This report does not constitute a rating action.
In response to investors' growing interest following the various macroeconomic pressures (Russia-Ukraine war, Middle East tensions, U.S. tariffs etc.) 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* | |||||||||
| May 28, 2025 | Pearls (Netherlands) Bidco B.V. | EUR780 mil fltg rate Term Loan B bank ln due 02/23/2029 | 205 | 452,948,564 | B-/Stable | B/Stable | Yes | |||||||||
| May 28, 2025 | Rain Carbon Gmbh | EUR353.5 mil fltg rate Term Loan bank ln due 10/31/2028 | 78 | 188,817,553 | B/Stable | B+/Negative | Yes | |||||||||
| May 28, 2025 | Iqera Group Sas | EUR270 mil 4.25% nts due 09/30/2024 | 3 | 1,900,000 | CCC+/Stable | D | Yes | |||||||||
| May 28, 2025 | Iqera Group Sas | EUR200 mil 6.50% nts due 09/30/2024 | 2 | 1,665,597 | CCC+/Stable | D | Yes | |||||||||
| May 28, 2025 | Iqera Group Sas | EUR87.895 mil fltg rate callable nts due 02/15/2027 | 66 | 150,199,429 | CCC+/Stable | D | Yes | |||||||||
| May 23, 2025 | Plt Vii Finance S.A R.L. | EUR420 mil 6.00% Callable nts due 06/15/2031 | 6 | 10,000,000 | B/Stable | B/Positive | No | |||||||||
| May 23, 2025 | Plt Vii Finance S.A R.L. | EUR500 mil fltg rate callable nts due 06/15/2031 | 174 | 254,480,000 | B/Stable | B/Positive | No | |||||||||
| May 22, 2025 | Finco Utilitas B.V. | EUR750 mil fltg rate TL B bank ln due 09/26/2030 | 223 | 419,933,520 | B/Stable | B/Positive | No | |||||||||
| May 21, 2025 | Eos Finco S.A R.L. | EUR840 mil fltg rate TL B-2 bank ln due 10/06/2029 | 40 | 88,078,763 | CCC+/Negative | SD | Yes | |||||||||
| May 21, 2025 | Great Outdoors Group, Llc | US$4.915 bil fltg rate term B3 bank ln due 01/23/2032 | 1 | 901,959 | BB-/Negative | BB-/Stable | No | |||||||||
| May 20, 2025 | Dedalus Finance Gmbh | EUR1.23 bil fltg rate Term B bank ln due 05/04/2027 | 246 | 619,285,430 | B-/Stable | B-/Negative | No | |||||||||
| May 19, 2025 | Victoria Plc | EUR500 mil 3.625% nts due 08/24/2026 | 31 | 46,234,000 | CCC+/Negative | B-/Negative | Yes | |||||||||
| May 19, 2025 | Victoria Plc | EUR250 mil 3.75% nts due 03/15/2028 | 27 | 46,098,000 | CCC+/Negative | B-/Negative | Yes | |||||||||
| May 16, 2025 | Ep Bco S.A. | EUR73 mil fltg rate Second Lien Term bank ln due 06/30/2030 | 8 | 13,000,000 | BB-/Watch Neg | BB-/Stable | Yes | |||||||||
| May 16, 2025 | Ep Bco S.A. | EUR515 mil fltg rate First lien Term B3 bank ln due 06/30/2029 | 84 | 229,563,243 | BB-/Watch Neg | BB-/Stable | Yes | |||||||||
| May 16, 2025 | Altice France Holding S.A. | EUR1.4 bil 8.00% nts due 05/15/2027 | 2 | 3,015,000 | D | CC/Negative | Yes | |||||||||
| May 16, 2025 | Altice France Holding S.A. | EUR500 mil 4.00% nts due 02/15/2028 | 1 | 1,780,000 | D | CC/Negative | Yes | |||||||||
| May 15, 2025 | Anarafe, S.L.U. | EUR194.174 mil fltg rate nts due 12/31/2026 | 4 | 1,285,214 | CCC/Watch Neg | CCC+/Stable | Yes | |||||||||
| May 14, 2025 | Colisee Group Sas | EUR875 mil fltg rate B2 Term bank ln due 09/09/2027 | 237 | 593,385,040 | CCC-/Watch Dev | SD | Yes | |||||||||
| May 13, 2025 | Ion Trading Finance Ltd. | EUR2.137 bil fltg rate TLB bank ln due 04/01/2028 | 338 | 1,067,605,982 | B-/Watch Pos | B-/Stable | Yes | |||||||||
| May 13, 2025 | Cerved Group S.P.A. | EUR350 mil 6.00% callable nts due 02/15/2029 | 222 | 565,348,000 | B-/Watch Pos | B-/Stable | Yes | |||||||||
| May 13, 2025 | Cerved Group S.P.A. | EUR1.245 bil fltg rate nts due 02/15/2029 | 40 | 50,503,000 | B-/Watch Pos | B-/Stable | Yes | |||||||||
| May 12, 2025 | Centrient Holding B.V. | EUR515 mil fltg rate Term Loan B2 bank ln due 10/31/2027 | 99 | 235,333,611 | B/Stable | B-/Stable | Yes | |||||||||
| May 12, 2025 | Hunter Douglas Finance B.V. | EUR1.1 bil fltg rate term bank ln due 01/17/2032 | 206 | 569,409,270 | B/Negative | B/Stable | No | |||||||||
| May 12, 2025 | Cullinan Holdco Scsp | EUR250 mil fltg rate callable bnds due 10/15/2026 | 75 | 91,316,000 | B-/Negative | B/Watch Neg | No | |||||||||
| May 12, 2025 | Cullinan Holdco Scsp | EUR380 mil 4.625% callable bnds due 10/15/2026 | 39 | 37,518,000 | B-/Negative | B/Watch Neg | No | |||||||||
| May 09, 2025 | Oq Chemicals Holding Drei Gmbh | EUR549.712 mil fltg rate Term Loan B-1 bank ln due 04/08/2031 | 42 | 100,699,271 | B-/Stable | D | Yes | |||||||||
| May 09, 2025 | Oq Chemicals Holding Drei Gmbh | EUR37.04 mil fltg rate Term A bank ln due 12/31/2026 | 18 | 8,440,055 | B-/Stable | D | Yes | |||||||||
| May 06, 2025 | Ascend Performance Materials Operations Llc | US$1.1 bil fltg rate term loan refinanced bank ln due 08/27/2026 | 2 | 1,829,029 | D | CC | Yes | |||||||||
| May 02, 2025 | Intrum Ab (Publ) | EUR800 mil 3.50% callable nts due 07/15/2026 | 10 | 6,300,000 | D | SD | Yes | |||||||||
| May 02, 2025 | Intrum Ab (Publ) | EUR850 mil 3.00% nts due 09/15/2027 | 24 | 26,875,000 | D | SD | Yes | |||||||||
| May 02, 2025 | Intrum Ab (Publ) | EUR850 mil 4.875% Callable nts due 08/15/2025 | 9 | 11,230,000 | D | SD | Yes | |||||||||
| May 02, 2025 | Intrum Ab (Publ) | EUR450 mil 9.25% callable nts due 03/15/2028 | 6 | 9,368,000 | D | SD | Yes | |||||||||
| May 02, 2025 | Kleopatra Holdings 2 S.C.A. | EUR300 mil 6.50% nts due 09/01/2026 | 8 | 5,307,000 | CCC-/Negative | SD | Yes | |||||||||
| May 02, 2025 | Playtech Plc | EUR150 mil 4.25% nts due 03/07/2026 | 5 | 4,064,000 | BB-/Stable | BB/Watch Neg | No | |||||||||
| *See paragraph 102 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 | ||||||||
| May 27, 2025 | Iqvia Inc. | EUR583 mil fltg rate Term B-2 bank ln due 06/11/2025 | 12 | 31,482,629.11 | NR | 2(75%) | ||||||||
| May 27, 2025 | Tui Cruises Gmbh | EUR375 mil 5.00% Callable nts due 05/15/2030 | 1 | 470,000.00 | 5(25%) | 5(15%) | ||||||||
| May 27, 2025 | Iqvia Inc. | EUR403.3 mil fltg rate term A bank ln due 08/2026 | 3 | 8,468,463.72 | NR | 2(75%) | ||||||||
| May 23, 2025 | Cooper Consumer Health | EUR2.23 bil fltg rate 1st Lien Term B bank ln due 11/01/2028 | 353 | 1,097,833,285.96 | 3(55%) | 3(60%) | ||||||||
| May 21, 2025 | Finco Utilitas B.V. | EUR750 mil fltg rate TL B bank ln due 09/26/2030 | 224 | 422,933,520.46 | 3(60%) | 3(65%) | ||||||||
| May 21, 2025 | Indicor, Llc | EUR296 mil fltg rate Tranche D bank ln due 11/22/2029 | 104 | 197,965,769.83 | 3(50%) | 3(60%) | ||||||||
| May 19, 2025 | Financiere N | EUR625 mil fltg rate TL EUR B bank ln due 01/22/2029 | 163 | 348,978,803.97 | NR | 3(55%) | ||||||||
| May 19, 2025 | Eos Finco S.A R.L. | EUR840 mil fltg rate TL B-2 bank ln due 10/06/2029 | 20 | 44,039,381.43 | 4(45%) | 3(55%) | ||||||||
| May 19, 2025 | Coty Inc. | EUR700 mil 3.875% sr nts due 04/15/2026 | 14 | 20,675,000.00 | 2(70%) | 2(80%) | ||||||||
| May 19, 2025 | Coty Inc. | EUR500 mil 4.50% nts due 05/30/2027 | 4 | 4,200,000.00 | 2(70%) | 2(80%) | ||||||||
| May 19, 2025 | Tui Cruises Gmbh | EUR473.5 mil 6.50% nts due 05/15/2026 | 4 | 940,783.20 | NR | 5(15%) | ||||||||
| May 19, 2025 | Coty Inc. | EUR500 mil 5.75% Callable nts due 09/15/2028 | 4 | 2,725,000.00 | 2(70%) | 2(80%) | ||||||||
| May 16, 2025 | Anqore Holding Bv | EUR300 mil fltg rate Term B2 Loan bank ln due 12/31/2027 | 53 | 127,163,869.20 | 3(55%) | 3(50%) | ||||||||
| May 16, 2025 | Pro.Gest Spa | EUR250 mil 3.25% nts due 12/15/2024 | 1 | 2,500,000.00 | NR | 5(10%) | ||||||||
| May 15, 2025 | Anarafe, S.L.U. | EUR194.174 mil fltg rate nts due 12/31/2026 | 4 | 1,285,213.67 | 3(50%) | 2(80%) | ||||||||
| May 14, 2025 | Cirsa Finance International S.A R.L. | EUR615 mil 4.50% nts due 03/15/2027 | 53 | 91,379,000.00 | 3(65%) | 3(60%) | ||||||||
| May 14, 2025 | Cirsa Finance International S.A R.L. | EUR375 mil 7.875% callable nts due 07/31/2028 | 110 | 180,347,000.00 | 3(65%) | 3(60%) | ||||||||
| May 14, 2025 | Cirsa Finance International S.A R.L. | EUR425 mil 10.375% nts due 11/30/2027 | 6 | 1,604,700.00 | 3(65%) | 3(60%) | ||||||||
| May 14, 2025 | Cirsa Finance International S.A R.L. | EUR450 mil 6.50% callable nts due 03/15/2029 | 1 | 250,000.00 | 3(65%) | 3(60%) | ||||||||
| May 13, 2025 | Albion Financing 3 S.A.R.L. (Lux) | EUR1.318 bil fltg rate TLB bank ln due 08/16/2029 | 175 | 513,616,456.56 | 4(40%) | 3(55%) | ||||||||
