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Weekly European CLO Update

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Weekly European CLO Update

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*
Apr 17, 2025 Transcom Holding Ab (Publ) EUR380 mil fltg rate callable nts due 12/15/2026 56 85,974,000 B-/Negative B/Negative Yes
Apr 17, 2025 Autostrade Per L'Italia Spa EUR500 mil 2.25% callable med-term nts ser 7 due 01/25/2032 5 15,500,000 BBB/Stable BBB-/Stable Yes
Apr 14, 2025 Foundation Building Materials, Inc. US$830 mil fltg rate 1st lien term bank ln due 01/29/2028 1 1,418,877 B/Negative B/Stable No
Apr 07, 2025 Lune S.A.R.L EUR450 mil 5.625% Sustainability-Linked callable nts due 11/15/2028 73 123,975,000 CCC/Negative CCC+/Negative Yes
Apr 03, 2025 Kloeckner Pentaplast Of America Inc. EUR600 mil fltg rate Term Loan Facility B bank ln due 02/19/2026 110 195,711,697 CCC-/Negative CCC+/Negative Yes
Apr 03, 2025 Babar Bidco EUR797 mil fltg rate Term Loan B4 bank ln due 11/17/2030 172 443,778,754 CCC+/Stable B-/Stable Yes
Apr 03, 2025 Labl Inc EUR500 mil fltg rate TLB EUR bank ln due 10/29/2028 73 135,661,742 B-/Negative B-/Stable No
Apr 03, 2025 Kleopatra Finco S.A R.L. EUR400 mil 4.25% nts due 03/01/2026 13 10,136,000 CCC-/Negative CCC+/Negative Yes
Apr 03, 2025 Kleopatra Holdings 2 S.C.A. EUR300 mil 6.50% nts due 09/01/2026 12 9,081,000 CC/Negative CCC+/Negative Yes
Mar 31, 2025 Wireco Worldgroup Inc. US$540 mil fltg rate term loan b bank ln due 11/12/2028 2 1,664,792 B/Negative B/Stable No
Mar 27, 2025 Mahle Gmbh EUR500 mil 6.50% callable nts due 05/02/2031 4 3,012,000 BB-/Stable BB/Negative Yes
Mar 25, 2025 Golden Goose Spa EUR480 mil nts due 05/14/2027 38 94,563,000 BB-/Stable B+/Stable Yes
Mar 24, 2025 Nexi Spa EUR2.1 bil nts due 04/30/2029 33 59,785,000 BBB-/Stable BB+/Positive Yes
Mar 24, 2025 Werner Finco Lp US$400 mil 11.50% 1st lien nts due 06/15/2028 1 1,922,522 B-/Stable B-/Negative No

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
Apr 17, 2025 Summer (Bc) Holdco B S.A R.L EUR1 bil 5.75% nts due 10/31/2026 16 25,675,000.00 NR 3(60%)
Apr 17, 2025 Bvi Medical, Inc EUR605.5 mil fltg rate 1st Lien Term bank ln due 02/28/2026 50 88,533,188.50 NR 3(55%)
Apr 17, 2025 Bvi Medical, Inc EUR70 mil incremental 1st Lien Term bank ln due 02/27/2026 5 5,958,813.85 NR 3(55%)
Apr 15, 2025 Miller Homes Group (Finco) Plc EUR465 mil fltg rate callable nts due 05/15/2028 97 162,456,000.00 NR 3(55%)
Apr 14, 2025 Foundation Building Materials, Inc. US$830 mil fltg rate 1st lien term bank ln due 01/29/2028 1 1,418,877.36 4(35%) 4(45%)
Apr 09, 2025 Getty Images Inc. EUR450 mil fltg rate euro term bank ln due 02/19/2026 48 130,928,486.82 NR 2(85%)
Apr 04, 2025 Windsor Holdings Iii, Llc EUR1 bil fltg rate term B bank ln due 08/01/2030 270 627,744,081.25 NR 3(55%)
Apr 04, 2025 Financiere Top Mendel Sas EUR2.12 bil fltg rate Term B bank ln due 11/09/2030 318 938,066,985.97 3(60%) 3(55%)
Apr 04, 2025 Lune S.A.R.L EUR450 mil 5.625% Sustainability-Linked callable nts due 11/15/2028 73 123,475,000.00 3(50%) 3(60%)
Apr 04, 2025 Windsor Holdings Iii, Llc US$2.74 bil fltg rate term B bank ln due 08/01/2030 1 949,293.42 NR 3(55%)
Apr 03, 2025 Eircom Finco S.A.R.L. EUR600 mil fltg rate bank ln due 05/15/2029 128 257,417,453.22 NR 3(55%)
Apr 03, 2025 Loire Finco Luxembourg S.A.R.L EUR330 mil fltg rate Term B2 bank ln due 03/13/2027 87 169,945,999.71 NR 3(50%)
Apr 03, 2025 Mpt Operating Partnership L.P. EUR500 mil 3.325% sr nts due 03/24/2025 3 2,600,000.00 NR 4(35%)
Apr 01, 2025 Aramark International Finance S.A.R.L. EUR325 mil 3.125% nts due 04/01/2025 1 3,000,000.00 NR 5(10%)
Mar 27, 2025 Ilpea Parent Inc. US$225 mil fltg rate Term Loan bank ln due 06/22/2028 2 752,319.34 3(50%) 3(60%)
Mar 25, 2025 Golden Goose Spa EUR480 mil nts due 05/14/2027 38 94,563,000.00 3(60%) 3(55%)
Mar 25, 2025 Hurtigruten Group As EUR205 mil fltg rate Term A bank ln due 06/30/2027 5 2,660,808.90 NR 1(95%)
Mar 25, 2025 Hurtigruten Group As EUR345 mil fltg rate Term B bank ln due 09/30/2027 14 11,149,670.26 NR 6(0%)
Mar 25, 2025 Hurtigruten Newco As EUR670 mil fltg rate bank ln due 02/28/2029 33 46,142,614.50 NR 6(0%)
Mar 24, 2025 Armor Holdco, Inc GBP200 mil fltg rate Term bank ln due 12/10/2028 3 6,980,215.45 3(65%) 2(70%)
Mar 24, 2025 Nexi Spa EUR2.1 bil nts due 04/30/2029 33 59,785,000.00 NR 3(55%)

