57 | 6.18 | 0.16 | 0.00 | 17.43 | |||||||||||
Avoca CLO XXI DAC | KKR | Nov 29, 2024 | 2,908 | 10.29 | 27.35 | 5.30 | 0.00 | 0.45 | 17.41 | |||||||||||
Avoca CLO XXII DAC | KKR | Nov 29, 2024 | 2,931 | 9.60 | 28.63 | 4.04 | 0.00 | 0.61 | 18.23 | |||||||||||
Avoca CLO XXIII DAC | KKR | Oct 31, 2024 | 2,924 | 9.19 | 27.86 | 3.72 | 0.00 | 0.74 | 18.08 | |||||||||||
Avoca CLO XXIV DAC | KKR | Nov 29, 2024 | 2,938 | 8.91 | 28.60 | 4.24 | 0.00 | 0.69 | 17.72 | |||||||||||
Avoca CLO XXIX DAC | KKR | Oct 31, 2024 | 2,875 | 7.41 | 23.58 | 2.71 | 0.00 | 0.49 | 16.48 | |||||||||||
Avoca CLO XXVIII DAC | KKR | Oct 31, 2024 | 2,893 | 7.74 | 25.49 | 2.66 | 0.00 | 0.46 | 17.11 | |||||||||||
Avoca CLO XXX DAC | KKR | Oct 31, 2024 | 2,878 | 7.03 | 24.20 | 2.48 | 0.00 | 0.49 | 16.81 | |||||||||||
Avoca CLO XXXI DAC | KKR | Oct 31, 2024 | 2,860 | 8.07 | 22.81 | 2.18 | 0.00 | 0.49 | 16.07 | |||||||||||
Avondale Park CLO DAC | Blackstone | Nov 18, 2024 | 2,922 | 11.79 | 26.23 | 5.60 | 0.53 | 0.08 | 14.41 | |||||||||||
BBAM European CLO I DAC | BlueBay | Dec 10, 2024 | 2,808 | 10.86 | 21.77 | 3.64 | 0.00 | 0.76 | 13.57 | |||||||||||
BBAM European CLO II DAC | BlueBay | Nov 12, 2024 | 2,817 | 11.33 | 20.35 | 4.90 | 0.00 | 0.76 | 13.50 | |||||||||||
BBAM European CLO IV DAC | RBC | Dec 10, 2024 | 2,776 | 8.59 | 18.91 | 1.69 | 0.00 | 0.27 | 9.98 | |||||||||||
Bain Capital Euro CLO 2017-1 DAC | Bain | Dec 06, 2024 | 3,447 | 13.72 | 24.12 | 9.71 | 7.88 | 0.35 | 27.40 | |||||||||||
Bain Capital Euro CLO 2019-1 DAC | Bain | Nov 06, 2024 | 2,937 | 13.79 | 22.72 | 4.96 | 2.04 | 0.16 | 18.48 | |||||||||||
Bain Capital Euro CLO 2020-1 DAC | Bain | Nov 06, 2024 | 2,975 | 14.32 | 23.35 | 6.51 | 1.82 | 0.22 | 17.89 | |||||||||||
Bain Capital Euro CLO 2021-1 DAC | Bain | Dec 06, 2024 | 2,933 | 14.47 | 23.57 | 4.73 | 1.75 | 0.56 | 16.21 | |||||||||||
Bain Capital Euro CLO 2021-2 DAC | Bain | Nov 06, 2024 | 2,969 | 11.61 | 22.30 | 5.63 | 1.40 | 0.42 | 15.55 | |||||||||||
Bain Capital Euro CLO 2022-1 DAC | Bain | Dec 06, 2024 | 2,871 | 12.64 | 23.66 | 3.25 | 1.03 | 0.39 | 16.95 | |||||||||||
Bain Capital Euro CLO 2022-2 DAC | Bain | Nov 12, 2024 | 2,955 | 11.85 | 22.75 | 3.80 | 1.64 | 0.12 | 17.71 | |||||||||||
Bain Capital Euro CLO 2023-1 DAC | Bain | Nov 08, 2024 | 2,849 | 11.62 | 24.12 | 2.84 | 0.52 | 0.29 | 16.48 | |||||||||||
Bain Capital Euro CLO 2024-1 DAC | Bain | Dec 12, 2024 | 2,775 | 12.80 | 23.10 | 2.36 | 0.11 | 0.62 | 15.52 | |||||||||||
Bain Capital Euro CLO 2024-2 DAC | Bain | Dec 04, 2024 | 2,756 | 12.77 | 24.20 | 0.86 | 0.00 | 0.36 | 13.59 | |||||||||||
Barings Euro CLO 2020-1 DAC | Barings | Nov 11, 2024 | 2,860 | 17.66 | 28.51 | 2.61 | 1.74 | 0.00 | 18.79 | |||||||||||
Barings Euro CLO 2021-1 DAC | Barings | Oct 14, 2024 | 2,948 | 16.57 | 28.83 | 3.65 | 2.32 | 0.00 | 17.30 | |||||||||||
Barings Euro CLO 2021-2 DAC | Barings | Nov 05, 2024 | 2,854 | 16.43 | 29.75 | 2.92 | 1.15 | 0.00 | 17.44 | |||||||||||
Barings Euro CLO 2023-1 DAC | Barings | Oct 17, 2024 | 2,709 | 19.17 | 25.68 | 2.37 | 0.28 | 0.00 | 17.40 | |||||||||||
Barings Euro CLO 2023-2 DAC | Barings | Nov 08, 2024 | 2,722 | 17.11 | 27.64 | 1.71 | 0.00 | 0.00 | 17.19 | |||||||||||
Barings Euro CLO 2024-1 DAC | Barings | Nov 08, 2024 | 2,776 | 16.35 | 26.66 | 1.50 | 0.54 | 0.00 | 14.77 | |||||||||||
Bilbao CLO III DAC | Guggenheim | Dec 06, 2024 | 3,043 | 4.19 | 30.25 | 5.69 | 0.00 | 1.02 | 12.54 | |||||||||||
Bilbao CLO IV DAC | Guggenheim | Nov 06, 2024 | 2,948 | 6.04 | 24.87 | 4.86 | 0.00 | 0.89 | 12.71 | |||||||||||
Black Diamond CLO 2017-2 DAC | Black Diamond | Nov 12, 2024 | 3,235 | 7.99 | 21.65 | 18.56 | 0.10 | 3.11 | 19.63 | |||||||||||
Black Diamond CLO 2019-1 DAC | Black Diamond | Oct 15, 2024 | 3,027 | 10.74 | 21.97 | 11.71 | 0.00 | 1.55 | 17.01 | |||||||||||
BlackRock European CLO II DAC | BlackRock | Nov 04, 2024 | 2,890 | 15.59 | 20.84 | 4.61 | 2.16 | 0.38 | 14.80 | |||||||||||
BlackRock European CLO III DAC | BlackRock | Dec 06, 2024 | 2,850 | 14.69 | 21.71 | 3.65 | 1.59 | 0.37 | 16.17 | |||||||||||
BlackRock European CLO IV DAC | BlackRock | Dec 10, 2024 | 2,905 | 18.17 | 20.45 | 8.79 | 2.47 | 0.73 | 21.87 | |||||||||||
BlackRock European CLO IX DAC | BlackRock | Nov 12, 2024 | 2,940 | 12.68 | 21.72 | 5.16 | 1.97 | 0.54 | 16.60 | |||||||||||
BlackRock European CLO X DAC | BlackRock | Nov 20, 2024 | 2,874 | 15.26 | 20.33 | 5.31 | 1.76 | 1.00 | 15.81 | |||||||||||
BlackRock European CLO XI DAC | BlackRock | Dec 10, 2024 | 2,827 | 14.48 | 20.44 | 4.53 | 1.49 | 0.95 | 15.45 | |||||||||||
BlackRock European CLO XII DAC | BlackRock | Dec 06, 2024 | 2,789 | 14.34 | 20.16 | 3.93 | 0.98 | 0.88 | 14.85 | |||||||||||
Blackrock European CLO XIII DAC | BlackRock | Dec 16, 2024 | 2,827 | 14.54 | 20.58 | 3.92 | 1.46 | 0.86 | 14.63 | |||||||||||
Blackrock European CLO XIV DAC | BlackRock | Nov 12, 2024 | 2,750 | 13.04 | 24.12 | 3.02 | 0.00 | 0.62 | 13.58 | |||||||||||
BlueMountain EUR 2021-1 CLO DAC | Sound Point | Dec 09, 2024 | 2,916 | 11.28 | 30.28 | 4.06 | 0.00 | 0.86 | 17.13 | |||||||||||
BlueMountain EUR 2021-2 CLO DAC | Sound Point | Dec 09, 2024 | 2,910 | 10.38 | 28.92 | 4.23 | 0.00 | 0.85 | 16.10 | |||||||||||
BlueMountain EUR CLO 2016-1 DAC | Sound Point | Nov 29, 2024 | 3,081 | 7.63 | 32.88 | 10.41 | 0.00 | 0.00 | 19.27 | |||||||||||
BlueMountain Fuji EUR CLO IV DAC | Sound Point | Dec 09, 2024 | 2,905 | 10.73 | 28.44 | 3.73 | 0.00 | 0.50 | 16.81 | |||||||||||
BlueMountain Fuji EUR CLO V DAC | Sound Point | Dec 10, 2024 | 2,913 | 13.14 | 32.10 | 3.66 | 0.00 | 0.72 | 19.91 | |||||||||||
Bosphorus CLO VI DAC | Cross Ocean | Nov 13, 2024 | 2,734 | 19.63 | 23.48 | 6.11 | 0.00 | 0.00 | 18.48 | |||||||||||