| May 13, 2025 | Castle Us Holding Corporation | EUR500 mil fltg rate term B bank ln due 01/29/2027 | 63 | 151,985,754.58 | NR | 3(50%) | ||||||||
| May 13, 2025 | Screenvision, Llc | US$175 mil fltg rate term B bank ln due 07/02/2025 | 2 | 1,418,396.33 | NR | 3(55%) | ||||||||
| May 13, 2025 | Albion Financing 1 S.A.R.L. (Lux) | EUR450 mil 5.25% callable nts due 10/15/2026 | 7 | 8,225,000.00 | 4(40%) | 3(55%) | ||||||||
| May 09, 2025 | Centrient Holding B.V. | EUR515 mil fltg rate Term Loan B2 bank ln due 10/31/2027 | 99 | 235,333,611.11 | 3(50%) | 3(55%) | ||||||||
| May 09, 2025 | Oq Chemicals Holding Drei Gmbh | EUR549.712 mil fltg rate Term Loan B-1 bank ln due 04/08/2031 | 42 | 100,699,270.68 | 3(65%) | 3(50%) | ||||||||
| May 08, 2025 | Cambrex Corporation | EUR175 mil fltg rate 1st lien term B-1 bank ln due 12/04/2026 | 45 | 92,855,805.04 | NR | 3(50%) | ||||||||
| May 07, 2025 | Keter Group B.V. | EUR725 mil fltg rate TL B bank ln due 12/31/2029 | 103 | 220,276,701.67 | NR | 2(75%) | ||||||||
| May 07, 2025 | Oq Chemicals Holding Drei Gmbh | EUR37.04 mil fltg rate Term A bank ln due 12/31/2026 | 18 | 8,440,054.96 | NR | 1(95%) | ||||||||
| May 06, 2025 | Traviata B.V. | EUR752 mil fltg rate Term B1 bank ln due 11/21/2026 | 76 | 176,529,016.79 | NR | 3(50%) | ||||||||
| Note: *See paragraph 112 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 | Apr 07, 2025 | OC | Class F Par Value Test | 100.21% | 103.53% | -3.32% | Fail | |||||||||
| Man GLG Euro CLO III DAC | Mar 10, 2025 | OC | Class F Par Value Test | 102.40% | 103.50% | -1.10% | Fail | |||||||||
| Accunia European CLO IV DAC | Feb 28, 2025 | OC | Class F Par Value Test | 103.18% | 103.35% | -0.17% | Fail | |||||||||
| Invesco Euro CLO II DAC | Mar 18, 2025 | OC | Class F Par Value Test | 103.90% | 103.53% | 0.37% | Pass | |||||||||
| Carlyle Euro CLO 2017-3 DAC | Mar 20, 2025 | OC | Class E Par Value Test | 104.62% | 104.10% | 0.52% | Pass | |||||||||
| Accunia European CLO IV DAC | Feb 28, 2025 | OC | Class E Par Value Test | 106.80% | 106.11% | 0.69% | Pass | |||||||||
| AlbaCore Euro CLO I DAC | Mar 07, 2025 | OC | Class F Par Value Test | 104.80% | 104.11% | 0.69% | Pass | |||||||||
| Northwoods Capital 21 Euro DAC | Apr 08, 2025 | OC | Class F Par Value Test | 104.03% | 103.32% | 0.71% | Pass | |||||||||
| Bain Capital Euro CLO 2017-1 DAC | Apr 07, 2025 | OC | Class E Par Value Test | 107.35% | 106.61% | 0.74% | Pass | |||||||||
| Invesco Euro CLO II DAC | Mar 18, 2025 | OC | Class E Par Value Test | 107.36% | 106.61% | 0.75% | Pass | |||||||||
| Newhaven CLO DAC | Mar 06, 2025 | OC | Class F-R Par Value Test | 104.69% | 103.81% | 0.88% | Pass | |||||||||
| Madison Park Euro Funding X DAC | Mar 12, 2025 | OC | Class E Par Value Test | 107.50% | 106.61% | 0.89% | Pass | |||||||||
| Madison Park Euro Funding VIII DAC | Apr 04, 2025 | OC | Class E Par Value Test | 106.92% | 106.00% | 0.92% | Pass | |||||||||
| Madison Park Euro Funding IX DAC | Mar 06, 2025 | OC | Class F Par Value Test | 104.39% | 103.45% | 0.94% | Pass | |||||||||
| Bp--Basis point. IC--Interest coverage. OC--Overcollateralization. | ||||||||||||||||
Chart 1
Chart 2
Table 4
| European CLOs snapshot as of May 30, 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 | Apr 11, 2025 | 2,815 | 13.33 | 25.19 | 2.99 | 0.00 | 0.60 | 14.49 | |||||||||||
| Ab Carval Euro CLO II-C DAC | CarVal | Mar 10, 2025 | 2,787 | 12.48 | 23.49 | 1.42 | 0.00 | 0.28 | 12.77 | |||||||||||
| Accunia European CLO IV DAC | Accunia | Feb 28, 2025 | 3,110 | 10.81 | 31.69 | 5.56 | 2.00 | 0.76 | 17.08 | |||||||||||
| Adagio IV CLO DAC | AXA | Mar 20, 2025 | 2,815 | 17.31 | 18.30 | 7.53 | 0.57 | 0.00 | 17.99 | |||||||||||
| Adagio VI CLO DAC | AXA | Mar 20, 2025 | 3,258 | 0.00 | 18.55 | 22.21 | 0.00 | 0.00 | 11.81 | |||||||||||
| Adagio X EUR CLO DAC | AXA | Apr 08, 2025 | 2,790 | 16.49 | 21.16 | 5.17 | 0.63 | 0.00 | 17.81 | |||||||||||
| Adagio XI EUR CLO DAC | AXA | Mar 12, 2025 | 2,766 | 14.91 | 21.02 | 2.71 | 0.00 | 0.00 | 12.66 | |||||||||||
| Adagio XII EUR CLO DAC | AXA | Mar 20, 2025 | 2,745 | 14.89 | 20.36 | 3.00 | 0.00 | 0.29 | 13.03 | |||||||||||
| AlbaCore Euro CLO I DAC | AlbaCore | Mar 07, 2025 | 2,971 | 14.53 | 23.51 | 4.18 | 2.36 | 0.95 | 9.68 | |||||||||||
| AlbaCore Euro CLO II DAC | AlbaCore | Mar 05, 2025 | 2,961 | 13.98 | 22.37 | 4.02 | 2.34 | 0.95 | 10.74 | |||||||||||
| AlbaCore Euro CLO III DAC | AlbaCore | Mar 05, 2025 | 2,943 | 14.53 | 23.11 | 4.06 | 2.02 | 0.97 | 10.33 | |||||||||||
| AlbaCore Euro CLO IV DAC | AlbaCore | Apr 03, 2025 | 2,869 | 14.12 | 22.62 | 3.90 | 1.09 | 1.09 | 10.59 | |||||||||||
| AlbaCore Euro CLO V DAC | AlbaCore | Mar 18, 2025 | 2,881 | 14.05 | 25.45 | 3.72 | 0.69 | 0.71 | 9.43 | |||||||||||
| AlbaCore Euro CLO VI DAC | AlbaCore | Mar 07, 2025 | 2,943 | 11.43 | 25.10 | 2.96 | 1.24 | 0.50 | 10.17 | |||||||||||
| Anchorage Capital Europe CLO 10 DAC | Anchorage | Apr 08, 2025 | 2,856 | 9.44 | 24.17 | 1.31 | 0.70 | 0.00 | 10.36 | |||||||||||
| Anchorage Capital Europe CLO 2 DAC | Anchorage | Mar 05, 2025 | 2,918 | 10.03 | 24.69 | 2.54 | 1.39 | 0.00 | 11.48 | |||||||||||
| Anchorage Capital Europe CLO 2021-4 DAC | Anchorage | Mar 12, 2025 | 2,917 | 10.13 | 24.37 | 2.60 | 1.42 | 0.00 | 10.73 | |||||||||||
| Anchorage Capital Europe CLO 3 DAC | Anchorage | Mar 05, 2025 | 2,944 | 8.63 | 25.06 | 2.62 | 1.36 | 0.00 | 11.42 | |||||||||||
| Anchorage Capital Europe CLO 6 DAC | Anchorage | Apr 08, 2025 | 2,934 | 10.23 | 23.60 | 2.53 | 1.67 | 0.00 | 11.41 | |||||||||||
| Anchorage Capital Europe CLO 8 DAC | Anchorage | Mar 05, 2025 | 2,939 | 10.23 | 25.52 | 2.23 | 1.71 | 0.00 | 11.10 | |||||||||||
| Aqueduct European CLO 10 DAC | HPS | Apr 08, 2025 | 2,875 | 10.86 | 26.53 | 3.37 | 0.00 | 1.19 | 11.07 | |||||||||||
| Aqueduct European CLO 5-2020 DAC | HPS | Mar 07, 2025 | 2,908 | 11.69 | 22.53 | 6.35 | 0.16 | 1.20 | 10.16 | |||||||||||
| Aqueduct European CLO 6-2021 DAC | HPS | Apr 03, 2025 | 2,932 | 9.14 | 23.49 | 6.13 | 0.00 | 1.31 | 10.25 | |||||||||||
| Aqueduct European CLO 7-2022 DAC | HPS | Apr 03, 2025 | 2,963 | 9.26 | 26.32 | 6.16 | 0.00 | 1.44 | 10.61 | |||||||||||
| Aqueduct European CLO 8 DAC | HPS | Apr 03, 2025 | 2,941 | 10.40 | 25.21 | 5.71 | 0.00 | 1.20 | 10.36 | |||||||||||
| Arbour CLO II DAC | Oaktree | Mar 31, 2025 | 2,834 | 17.82 | 21.00 | 4.79 | 1.70 | 0.00 | 13.86 | |||||||||||
| Arbour CLO III DAC | Oaktree | Mar 31, 2025 | 2,868 | 14.61 | 21.77 | 4.74 | 1.72 | 0.00 | 13.87 | |||||||||||
| Arbour CLO IV DAC | Oaktree | Mar 31, 2025 | 2,880 | 16.43 | 24.25 | 4.50 | 1.70 | 0.00 | 13.90 | |||||||||||
| Arbour CLO IX DAC | Oaktree | Mar 31, 2025 | 2,823 | 15.42 | 23.19 | 4.66 | 0.97 | 0.00 | 13.69 | |||||||||||
| Arbour CLO VI DAC | Oaktree | Feb 28, 2025 | 2,819 | 18.04 | 22.12 | 2.82 | 1.96 | 0.00 | 13.53 | |||||||||||
| Arbour CLO VII DAC | Oaktree | Feb 28, 2025 | 2,923 | 11.69 | 24.70 | 3.77 | 1.50 | 0.00 | 14.20 | |||||||||||
| Arbour CLO XI DAC | Oaktree | Feb 28, 2025 | 2,943 | 10.59 | 23.98 | 5.04 | 0.99 | 0.00 | 13.39 | |||||||||||
| Arbour CLO XII DAC | Oaktree | Mar 31, 2025 | 2,838 | 12.38 | 23.40 | 2.58 | 0.91 | 0.00 | 13.10 | |||||||||||
| Arbour CLO XIII DAC | Oaktree | Mar 31, 2025 | 2,716 | 13.34 | 20.32 | 1.14 | 0.00 | 0.00 | 10.93 | |||||||||||
| Ares European CLO VIII DAC | Ares | Mar 06, 2025 | 2,961 | 8.30 | 27.26 | 6.34 | 0.00 | 0.00 | 17.52 | |||||||||||
| Ares European CLO XIII DAC | Ares | Apr 08, 2025 | 3,027 | 8.43 | 26.86 | 8.21 | 0.00 | 0.00 | 14.47 | |||||||||||
| Ares European CLO XIX DAC | Ares | Apr 03, 2025 | 2,921 | 5.88 | 28.08 | 1.13 | 0.00 | 0.00 | 11.82 | |||||||||||
| Ares European CLO XVI DAC | Ares | Mar 05, 2025 | 3,033 | 7.10 | 28.21 | 6.35 | 0.20 | 0.00 | 13.16 | |||||||||||
| Ares European CLO XVII DAC | Ares | Mar 12, 2025 | 3,006 | 5.43 | 28.93 | 4.09 | 0.00 | 0.00 | 13.29 | |||||||||||
| Ares European CLO XVIII DAC | Ares | Mar 05, 2025 | 2,945 | 6.24 | 25.54 | 3.35 | 0.00 | 0.00 | 13.51 | |||||||||||
| Ares European CLO XX DAC | Ares | Mar 12, 2025 | 2,871 | 7.61 | 25.67 | 0.94 | 0.00 | 0.46 | 12.19 | |||||||||||
| Arini European CLO I DAC | Squarepoint | Feb 28, 2025 | 2,795 | 18.89 | 19.47 | 2.66 | 1.84 | 0.00 | 12.32 | |||||||||||
| Arini European CLO II DAC | Arini | Feb 28, 2025 | 2,732 | 18.39 | 19.39 | 2.58 | 0.71 | 0.00 | 10.74 | |||||||||||
| Arini European CLO III DAC | Arini | Feb 28, 2025 | 2,690 | 18.10 | 21.68 | 2.21 | 0.00 | 0.00 | 9.63 | |||||||||||
| Arini European CLO IV DAC | Arini | Feb 28, 2025 | 2,644 | 18.30 | 18.66 | 1.96 | 0.00 | 0.00 | 10.47 | |||||||||||
| Armada Euro CLO I DAC | Brigade | Apr 10, 2025 | 2,826 | 14.02 | 20.29 | 5.30 | 0.83 | 1.47 | 14.43 | |||||||||||
| Armada Euro CLO III DAC | Brigade | Mar 17, 2025 | 2,785 | 14.88 | 20.27 | 3.82 | 0.58 | 0.00 | 13.24 | |||||||||||
| Armada Euro CLO IV DAC | Brigade | Apr 03, 2025 | 2,765 | 13.33 | 19.36 | 3.07 | 0.48 | 0.00 | 14.16 | |||||||||||
| Armada Euro CLO V DAC | Brigade | Apr 14, 2025 | 2,865 | 11.64 | 22.12 | 5.01 | 0.81 | 1.48 | 14.91 | |||||||||||
| Armada Euro CLO VI DAC | Brigade | Mar 17, 2025 | 2,772 | 11.95 | 21.05 | 2.91 | 0.00 | 1.46 | 11.13 | |||||||||||
| Aurium CLO I DAC | Spire | Apr 15, 2025 | 2,729 | 16.73 | 22.12 | 2.98 | 0.00 | 0.00 | 13.97 | |||||||||||
| Aurium CLO II DAC | Spire | Feb 28, 2025 | 2,783 | 18.21 | 23.11 | 3.70 | 0.62 | 0.00 | 16.34 | |||||||||||
| Aurium CLO III DAC | Spire | Apr 09, 2025 | 2,525 | 26.03 | 19.54 | 4.02 | 0.00 | 0.00 | 15.04 | |||||||||||
| Aurium CLO IV DAC | Spire | Apr 09, 2025 | 2,697 | 18.48 | 21.64 | 3.89 | 0.00 | 0.00 | 15.66 | |||||||||||
| Aurium CLO IX DAC | Spire | Mar 31, 2025 | 2,776 | 16.57 | 22.46 | 2.85 | 0.50 | 0.00 | 14.86 | |||||||||||
| Aurium CLO V DAC | Spire | Apr 09, 2025 | 2,760 | 17.80 | 22.32 | 4.40 | 0.23 | 0.00 | 14.57 | |||||||||||
| Aurium CLO VI DAC | Spire | Mar 31, 2025 | 2,773 | 17.38 | 22.75 | 3.78 | 0.56 | 0.00 | 15.30 | |||||||||||
| Aurium CLO VII DAC | Spire | Apr 07, 2025 | 2,753 | 17.38 | 22.40 | 4.39 | 0.00 | 0.00 | 15.07 | |||||||||||
| Aurium CLO VIII DAC | Spire | Mar 13, 2025 | 2,757 | 18.29 | 22.96 | 3.51 | 0.46 | 0.00 | 15.44 | |||||||||||
| Aurium CLO X DAC | Spire | Feb 28, 2025 | 2,830 | 16.26 | 24.05 | 2.66 | 1.00 | 0.00 | 15.66 | |||||||||||
| Aurium CLO XII DAC | Spire | Feb 28, 2025 | 2,712 | 16.97 | 21.62 | 2.15 | 0.00 | 0.00 | 13.53 | |||||||||||
| Avoca CLO XI DAC | KKR | Mar 31, 2025 | 2,820 | 9.45 | 22.52 | 2.85 | 0.00 | 0.50 | 11.47 | |||||||||||
| Avoca CLO XIV DAC | KKR | Mar 31, 2025 | 3,001 | 12.68 | 27.82 | 6.62 | 1.16 | 0.80 | 16.50 | |||||||||||
| Avoca CLO XVI DAC | KKR | Mar 31, 2025 | 2,836 | 9.67 | 24.61 | 3.21 | 0.00 | 0.32 | 11.56 | |||||||||||
| Avoca CLO XVII DAC | KKR | Mar 31, 2025 | 2,902 | 10.58 | 23.62 | 4.44 | 0.89 | 0.38 | 14.47 | |||||||||||
| Avoca CLO XVIII DAC | KKR | Mar 31, 2025 | 2,851 | 9.34 | 23.96 | 3.37 | 0.00 | 0.00 | 11.40 | |||||||||||
| Avoca CLO XXI DAC | KKR | Mar 31, 2025 | 2,982 | 9.33 | 26.72 | 6.28 | 1.03 | 0.52 | 15.07 | |||||||||||
| Avoca CLO XXII DAC | KKR | Mar 31, 2025 | 2,970 | 9.44 | 27.21 | 4.85 | 0.70 | 0.60 | 14.58 | |||||||||||
| Avoca CLO XXIII DAC | KKR | Mar 31, 2025 | 2,962 | 8.40 | 25.76 | 5.19 | 0.37 | 0.61 | 13.62 | |||||||||||
| Avoca CLO XXIV DAC | KKR | Mar 31, 2025 | 2,979 | 8.35 | 27.56 | 5.05 | 0.56 | 0.58 | 13.35 | |||||||||||
| Avoca CLO XXIX DAC | KKR | Feb 28, 2025 | 2,922 | 6.98 | 23.87 | 3.04 | 0.62 | 0.50 | 12.82 | |||||||||||
| Avoca CLO XXVIII DAC | KKR | Mar 31, 2025 | 2,926 | 7.50 | 24.34 | 3.48 | 0.46 | 0.45 | 13.26 | |||||||||||
| Avoca CLO XXX DAC | KKR | Mar 31, 2025 | 2,894 | 6.61 | 23.88 | 3.69 | 0.00 | 0.50 | 11.98 | |||||||||||
| Avoca CLO XXXI DAC | KKR | Mar 31, 2025 | 2,900 | 6.80 | 23.95 | 3.18 | 0.00 | 0.49 | 11.57 | |||||||||||
| Avondale Park CLO DAC | Blackstone | Mar 07, 2025 | 2,942 | 11.48 | 24.52 | 5.09 | 1.10 | 0.00 | 11.95 | |||||||||||
| BBAM European CLO I DAC | BlueBay | Mar 10, 2025 | 2,819 | 11.14 | 21.51 | 3.52 | 0.23 | 0.00 | 11.39 | |||||||||||
| BBAM European CLO II DAC | BlueBay | Mar 10, 2025 | 2,814 | 11.86 | 21.55 | 3.68 | 0.23 | 0.00 | 11.20 | |||||||||||
| BBAM European CLO IV DAC | RBC | Mar 10, 2025 | 2,765 | 8.50 | 19.44 | 1.22 | 0.00 | 0.00 | 8.14 | |||||||||||
| BBAM European CLO V DAC | RBC | Mar 10, 2025 | 2,733 | 10.24 | 20.37 | 0.42 | 0.00 | 0.00 | 6.36 | |||||||||||
| Bain Capital Euro CLO 2017-1 DAC | Bain | Apr 07, 2025 | 3,380 | 11.87 | 23.40 | 11.35 | 5.52 | 0.06 | 20.91 | |||||||||||
| Bain Capital Euro CLO 2019-1 DAC | Bain | Apr 02, 2025 | 2,965 | 14.41 | 19.00 | 5.53 | 2.53 | 0.20 | 14.18 | |||||||||||
| Bain Capital Euro CLO 2020-1 DAC | Bain | Apr 07, 2025 | 3,038 | 14.95 | 23.05 | 7.51 | 2.38 | 0.26 | 17.29 | |||||||||||
| Bain Capital Euro CLO 2021-1 DAC | Bain | Apr 02, 2025 | 2,973 | 13.91 | 21.46 | 5.10 | 2.19 | 0.30 | 14.76 | |||||||||||
| Bain Capital Euro CLO 2021-2 DAC | Bain | Apr 04, 2025 | 2,956 | 12.61 | 21.64 | 4.12 | 1.96 | 0.28 | 14.10 | |||||||||||
| Bain Capital Euro CLO 2022-1 DAC | Bain | Apr 07, 2025 | 2,851 | 12.87 | 22.02 | 3.91 | 0.58 | 0.00 | 13.80 | |||||||||||
| Bain Capital Euro CLO 2022-2 DAC | Bain | Mar 11, 2025 | 2,937 | 11.60 | 21.66 | 4.21 | 1.44 | 0.00 | 13.05 | |||||||||||
| Bain Capital Euro CLO 2023-1 DAC | Bain | Mar 10, 2025 | 2,823 | 12.28 | 24.00 | 2.22 | 0.61 | 0.00 | 12.49 | |||||||||||
| Bain Capital Euro CLO 2024-1 DAC | Bain | Apr 09, 2025 | 2,807 | 12.49 | 21.29 | 2.10 | 0.63 | 0.00 | 13.12 | |||||||||||
| Bain Capital Euro CLO 2024-2 DAC | Bain | Mar 05, 2025 | 2,753 | 13.11 | 23.10 | 1.27 | 0.00 | 0.00 | 11.03 | |||||||||||
| Bain Capital Euro CLO 2024-3 DAC | Bain | Mar 05, 2025 | 2,742 | 14.10 | 25.22 | 0.00 | 0.00 | 0.00 | 9.05 | |||||||||||
| Barings Euro CLO 2020-1 DAC | Barings | Apr 08, 2025 | 2,794 | 18.04 | 29.72 | 2.21 | 0.73 | 0.00 | 13.96 | |||||||||||
| Barings Euro CLO 2021-1 DAC | Barings | Mar 12, 2025 | 2,879 | 17.71 | 29.23 | 3.85 | 1.37 | 0.00 | 15.81 | |||||||||||
| Barings Euro CLO 2021-2 DAC | Barings | Apr 03, 2025 | 2,816 | 16.20 | 30.46 | 4.15 | 0.00 | 0.00 | 13.72 | |||||||||||
| Barings Euro CLO 2023-1 DAC | Barings | Mar 19, 2025 | 2,707 | 19.22 | 26.18 | 2.34 | 0.00 | 0.00 | 15.24 | |||||||||||
| Barings Euro CLO 2023-2 DAC | Barings | Mar 07, 2025 | 2,751 | 17.25 | 28.90 | 2.06 | 0.00 | 0.00 | 14.49 | |||||||||||
| Barings Euro CLO 2024-1 DAC | Barings | Mar 07, 2025 | 2,718 | 18.35 | 26.30 | 2.32 | 0.00 | 0.00 | 12.51 | |||||||||||
| Barings Euro CLO 2024-2 DAC | Barings | Mar 07, 2025 | 2,699 | 16.66 | 25.42 | 0.49 | 0.00 | 0.00 | 11.62 | |||||||||||
| Barings Euro Middle Market CLO 2024-1 DAC | Barings | Mar 07, 2025 | 3,739 | 2.60 | 54.42 | 19.59 | 0.00 | 0.00 | 1.64 | |||||||||||
| Bastille Euro CLO 2020-3 DAC | CELF | Feb 10, 2025 | 3,002 | 9.58 | 23.72 | 5.57 | 1.06 | 0.00 | 16.18 | |||||||||||
| Bilbao CLO III DAC | Guggenheim | Apr 07, 2025 | 3,109 | 4.74 | 25.02 | 5.32 | 1.76 | 0.99 | 9.94 | |||||||||||
| Bilbao CLO IV DAC | Guggenheim | Apr 03, 2025 | 2,987 | 6.95 | 20.45 | 4.95 | 1.13 | 0.85 | 10.30 | |||||||||||
| Black Diamond CLO 2017-2 DAC | Black Diamond | Apr 08, 2025 | 3,343 | 6.84 | 12.74 | 15.49 | 3.58 | 3.04 | 17.63 | |||||||||||
| Black Diamond CLO 2019-1 DAC | Black Diamond | Apr 14, 2025 | 3,074 | 11.11 | 18.97 | 11.23 | 0.98 | 1.79 | 15.27 | |||||||||||
| BlackRock European CLO II DAC | BlackRock | Apr 03, 2025 | 2,797 | 17.43 | 19.54 | 4.45 | 1.62 | 0.00 | 11.73 | |||||||||||
| BlackRock European CLO III DAC | BlackRock | Mar 06, 2025 | 2,897 | 16.16 | 20.55 | 4.94 | 2.12 | 0.00 | 14.05 | |||||||||||
| BlackRock European CLO IX DAC | BlackRock | Apr 10, 2025 | 2,856 | 13.25 | 18.79 | 4.07 | 2.01 | 0.00 | 11.96 | |||||||||||
| BlackRock European CLO X DAC | BlackRock | Apr 03, 2025 | 2,779 | 17.32 | 18.81 | 5.05 | 1.18 | 0.59 | 11.52 | |||||||||||
| BlackRock European CLO XI DAC | BlackRock | Apr 07, 2025 | 2,807 | 16.18 | 20.01 | 5.05 | 1.52 | 0.57 | 11.73 | |||||||||||
| BlackRock European CLO XII DAC | BlackRock | Mar 06, 2025 | 2,845 | 15.77 | 19.89 | 5.17 | 1.49 | 0.50 | 12.41 | |||||||||||