Bridgepoint CLO 1 DAC | Bridgepoint | Nov 05, 2024 | 2,866 | 8.82 | 22.21 | 4.65 | 0.00 | 0.00 | 15.66 | |||||||||||
Bridgepoint CLO 2 DAC | Bridgepoint | Dec 05, 2024 | 2,850 | 9.50 | 25.51 | 3.02 | 0.00 | 0.00 | 13.21 | |||||||||||
Bridgepoint CLO IV DAC | Bridgepoint | Dec 10, 2024 | 2,953 | 4.92 | 23.50 | 3.91 | 0.00 | 0.00 | 12.66 | |||||||||||
Bridgepoint CLO V DAC | Bridgepoint | Nov 05, 2024 | 2,908 | 6.31 | 26.35 | 2.24 | 0.00 | 0.00 | 12.61 | |||||||||||
Bridgepoint CLO VI DAC | Bridgepoint | Nov 01, 2024 | 2,834 | 7.67 | 20.48 | 1.95 | 0.00 | 0.00 | 11.22 | |||||||||||
CIFC European Funding VI DAC | CIFC | Oct 31, 2024 | 2,825 | 11.34 | 29.04 | 1.43 | 0.00 | 0.24 | 14.65 | |||||||||||
CVC Cordatus Loan Fund IV DAC | CVC | Oct 31, 2024 | 2,877 | 11.63 | 26.42 | 5.46 | 0.00 | 0.00 | 13.05 | |||||||||||
CVC Cordatus Loan Fund IX DAC | CVC | Oct 31, 2024 | 2,924 | 11.18 | 23.82 | 6.41 | 0.33 | 0.00 | 13.19 | |||||||||||
CVC Cordatus Loan Fund V DAC | CVC | Nov 29, 2024 | 2,854 | 16.10 | 24.31 | 7.12 | 0.68 | 0.00 | 13.39 | |||||||||||
CVC Cordatus Loan Fund VIII DAC | CVC | Nov 29, 2024 | 2,880 | 12.25 | 23.00 | 6.87 | 0.16 | 0.00 | 13.43 | |||||||||||
CVC Cordatus Loan Fund X DAC | CVC | Nov 29, 2024 | 2,793 | 16.36 | 24.13 | 6.36 | 0.23 | 0.00 | 15.54 | |||||||||||
CVC Cordatus Loan Fund XIX DAC | CVC | Oct 31, 2024 | 2,880 | 10.98 | 25.45 | 5.31 | 0.00 | 0.00 | 15.66 | |||||||||||
CVC Cordatus Loan Fund XVI DAC | CVC | Oct 31, 2024 | 3,017 | 7.54 | 32.48 | 6.67 | 0.18 | 0.00 | 17.72 | |||||||||||
CVC Cordatus Loan Fund XVII DAC | CVC | Oct 31, 2024 | 2,925 | 10.00 | 25.87 | 6.03 | 0.13 | 0.00 | 16.32 | |||||||||||
CVC Cordatus Loan Fund XVIII DAC | CVC | Nov 18, 2024 | 2,941 | 11.11 | 24.47 | 6.30 | 0.31 | 0.00 | 14.22 | |||||||||||
CVC Cordatus Loan Fund XX DAC | CVC | Oct 31, 2024 | 2,948 | 9.10 | 27.58 | 6.52 | 0.00 | 0.00 | 15.42 | |||||||||||
CVC Cordatus Loan Fund XXI DAC | CVC | Oct 31, 2024 | 2,971 | 8.68 | 25.96 | 6.57 | 0.17 | 0.00 | 15.31 | |||||||||||
CVC Cordatus Loan Fund XXIV DAC | CVC | Nov 06, 2024 | 3,085 | 7.01 | 34.90 | 7.89 | 0.21 | 0.00 | 16.66 | |||||||||||
CVC Cordatus Loan Fund XXIX DAC | CVC | Dec 09, 2024 | 2,935 | 7.50 | 30.71 | 4.21 | 0.00 | 0.00 | 15.13 | |||||||||||
CVC Cordatus Loan Fund XXV-A DAC | CVC | Oct 09, 2024 | 2,980 | 8.27 | 28.52 | 5.47 | 0.00 | 0.00 | 16.87 | |||||||||||
CVC Cordatus Loan Fund XXVI DAC | CVC | Nov 15, 2024 | 2,948 | 8.63 | 31.42 | 4.48 | 0.00 | 0.00 | 15.49 | |||||||||||
CVC Cordatus Loan Fund XXVII DAC | CVC | Nov 12, 2024 | 2,906 | 7.89 | 25.84 | 4.26 | 0.00 | 0.00 | 14.05 | |||||||||||
CVC Cordatus Loan Fund XXVIII DAC | CVC | Nov 04, 2024 | 2,971 | 7.85 | 27.53 | 4.87 | 0.37 | 0.00 | 13.78 | |||||||||||
CVC Cordatus Loan Fund XXX DAC | CVC | Dec 09, 2024 | 2,854 | 8.80 | 30.28 | 1.49 | 0.00 | 0.00 | 14.50 | |||||||||||
CVC Cordatus Loan Fund XXXI DAC | CVC | Nov 12, 2024 | 2,800 | 12.23 | 24.04 | 2.84 | 0.00 | 0.00 | 12.56 | |||||||||||
CVC Cordatus Loan Fund XXXII DAC | CVC | Dec 09, 2024 | 2,705 | 13.95 | 20.56 | 0.66 | 0.00 | 0.00 | 10.45 | |||||||||||
Cairn CLO VIII DAC | Cairn | Nov 20, 2024 | 3,046 | 17.61 | 31.47 | 6.98 | 2.43 | 1.02 | 13.15 | |||||||||||
Cairn CLO XI DAC | Cairn | Nov 05, 2024 | 3,011 | 15.33 | 31.17 | 7.05 | 1.26 | 0.13 | 15.68 | |||||||||||
Cairn CLO XIV DAC | Cairn | Nov 15, 2024 | 2,948 | 14.18 | 29.77 | 5.22 | 0.73 | 1.04 | 18.36 | |||||||||||
Cairn CLO XVI DAC | Cairn | Nov 15, 2024 | 2,744 | 16.76 | 23.76 | 3.25 | 0.47 | 0.00 | 13.81 | |||||||||||
Cairn CLO XVII DAC | Cairn | Nov 15, 2024 | 2,807 | 15.77 | 24.76 | 3.68 | 0.49 | 0.00 | 13.76 | |||||||||||
Cairn CLO XVIII DAC | Cairn | Nov 08, 2024 | 2,751 | 18.38 | 29.25 | 2.16 | 0.00 | 0.00 | 11.27 | |||||||||||
Canyon Euro CLO 2022-1 DAC | Canyon | Nov 29, 2024 | 2,773 | 12.62 | 21.72 | 3.08 | 0.00 | 1.23 | 11.91 | |||||||||||
Canyon Euro CLO 2023-1 DAC | Canyon | Nov 29, 2024 | 2,811 | 10.78 | 22.24 | 2.28 | 0.00 | 1.09 | 10.12 | |||||||||||
Capital Four CLO I DAC | Capital Four | Nov 29, 2024 | 2,900 | 15.00 | 26.87 | 3.89 | 1.62 | 0.82 | 14.94 | |||||||||||
Capital Four CLO II DAC | Capital Four | Nov 29, 2024 | 2,910 | 12.78 | 26.47 | 2.46 | 1.52 | 0.55 | 11.83 | |||||||||||
Capital Four CLO III DAC | Capital Four | Nov 29, 2024 | 2,919 | 12.73 | 28.31 | 2.05 | 1.50 | 1.27 | 12.87 | |||||||||||
Capital Four CLO IV DAC | Capital Four | Oct 31, 2024 | 2,912 | 12.46 | 26.82 | 2.08 | 1.53 | 0.56 | 13.97 | |||||||||||
Capital Four CLO V DAC | Capital Four | Nov 13, 2024 | 2,936 | 11.66 | 27.99 | 1.09 | 1.76 | 0.49 | 12.69 | |||||||||||
Capital Four CLO VI DAC | Capital Four | Nov 13, 2024 | 2,878 | 9.61 | 24.80 | 1.85 | 0.88 | 0.00 | 13.05 | |||||||||||
Capital Four CLO VII DAC | Capital Four | Nov 13, 2024 | 2,751 | 10.85 | 24.91 | 0.00 | 0.00 | 0.00 | 11.78 | |||||||||||
Carlyle Euro CLO 2013-1 DAC | CELF | Oct 02, 2024 | 2,739 | 16.02 | 25.65 | 4.52 | 0.00 | 0.00 | 20.51 | |||||||||||
Carlyle Euro CLO 2017-1 DAC | CELF | Dec 16, 2024 | 2,871 | 11.62 | 21.14 | 5.79 | 0.00 | 0.00 | 18.61 | |||||||||||
Carlyle Euro CLO 2017-3 DAC | CELF | Oct 02, 2024 | 2,934 | 8.30 | 27.28 | 5.79 | 0.00 | 0.00 | 21.75 | |||||||||||
Carlyle Euro CLO 2018-1 DAC | CELF | Nov 12, 2024 | 2,947 | 8.45 | 31.84 | 3.99 | 0.00 | 0.00 | 21.88 | |||||||||||
Carlyle Euro CLO 2019-2 DAC | CELF | Nov 04, 2024 | 2,982 | 8.86 | 27.45 | 5.49 | 0.00 | 0.00 | 20.94 | |||||||||||
Carlyle Euro CLO 2020-1 DAC | CELF | Nov 18, 2024 | 2,900 | 8.98 | 24.93 | 4.28 | 0.00 | 0.00 | 20.47 | |||||||||||