| BlackRock European CLO XIV DAC | BlackRock | Mar 10, 2025 | 2,723 | 15.05 | 21.75 | 3.65 | 0.00 | 0.24 | 9.89 | |||||||||||
| BlackRock European CLO XV DAC | BlackRock | Apr 07, 2025 | 2,696 | 14.67 | 19.77 | 2.02 | 0.00 | 0.72 | 10.61 | |||||||||||
| Blackrock European CLO XIII DAC | BlackRock | Apr 08, 2025 | 2,797 | 15.39 | 20.35 | 3.48 | 1.49 | 0.50 | 11.95 | |||||||||||
| BlueMountain EUR 2021-1 CLO DAC | Sound Point | Apr 03, 2025 | 2,951 | 9.93 | 25.82 | 5.75 | 0.00 | 0.69 | 12.04 | |||||||||||
| BlueMountain EUR 2021-2 CLO DAC | Sound Point | Apr 03, 2025 | 2,954 | 9.82 | 27.88 | 4.98 | 0.00 | 0.85 | 11.41 | |||||||||||
| BlueMountain EUR CLO 2016-1 DAC | Sound Point | Apr 11, 2025 | 3,054 | 8.18 | 33.19 | 8.90 | 0.00 | 0.00 | 18.81 | |||||||||||
| BlueMountain Fuji EUR CLO IV DAC | Sound Point | Apr 07, 2025 | 2,939 | 10.53 | 26.55 | 5.17 | 0.00 | 0.92 | 11.00 | |||||||||||
| BlueMountain Fuji EUR CLO V DAC | Sound Point | Apr 03, 2025 | 2,963 | 11.80 | 29.06 | 5.44 | 0.00 | 1.17 | 12.98 | |||||||||||
| Bosphorus CLO VI DAC | Cross Ocean | Mar 31, 2025 | 2,696 | 18.66 | 20.21 | 5.99 | 0.00 | 0.83 | 22.29 | |||||||||||
| Bridgepoint CLO 1 DAC | Bridgepoint | May 06, 2025 | 2,902 | 8.03 | 23.84 | 2.07 | 1.04 | 0.00 | 10.89 | |||||||||||
| Bridgepoint CLO 2 DAC | Bridgepoint | Mar 05, 2025 | 2,929 | 8.97 | 25.05 | 2.21 | 1.24 | 0.00 | 10.26 | |||||||||||
| Bridgepoint CLO V DAC | Bridgepoint | Mar 05, 2025 | 2,924 | 6.60 | 26.99 | 2.18 | 0.00 | 0.00 | 9.46 | |||||||||||
| Bridgepoint CLO VI DAC | Bridgepoint | Mar 05, 2025 | 2,821 | 7.97 | 21.97 | 0.99 | 0.00 | 0.00 | 8.07 | |||||||||||
| Bridgepoint CLO VII DAC | Bridgepoint | Mar 05, 2025 | 2,844 | 6.71 | 23.26 | 0.49 | 0.00 | 0.00 | 7.21 | |||||||||||
| Bushy Park CLO DAC | Blackstone | Mar 12, 2025 | 2,988 | 11.23 | 24.45 | 4.94 | 1.42 | 0.00 | 14.01 | |||||||||||
| CIFC European Funding VI DAC | CIFC | Apr 03, 2025 | 2,876 | 10.13 | 29.72 | 2.55 | 0.00 | 0.94 | 11.13 | |||||||||||
| CVC Cordatus Loan Fund IV DAC | CVC | Mar 31, 2025 | 2,892 | 12.01 | 23.78 | 4.38 | 1.03 | 0.00 | 13.42 | |||||||||||
| CVC Cordatus Loan Fund IX DAC | CVC | Mar 31, 2025 | 2,951 | 10.79 | 24.03 | 5.19 | 1.15 | 0.00 | 15.12 | |||||||||||
| CVC Cordatus Loan Fund V DAC | CVC | Apr 08, 2025 | 3,081 | 13.37 | 28.76 | 5.37 | 2.97 | 0.00 | 16.84 | |||||||||||
| CVC Cordatus Loan Fund VI DAC | CVC | Mar 10, 2025 | 3,059 | 9.52 | 28.36 | 4.73 | 1.65 | 0.00 | 15.35 | |||||||||||
| CVC Cordatus Loan Fund VIII DAC | CVC | Apr 03, 2025 | 2,901 | 12.03 | 23.03 | 4.98 | 1.18 | 0.00 | 14.83 | |||||||||||
| CVC Cordatus Loan Fund XIX DAC | CVC | Mar 12, 2025 | 2,962 | 10.58 | 22.74 | 6.35 | 1.04 | 0.00 | 14.36 | |||||||||||
| CVC Cordatus Loan Fund XVI DAC | CVC | Mar 05, 2025 | 3,031 | 9.02 | 30.63 | 5.54 | 1.23 | 0.00 | 17.19 | |||||||||||
| CVC Cordatus Loan Fund XVII DAC | CVC | Mar 31, 2025 | 2,957 | 10.82 | 22.90 | 6.81 | 0.74 | 0.00 | 13.41 | |||||||||||
| CVC Cordatus Loan Fund XVIII DAC | CVC | Mar 19, 2025 | 2,977 | 9.75 | 23.00 | 6.11 | 0.86 | 0.00 | 13.14 | |||||||||||
| CVC Cordatus Loan Fund XX DAC | CVC | Feb 28, 2025 | 2,988 | 9.96 | 25.44 | 6.27 | 0.92 | 0.00 | 14.61 | |||||||||||
| CVC Cordatus Loan Fund XXI DAC | CVC | Feb 28, 2025 | 3,037 | 8.69 | 24.51 | 6.25 | 1.32 | 0.00 | 13.80 | |||||||||||
| CVC Cordatus Loan Fund XXIV DAC | CVC | Mar 07, 2025 | 3,135 | 7.10 | 29.41 | 9.11 | 1.11 | 0.00 | 16.70 | |||||||||||
| CVC Cordatus Loan Fund XXIX DAC | CVC | Apr 09, 2025 | 2,980 | 7.15 | 27.53 | 4.32 | 0.77 | 0.00 | 12.58 | |||||||||||
| CVC Cordatus Loan Fund XXVI DAC | CVC | Mar 10, 2025 | 2,960 | 9.01 | 27.44 | 3.85 | 0.60 | 0.00 | 12.55 | |||||||||||
| CVC Cordatus Loan Fund XXVII DAC | CVC | Mar 10, 2025 | 2,973 | 7.70 | 23.16 | 5.03 | 0.92 | 0.00 | 13.51 | |||||||||||
| CVC Cordatus Loan Fund XXVIII DAC | CVC | Mar 10, 2025 | 3,058 | 7.21 | 24.79 | 5.59 | 1.45 | 0.00 | 13.44 | |||||||||||
| CVC Cordatus Loan Fund XXX DAC | CVC | Mar 10, 2025 | 2,964 | 9.18 | 27.70 | 3.94 | 0.64 | 0.00 | 13.50 | |||||||||||
| CVC Cordatus Loan Fund XXXI DAC | CVC | Mar 05, 2025 | 2,910 | 11.09 | 22.94 | 4.43 | 0.47 | 0.00 | 11.09 | |||||||||||
| CVC Cordatus Loan Fund XXXII DAC | CVC | Mar 05, 2025 | 2,764 | 13.10 | 21.08 | 1.66 | 0.00 | 0.00 | 9.91 | |||||||||||
| CVC Cordatus Loan Fund XXXIII DAC | CVC | Mar 10, 2025 | 2,811 | 11.54 | 21.04 | 2.54 | 0.00 | 0.00 | 11.72 | |||||||||||
| Cairn CLO VIII DAC | Cairn | Feb 20, 2025 | 3,081 | 14.29 | 28.56 | 6.97 | 2.86 | 2.47 | 13.23 | |||||||||||
| Cairn CLO XI DAC | Cairn | Mar 05, 2025 | 3,068 | 13.54 | 31.08 | 7.86 | 1.63 | 1.07 | 11.96 | |||||||||||
| Cairn CLO XIV DAC | Cairn | Mar 18, 2025 | 2,988 | 15.82 | 25.74 | 6.12 | 1.87 | 0.49 | 12.67 | |||||||||||
| Cairn CLO XIX DAC | Cairn | Apr 04, 2025 | 2,648 | 21.08 | 20.96 | 2.45 | 0.00 | 0.32 | 9.33 | |||||||||||
| Cairn CLO XVI DAC | Cairn | Apr 03, 2025 | 2,772 | 16.93 | 22.52 | 3.73 | 0.71 | 0.36 | 10.42 | |||||||||||
| Cairn CLO XVIII DAC | Cairn | Apr 03, 2025 | 2,751 | 18.21 | 26.10 | 3.18 | 0.00 | 0.48 | 7.23 | |||||||||||
| Canyon Euro CLO 2023-1 DAC | Canyon | Mar 31, 2025 | 2,824 | 10.67 | 18.25 | 4.82 | 0.00 | 1.05 | 10.98 | |||||||||||
| Capital Four CLO II DAC | Capital Four | Apr 03, 2025 | 2,940 | 13.31 | 26.87 | 5.59 | 1.01 | 0.00 | 13.80 | |||||||||||
| Capital Four CLO III DAC | Capital Four | Feb 28, 2025 | 2,945 | 12.37 | 27.60 | 5.03 | 0.97 | 0.00 | 12.48 | |||||||||||
| Capital Four CLO IV DAC | Capital Four | Feb 28, 2025 | 2,927 | 12.95 | 26.51 | 4.91 | 0.99 | 0.00 | 12.45 | |||||||||||
| Capital Four CLO V DAC | Capital Four | Mar 11, 2025 | 2,954 | 12.14 | 28.43 | 4.36 | 1.08 | 0.00 | 11.63 | |||||||||||
| Capital Four CLO VI DAC | Capital Four | Apr 11, 2025 | 2,887 | 12.27 | 24.04 | 3.59 | 1.05 | 0.00 | 8.81 | |||||||||||
| Capital Four CLO VII DAC | Capital Four | Mar 11, 2025 | 2,863 | 12.19 | 27.97 | 2.60 | 0.50 | 0.00 | 9.25 | |||||||||||
| Capital Four CLO VIII DAC | Capital Four | Mar 11, 2025 | 2,894 | 11.87 | 28.36 | 2.40 | 0.48 | 0.00 | 7.42 | |||||||||||
| Carlyle Euro CLO 2013-1 DAC | CELF | Mar 17, 2025 | 2,683 | 16.18 | 19.34 | 4.40 | 0.00 | 0.00 | 15.22 | |||||||||||
| Carlyle Euro CLO 2017-1 DAC | CELF | Apr 03, 2025 | 2,840 | 11.53 | 18.16 | 6.34 | 0.00 | 0.00 | 13.63 | |||||||||||
| Carlyle Euro CLO 2017-3 DAC | CELF | Mar 20, 2025 | 2,941 | 7.95 | 23.76 | 6.96 | 0.00 | 0.00 | 11.28 | |||||||||||
| Carlyle Euro CLO 2018-1 DAC | CELF | Mar 10, 2025 | 2,861 | 7.78 | 29.23 | 1.32 | 0.00 | 0.00 | 11.50 | |||||||||||
| Carlyle Euro CLO 2019-2 DAC | CELF | Apr 22, 2025 | 2,930 | 9.55 | 20.93 | 7.02 | 0.00 | 0.00 | 11.84 | |||||||||||
| Carlyle Euro CLO 2020-1 DAC | CELF | Mar 18, 2025 | 2,898 | 8.85 | 22.11 | 5.59 | 0.00 | 0.00 | 13.93 | |||||||||||
| Carlyle Euro CLO 2020-2 DAC | CELF | Apr 03, 2025 | 2,873 | 11.06 | 19.52 | 6.13 | 0.00 | 0.00 | 13.26 | |||||||||||
| Carlyle Euro CLO 2021-1 DAC | CELF | Apr 03, 2025 | 2,856 | 10.56 | 21.37 | 5.19 | 0.00 | 0.00 | 14.17 | |||||||||||
| Carlyle Euro CLO 2021-3 DAC | CELF | Apr 14, 2025 | 2,955 | 8.68 | 27.59 | 5.50 | 0.00 | 0.00 | 13.37 | |||||||||||
| Carlyle Euro CLO 2022-5 DAC | CELF | Mar 20, 2025 | 2,872 | 9.37 | 22.27 | 4.30 | 0.00 | 0.00 | 14.54 | |||||||||||
| Carlyle Euro CLO 2024-1 DAC | CELF | Apr 03, 2025 | 2,832 | 9.70 | 22.06 | 2.76 | 0.00 | 0.00 | 12.25 | |||||||||||
| Carlyle Euro CLO 2024-2 DAC | CELF | Mar 10, 2025 | 2,870 | 8.56 | 24.40 | 1.48 | 0.00 | 0.00 | 10.63 | |||||||||||
| Carlyle Global Market Strategies Euro CLO 2015-1 DAC | CELF | Apr 04, 2025 | 2,927 | 8.75 | 22.52 | 6.70 | 0.00 | 0.00 | 15.13 | |||||||||||
| Carlyle Global Market Strategies Euro CLO 2016-2 DAC | CELF | Mar 18, 2025 | 2,846 | 11.89 | 18.72 | 6.72 | 0.00 | 0.00 | 14.78 | |||||||||||
| Carysfort Park CLO DAC | Blackstone | Mar 20, 2025 | 2,923 | 13.35 | 24.31 | 5.17 | 1.09 | 0.00 | 13.16 | |||||||||||
| Clarinda Park CLO DAC | Blackstone | Mar 18, 2025 | 2,925 | 13.20 | 24.33 | 5.37 | 1.26 | 0.00 | 14.07 | |||||||||||
| Clonkeen Park CLO DAC | Blackstone | Mar 05, 2025 | 2,894 | 10.07 | 27.87 | 3.14 | 0.00 | 0.00 | 10.61 | |||||||||||
| Clonmore Park CLO DAC | Blackstone | Mar 12, 2025 | 3,046 | 8.51 | 23.39 | 6.02 | 1.39 | 0.00 | 13.78 | |||||||||||
| Contego CLO IV DAC | Five Arrows | Apr 09, 2025 | 3,055 | 6.98 | 30.47 | 7.65 | 0.00 | 0.00 | 15.49 | |||||||||||
| Contego CLO IX DAC | Five Arrows | Apr 10, 2025 | 3,013 | 6.46 | 28.94 | 5.76 | 0.00 | 0.00 | 13.13 | |||||||||||
| Contego CLO VII DAC | Five Arrows | Apr 09, 2025 | 2,990 | 8.16 | 29.50 | 5.93 | 0.00 | 0.00 | 15.67 | |||||||||||
| Contego CLO VIII DAC | Five Arrows | Mar 17, 2025 | 3,017 | 6.62 | 30.42 | 6.43 | 0.00 | 0.00 | 14.18 | |||||||||||
| Contego CLO X DAC | Five Arrows | Feb 28, 2025 | 3,038 | 7.30 | 30.20 | 6.01 | 0.41 | 0.00 | 13.41 | |||||||||||
| Contego CLO XI DAC | Five Arrows | Feb 28, 2025 | 2,980 | 6.79 | 27.39 | 5.82 | 0.00 | 0.00 | 13.55 | |||||||||||
| Contego CLO XII DAC | Five Arrows | Apr 11, 2025 | 2,981 | 6.90 | 29.46 | 4.61 | 0.00 | 0.00 | 14.31 | |||||||||||
| Contego CLO XIII DAC | Five Arrows | Feb 28, 2025 | 2,944 | 6.08 | 27.68 | 4.09 | 0.00 | 0.00 | 12.43 | |||||||||||
| Cross Ocean Bosphorus CLO IX DAC | Cross Ocean | Feb 28, 2025 | 2,871 | 11.46 | 28.37 | 2.67 | 0.00 | 1.44 | 16.89 | |||||||||||
| Cross Ocean Bosphorus CLO X DAC | Cross Ocean | Feb 28, 2025 | 2,887 | 12.52 | 28.70 | 3.64 | 0.00 | 0.48 | 11.92 | |||||||||||
| Crosthwaite Park CLO DAC | Blackstone | Feb 20, 2025 | 2,928 | 14.67 | 23.89 | 5.86 | 1.35 | 0.00 | 13.92 | |||||||||||
| Dartry Park CLO DAC | Blackstone | Apr 14, 2025 | 2,912 | 11.51 | 24.86 | 4.44 | 0.97 | 0.00 | 12.88 | |||||||||||
| Deer Park CLO DAC | Blackstone | Apr 03, 2025 | 2,930 | 14.08 | 23.53 | 5.77 | 1.20 | 0.00 | 13.80 | |||||||||||
| Dillons Park CLO DAC | Blackstone | Mar 18, 2025 | 3,064 | 11.06 | 24.87 | 5.37 | 2.51 | 0.00 | 15.12 | |||||||||||
| Dryden 103 Euro CLO 2021 DAC | PGIM | Feb 28, 2025 | 2,770 | 14.21 | 28.65 | 2.60 | 0.00 | 0.00 | 10.53 | |||||||||||
| Dryden 27 R Euro CLO 2017 DAC | PGIM | Mar 31, 2025 | 2,878 | 13.94 | 28.77 | 7.45 | 0.00 | 0.00 | 13.14 | |||||||||||
| Dryden 29 Euro CLO 2013 DAC | PGIM | Mar 31, 2025 | 2,988 | 11.85 | 31.12 | 10.73 | 0.00 | 0.00 | 12.82 | |||||||||||
| Dryden 35 Euro CLO 2014 DAC | PGIM | Mar 31, 2025 | 2,862 | 12.28 | 30.58 | 5.99 | 0.00 | 0.00 | 11.80 | |||||||||||
| Dryden 39 Euro CLO 2015 DAC | PGIM | Mar 31, 2025 | 2,781 | 17.43 | 27.76 | 5.42 | 0.23 | 0.32 | 13.67 | |||||||||||
| Dryden 44 Euro CLO 2015 DAC | PGIM | Feb 28, 2025 | 2,862 | 15.04 | 30.13 | 6.93 | 0.25 | 0.33 | 12.52 | |||||||||||
| Dryden 46 Euro CLO 2016 DAC | PGIM | Mar 31, 2025 | 2,816 | 16.23 | 29.18 | 6.06 | 0.24 | 0.36 | 12.66 | |||||||||||
| Dryden 48 Euro CLO 2016 DAC | PGIM | Mar 31, 2025 | 2,846 | 11.98 | 26.67 | 7.14 | 0.00 | 0.00 | 11.85 | |||||||||||
| Dryden 52 Euro CLO 2017 DAC | PGIM | Feb 28, 2025 | 2,779 | 15.18 | 28.01 | 5.76 | 0.00 | 0.00 | 15.52 | |||||||||||
| Dryden 73 Euro CLO 2018 DAC | PGIM | Mar 31, 2025 | 2,783 | 16.67 | 25.88 | 6.91 | 0.00 | 0.00 | 12.38 | |||||||||||
| Dryden 74 Euro CLO 2020 DAC | PGIM | Feb 28, 2025 | 2,890 | 12.52 | 29.03 | 5.53 | 0.52 | 0.00 | 14.43 | |||||||||||
| Dryden 88 Euro CLO 2020 DAC | PGIM | Feb 28, 2025 | 2,860 | 15.26 | 29.59 | 6.78 | 0.25 | 0.33 | 13.17 | |||||||||||
| Dryden 89 Euro CLO 2020 DAC | PGIM | Mar 31, 2025 | 2,853 | 15.02 | 29.07 | 6.90 | 0.24 | 0.32 | 13.79 | |||||||||||
| Dryden 91 Euro CLO 2021 DAC | PGIM | Feb 28, 2025 | 2,812 | 12.43 | 29.44 | 3.14 | 0.24 | 0.09 | 13.00 | |||||||||||
| Dryden 96 Euro CLO 2021 DAC | PGIM | Mar 31, 2025 | 2,857 | 13.23 | 28.09 | 6.08 | 0.00 | 0.00 | 13.09 | |||||||||||
| Dunedin Park CLO DAC | Blackstone | Mar 18, 2025 | 2,914 | 11.79 | 23.56 | 5.06 | 0.72 | 0.00 | 12.34 | |||||||||||
| Elm Park CLO DAC | Blackstone | Mar 18, 2025 | 2,903 | 13.76 | 23.69 | 5.39 | 0.89 | 0.00 | 13.67 | |||||||||||
| Euro-Galaxy III CLO DAC | PineBridge | Apr 10, 2025 | 2,924 | 15.97 | 21.74 | 6.31 | 1.70 | 0.00 | 11.74 | |||||||||||
| Euro-Galaxy IV CLO DAC | PineBridge | Mar 18, 2025 | 2,946 | 13.11 | 25.09 | 5.76 | 1.64 | 0.00 | 12.18 | |||||||||||
| Euro-Galaxy V CLO DAC | PineBridge | Apr 07, 2025 | 2,927 | 13.66 | 24.93 | 5.01 | 1.78 | 0.00 | 11.75 | |||||||||||
| Fair Oaks Loan Funding I DAC | Fair Oaks | Mar 18, 2025 | 2,738 | 12.07 | 22.88 | 1.14 | 0.00 | 0.00 | 9.83 | |||||||||||
| Fair Oaks Loan Funding II DAC | Fair Oaks | Apr 03, 2025 | 2,774 | 11.78 | 24.57 | 1.99 | 0.00 | 0.00 | 10.30 | |||||||||||
| Fair Oaks Loan Funding III DAC | Fair Oaks | Apr 03, 2025 | 2,746 | 12.83 | 22.74 | 1.77 | 0.00 | 0.00 | 10.18 | |||||||||||
| Fair Oaks Loan Funding V DAC | Fair Oaks | Mar 18, 2025 | 2,753 | 11.85 | 23.35 | 0.57 | 0.00 | 0.00 | 7.31 | |||||||||||
| Fernhill Park CLO DAC | Blackstone | Mar 05, 2025 | 2,849 | 12.26 | 25.08 | 2.87 | 0.00 | 0.00 | 11.61 | |||||||||||
| Fidelity Grand Harbour CLO 2019-1 DAC | FMR | Mar 05, 2025 | 2,991 | 12.78 | 29.34 | 3.18 | 1.49 | 0.00 | 14.36 | |||||||||||
| Fidelity Grand Harbour CLO 2022-1 DAC | FMR | Apr 03, 2025 | 2,868 | 10.77 | 28.03 | 1.67 | 0.50 | 0.00 | 11.49 | |||||||||||
| Fidelity Grand Harbour CLO 2023-2 DAC | FMR | Apr 03, 2025 | 2,842 | 10.48 | 27.24 | 1.51 | 0.00 | 0.00 | 12.63 | |||||||||||
| Fidelity Grand Harbour CLO 2024-1 DAC | FMR | Mar 05, 2025 | 2,807 | 11.67 | 24.98 | 1.46 | 0.00 | 0.00 | 12.68 | |||||||||||
| Fortress Credit Europe BSL 2024-1 DAC | Fortress | Mar 12, 2025 | 2,815 | 8.44 | 19.05 | 1.98 | 0.00 | 0.00 | 8.15 | |||||||||||
| GoldenTree Loan Management EUR CLO 4 DAC | GoldenTree | Mar 18, 2025 | 2,781 | 14.26 | 20.37 | 4.39 | 0.00 | 0.65 | 13.73 | |||||||||||
| GoldenTree Loan Management EUR CLO 5 DAC | GoldenTree | Mar 18, 2025 | 2,796 | 13.04 | 20.09 | 4.34 | 0.00 | 0.64 | 13.95 | |||||||||||
| GoldenTree Loan Management EUR CLO 6 DAC | GoldenTree | Apr 04, 2025 | 2,781 | 12.36 | 19.49 | 3.10 | 0.00 | 0.91 | 13.20 | |||||||||||
| GoldenTree Loan Management EUR CLO 7 DAC | GoldenTree | Mar 18, 2025 | 2,769 | 12.89 | 19.30 | 2.80 | 0.00 | 0.68 | 12.32 | |||||||||||
| Grosvenor Place CLO 2022-1 DAC | CQS | Mar 18, 2025 | 2,857 | 10.52 | 26.18 | 3.36 | 0.00 | 0.00 | 7.97 | |||||||||||
| Grosvenor Place CLO 2024-2 DAC | CQS | Mar 18, 2025 | 2,702 | 15.80 | 23.89 | 1.47 | 0.00 | 0.00 | 8.16 | |||||||||||
| Harvest CLO XVII DAC | Investcorp | Mar 31, 2025 | 2,994 | 10.27 | 26.37 | 6.01 | 0.81 | 0.00 | 17.04 | |||||||||||
| Harvest CLO XXII DAC | Investcorp | Feb 28, 2025 | 2,942 | 10.41 | 25.90 | 3.54 | 1.07 | 0.00 | 14.83 | |||||||||||
| Harvest CLO XXIII DAC | Investcorp | Feb 28, 2025 | 2,944 | 10.86 | 26.75 | 4.29 | 0.74 | 0.00 | 15.71 | |||||||||||
| Harvest CLO XXIX DAC | Investcorp | Apr 03, 2025 | 2,996 | 11.48 | 29.60 | 3.72 | 1.05 | 0.00 | 13.20 | |||||||||||
| Harvest CLO XXV DAC | Investcorp | Mar 10, 2025 | 2,995 | 9.79 | 25.64 | 4.07 | 0.96 | 0.00 | 14.48 | |||||||||||
| Harvest CLO XXVI DAC | Investcorp | Feb 28, 2025 | 2,999 | 10.35 | 26.25 | 3.85 | 1.03 | 0.00 | 16.51 | |||||||||||
| Harvest CLO XXX DAC | Investcorp | Mar 07, 2025 | 2,994 | 9.44 | 27.28 | 3.73 | 0.73 | 0.00 | 15.56 | |||||||||||
| Harvest CLO XXXI DAC | Investcorp | Apr 03, 2025 | 2,936 | 14.59 | 26.84 | 3.09 | 1.24 | 0.00 | 14.66 | |||||||||||
| Harvest CLO XXXII DAC | Investcorp | Feb 28, 2025 | 2,903 | 9.73 | 27.05 | 2.50 | 0.00 | 0.00 | 11.61 | |||||||||||
| Harvest CLO XXXIII DAC | Investcorp | Mar 10, 2025 | 2,865 | 10.99 | 25.56 | 2.21 | 0.00 | 0.00 | 12.90 | |||||||||||
| Hayfin Emerald CLO IV DAC | Hayfin | Apr 03, 2025 | 2,786 | 20.42 | 19.51 | 3.90 | 2.25 | 0.00 | 15.07 | |||||||||||
| Hayfin Emerald CLO IX DAC | Hayfin | Mar 18, 2025 | 2,764 | 21.54 | 19.62 | 3.82 | 2.27 | 0.00 | 15.94 | |||||||||||
| Hayfin Emerald CLO V DAC | Hayfin | Mar 03, 2025 | 2,793 | 22.18 | 19.82 | 2.76 | 2.99 | 0.00 | 15.17 | |||||||||||
| Hayfin Emerald CLO VI DAC | Hayfin | Mar 18, 2025 | 2,781 | 21.59 | 19.88 | 3.83 | 2.34 | 0.00 | 14.99 | |||||||||||
| Hayfin Emerald CLO VII DAC | Hayfin | Apr 03, 2025 | 2,747 | 21.89 | 18.20 | 3.96 | 2.28 | 0.00 | 14.80 | |||||||||||
| Hayfin Emerald CLO VIII DAC | Hayfin | Apr 07, 2025 | 2,763 | 22.31 | 19.55 | 3.63 | 2.37 | 0.00 | 15.01 | |||||||||||