Carlyle Euro CLO 2020-2 DAC | CELF | Nov 18, 2024 | 2,876 | 11.58 | 25.24 | 4.66 | 0.00 | 0.00 | 16.61 | |||||||||||
Carlyle Euro CLO 2021-1 DAC | CELF | Nov 18, 2024 | 2,844 | 11.33 | 21.31 | 4.74 | 0.00 | 0.00 | 17.13 | |||||||||||
Carlyle Euro CLO 2021-3 DAC | CELF | Dec 12, 2024 | 2,980 | 8.75 | 29.57 | 5.37 | 0.00 | 0.00 | 16.28 | |||||||||||
Carlyle Euro CLO 2022-5 DAC | CELF | Nov 20, 2024 | 2,935 | 9.17 | 27.53 | 4.27 | 0.00 | 0.00 | 17.19 | |||||||||||
Carlyle Euro CLO 2024-1 DAC | CELF | Dec 10, 2024 | 2,789 | 9.37 | 23.93 | 0.00 | 0.00 | 0.00 | 16.15 | |||||||||||
Carlyle Global Market Strategies Euro CLO 2015-1 DAC | CELF | Nov 18, 2024 | 2,975 | 8.87 | 25.60 | 6.85 | 0.00 | 0.00 | 22.43 | |||||||||||
Carlyle Global Market Strategies Euro CLO 2016-2 DAC | CELF | Dec 16, 2024 | 2,844 | 11.84 | 21.20 | 5.00 | 0.00 | 0.00 | 18.51 | |||||||||||
Carysfort Park CLO DAC | Blackstone | Nov 20, 2024 | 2,891 | 13.14 | 26.04 | 4.98 | 0.51 | 0.09 | 14.70 | |||||||||||
Clarinda Park CLO DAC | Blackstone | Dec 16, 2024 | 2,890 | 12.94 | 26.76 | 4.91 | 0.51 | 0.15 | 15.20 | |||||||||||
Clonkeen Park CLO DAC | Blackstone | Nov 05, 2024 | 2,890 | 9.24 | 30.39 | 1.45 | 0.00 | 0.00 | 16.48 | |||||||||||
Clonmore Park CLO DAC | Blackstone | Nov 08, 2024 | 3,056 | 7.74 | 27.18 | 5.87 | 1.07 | 0.55 | 16.41 | |||||||||||
Contego CLO IV DAC | Five Arrows | Oct 31, 2024 | 3,051 | 6.52 | 33.74 | 6.15 | 0.00 | 0.95 | 19.94 | |||||||||||
Contego CLO IX DAC | Five Arrows | Nov 29, 2024 | 2,984 | 6.15 | 32.14 | 3.51 | 0.00 | 0.64 | 15.54 | |||||||||||
Contego CLO VII DAC | Five Arrows | Oct 31, 2024 | 2,948 | 8.55 | 30.37 | 4.39 | 0.00 | 0.56 | 19.44 | |||||||||||
Contego CLO VIII DAC | Five Arrows | Oct 15, 2024 | 2,976 | 6.80 | 30.98 | 4.64 | 0.00 | 0.75 | 16.87 | |||||||||||
Contego CLO X DAC | Five Arrows | Nov 05, 2024 | 2,958 | 5.69 | 32.21 | 3.02 | 0.00 | 0.00 | 15.31 | |||||||||||
Contego CLO XII DAC | Five Arrows | Oct 15, 2024 | 2,923 | 7.09 | 30.38 | 2.96 | 0.00 | 0.00 | 16.16 | |||||||||||
Cross Ocean Bosphorus CLO IX DAC | Cross Ocean | Nov 29, 2024 | 2,821 | 13.44 | 29.67 | 1.08 | 0.00 | 0.00 | 16.56 | |||||||||||
Cross Ocean Bosphorus CLO X DAC | Cross Ocean | Nov 29, 2024 | 2,825 | 12.99 | 30.83 | 0.49 | 0.00 | 0.00 | 10.32 | |||||||||||
Crosthwaite Park CLO DAC | Blackstone | Dec 04, 2024 | 2,931 | 13.35 | 26.84 | 5.47 | 0.82 | 0.45 | 15.42 | |||||||||||
Dartry Park CLO DAC | Blackstone | Nov 15, 2024 | 2,935 | 11.06 | 26.99 | 5.93 | 0.45 | 0.82 | 14.53 | |||||||||||
Deer Park CLO DAC | Blackstone | Nov 18, 2024 | 2,893 | 14.30 | 25.34 | 5.39 | 0.69 | 0.43 | 14.90 | |||||||||||
Dillons Park CLO DAC | Blackstone | Oct 02, 2024 | 3,013 | 10.66 | 27.05 | 6.66 | 0.94 | 0.38 | 14.55 | |||||||||||
Dryden 27 R Euro CLO 2017 DAC | PGIM | Oct 31, 2024 | 2,871 | 14.54 | 34.96 | 4.45 | 0.12 | 0.66 | 17.93 | |||||||||||
Dryden 29 Euro CLO 2013 DAC | PGIM | Nov 30, 2024 | 2,873 | 13.03 | 37.46 | 4.82 | 0.00 | 1.60 | 14.83 | |||||||||||
Dryden 35 Euro CLO 2014 DAC | PGIM | Nov 30, 2024 | 2,836 | 11.17 | 34.16 | 3.69 | 0.00 | 0.43 | 15.27 | |||||||||||
Dryden 39 Euro CLO 2015 DAC | PGIM | Oct 31, 2024 | 2,790 | 16.33 | 32.62 | 3.78 | 0.15 | 0.46 | 16.80 | |||||||||||
Dryden 44 Euro CLO 2015 DAC | PGIM | Nov 30, 2024 | 2,818 | 15.89 | 32.89 | 5.23 | 0.03 | 0.56 | 13.55 | |||||||||||
Dryden 46 Euro CLO 2016 DAC | PGIM | Oct 31, 2024 | 2,764 | 16.62 | 31.71 | 3.96 | 0.14 | 0.43 | 14.72 | |||||||||||
Dryden 48 Euro CLO 2016 DAC | PGIM | Oct 31, 2024 | 2,877 | 11.03 | 33.36 | 5.14 | 0.00 | 0.35 | 16.64 | |||||||||||
Dryden 52 Euro CLO 2017 DAC | PGIM | Oct 31, 2024 | 2,847 | 16.65 | 36.06 | 5.12 | 0.00 | 1.26 | 14.16 | |||||||||||
Dryden 56 Euro CLO 2017 DAC | PGIM | Oct 31, 2024 | 2,809 | 17.00 | 33.49 | 5.71 | 0.00 | 1.34 | 12.85 | |||||||||||
Dryden 73 Euro CLO 2018 DAC | PGIM | Oct 31, 2024 | 2,798 | 15.60 | 32.75 | 4.35 | 0.00 | 0.16 | 15.33 | |||||||||||
Dryden 74 Euro CLO 2020 DAC | PGIM | Nov 30, 2024 | 2,870 | 12.36 | 34.82 | 4.13 | 0.00 | 0.45 | 16.50 | |||||||||||
Dryden 88 Euro CLO 2020 DAC | PGIM | Nov 30, 2024 | 2,803 | 16.19 | 32.86 | 4.95 | 0.00 | 0.56 | 14.91 | |||||||||||
Dryden 89 Euro CLO 2020 DAC | PGIM | Oct 31, 2024 | 2,817 | 16.40 | 34.06 | 5.14 | 0.00 | 0.48 | 16.58 | |||||||||||
Dryden 96 Euro CLO 2021 DAC | PGIM | Oct 31, 2024 | 2,830 | 13.94 | 33.46 | 4.06 | 0.00 | 0.68 | 14.66 | |||||||||||
Dunedin Park CLO DAC | Blackstone | Nov 07, 2024 | 2,919 | 11.40 | 26.11 | 5.85 | 0.36 | 0.49 | 14.76 | |||||||||||
Elm Park CLO DAC | Blackstone | Nov 15, 2024 | 2,890 | 13.54 | 26.74 | 5.51 | 0.31 | 0.85 | 14.95 | |||||||||||
Euro-Galaxy III CLO DAC | PineBridge | Nov 05, 2024 | 3,021 | 15.87 | 25.50 | 6.85 | 2.30 | 0.73 | 13.97 | |||||||||||
Euro-Galaxy IV CLO DAC | PineBridge | Dec 16, 2024 | 2,967 | 13.53 | 25.14 | 4.96 | 2.18 | 0.52 | 14.20 | |||||||||||
Euro-Galaxy V CLO DAC | PineBridge | Dec 05, 2024 | 2,953 | 14.42 | 25.12 | 4.55 | 2.30 | 0.30 | 13.71 | |||||||||||
Fair Oaks Loan Funding I DAC | Fair Oaks | Dec 16, 2024 | 2,708 | 13.91 | 22.01 | 2.79 | 0.00 | 0.00 | 14.69 | |||||||||||
Fair Oaks Loan Funding II DAC | Fair Oaks | Dec 16, 2024 | 2,763 | 12.94 | 24.67 | 3.41 | 0.00 | 0.00 | 14.92 | |||||||||||
Fair Oaks Loan Funding III DAC | Fair Oaks | Nov 15, 2024 | 2,741 | 13.78 | 23.24 | 3.25 | 0.00 | 0.00 | 14.16 | |||||||||||
Fair Oaks Loan Funding V DAC | Fair Oaks | Dec 16, 2024 | 2,667 | 13.61 | 21.62 | 0.00 | 0.00 | 0.00 | 15.07 | |||||||||||
Fernhill Park CLO DAC | Blackstone | Nov 05, 2024 | 2,842 | 11.61 | 26.26 | 2.24 | 0.00 | 0.19 | 15.56 | |||||||||||
Fidelity Grand Harbour CLO 2022-1 DAC | FIL | Nov 05, 2024 | 2,889 | 12.94 | 30.73 | 1.38 | 0.74 | 0.00 | 11.89 | |||||||||||