| Hayfin Emerald CLO X DAC | Hayfin | Mar 03, 2025 | 2,752 | 22.33 | 18.54 | 3.46 | 2.40 | 0.00 | 14.76 | |||||||||||
| Hayfin Emerald CLO XI DAC | Hayfin | Mar 03, 2025 | 2,734 | 20.99 | 20.36 | 1.16 | 2.35 | 0.00 | 13.69 | |||||||||||
| Hayfin Emerald CLO XII DAC | Hayfin | Apr 11, 2025 | 2,671 | 21.69 | 20.78 | 1.45 | 1.62 | 0.00 | 15.02 | |||||||||||
| Hayfin Emerald CLO XIII DAC | Hayfin | Apr 03, 2025 | 2,603 | 22.62 | 18.31 | 0.51 | 1.01 | 0.00 | 10.63 | |||||||||||
| Hayfin Emerald CLO XIV DAC | Hayfin | Apr 01, 2025 | 2,644 | 18.82 | 17.37 | 0.00 | 1.06 | 0.00 | 10.38 | |||||||||||
| Henley CLO I DAC | Napier Park | Mar 18, 2025 | 2,911 | 7.84 | 23.52 | 2.70 | 0.53 | 0.77 | 7.82 | |||||||||||
| Henley CLO II DAC | Napier Park | Mar 18, 2025 | 2,970 | 3.37 | 24.63 | 2.61 | 0.25 | 0.77 | 9.48 | |||||||||||
| Henley CLO III DAC | Napier Park | Mar 18, 2025 | 2,984 | 4.97 | 24.49 | 2.81 | 0.70 | 1.02 | 8.91 | |||||||||||
| Henley CLO IV DAC | Napier Park | Mar 18, 2025 | 2,941 | 5.87 | 22.90 | 2.29 | 0.74 | 0.77 | 8.14 | |||||||||||
| Henley CLO V DAC | Napier Park | Mar 18, 2025 | 2,950 | 3.80 | 22.96 | 2.30 | 0.51 | 0.77 | 9.42 | |||||||||||
| Henley CLO VI DAC | Napier Park | Mar 18, 2025 | 3,032 | 3.96 | 26.17 | 3.63 | 0.42 | 1.54 | 7.95 | |||||||||||
| Henley CLO VII DAC | Napier Park | Mar 18, 2025 | 2,896 | 6.48 | 22.02 | 2.15 | 0.25 | 1.01 | 7.04 | |||||||||||
| Henley CLO X DAC | Napier Park | Apr 08, 2025 | 2,991 | 2.15 | 23.01 | 2.28 | 0.00 | 0.95 | 5.09 | |||||||||||
| Henley CLO XII DAC | Napier Park | Mar 12, 2025 | 3,003 | 3.43 | 28.33 | 1.50 | 0.00 | 0.50 | 6.54 | |||||||||||
| Holland Park CLO DAC | Blackstone | Mar 20, 2025 | 2,984 | 12.65 | 27.38 | 6.71 | 1.49 | 0.00 | 16.91 | |||||||||||
| ICG Euro CLO 2021-1 DAC | Intermediate | Apr 03, 2025 | 2,977 | 15.23 | 28.38 | 7.28 | 1.05 | 0.88 | 16.27 | |||||||||||
| ICG Euro CLO 2022-1 DAC | Intermediate | Mar 12, 2025 | 2,953 | 15.45 | 31.05 | 5.07 | 0.69 | 0.88 | 15.69 | |||||||||||
| ICG Euro CLO 2023-2 DAC | Intermediate | Mar 12, 2025 | 3,045 | 14.31 | 29.72 | 4.17 | 2.43 | 1.83 | 17.14 | |||||||||||
| ICG Euro CLO 2024-1 DAC | Intermediate | Mar 12, 2025 | 2,804 | 18.69 | 29.02 | 4.11 | 0.00 | 0.46 | 13.18 | |||||||||||
| Indigo Credit Management I DAC | Pemberton | Mar 10, 2025 | 2,529 | 18.15 | 8.68 | 0.00 | 0.00 | 0.00 | 16.11 | |||||||||||
| Indigo Credit Management II DAC | Pemberton | Mar 10, 2025 | 2,472 | 21.95 | 6.48 | 0.00 | 0.00 | 0.00 | 13.73 | |||||||||||
| Invesco Euro CLO II DAC | Invesco | Mar 18, 2025 | 3,207 | 14.91 | 24.86 | 5.90 | 4.41 | 0.00 | 21.57 | |||||||||||
| Invesco Euro CLO III DAC | Invesco | Mar 17, 2025 | 3,129 | 14.93 | 28.81 | 4.51 | 3.50 | 0.00 | 20.10 | |||||||||||
| Invesco Euro CLO IV DAC | Invesco | Mar 18, 2025 | 3,335 | 9.58 | 31.00 | 5.80 | 4.42 | 0.00 | 21.37 | |||||||||||
| Invesco Euro CLO IX DAC | Invesco | Mar 18, 2025 | 3,121 | 15.72 | 26.82 | 4.33 | 3.81 | 0.00 | 20.52 | |||||||||||
| Invesco Euro CLO Issuer X DAC | Invesco | Feb 18, 2025 | 3,055 | 16.73 | 26.73 | 3.58 | 3.17 | 0.00 | 21.55 | |||||||||||
| Invesco Euro CLO VI DAC | Invesco | Apr 03, 2025 | 3,052 | 16.31 | 25.85 | 3.54 | 3.87 | 0.00 | 18.38 | |||||||||||
| Invesco Euro CLO XI DAC | Invesco | Mar 18, 2025 | 2,959 | 17.76 | 25.41 | 2.57 | 2.60 | 0.00 | 19.26 | |||||||||||
| Invesco Euro CLO XII DAC | Invesco | Mar 18, 2025 | 2,928 | 14.01 | 28.73 | 2.34 | 0.91 | 0.00 | 16.58 | |||||||||||
| Invesco Euro CLO XIV DAC | Invesco | Mar 18, 2025 | 2,761 | 17.83 | 29.76 | 0.00 | 0.00 | 0.00 | 17.05 | |||||||||||
| Jubilee CLO 2013-X DAC | Alcentra | Mar 05, 2025 | 2,914 | 17.53 | 30.38 | 5.34 | 1.35 | 0.75 | 13.80 | |||||||||||
| Jubilee CLO 2014-XII DAC | Alcentra | Mar 05, 2025 | 2,924 | 14.14 | 32.88 | 3.93 | 0.67 | 0.00 | 12.59 | |||||||||||
| Jubilee CLO 2018-XX DAC | Alcentra | Mar 10, 2025 | 2,873 | 15.64 | 33.66 | 2.28 | 0.73 | 0.00 | 12.57 | |||||||||||
| Jubilee CLO 2019-XXII DAC | Alcentra | Apr 08, 2025 | 2,842 | 18.23 | 28.58 | 4.08 | 0.68 | 0.00 | 13.88 | |||||||||||
| Jubilee CLO 2019-XXIII DAC | Alcentra | Mar 10, 2025 | 2,892 | 16.47 | 30.60 | 4.41 | 0.74 | 0.72 | 13.48 | |||||||||||
| Jubilee CLO 2020-XXIV DAC | Alcentra | Mar 10, 2025 | 2,929 | 14.59 | 30.67 | 5.82 | 0.76 | 0.81 | 15.13 | |||||||||||
| Jubilee CLO 2022-XXVI DAC | Alcentra | Mar 10, 2025 | 2,888 | 18.22 | 29.57 | 4.11 | 1.30 | 0.74 | 14.69 | |||||||||||
| Jubilee CLO 2023-XXVII DAC | Alcentra | Mar 10, 2025 | 2,922 | 17.26 | 30.70 | 4.12 | 1.58 | 0.73 | 14.31 | |||||||||||
| Jubilee CLO 2024-XXIX DAC | Alcentra | Mar 10, 2025 | 2,772 | 16.36 | 27.91 | 1.69 | 0.00 | 0.35 | 9.42 | |||||||||||
| Jubilee CLO 2024-XXVIII DAC | Alcentra | Apr 08, 2025 | 2,783 | 16.60 | 30.51 | 2.32 | 0.00 | 0.71 | 10.09 | |||||||||||
| MAN GLG Euro CLO VI DAC | GLG | Mar 10, 2025 | 2,929 | 11.44 | 30.49 | 4.94 | 0.18 | 0.00 | 15.96 | |||||||||||
| MV Credit Euro CLO III DAC | MV | Mar 18, 2025 | 2,919 | 6.87 | 20.54 | 2.80 | 0.00 | 1.19 | 16.05 | |||||||||||
| Madison Park Euro Funding IX DAC | Credit Suisse | Mar 06, 2025 | 3,030 | 12.54 | 18.85 | 7.08 | 2.58 | 0.00 | 14.49 | |||||||||||
| Madison Park Euro Funding VIII DAC | Credit Suisse | Apr 04, 2025 | 2,991 | 12.12 | 21.25 | 8.14 | 1.65 | 0.00 | 13.30 | |||||||||||
| Madison Park Euro Funding X DAC | Credit Suisse | Mar 12, 2025 | 2,840 | 23.43 | 17.41 | 6.99 | 2.72 | 0.00 | 16.52 | |||||||||||
| Madison Park Euro Funding XIX DAC | Credit Suisse | Mar 05, 2025 | 2,960 | 8.57 | 24.70 | 4.37 | 0.24 | 0.00 | 9.30 | |||||||||||
| Madison Park Euro Funding XV DAC | Credit Suisse | Mar 20, 2025 | 3,069 | 10.90 | 23.13 | 6.30 | 2.19 | 0.00 | 12.38 | |||||||||||
| Madison Park Euro Funding XVI DAC | Credit Suisse | Mar 20, 2025 | 3,032 | 11.24 | 22.90 | 5.14 | 2.26 | 0.00 | 12.63 | |||||||||||
| Madison Park Euro Funding XVII DAC | Credit Suisse | Mar 20, 2025 | 3,062 | 8.72 | 24.60 | 6.52 | 1.27 | 0.00 | 12.88 | |||||||||||
| Madison Park Euro Funding XVIII DAC | Credit Suisse | Mar 05, 2025 | 2,868 | 9.94 | 25.11 | 2.09 | 0.00 | 0.00 | 7.62 | |||||||||||
| Madison Park Euro Funding XX DAC | Credit Suisse | Mar 05, 2025 | 3,170 | 6.61 | 22.61 | 6.37 | 2.77 | 0.48 | 12.33 | |||||||||||
| Man Euro CLO 2023-1 DAC | GLG | Apr 03, 2025 | 2,850 | 9.92 | 22.07 | 2.49 | 0.00 | 0.00 | 6.51 | |||||||||||
| Man GLG Euro CLO III DAC | GLG | Mar 10, 2025 | 3,665 | 7.49 | 24.58 | 10.48 | 8.23 | 0.00 | 21.19 | |||||||||||
| Margay CLO I DAC | M&G | Mar 17, 2025 | 2,636 | 17.25 | 18.15 | 1.25 | 0.00 | 0.00 | 13.51 | |||||||||||
| Margay CLO II DAC | M&G | Mar 17, 2025 | 2,635 | 16.44 | 17.27 | 1.24 | 0.00 | 0.00 | 13.55 | |||||||||||
| Marino Park CLO DAC | Blackstone | Mar 20, 2025 | 2,874 | 11.54 | 28.33 | 4.30 | 0.00 | 0.00 | 14.61 | |||||||||||
| Montmartre Euro CLO 2020-2 DAC | CELF | Apr 03, 2025 | 2,838 | 12.77 | 22.66 | 5.38 | 0.00 | 0.00 | 16.12 | |||||||||||
| Monument CLO 1 DAC | Serone | Mar 18, 2025 | 2,778 | 9.80 | 17.54 | 1.93 | 0.00 | 0.00 | 9.54 | |||||||||||
| Monument CLO 2 DAC | Serone | Mar 18, 2025 | 2,794 | 10.23 | 18.99 | 1.91 | 0.00 | 0.00 | 8.43 | |||||||||||
| Nassau Euro CLO II DAC | NCC | Mar 07, 2025 | 2,848 | 10.50 | 24.66 | 2.29 | 0.00 | 0.49 | 15.34 | |||||||||||
| Nassau Euro CLO III DAC | NCC | Mar 07, 2025 | 2,800 | 9.93 | 22.21 | 1.85 | 0.00 | 0.26 | 13.72 | |||||||||||
| Nassau Euro CLO IV DAC | NCC | Apr 08, 2025 | 2,787 | 10.34 | 20.57 | 1.60 | 0.00 | 0.00 | 12.33 | |||||||||||
| Neuberger Berman Loan Advisers Euro CLO 1 DAC | Neuberger Berman | Mar 18, 2025 | 2,814 | 11.01 | 18.71 | 2.21 | 0.74 | 0.00 | 15.27 | |||||||||||
| Neuberger Berman Loan Advisers Euro CLO 2 DAC | Neuberger Berman | Apr 03, 2025 | 2,843 | 9.75 | 19.89 | 1.98 | 0.96 | 0.00 | 14.84 | |||||||||||
| Neuberger Berman Loan Advisers Euro CLO 3 DAC | Neuberger Berman | Mar 18, 2025 | 2,822 | 10.93 | 17.76 | 2.28 | 0.90 | 0.00 | 15.11 | |||||||||||
| Neuberger Berman Loan Advisers Euro CLO 5 DAC | Neuberger Berman | Apr 08, 2025 | 2,818 | 9.71 | 19.03 | 2.21 | 0.99 | 0.00 | 16.67 | |||||||||||