Fidelity Grand Harbour CLO 2023-1 DAC | FIL | Nov 04, 2024 | 2,856 | 11.08 | 31.48 | 1.30 | 0.00 | 0.25 | 12.82 | |||||||||||
Fidelity Grand Harbour CLO 2023-2 DAC | FIL | Nov 05, 2024 | 2,830 | 11.17 | 29.32 | 0.75 | 0.00 | 0.37 | 13.04 | |||||||||||
Glenbrook Park CLO DAC | Blackstone | Nov 08, 2024 | 2,985 | 8.33 | 27.00 | 4.94 | 0.55 | 0.27 | 16.41 | |||||||||||
GoldenTree Loan Management EUR CLO 4 DAC | GoldenTree | Nov 15, 2024 | 2,756 | 15.93 | 20.23 | 4.39 | 0.00 | 1.38 | 15.21 | |||||||||||
GoldenTree Loan Management EUR CLO 5 DAC | GoldenTree | Nov 15, 2024 | 2,786 | 14.51 | 20.72 | 4.39 | 0.00 | 1.38 | 15.35 | |||||||||||
GoldenTree Loan Management EUR CLO 6 DAC | GoldenTree | Nov 15, 2024 | 2,779 | 14.27 | 20.72 | 3.63 | 0.00 | 1.72 | 15.57 | |||||||||||
GoldenTree Loan Management EUR CLO 7 DAC | GoldenTree | Nov 15, 2024 | 2,781 | 14.46 | 20.63 | 3.20 | 0.00 | 1.63 | 14.51 | |||||||||||
Grosvenor Place CLO 2022-1 DAC | CQS | Dec 16, 2024 | 2,830 | 12.93 | 26.15 | 2.63 | 0.74 | 0.00 | 9.42 | |||||||||||
Harvest CLO VIII DAC | Investcorp | Dec 19, 2024 | 4,281 | 0.00 | 34.90 | 65.10 | 0.00 | 0.00 | 100.00 | |||||||||||
Harvest CLO XVII DAC | Investcorp | Nov 29, 2024 | 2,928 | 9.31 | 27.89 | 4.27 | 0.06 | 0.61 | 18.48 | |||||||||||
Harvest CLO XXII DAC | Investcorp | Oct 31, 2024 | 2,897 | 9.85 | 28.23 | 3.51 | 0.06 | 0.34 | 16.72 | |||||||||||
Harvest CLO XXIII DAC | Investcorp | Nov 29, 2024 | 2,894 | 10.52 | 28.74 | 3.33 | 0.06 | 0.74 | 16.67 | |||||||||||
Harvest CLO XXIX DAC | Investcorp | Nov 08, 2024 | 2,932 | 8.57 | 29.34 | 2.02 | 0.00 | 0.00 | 17.11 | |||||||||||
Harvest CLO XXV DAC | Investcorp | Nov 12, 2024 | 2,912 | 9.25 | 26.73 | 3.05 | 0.06 | 0.51 | 16.38 | |||||||||||
Harvest CLO XXVI DAC | Investcorp | Oct 31, 2024 | 2,929 | 10.01 | 27.06 | 3.48 | 0.05 | 0.17 | 17.79 | |||||||||||
Harvest CLO XXX DAC | Investcorp | Nov 08, 2024 | 2,909 | 7.92 | 26.58 | 1.79 | 0.00 | 0.00 | 17.69 | |||||||||||
Harvest CLO XXXI DAC | Investcorp | Nov 08, 2024 | 2,911 | 9.20 | 27.95 | 1.97 | 0.00 | 0.00 | 16.54 | |||||||||||
Harvest CLO XXXII DAC | Investcorp | Oct 31, 2024 | 2,899 | 8.03 | 27.77 | 0.69 | 0.00 | 0.10 | 14.53 | |||||||||||
Hayfin Emerald CLO IV DAC | Hayfin | Nov 04, 2024 | 2,738 | 18.36 | 21.28 | 5.54 | 0.60 | 0.00 | 11.45 | |||||||||||
Hayfin Emerald CLO IX DAC | Hayfin | Nov 04, 2024 | 2,749 | 19.61 | 21.46 | 5.57 | 0.79 | 0.00 | 12.20 | |||||||||||
Hayfin Emerald CLO VI DAC | Hayfin | Nov 15, 2024 | 2,769 | 18.63 | 21.58 | 5.91 | 0.79 | 0.00 | 11.44 | |||||||||||
Hayfin Emerald CLO VII DAC | Hayfin | Nov 04, 2024 | 2,771 | 18.59 | 23.40 | 5.20 | 0.89 | 0.00 | 12.71 | |||||||||||
Hayfin Emerald CLO VIII DAC | Hayfin | Nov 15, 2024 | 2,775 | 18.79 | 22.58 | 5.37 | 0.79 | 0.00 | 12.22 | |||||||||||
Hayfin Emerald CLO X DAC | Hayfin | Dec 02, 2024 | 2,698 | 19.79 | 20.60 | 4.13 | 0.69 | 0.00 | 12.08 | |||||||||||
Hayfin Emerald CLO XII DAC | Hayfin | Dec 02, 2024 | 2,647 | 17.91 | 22.31 | 1.93 | 0.00 | 0.00 | 13.72 | |||||||||||
Hayfin Emerald CLO XIII DAC | Hayfin | Nov 04, 2024 | 2,626 | 20.16 | 23.64 | 0.50 | 0.00 | 0.00 | 9.99 | |||||||||||
Henley CLO I DAC | Napier Park | Nov 15, 2024 | 2,903 | 5.95 | 25.53 | 2.29 | 0.00 | 0.76 | 12.60 | |||||||||||
Henley CLO II DAC | Napier Park | Oct 15, 2024 | 2,970 | 2.03 | 25.44 | 2.55 | 0.00 | 0.76 | 14.97 | |||||||||||
Henley CLO III DAC | Napier Park | Oct 15, 2024 | 2,955 | 3.84 | 25.77 | 2.78 | 0.00 | 1.01 | 14.12 | |||||||||||
Henley CLO IV DAC | Napier Park | Nov 15, 2024 | 2,909 | 5.07 | 24.77 | 2.27 | 0.00 | 0.76 | 12.23 | |||||||||||
Henley CLO V DAC | Napier Park | Nov 15, 2024 | 2,950 | 2.48 | 23.84 | 2.77 | 0.00 | 0.76 | 15.10 | |||||||||||
Henley CLO VI DAC | Napier Park | Nov 15, 2024 | 2,962 | 2.94 | 25.40 | 2.21 | 0.00 | 1.53 | 13.53 | |||||||||||
Henley CLO VII DAC | Napier Park | Dec 16, 2024 | 2,887 | 4.93 | 23.02 | 1.75 | 0.00 | 1.00 | 12.60 | |||||||||||
Henley CLO X DAC | Napier Park | Nov 15, 2024 | 2,953 | 2.17 | 24.31 | 1.08 | 0.00 | 0.43 | 8.20 | |||||||||||
Holland Park CLO DAC | Blackstone | Nov 01, 2024 | 2,957 | 12.27 | 30.13 | 5.57 | 0.76 | 0.59 | 16.65 | |||||||||||
ICG Euro CLO 2021-1 DAC | Intermediate | Nov 07, 2024 | 3,008 | 13.78 | 32.01 | 3.48 | 1.82 | 0.00 | 16.27 | |||||||||||
ICG Euro CLO 2023-1 DAC | Intermediate | Nov 12, 2024 | 3,119 | 13.41 | 29.93 | 5.78 | 2.32 | 0.00 | 15.64 | |||||||||||
ICG Euro CLO 2023-2 DAC | Intermediate | Nov 12, 2024 | 2,997 | 13.82 | 31.92 | 2.24 | 1.68 | 0.00 | 19.62 | |||||||||||
ICG Euro CLO 2024-1 DAC | Intermediate | Nov 12, 2024 | 2,798 | 17.11 | 31.62 | 0.95 | 0.00 | 0.00 | 13.07 | |||||||||||
Indigo Credit Management I DAC | Pemberton | Nov 11, 2024 | 2,482 | 20.60 | 8.73 | 0.00 | 0.00 | 0.00 | 15.92 | |||||||||||
Invesco Euro CLO II DAC | Invesco | Nov 04, 2024 | 3,201 | 11.45 | 32.15 | 4.48 | 3.53 | 0.00 | 19.90 | |||||||||||
Invesco Euro CLO III DAC | Invesco | Dec 16, 2024 | 3,132 | 13.67 | 32.40 | 3.19 | 3.63 | 0.58 | 20.35 | |||||||||||
Invesco Euro CLO IV DAC | Invesco | Nov 15, 2024 | 3,247 | 10.25 | 34.39 | 4.57 | 3.48 | 0.19 | 21.67 | |||||||||||
Invesco Euro CLO Issuer X DAC | Invesco | Nov 15, 2024 | 2,981 | 15.10 | 28.21 | 2.24 | 2.36 | 0.00 | 20.18 | |||||||||||
Invesco Euro CLO VI DAC | Invesco | Nov 15, 2024 | 3,045 | 13.93 | 26.75 | 4.11 | 3.05 | 0.00 | 20.80 | |||||||||||
Invesco Euro CLO XI DAC | Invesco | Nov 15, 2024 | 2,914 | 15.60 | 28.18 | 1.99 | 1.58 | 0.00 | 17.01 | |||||||||||
Invesco Euro CLO XII DAC | Invesco | Nov 15, 2024 | 2,857 | 10.89 | 29.84 | 0.43 | 0.00 | 0.00 | 17.88 | |||||||||||
Jubilee CLO 2013-X DAC | Alcentra | Nov 04, 2024 | 2,916 | 16.83 | 29.81 | 6.14 | 1.10 | 0.00 | 17.19 | |||||||||||
Jubilee CLO 2017-XIX DAC | Alcentra | Dec 04, 2024 | 3,124 | 10.77 | 34.04 | 8.72 | 1.51 | 0.00 | 21.78 | |||||||||||
Jubilee CLO 2019-XXII DAC | Alcentra | Dec 10, 2024 | 2,844 | 16.89 | 30.22 | 3.86 | 0.59 | 0.00 | 17.32 | |||||||||||
Jubilee CLO 2019-XXIII DAC | Alcentra | Nov 07, 2024 | 2,921 | 14.74 | 31.78 | 4.10 | 0.91 | 0.00 | 17.61 | |||||||||||
Jubilee CLO 2020-XXIV DAC | Alcentra | Dec 10, 2024 | 2,918 | 14.44 | 29.78 | 5.10 | 1.07 | 0.00 | 19.08 | |||||||||||
Jubilee CLO 2022-XXVI DAC | Alcentra | Nov 07, 2024 | 2,905 | 15.94 | 29.83 | 4.88 | 1.08 | 0.00 | 16.94 | |||||||||||
Jubilee CLO 2023-XXVII DAC | Alcentra | Nov 07, 2024 | 2,934 | 15.69 | 31.19 | 4.80 | 1.32 | 0.00 | 16.59 | |||||||||||
Jubilee CLO 2024-XXVIII DAC | Alcentra | Dec 11, 2024 | 2,784 | 15.64 | 31.02 | 2.57 | 0.00 | 0.00 | 13.56 | |||||||||||
MV Credit Euro CLO III DAC | MV | Nov 04, 2024 | 2,898 | 10.42 | 20.02 | 2.81 | 0.58 | 0.00 | 16.05 | |||||||||||
Madison Park Euro Funding IX DAC | Credit Suisse | Nov 06, 2024 | 3,005 | 10.91 | 20.57 | 5.13 | 2.23 | 0.27 | 16.42 | |||||||||||
Madison Park Euro Funding VIII DAC | Credit Suisse | Nov 20, 2024 | 2,927 | 11.53 | 23.54 | 4.45 | 1.54 | 0.62 | 14.20 | |||||||||||
Madison Park Euro Funding X DAC | Credit Suisse | Nov 12, 2024 | 2,859 | 21.83 | 22.75 | 5.49 | 2.36 | 0.92 | 15.39 | |||||||||||
Madison Park Euro Funding XV DAC | Credit Suisse | Nov 20, 2024 | 2,995 | 11.37 | 26.51 | 4.52 | 1.41 | 0.41 | 14.66 | |||||||||||
Madison Park Euro Funding XVI DAC | Credit Suisse | Oct 04, 2024 | 2,977 | 11.86 | 24.78 | 3.69 | 1.86 | 0.79 | 15.61 | |||||||||||
Madison Park Euro Funding XVII DAC | Credit Suisse | Nov 20, 2024 | 2,997 | 9.14 | 28.25 | 4.31 | 0.92 | 0.26 | 17.73 | |||||||||||
Madison Park Euro Funding XX DAC | Credit Suisse | Nov 05, 2024 | 3,098 | 6.70 | 24.39 | 4.07 | 2.31 | 1.67 | 15.11 | |||||||||||
Man Euro CLO 2023-1 DAC | GLG | Nov 08, 2024 | 2,825 | 10.05 | 25.84 | 0.86 | 0.00 | 1.15 | 8.25 | |||||||||||
Man GLG Euro CLO III DAC | GLG | Nov 08, 2024 | 3,199 | 12.97 | 29.22 | 10.11 | 2.45 | 3.00 | 22.68 | |||||||||||
Man GLG Euro CLO VI DAC | GLG | Dec 09, 2024 | 2,957 | 10.87 | 33.84 | 4.25 | 0.55 | 1.60 | 18.34 | |||||||||||
Margay CLO II DAC | M&G | Nov 15, 2024 | 2,647 | 15.78 | 16.30 | 1.25 | 0.00 | 0.00 | 14.28 | |||||||||||
Marino Park CLO DAC | Blackstone | Nov 20, 2024 | 2,910 | 11.52 | 28.84 | 5.68 | 0.00 | 0.12 | 15.98 | |||||||||||
Montmartre Euro CLO 2020-2 DAC | CELF | Nov 04, 2024 | 2,945 | 10.71 | 28.18 | 5.88 | 0.00 | 0.00 | 17.44 | |||||||||||
Monument CLO 1 DAC | Serone | Nov 15, 2024 | 2,782 | 11.26 | 18.24 | 1.42 | 0.00 | 0.00 | 10.46 | |||||||||||
Nassau Euro CLO III DAC | NCC | Nov 07, 2024 | 2,857 | 8.91 | 21.23 | 1.59 | 0.66 | 0.00 | 14.08 | |||||||||||
Nassau Euro CLO IV DAC | NCC | Nov 07, 2024 | 2,786 | 9.33 | 19.87 | 0.50 | 0.00 | 0.00 | 12.88 | |||||||||||
Neuberger Berman Loan Advisers Euro CLO 1 DAC | Neuberger Berman | Nov 15, 2024 | 2,745 | 12.40 | 19.91 | 1.70 | 0.16 | 0.48 | 13.06 | |||||||||||
Neuberger Berman Loan Advisers Euro CLO 2 DAC | Neuberger Berman | Nov 18, 2024 | 2,750 | 12.32 | 20.95 | 1.85 | 0.16 | 0.95 | 13.58 | |||||||||||
Neuberger Berman Loan Advisers Euro CLO 3 DAC | Neuberger Berman | Nov 18, 2024 | 2,762 | 11.80 | 19.75 | 2.10 | 0.17 | 0.94 | 13.34 | |||||||||||
Neuberger Berman Loan Advisers Euro CLO 5 DAC | Neuberger Berman | Oct 08, 2024 | 2,747 | 12.91 | 21.74 | 2.65 | 0.17 | 1.13 | 14.71 | |||||||||||
Neuberger Berman Loan Advisers Euro CLO 6 DAC | Neuberger Berman | Nov 18, 2024 | 2,735 | 10.95 | 19.25 | 1.64 | 0.00 | 0.66 | 13.90 | |||||||||||
Newhaven CLO DAC | Bain | Nov 01, 2024 | 3,043 | 14.06 | 24.78 | 6.24 | 2.53 | 0.31 | 17.81 | |||||||||||
North Westerly VI ESG CLO DAC | NIBC | Dec 02, 2024 | 2,925 | 14.05 | 23.92 | 4.42 | 1.66 | 0.00 | 20.31 | |||||||||||
North Westerly VII ESG CLO DAC | NIBC | Nov 05, 2024 | 2,890 | 14.61 | 22.50 | 3.93 | 1.95 | 0.00 | 16.43 | |||||||||||
North Westerly VIII 2024 ESG CLO DAC | NIBC | Oct 31, 2024 | 2,702 | 14.88 | 22.53 | 0.00 | 0.00 | 0.00 | 11.68 | |||||||||||
Northwoods Capital 19 Euro DAC | Northwoods | Nov 13, 2024 | 2,988 | 9.78 | 27.32 | 6.61 | 0.54 | 0.85 | 19.25 | |||||||||||
Northwoods Capital 21 Euro DAC | Northwoods | Nov 11, 2024 | 3,044 | 11.73 | 26.55 | 5.33 | 1.87 | 0.00 | 17.78 | |||||||||||
Northwoods Capital 23 Euro DAC | Northwoods | Oct 31, 2024 | 3,026 | 12.40 | 26.90 | 5.20 | 1.92 | 0.00 | 18.33 | |||||||||||
Northwoods Capital 24 Euro DAC | Northwoods | Nov 04, 2024 | 3,058 | 11.63 | 27.38 | 5.46 | 1.91 | 0.00 | 17.65 | |||||||||||
Northwoods Capital 26 Euro DAC | Northwoods | Nov 04, 2024 | 3,045 | 10.98 | 26.70 | 5.22 | 1.62 | 0.43 | 18.70 | |||||||||||
OCP EURO CLO 2022-5 DAC | Onex | Nov 06, 2024 | 2,845 | 15.20 | 33.86 | 2.90 | 0.00 | 0.49 | 19.37 | |||||||||||
OCP Euro CLO 2017-1 DAC | Onex | Nov 06, 2024 | 2,818 | 15.46 | 32.65 | 3.41 | 0.00 | 0.43 | 17.44 | |||||||||||
OCP Euro CLO 2017-2 DAC | Onex | Nov 06, 2024 | 2,803 | 16.46 | 33.56 | 2.30 | 0.00 | 0.00 | 16.03 | |||||||||||
OCP Euro CLO 2019-3 DAC | Onex | Nov 06, 2024 | 2,810 | 14.41 | 29.21 | 2.98 | 0.00 | 0.35 | 17.07 | |||||||||||
OCP Euro CLO 2020-4 DAC | Onex | Nov 06, 2024 | 2,864 | 14.28 | 32.11 | 4.16 | 0.00 | 1.05 | 20.99 | |||||||||||
OCP Euro CLO 2022-6 DAC | Onex | Dec 06, 2024 | 2,888 | 14.11 | 35.24 | 3.14 | 0.00 | 0.49 | 17.27 | |||||||||||
OCP Euro CLO 2023-8 DAC | Onex | Nov 06, 2024 | 2,897 | 10.77 | 35.20 | 1.83 | 0.00 | 0.00 | 18.36 | |||||||||||