| Neuberger Berman Loan Advisers Euro CLO 6 DAC | Neuberger Berman | Mar 18, 2025 | 2,811 | 8.89 | 18.18 | 1.87 | 0.48 | 0.00 | 15.63 | |||||||||||
| Newhaven CLO DAC | Bain | Mar 06, 2025 | 3,095 | 13.56 | 23.13 | 6.22 | 3.35 | 0.18 | 16.25 | |||||||||||
| North Westerly VI ESG CLO DAC | NIBC | Feb 28, 2025 | 2,913 | 12.48 | 22.94 | 5.78 | 0.67 | 0.00 | 16.59 | |||||||||||
| North Westerly VII ESG CLO DAC | NIBC | Feb 28, 2025 | 2,808 | 14.70 | 19.32 | 5.75 | 0.58 | 0.00 | 13.94 | |||||||||||
| North Westerly VIII 2024 ESG CLO DAC | NIBC | Apr 03, 2025 | 2,724 | 14.30 | 19.01 | 1.49 | 0.00 | 0.00 | 8.39 | |||||||||||
| Northwoods Capital 19 Euro DAC | Northwoods | Feb 28, 2025 | 3,085 | 9.81 | 26.63 | 7.68 | 2.04 | 0.00 | 18.21 | |||||||||||
| Northwoods Capital 21 Euro DAC | Northwoods | Apr 08, 2025 | 2,902 | 13.54 | 24.35 | 4.78 | 1.19 | 0.00 | 16.02 | |||||||||||
| Northwoods Capital 23 Euro DAC | Northwoods | Mar 05, 2025 | 2,983 | 13.98 | 24.68 | 6.50 | 1.84 | 0.00 | 17.94 | |||||||||||
| Northwoods Capital 24 Euro DAC | Northwoods | Apr 03, 2025 | 2,930 | 13.85 | 25.11 | 5.94 | 1.09 | 0.00 | 16.09 | |||||||||||
| Northwoods Capital 26 Euro DAC | Northwoods | Mar 03, 2025 | 3,040 | 11.29 | 26.14 | 6.65 | 1.54 | 0.00 | 19.46 | |||||||||||
| OCP EURO CLO 2022-5 DAC | Onex | Apr 07, 2025 | 2,798 | 16.51 | 28.44 | 4.24 | 0.00 | 0.60 | 18.52 | |||||||||||
| OCP Euro CLO 2017-1 DAC | Onex | Apr 02, 2025 | 2,872 | 13.23 | 29.87 | 4.86 | 0.00 | 1.08 | 14.28 | |||||||||||
| OCP Euro CLO 2017-2 DAC | Onex | Apr 03, 2025 | 2,766 | 18.25 | 27.46 | 3.92 | 0.00 | 0.48 | 15.84 | |||||||||||
| OCP Euro CLO 2019-3 DAC | Onex | Apr 07, 2025 | 2,809 | 13.86 | 28.03 | 3.14 | 0.00 | 0.40 | 14.69 | |||||||||||
| OCP Euro CLO 2020-4 DAC | Onex | Apr 07, 2025 | 2,949 | 11.16 | 30.93 | 5.87 | 0.00 | 1.72 | 17.42 | |||||||||||
| OCP Euro CLO 2022-6 DAC | Onex | Mar 06, 2025 | 2,892 | 14.80 | 30.04 | 5.57 | 0.00 | 1.23 | 16.31 | |||||||||||
| OCP Euro CLO 2023-8 DAC | Onex | Mar 06, 2025 | 2,905 | 13.01 | 31.17 | 4.90 | 0.00 | 0.00 | 16.00 | |||||||||||
| OCP Euro CLO 2024-10 DAC | Onex | Mar 06, 2025 | 2,847 | 12.83 | 26.74 | 3.95 | 0.00 | 0.53 | 13.04 | |||||||||||
| OCP Euro CLO 2024-11 DAC | Onex | Mar 06, 2025 | 2,827 | 13.18 | 27.62 | 3.24 | 0.00 | 0.49 | 12.79 | |||||||||||
| OCP Euro CLO 2024-9 DAC | Onex | Apr 08, 2025 | 2,806 | 15.03 | 27.81 | 3.15 | 0.00 | 0.88 | 14.47 | |||||||||||
| OCPE CLO 2023-7 DAC | Onex | Mar 06, 2025 | 2,882 | 13.18 | 29.41 | 5.12 | 0.00 | 0.84 | 15.51 | |||||||||||
| OZLME III DAC | Sculptor | Apr 14, 2025 | 2,698 | 18.25 | 24.63 | 6.48 | 0.00 | 0.00 | 18.38 | |||||||||||
| Palmer Square European CLO 2021-1 DAC | Palmer Square | Apr 03, 2025 | 2,753 | 15.98 | 18.96 | 5.18 | 0.00 | 0.51 | 14.60 | |||||||||||
| Palmer Square European CLO 2021-2 DAC | Palmer Square | Apr 03, 2025 | 2,762 | 16.67 | 20.27 | 5.55 | 0.00 | 0.51 | 14.88 | |||||||||||
| Palmer Square European CLO 2022-1 DAC | Palmer Square | Apr 08, 2025 | 2,748 | 16.33 | 19.27 | 4.68 | 0.00 | 0.61 | 13.65 | |||||||||||
| Palmer Square European CLO 2022-2 DAC | Palmer Square | Apr 03, 2025 | 2,694 | 17.21 | 18.32 | 3.02 | 0.00 | 0.61 | 12.45 | |||||||||||
| Palmer Square European CLO 2023-1 DAC | Palmer Square | Apr 03, 2025 | 2,701 | 16.87 | 18.67 | 2.54 | 0.00 | 0.69 | 11.51 | |||||||||||
| Palmer Square European CLO 2023-2 DAC | Palmer Square | Apr 03, 2025 | 2,731 | 15.43 | 18.03 | 2.98 | 0.00 | 0.77 | 11.60 | |||||||||||
| Palmer Square European CLO 2024-1 DAC | Palmer Square | Feb 28, 2025 | 2,709 | 15.71 | 19.10 | 1.91 | 0.00 | 0.51 | 10.77 | |||||||||||
| Palmer Square European CLO 2024-2 DAC | Palmer Square | Apr 03, 2025 | 2,702 | 16.42 | 18.44 | 2.04 | 0.00 | 0.57 | 9.37 | |||||||||||
| Penta CLO 11 DAC | Partners | Feb 28, 2025 | 2,915 | 6.88 | 26.35 | 2.59 | 0.00 | 0.61 | 9.32 | |||||||||||
| Penta CLO 12 DAC | Partners | Mar 31, 2025 | 2,789 | 13.45 | 21.28 | 2.07 | 0.00 | 0.27 | 10.91 | |||||||||||
| Penta CLO 14 DAC | Partners | Apr 08, 2025 | 2,878 | 8.44 | 27.54 | 1.27 | 0.00 | 0.48 | 10.35 | |||||||||||
| Penta CLO 15 DAC | Partners | Apr 03, 2025 | 2,821 | 10.03 | 22.35 | 1.54 | 0.00 | 0.72 | 11.59 | |||||||||||
| Penta CLO 16 DAC | Partners | Apr 08, 2025 | 2,803 | 11.88 | 22.01 | 2.16 | 0.00 | 0.39 | 10.13 | |||||||||||
| Penta CLO 17 DAC | Partners | Mar 31, 2025 | 2,813 | 12.20 | 22.82 | 1.79 | 0.00 | 0.66 | 9.97 | |||||||||||
| Penta CLO 18 DAC | Partners | Mar 31, 2025 | 2,769 | 14.42 | 21.19 | 1.77 | 0.00 | 0.00 | 13.46 | |||||||||||
| Penta CLO 5 DAC | Partners | Apr 08, 2025 | 2,772 | 11.65 | 22.68 | 0.95 | 0.00 | 0.00 | 13.26 | |||||||||||
| Penta CLO 7 DAC | Partners | Mar 31, 2025 | 2,805 | 14.04 | 24.78 | 2.68 | 0.00 | 0.52 | 10.89 | |||||||||||
| Penta CLO 8 DAC | Partners | Feb 28, 2025 | 2,875 | 10.76 | 27.12 | 2.92 | 0.00 | 0.58 | 14.61 | |||||||||||
| Penta CLO 9 DAC | Partners | Apr 11, 2025 | 2,866 | 7.64 | 27.45 | 0.96 | 0.00 | 0.60 | 9.46 | |||||||||||
| Providus CLO II DAC | Permira | Feb 28, 2025 | 2,951 | 9.48 | 33.17 | 3.97 | 0.00 | 0.00 | 8.88 | |||||||||||
| Providus CLO III DAC | Permira | Apr 04, 2025 | 2,917 | 9.78 | 31.26 | 2.93 | 0.18 | 0.00 | 8.89 | |||||||||||
| Providus CLO IV DAC | Permira | Apr 04, 2025 | 2,926 | 9.16 | 31.85 | 2.68 | 0.19 | 0.00 | 9.67 | |||||||||||
| Providus CLO IX DAC | Permira | Feb 28, 2025 | 2,967 | 8.37 | 31.94 | 3.36 | 0.00 | 0.00 | 7.79 | |||||||||||
| Providus CLO V DAC | Permira | Mar 31, 2025 | 2,961 | 9.02 | 31.62 | 3.70 | 0.25 | 0.00 | 9.44 | |||||||||||
| Providus CLO VI DAC | Permira | Mar 31, 2025 | 2,973 | 9.22 | 31.10 | 3.99 | 0.43 | 0.00 | 9.16 | |||||||||||
| Providus CLO VII DAC | Permira | Feb 28, 2025 | 3,000 | 8.88 | 30.28 | 4.01 | 0.66 | 0.00 | 8.20 | |||||||||||
| Providus CLO VIII DAC | Permira | Feb 28, 2025 | 2,963 | 8.86 | 30.28 | 3.98 | 0.23 | 0.00 | 8.31 | |||||||||||
| Providus CLO X DAC | Permira | Feb 28, 2025 | 2,955 | 8.97 | 31.68 | 3.33 | 0.00 | 0.00 | 9.04 | |||||||||||
| Providus CLO XI DAC | Permira | Mar 31, 2025 | 2,882 | 10.94 | 29.47 | 2.36 | 0.00 | 0.00 | 8.12 | |||||||||||
| Purple Finance CLO 2 DAC | Ostrum | Mar 18, 2025 | 3,105 | 4.18 | 34.86 | 6.08 | 0.00 | 0.00 | 15.40 | |||||||||||
| RRE 1 Loan Management DAC | Redding Ridge | Feb 28, 2025 | 2,764 | 13.14 | 22.91 | 2.73 | 0.00 | 0.00 | 9.70 | |||||||||||
| RRE 10 Loan Management DAC | Redding Ridge | Feb 28, 2025 | 2,771 | 13.25 | 23.16 | 2.90 | 0.00 | 0.00 | 9.37 | |||||||||||
| RRE 11 Loan Management DAC | Redding Ridge | Feb 28, 2025 | 2,781 | 11.20 | 23.23 | 2.08 | 0.00 | 0.00 | 9.74 | |||||||||||
| RRE 12 Loan Management DAC | Redding Ridge | Apr 08, 2025 | 2,748 | 13.44 | 21.08 | 2.28 | 0.00 | 0.00 | 8.95 | |||||||||||
| RRE 16 Loan Management DAC | Redding Ridge | Feb 28, 2025 | 2,823 | 11.11 | 35.21 | 0.00 | 0.00 | 0.00 | 17.91 | |||||||||||
| RRE 17 Loan Management DAC | Redding Ridge | Feb 28, 2025 | 2,807 | 8.71 | 24.11 | 1.52 | 0.00 | 0.00 | 9.93 | |||||||||||
| RRE 18 Loan Management DAC | Redding Ridge | Feb 28, 2025 | 2,807 | 9.48 | 24.16 | 1.81 | 0.00 | 0.00 | 9.22 | |||||||||||
| RRE 19 Loan Management DAC | Redding Ridge | Apr 08, 2025 | 2,826 | 9.16 | 25.26 | 1.54 | 0.00 | 0.00 | 8.62 | |||||||||||
| RRE 2 Loan Management DAC | Redding Ridge | Apr 08, 2025 | 2,766 | 13.02 | 22.66 | 2.36 | 0.00 | 0.00 | 8.72 | |||||||||||
| RRE 20 Loan Management DAC | Redding Ridge | Apr 03, 2025 | 2,866 | 8.11 | 25.39 | 2.01 | 0.00 | 0.00 | 7.16 | |||||||||||
| RRE 21 Loan Management DAC | Redding Ridge | Apr 08, 2025 | 2,846 | 9.13 | 23.45 | 3.07 | 0.00 | 0.00 | 8.99 | |||||||||||
| RRE 22 Loan Management DAC | Redding Ridge | Feb 28, 2025 | 2,811 | 8.43 | 22.72 | 1.43 | 0.00 | 0.00 | 8.71 | |||||||||||
| RRE 3 Loan Management DAC | Redding Ridge | Feb 28, 2025 | 2,781 | 11.58 | 21.54 | 2.26 | 0.00 | 0.00 | 9.57 | |||||||||||
| RRE 5 Loan Management DAC | Redding Ridge | Apr 08, 2025 | 2,753 | 14.01 | 22.68 | 2.63 | 0.00 | 0.00 | 9.28 | |||||||||||
| RRE 6 Loan Management DAC | Redding Ridge | Feb 28, 2025 | 2,774 | 12.45 | 23.18 | 2.50 | 0.00 | 0.00 | 9.64 | |||||||||||