OCP Euro CLO 2024-10 DAC | Onex | Dec 06, 2024 | 2,805 | 13.15 | 29.17 | 1.60 | 0.00 | 0.34 | 13.76 | |||||||||||
OCP Euro CLO 2024-9 DAC | Onex | Nov 06, 2024 | 2,844 | 12.03 | 28.96 | 2.83 | 0.00 | 0.40 | 13.79 | |||||||||||
OCPE CLO 2023-7 DAC | Onex | Nov 06, 2024 | 2,852 | 13.97 | 33.77 | 2.89 | 0.00 | 0.56 | 16.26 | |||||||||||
OZLME III DAC | Sculptor | Dec 12, 2024 | 2,745 | 18.83 | 27.54 | 7.30 | 0.00 | 0.00 | 20.37 | |||||||||||
Oak Hill European Credit Partners VIII DAC | Oak Hill | Nov 06, 2024 | 2,857 | 9.33 | 26.01 | 2.95 | 0.00 | 0.32 | 15.81 | |||||||||||
Palmer Square European CLO 2021-1 DAC | Palmer Square | Nov 29, 2024 | 2,812 | 16.39 | 23.91 | 3.41 | 0.72 | 0.65 | 17.55 | |||||||||||
Palmer Square European CLO 2021-2 DAC | Palmer Square | Nov 05, 2024 | 2,841 | 15.76 | 24.17 | 3.94 | 0.82 | 0.64 | 18.24 | |||||||||||
Palmer Square European CLO 2022-1 DAC | Palmer Square | Nov 29, 2024 | 2,801 | 16.33 | 22.91 | 2.83 | 0.74 | 0.96 | 16.48 | |||||||||||
Palmer Square European CLO 2022-2 DAC | Palmer Square | Nov 29, 2024 | 2,778 | 16.31 | 22.22 | 1.93 | 0.85 | 0.81 | 15.50 | |||||||||||
Palmer Square European CLO 2023-2 DAC | Palmer Square | Oct 31, 2024 | 2,766 | 17.37 | 21.95 | 1.98 | 0.67 | 1.03 | 13.67 | |||||||||||
Penta CLO 11 DAC | Partners | Nov 29, 2024 | 2,941 | 7.21 | 27.82 | 3.46 | 0.00 | 0.00 | 10.81 | |||||||||||
Penta CLO 12 DAC | Partners | Oct 30, 2024 | 2,868 | 11.79 | 26.30 | 2.83 | 0.00 | 0.00 | 12.79 | |||||||||||
Penta CLO 14 DAC | Partners | Nov 29, 2024 | 2,883 | 9.63 | 29.12 | 1.46 | 0.00 | 0.00 | 12.57 | |||||||||||
Penta CLO 15 DAC | Partners | Oct 31, 2024 | 2,863 | 11.84 | 26.21 | 2.69 | 0.00 | 0.00 | 11.62 | |||||||||||
Penta CLO 16 DAC | Partners | Nov 29, 2024 | 2,865 | 10.79 | 25.87 | 3.33 | 0.00 | 0.00 | 13.58 | |||||||||||
Penta CLO 17 DAC | Partners | Nov 29, 2024 | 2,845 | 11.81 | 23.65 | 3.12 | 0.00 | 0.00 | 12.59 | |||||||||||
Penta CLO 5 DAC | Partners | Nov 29, 2024 | 2,838 | 13.74 | 27.08 | 3.34 | 0.00 | 0.00 | 13.53 | |||||||||||
Penta CLO 8 DAC | Partners | Oct 31, 2024 | 2,888 | 11.19 | 27.29 | 3.80 | 0.00 | 0.00 | 19.40 | |||||||||||
Penta CLO 9 DAC | Partners | Oct 31, 2024 | 2,891 | 9.07 | 25.67 | 3.34 | 0.00 | 0.00 | 11.04 | |||||||||||
Providus CLO I DAC | Permira | Oct 31, 2024 | 2,767 | 17.95 | 34.13 | 3.28 | 0.00 | 0.00 | 17.66 | |||||||||||
Providus CLO III DAC | Permira | Oct 31, 2024 | 2,885 | 10.38 | 32.81 | 2.06 | 0.00 | 0.00 | 14.80 | |||||||||||
Providus CLO IV DAC | Permira | Oct 31, 2024 | 2,900 | 9.49 | 33.03 | 2.30 | 0.00 | 0.00 | 15.83 | |||||||||||
Providus CLO IX DAC | Permira | Oct 31, 2024 | 2,948 | 8.12 | 32.85 | 2.33 | 0.00 | 0.00 | 13.50 | |||||||||||
Providus CLO V DAC | Permira | Oct 31, 2024 | 2,908 | 9.33 | 33.23 | 2.41 | 0.00 | 0.00 | 15.17 | |||||||||||
Providus CLO VI DAC | Permira | Nov 05, 2024 | 2,919 | 9.64 | 33.10 | 2.84 | 0.00 | 0.00 | 15.04 | |||||||||||
Providus CLO VII DAC | Permira | Oct 31, 2024 | 2,937 | 9.01 | 32.83 | 2.48 | 0.00 | 0.00 | 14.53 | |||||||||||
Providus CLO X DAC | Permira | Nov 01, 2024 | 2,926 | 9.34 | 31.95 | 2.36 | 0.00 | 0.00 | 14.92 | |||||||||||
Purple Finance CLO 1 DAC | Ostrum | Nov 15, 2024 | 3,272 | 4.04 | 45.27 | 10.96 | 0.00 | 0.00 | 15.16 | |||||||||||
Purple Finance CLO 2 DAC | Ostrum | Dec 16, 2024 | 2,989 | 3.14 | 27.27 | 3.38 | 0.00 | 0.00 | 16.87 | |||||||||||
RRE 1 Loan Management DAC | Redding Ridge | Oct 31, 2024 | 2,809 | 12.04 | 23.26 | 2.76 | 0.00 | 0.00 | 12.77 | |||||||||||
RRE 10 Loan Management DAC | Redding Ridge | Nov 30, 2024 | 2,797 | 12.12 | 23.03 | 2.82 | 0.00 | 0.00 | 12.38 | |||||||||||
RRE 11 Loan Management DAC | Redding Ridge | Oct 31, 2024 | 2,825 | 9.25 | 22.33 | 2.20 | 0.00 | 0.00 | 13.32 | |||||||||||
RRE 12 Loan Management DAC | Redding Ridge | Oct 31, 2024 | 2,811 | 11.03 | 21.22 | 2.63 | 0.00 | 0.00 | 13.13 | |||||||||||
RRE 16 Loan Management DAC | Redding Ridge | Oct 31, 2024 | 2,836 | 8.04 | 22.49 | 1.96 | 0.00 | 0.00 | 14.34 | |||||||||||
RRE 17 Loan Management DAC | Redding Ridge | Oct 31, 2024 | 2,822 | 7.90 | 23.59 | 1.12 | 0.00 | 0.00 | 14.23 | |||||||||||
RRE 18 Loan Management DAC | Redding Ridge | Oct 31, 2024 | 2,826 | 7.66 | 23.33 | 0.88 | 0.00 | 0.00 | 13.49 | |||||||||||
RRE 19 Loan Management DAC | Redding Ridge | Nov 30, 2024 | 2,863 | 6.49 | 24.55 | 1.11 | 0.00 | 0.00 | 12.64 | |||||||||||
RRE 2 Loan Management DAC | Redding Ridge | Oct 31, 2024 | 2,803 | 11.98 | 22.12 | 2.64 | 0.00 | 0.00 | 12.62 | |||||||||||
RRE 20 Loan Management DAC | Redding Ridge | Oct 31, 2024 | 2,914 | 5.88 | 25.18 | 1.45 | 0.00 | 0.00 | 10.91 | |||||||||||
RRE 21 Loan Management DAC | Redding Ridge | Oct 31, 2024 | 2,876 | 6.64 | 23.69 | 2.04 | 0.00 | 0.00 | 13.75 | |||||||||||
RRE 5 Loan Management DAC | Redding Ridge | Oct 31, 2024 | 2,800 | 11.83 | 22.52 | 2.76 | 0.00 | 0.00 | 13.24 | |||||||||||
RRE 6 Loan Management DAC | Redding Ridge | Oct 31, 2024 | 2,804 | 11.68 | 22.20 | 2.64 | 0.00 | 0.00 | 13.22 | |||||||||||
RRE 7 Loan Management DAC | Redding Ridge | Oct 31, 2024 | 2,802 | 12.29 | 22.57 | 2.75 | 0.00 | 0.00 | 12.63 | |||||||||||
RRE 8 Loan Management DAC | Redding Ridge | Oct 31, 2024 | 2,820 | 11.09 | 22.84 | 2.83 | 0.00 | 0.00 | 13.16 | |||||||||||
Rockfield Park CLO DAC | Blackstone | Nov 12, 2024 | 2,921 | 11.93 | 26.60 | 5.05 | 0.59 | 0.14 | 14.16 | |||||||||||
Rockford Tower Europe CLO 2018-1 DAC | Rockford | Nov 15, 2024 | 2,888 | 17.70 | 34.50 | 5.06 | 0.25 | 1.35 | 16.50 | |||||||||||
Rockford Tower Europe CLO 2021-1 DAC | Rockford | Nov 15, 2024 | 2,773 | 19.53 | 25.16 | 6.34 | 0.00 | 0.83 | 12.46 | |||||||||||