| Rockfield Park CLO DAC | Blackstone | Apr 04, 2025 | 2,906 | 12.92 | 24.34 | 4.87 | 0.92 | 0.00 | 12.86 | |||||||||||
| Rockford Tower Europe CLO 2018-1 DAC | Rockford | Mar 18, 2025 | 2,863 | 18.23 | 29.04 | 5.79 | 0.66 | 0.00 | 15.80 | |||||||||||
| Rockford Tower Europe CLO 2019-1 DAC | Rockford | Mar 18, 2025 | 2,728 | 18.86 | 25.34 | 3.91 | 0.48 | 1.81 | 14.51 | |||||||||||
| Rockford Tower Europe CLO 2021-1 DAC | Rockford | Mar 18, 2025 | 2,765 | 16.80 | 24.83 | 4.33 | 0.88 | 1.59 | 14.12 | |||||||||||
| Rockford Tower Europe CLO 2021-2 DAC | Rockford | Mar 18, 2025 | 2,879 | 16.03 | 26.51 | 5.40 | 1.41 | 2.19 | 15.18 | |||||||||||
| Rockford Tower Europe CLO 2023-1 DAC | Rockford | Mar 18, 2025 | 2,794 | 13.80 | 27.42 | 3.37 | 0.00 | 2.06 | 12.54 | |||||||||||
| Rockford Tower Europe CLO 2024-1 DAC | Rockford | Mar 18, 2025 | 2,706 | 14.81 | 22.62 | 2.39 | 0.00 | 0.99 | 9.56 | |||||||||||
| Sculptor European CLO I DAC | Sculptor | Mar 10, 2025 | 2,845 | 17.13 | 22.33 | 4.80 | 1.29 | 0.00 | 12.85 | |||||||||||
| Sculptor European CLO II DAC | Sculptor | Apr 03, 2025 | 2,813 | 16.88 | 23.51 | 4.40 | 0.90 | 0.00 | 12.23 | |||||||||||
| Sculptor European CLO VI DAC | Sculptor | Mar 05, 2025 | 2,782 | 18.93 | 23.30 | 5.03 | 0.73 | 0.00 | 12.81 | |||||||||||
| Sculptor European CLO VII DAC | Sculptor | Mar 05, 2025 | 2,849 | 15.80 | 27.56 | 3.69 | 0.53 | 0.00 | 14.51 | |||||||||||
| Sculptor European CLO VIII DAC | Sculptor | Apr 07, 2025 | 2,859 | 15.29 | 25.27 | 4.14 | 0.96 | 0.00 | 13.46 | |||||||||||
| Sculptor European CLO XI DAC | Sculptor | Mar 05, 2025 | 2,824 | 13.90 | 24.60 | 4.58 | 0.00 | 0.00 | 14.02 | |||||||||||
| Sculptor European CLO XII DAC | Sculptor | Feb 24, 2025 | 2,868 | 12.81 | 28.95 | 2.29 | 0.00 | 0.00 | 11.26 | |||||||||||
| Seapoint Park CLO DAC | Blackstone | Apr 22, 2025 | 2,854 | 13.30 | 26.14 | 5.66 | 0.29 | 0.00 | 13.15 | |||||||||||
| Segovia European CLO 1-2014 DAC | Segovia | Mar 05, 2025 | 3,001 | 9.52 | 22.86 | 5.70 | 1.11 | 1.22 | 10.14 | |||||||||||
| Signal Harmonic CLO II DAC | Signal | Mar 12, 2025 | 2,845 | 18.90 | 25.97 | 4.63 | 0.46 | 0.00 | 11.39 | |||||||||||
| Signal Harmonic CLO III DAC | Signal | Mar 12, 2025 | 2,873 | 16.92 | 25.79 | 4.76 | 0.53 | 0.00 | 9.62 | |||||||||||
| Sona Fios CLO I DAC | Sona | Apr 03, 2025 | 2,821 | 10.78 | 19.47 | 2.17 | 0.91 | 0.90 | 10.92 | |||||||||||
| Sona Fios CLO II DAC | Sona | Mar 31, 2025 | 2,742 | 11.04 | 20.28 | 2.05 | 0.00 | 0.84 | 9.51 | |||||||||||
| Sona Fios CLO III DAC | Sona | Apr 08, 2025 | 2,717 | 11.95 | 18.00 | 2.28 | 0.00 | 0.00 | 8.84 | |||||||||||
| Sound Point Euro CLO 10 Funding DAC | Sound Point | Mar 03, 2025 | 2,941 | 10.35 | 30.62 | 2.88 | 0.00 | 1.22 | 10.22 | |||||||||||
| Sound Point Euro CLO 11 Funding DAC | Sound Point | Mar 03, 2025 | 2,869 | 13.05 | 26.59 | 2.82 | 0.00 | 1.44 | 8.66 | |||||||||||
| Sound Point Euro CLO 12 Funding DAC | Sound Point | Mar 03, 2025 | 2,877 | 10.53 | 25.82 | 2.21 | 0.00 | 0.49 | 10.69 | |||||||||||
| Sound Point Euro CLO III Funding DAC | Sound Point | Mar 07, 2025 | 2,901 | 11.61 | 27.51 | 3.03 | 0.00 | 1.25 | 11.44 | |||||||||||
| St. Paul's CLO II DAC | Intermediate | Feb 10, 2025 | 3,100 | 14.47 | 26.91 | 6.90 | 2.83 | 0.89 | 19.62 | |||||||||||
| St. Paul's CLO IX DAC | Intermediate | Mar 07, 2025 | 3,026 | 16.41 | 26.76 | 6.28 | 2.24 | 0.87 | 16.47 | |||||||||||
| St. Paul's CLO VI DAC | Intermediate | Mar 07, 2025 | 3,054 | 17.14 | 28.13 | 7.29 | 2.31 | 0.87 | 16.09 | |||||||||||
| St. Paul's CLO VII DAC | Intermediate | Apr 08, 2025 | 3,058 | 17.96 | 27.33 | 7.84 | 2.56 | 0.89 | 16.38 | |||||||||||
| St. Paul's CLO X DAC | Intermediate | Apr 07, 2025 | 3,026 | 17.67 | 27.80 | 6.90 | 2.30 | 0.88 | 16.67 | |||||||||||
| St. Paul's CLO XII DAC | Intermediate | Apr 03, 2025 | 3,118 | 13.02 | 29.08 | 6.52 | 2.55 | 0.95 | 17.08 | |||||||||||
| Texas Debt Capital Euro CLO 2024-I DAC | CIFC | Feb 28, 2025 | 2,869 | 11.49 | 28.45 | 2.97 | 0.00 | 0.99 | 13.62 | |||||||||||
| Tikehau CLO III DAC | Tikehau | Mar 31, 2025 | 2,849 | 13.97 | 20.20 | 5.42 | 1.58 | 0.00 | 13.50 | |||||||||||
| Tikehau CLO IX DAC | Tikehau | Apr 08, 2025 | 2,853 | 11.54 | 26.01 | 2.15 | 0.50 | 0.00 | 12.18 | |||||||||||
| Tikehau CLO V DAC | Tikehau | Feb 28, 2025 | 2,918 | 12.66 | 27.34 | 4.64 | 1.22 | 0.00 | 14.53 | |||||||||||
| Tikehau CLO VII DAC | Tikehau | Apr 08, 2025 | 2,883 | 12.36 | 26.63 | 2.20 | 1.02 | 0.00 | 14.27 | |||||||||||
| Tikehau CLO VIII DAC | Tikehau | Apr 11, 2025 | 2,881 | 11.95 | 24.87 | 2.81 | 1.00 | 0.00 | 11.40 | |||||||||||
| Tikehau CLO X DAC | Tikehau | Feb 28, 2025 | 2,818 | 12.23 | 25.10 | 1.36 | 0.73 | 0.00 | 13.46 | |||||||||||
| Tikehau CLO XI DAC | Tikehau | Apr 03, 2025 | 2,818 | 10.38 | 28.42 | 0.58 | 0.00 | 0.00 | 8.10 | |||||||||||
| Tikehau CLO XII DAC | Tikehau | Apr 08, 2025 | 2,854 | 10.00 | 29.73 | 0.25 | 0.00 | 0.00 | 9.18 | |||||||||||
| Toro European CLO 2 DAC | Chenavari | Apr 11, 2025 | 2,929 | 14.43 | 25.78 | 7.10 | 0.45 | 0.00 | 17.26 | |||||||||||
| Toro European CLO 3 DAC | Chenavari | Apr 03, 2025 | 2,873 | 14.59 | 24.87 | 5.80 | 0.50 | 0.00 | 18.85 | |||||||||||
| Toro European CLO 6 DAC | Chenavari | Mar 18, 2025 | 2,865 | 14.36 | 23.24 | 6.24 | 0.61 | 0.00 | 17.93 | |||||||||||
| Toro European CLO 7 DAC | Chenavari | Mar 18, 2025 | 2,898 | 14.90 | 24.18 | 5.05 | 1.71 | 0.00 | 23.09 | |||||||||||
| Toro European CLO 8 DAC | Chenavari | Mar 18, 2025 | 3,004 | 12.86 | 29.62 | 6.47 | 0.59 | 0.00 | 22.87 | |||||||||||
| Toro European CLO 9 DAC | Chenavari | Mar 18, 2025 | 2,897 | 12.02 | 27.59 | 4.34 | 0.45 | 0.00 | 18.86 | |||||||||||
| Trinitas Euro CLO I DAC | WhiteStar | Mar 18, 2025 | 2,991 | 12.65 | 33.73 | 4.44 | 0.74 | 0.00 | 17.41 | |||||||||||
| Trinitas Euro CLO II DAC | Trinitas | Mar 10, 2025 | 2,748 | 17.25 | 20.42 | 3.39 | 0.25 | 0.00 | 11.71 | |||||||||||
| Trinitas Euro CLO III DAC | Trinitas | Mar 18, 2025 | 2,750 | 16.76 | 20.65 | 3.51 | 0.00 | 0.00 | 11.65 | |||||||||||
| Trinitas Euro CLO IV DAC | Trinitas | Mar 18, 2025 | 2,733 | 16.92 | 17.72 | 4.37 | 0.00 | 0.00 | 13.11 | |||||||||||
| Trinitas Euro CLO V DAC | WhiteStar | Mar 18, 2025 | 2,671 | 17.47 | 17.00 | 2.43 | 0.00 | 0.00 | 11.97 | |||||||||||
| Trinitas Euro CLO VI DAC | WhiteStar | Mar 18, 2025 | 2,671 | 17.33 | 18.85 | 2.72 | 0.00 | 0.00 | 12.42 | |||||||||||
| Trinitas Euro CLO VII DAC | Trinitas | Mar 18, 2025 | 2,642 | 18.11 | 18.10 | 1.52 | 0.00 | 0.00 | 11.45 | |||||||||||
| Trinitas Euro CLO VIII DAC | Trinitas | Mar 18, 2025 | 2,606 | 18.07 | 18.73 | 1.10 | 0.00 | 0.00 | 10.61 | |||||||||||
| Tymon Park CLO DAC | Blackstone | Mar 18, 2025 | 2,906 | 11.02 | 26.29 | 5.47 | 0.22 | 0.00 | 12.92 | |||||||||||
| Vendome Funding CLO 2020-1 DAC | CELF | Apr 08, 2025 | 2,933 | 7.71 | 24.46 | 4.76 | 0.00 | 0.00 | 14.41 | |||||||||||
| Vesey Park CLO DAC | Blackstone | Mar 20, 2025 | 2,866 | 12.06 | 24.86 | 4.88 | 0.37 | 0.00 | 15.13 | |||||||||||
| Victory Street CLO I DAC | CIC | Mar 31, 2025 | 2,719 | 10.25 | 16.80 | 0.91 | 0.00 | 0.00 | 7.74 | |||||||||||
| Voya Euro CLO I DAC | Voya | Mar 05, 2025 | 2,973 | 10.69 | 25.51 | 4.48 | 1.15 | 0.00 | 14.01 | |||||||||||
| Voya Euro CLO III DAC | Voya | Apr 03, 2025 | 2,986 | 10.89 | 25.70 | 5.82 | 0.99 | 0.26 | 13.79 | |||||||||||
| Voya Euro CLO IV DAC | Voya | Apr 03, 2025 | 2,975 | 10.96 | 26.38 | 5.00 | 0.84 | 0.24 | 14.70 | |||||||||||
| Voya Euro CLO V DAC | Voya | Apr 03, 2025 | 2,986 | 11.31 | 26.10 | 5.80 | 0.83 | 0.25 | 15.51 | |||||||||||
| Voya Euro CLO VI DAC | Voya | Mar 19, 2025 | 2,952 | 10.79 | 24.71 | 4.47 | 0.75 | 0.25 | 14.63 | |||||||||||
| Voya Euro CLO VIII DAC | Voya | Mar 05, 2025 | 2,878 | 6.98 | 24.16 | 1.18 | 0.00 | 0.17 | 9.26 | |||||||||||
| Waterstown Park CLO DAC | Blackstone | Mar 10, 2025 | 2,823 | 13.80 | 26.09 | 2.49 | 0.00 | 0.00 | 13.46 | |||||||||||
| Wilton Park CLO DAC | Blackstone | Mar 10, 2025 | 2,847 | 11.28 | 25.29 | 3.37 | 0.00 | 0.00 | 10.44 | |||||||||||
| 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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