Rockford Tower Europe CLO 2021-2 DAC | Rockford | Nov 15, 2024 | 2,877 | 16.95 | 30.80 | 6.99 | 0.00 | 0.67 | 13.93 | |||||||||||
Rockford Tower Europe CLO 2023-1 DAC | Rockford | Nov 15, 2024 | 2,841 | 15.83 | 29.90 | 4.46 | 0.00 | 0.53 | 11.65 | |||||||||||
Sculptor European CLO I DAC | Sculptor | Nov 12, 2024 | 2,749 | 16.68 | 25.24 | 3.17 | 0.00 | 0.00 | 15.29 | |||||||||||
Sculptor European CLO II DAC | Sculptor | Nov 12, 2024 | 2,726 | 17.12 | 24.94 | 2.52 | 0.00 | 0.00 | 15.28 | |||||||||||
Sculptor European CLO VI DAC | Sculptor | Oct 02, 2024 | 2,697 | 18.97 | 24.41 | 2.46 | 0.00 | 0.00 | 15.11 | |||||||||||
Sculptor European CLO VIII DAC | Sculptor | Nov 05, 2024 | 2,783 | 14.17 | 25.65 | 2.49 | 0.00 | 0.00 | 17.19 | |||||||||||
Seapoint Park CLO DAC | Blackstone | Nov 12, 2024 | 2,921 | 10.85 | 28.28 | 5.15 | 0.26 | 0.61 | 13.53 | |||||||||||
Segovia European CLO 1-2014 DAC | Segovia | Oct 02, 2024 | 2,947 | 10.92 | 24.80 | 5.32 | 0.62 | 1.04 | 14.44 | |||||||||||
Segovia European CLO 3-2017 DAC | Segovia | Oct 15, 2024 | 2,933 | 10.67 | 24.25 | 3.44 | 0.77 | 1.15 | 13.62 | |||||||||||
Segovia European CLO 4-2017 DAC | Segovia | Oct 08, 2024 | 2,979 | 19.12 | 28.67 | 8.04 | 1.51 | 1.69 | 16.20 | |||||||||||
Signal Harmonic CLO II DAC | Signal | Nov 12, 2024 | 2,839 | 16.81 | 29.81 | 2.93 | 0.00 | 0.00 | 10.99 | |||||||||||
Signal Harmonic CLO III DAC | Signal | Oct 14, 2024 | 2,835 | 15.04 | 28.09 | 2.68 | 0.00 | 0.00 | 10.08 | |||||||||||
Sona Fios CLO I DAC | Sona | Nov 29, 2024 | 2,807 | 10.56 | 24.40 | 2.10 | 0.00 | 0.00 | 8.21 | |||||||||||
Sona Fios CLO II DAC | Sona | Nov 29, 2024 | 2,755 | 11.73 | 24.08 | 1.09 | 0.00 | 0.00 | 8.06 | |||||||||||
Sona Fios CLO III DAC | Sona | Oct 31, 2024 | 2,719 | 11.85 | 20.17 | 1.29 | 0.00 | 0.00 | 6.85 | |||||||||||
Sound Point Euro CLO 10 Funding DAC | Sound Point | Nov 01, 2024 | 2,937 | 8.80 | 31.82 | 0.97 | 0.00 | 0.82 | 17.11 | |||||||||||
Sound Point Euro CLO 11 Funding DAC | Sound Point | Nov 01, 2024 | 2,866 | 13.17 | 31.08 | 0.99 | 0.00 | 0.99 | 15.05 | |||||||||||
Sound Point Euro CLO III Funding DAC | Sound Point | Nov 07, 2024 | 2,903 | 13.38 | 31.27 | 2.82 | 0.00 | 0.75 | 17.54 | |||||||||||
Sound Point Euro CLO IV Funding DAC | Sound Point | Nov 01, 2024 | 2,923 | 12.61 | 33.18 | 2.62 | 0.00 | 0.90 | 19.08 | |||||||||||
St. Paul's CLO II DAC | Intermediate | Nov 12, 2024 | 3,080 | 15.52 | 29.57 | 3.80 | 3.20 | 0.00 | 18.65 | |||||||||||
St. Paul's CLO IX DAC | Intermediate | Nov 07, 2024 | 3,060 | 15.76 | 29.68 | 3.80 | 2.96 | 0.00 | 18.42 | |||||||||||
St. Paul's CLO VI DAC | Intermediate | Nov 07, 2024 | 3,065 | 16.38 | 31.19 | 4.18 | 2.67 | 0.00 | 17.82 | |||||||||||
St. Paul's CLO VII DAC | Intermediate | Nov 07, 2024 | 3,062 | 16.58 | 30.07 | 3.93 | 2.96 | 0.00 | 17.94 | |||||||||||
St. Paul's CLO X DAC | Intermediate | Nov 07, 2024 | 3,114 | 15.57 | 30.91 | 3.36 | 3.62 | 0.00 | 18.22 | |||||||||||
St. Paul's CLO XII DAC | Intermediate | Nov 07, 2024 | 3,101 | 13.22 | 31.86 | 3.52 | 2.90 | 0.00 | 18.03 | |||||||||||
Texas Debt Capital Euro CLO 2024-I DAC | CIFC | Oct 31, 2024 | 2,806 | 12.62 | 28.77 | 0.85 | 0.00 | 0.24 | 17.65 | |||||||||||
Tikehau CLO III DAC | Tikehau | Oct 31, 2024 | 2,916 | 15.88 | 22.35 | 4.65 | 2.51 | 0.56 | 14.37 | |||||||||||
Tikehau CLO V DAC | Tikehau | Nov 29, 2024 | 2,950 | 12.79 | 27.79 | 3.75 | 1.83 | 0.83 | 17.53 | |||||||||||
Tikehau CLO VII DAC | Tikehau | Oct 31, 2024 | 2,926 | 13.30 | 26.87 | 1.66 | 1.71 | 0.00 | 16.47 | |||||||||||
Tikehau CLO X DAC | Tikehau | Nov 29, 2024 | 2,857 | 11.06 | 23.08 | 1.17 | 1.17 | 0.00 | 14.36 | |||||||||||
Tikehau CLO XI DAC | Tikehau | Oct 31, 2024 | 2,868 | 10.38 | 24.81 | 2.02 | 0.56 | 0.00 | 10.82 | |||||||||||
Tikehau CLO XII DAC | Tikehau | Oct 31, 2024 | 2,858 | 8.80 | 28.19 | 0.25 | 0.00 | 0.00 | 10.17 | |||||||||||
Toro European CLO 2 DAC | Chenavari | Nov 15, 2024 | 2,828 | 14.02 | 22.80 | 5.67 | 0.00 | 0.75 | 17.04 | |||||||||||
Toro European CLO 3 DAC | Chenavari | Nov 15, 2024 | 2,800 | 13.00 | 23.00 | 4.24 | 0.00 | 0.72 | 17.08 | |||||||||||
Toro European CLO 5 DAC | Chenavari | Dec 16, 2024 | 2,735 | 15.34 | 18.55 | 5.94 | 0.00 | 1.78 | 22.71 | |||||||||||
Toro European CLO 6 DAC | Chenavari | Nov 15, 2024 | 2,805 | 12.79 | 22.79 | 5.01 | 0.00 | 0.47 | 18.50 | |||||||||||
Toro European CLO 7 DAC | Chenavari | Nov 05, 2024 | 2,776 | 13.81 | 20.65 | 6.12 | 0.00 | 0.00 | 19.50 | |||||||||||
Toro European CLO 8 DAC | Chenavari | Nov 15, 2024 | 2,899 | 12.07 | 28.80 | 4.26 | 0.00 | 0.00 | 19.06 | |||||||||||
Toro European CLO 9 DAC | Chenavari | Nov 15, 2024 | 2,815 | 13.22 | 26.19 | 3.41 | 0.00 | 0.68 | 15.08 | |||||||||||
Trinitas Euro CLO I DAC | WhiteStar | Dec 16, 2024 | 2,880 | 10.74 | 25.84 | 3.89 | 0.00 | 0.49 | 23.49 | |||||||||||
Trinitas Euro CLO II DAC | Trinitas | Nov 12, 2024 | 2,705 | 17.27 | 22.72 | 1.61 | 0.00 | 0.14 | 14.44 | |||||||||||
Trinitas Euro CLO III DAC | Trinitas | Nov 15, 2024 | 2,731 | 16.27 | 22.16 | 1.18 | 0.20 | 0.72 | 15.20 | |||||||||||
Trinitas Euro CLO IV DAC | Trinitas | Nov 04, 2024 | 2,710 | 17.43 | 20.24 | 2.36 | 0.16 | 0.00 | 17.14 | |||||||||||
Trinitas Euro CLO V DAC | WhiteStar | Nov 15, 2024 | 2,629 | 17.89 | 17.67 | 0.57 | 0.00 | 0.00 | 15.71 | |||||||||||
Trinitas Euro CLO VI DAC | WhiteStar | Nov 15, 2024 | 2,644 | 17.38 | 18.74 | 1.20 | 0.00 | 0.00 | 16.62 | |||||||||||
Trinitas Euro CLO VII DAC | Trinitas | Nov 15, 2024 | 2,645 | 18.71 | 17.93 | 1.31 | 0.00 | 0.00 | 12.39 | |||||||||||
Tymon Park CLO DAC | Blackstone | Nov 15, 2024 | 2,933 | 10.77 | 26.79 | 6.22 | 0.21 | 0.31 | 15.68 | |||||||||||
Vendome Funding CLO 2020-1 DAC | CELF | Nov 07, 2024 | 2,944 | 7.81 | 28.11 | 3.83 | 0.00 | 0.00 | 17.29 | |||||||||||
Vesey Park CLO DAC | Blackstone | Nov 05, 2024 | 2,924 | 11.79 | 28.55 | 5.36 | 0.35 | 0.62 | 15.64 | |||||||||||
Voya Euro CLO III DAC | Voya | Dec 10, 2024 | 2,940 | 11.79 | 29.27 | 4.34 | 0.38 | 0.16 | 16.89 | |||||||||||
Voya Euro CLO IV DAC | Voya | Nov 05, 2024 | 2,946 | 11.71 | 28.50 | 4.63 | 0.27 | 0.29 | 16.33 | |||||||||||
Voya Euro CLO V DAC | Voya | Nov 04, 2024 | 2,948 | 11.83 | 28.18 | 4.67 | 0.28 | 0.00 | 17.02 | |||||||||||
Voya Euro CLO VI DAC | Voya | Nov 19, 2024 | 2,903 | 10.49 | 27.53 | 2.94 | 0.28 | 0.00 | 14.50 | |||||||||||
Wilton Park CLO DAC | Blackstone | Nov 13, 2024 | 2,888 | 9.67 | 26.34 | 3.36 | 0.37 | 0.12 | 15.16 | |||||||||||
Note: All data is as of the date of the table. SPWARF--S&P Global Ratings' weighted-average rating factor. |
Our EMEA CLO Collateral Managers Dashboard compares weekly European CLO data. This is a single snapshot view of CLO-critical credit risk factors where you can examine, compare, and benchmark individual S&P Global Ratings' rated European CLOs.
https://www.spglobal.com/ratings/en/research-insights/topics/powerbinew
Appendix
The scope: All our rated European CLOs are included in this report, including those which are in their reinvestment period.
Rating and recovery actions listed for nonfinancial corporations only include those that were present in our rated European CLOs on the rating or recovery action date. In most cases the rating action will be a change in the issuer credit rating (ICR), however under our rating definitions for CLOs, this could be a change in an issue credit rating or a change in methodology of how the rating is derived from a parent entity or a change in the hierarchy following a merger and acquisition. According to our CLO criteria, a corporate rating on CreditWatch negative would be notched down by one rating and a corporate rating on CreditWatch positive would be notched up by one rating in our CLO analysis. For example, we would treat a corporate rating of 'B/Watch Neg' as a 'B-' rating in our CLO analysis (see "Global Methodology And Assumptions For CLOs And Corporate CDOs," published June 21, 2019).
Determining the rating input for CDO Evaluator
As well as looking at the impact that downgrades and upgrades may have, we would also consider the impact of a CreditWatch placement (as described above), any placement which would mean we would run CDO Evaluator with an updated rating input will be classified as having a rating impact for CDO Evaluator.
Benchmark data
European CLO assets included in this report will be from the latest trustee report available to S&P Global Ratings with rating and recovery data as of the date of this report provided by S&P Global Ratings. New issuance will not be included until the first trustee report is available and where a new trustee report is available, it will be included in the next refresh on data as indicated by the date of this report.
S&P Global Ratings' weighted-average rating factor (SPWARF)
The SPWARF of a CLO portfolio provides an indication of the overall credit rating distribution of the portfolio, weighted by each asset's par balance. The rating factor for each of the portfolio assets is determined by S&P Global Ratings' credit rating (or implied rating) and the rating factor. (An individual asset's S&P Global Ratings' rating factor is the five-year default rate, given the asset's S&P Global Ratings' credit rating and the default table in the corporate CDO criteria, multiplied by 10,000.) The SPWARF is calculated by multiplying the par balance of each collateral obligation by the S&P Global Ratings' rating factor (including exposures to issuers with a nonperforming rating: 'CC', 'SD', and 'D', each with a rating factor of 10,000), then summing the total for the portfolio and dividing this result by the aggregate principal balance of the collateral obligations included in the calculation.
'BB-' and above (%)
For those assets with a 'BB-' rating and above, the 'BB-' rating and above percentage is a proportion of the total CLO par amount considered in this analysis.
'B-' (%)
For those assets with a 'B-' rating, the 'B-' rating percentage is a proportion of the total CLO par amount considered in this analysis.
'CCC' category
For those assets with a 'CCC+', 'CCC', and 'CCC-' rating, the 'CCC' category percentage is a proportion of the total CLO par amount considered in this analysis.
Nonperforming category (%)
For those assets with a 'CC', 'SD', and 'D' rating, the nonperforming category percentage is a proportion of the total CLO par amount considered in this analysis.
CreditWatch negative (%)
For those assets with a CreditWatch negative rating, the CreditWatch negative percentage is a proportion of the total CLO par amount considered in this analysis.
Negative outlook (%)
For those assets with a negative outlook, the outlook percentage is a proportion of the total CLO par amount considered in this analysis.
Primary Credit Analyst: | Shane Ryan, London + 44 20 7176 3461; shane.ryan@spglobal.com |
Secondary Contacts: | Emanuele Tamburrano, London + 44 20 7176 3825; emanuele.tamburrano@spglobal.com |
Sandeep Chana, London + 44 20 7176 3923; sandeep.chana@spglobal.com | |
Rebecca Mun, London + 44 20 7176 3613; rebecca.mun@spglobal.com | |
John Finn, Paris +33 144206767; john.finn@spglobal.com | |
David Maman, Paris +33 1 4075 2518; david.maman@spglobal.com |
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