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 Feb 06, 2025 OC Class F Par Value Test 99.82% 103.53% -3.71% 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 Jan 31, 2025 OC Class F Par Value Test 103.53% 103.35% 0.18% Pass
Newhaven CLO DAC Jan 06, 2025 OC Class F-R Par Value Test 104.11% 103.81% 0.30% Pass
Bain Capital Euro CLO 2017-1 DAC Feb 06, 2025 OC Class E Par Value Test 106.93% 106.61% 0.32% Pass
Invesco Euro CLO II DAC Feb 05, 2025 OC Class F Par Value Test 104.04% 103.53% 0.51% Pass
Carlyle Euro CLO 2017-3 DAC Feb 20, 2025 OC Class E Par Value Test 104.86% 104.10% 0.76% Pass
Invesco Euro CLO II DAC Feb 05, 2025 OC Class E Par Value Test 107.51% 106.61% 0.90% 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

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Chart 2

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Table 4

European CLOs snapshot as of April 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 Feb 10, 2025 2,836 14.43 26.15 2.84 0.58 0.90 15.10
Ab Carval Euro CLO II-C DAC CarVal Feb 05, 2025 2,784 12.99 25.64 1.13 0.00 0.28 11.02
Accunia European CLO IV DAC Accunia Jan 31, 2025 3,113 10.29 32.33 5.56 2.00 0.76 19.34
Adagio IV CLO DAC AXA Mar 20, 2025 2,828 17.31 20.60 7.28 0.57 0.00 16.70
Adagio VI CLO DAC AXA Feb 20, 2025 3,210 12.89 28.38 12.76 1.95 0.00 20.85
Adagio X EUR CLO DAC AXA Feb 20, 2025 2,804 16.70 23.55 5.04 0.59 0.00 16.41
Adagio XII EUR CLO DAC AXA Feb 20, 2025 2,747 14.75 22.01 2.50 0.00 0.28 11.00
AlbaCore Euro CLO I DAC AlbaCore Feb 07, 2025 2,989 14.45 27.14 4.01 2.39 0.96 10.54
AlbaCore Euro CLO II DAC AlbaCore Mar 05, 2025 2,976 13.98 24.95 4.02 2.34 0.95 11.24
AlbaCore Euro CLO III DAC AlbaCore Mar 05, 2025 2,955 14.53 25.39 4.06 2.02 0.97 10.82
AlbaCore Euro CLO IV DAC AlbaCore Feb 18, 2025 2,942 13.57 25.71 3.98 1.72 1.11 11.20
AlbaCore Euro CLO V DAC AlbaCore Feb 18, 2025 2,897 13.87 28.22 3.75 0.70 0.71 10.68
AlbaCore Euro CLO VI DAC AlbaCore Feb 07, 2025 2,967 11.23 28.48 2.97 1.24 0.50 11.62
Anchorage Capital Europe CLO 10 DAC Anchorage Feb 05, 2025 2,802 12.51 23.82 1.76 0.69 1.33 10.60
Anchorage Capital Europe CLO 2 DAC Anchorage Mar 05, 2025 2,912 10.03 24.71 2.53 1.39 0.00 10.48
Anchorage Capital Europe CLO 2021-4 DAC Anchorage Feb 12, 2025 2,899 10.49 23.58 2.61 1.42 0.62 10.43
Anchorage Capital Europe CLO 3 DAC Anchorage Feb 05, 2025 2,913 10.53 24.63 2.88 1.37 1.39 11.59
Anchorage Capital Europe CLO 6 DAC Anchorage Feb 11, 2025 2,918 10.68 24.33 2.40 1.65 0.53 10.97
Anchorage Capital Europe CLO 8 DAC Anchorage Mar 05, 2025 2,936 10.23 25.43 2.34 1.71 0.00 10.18
Aqueduct European CLO 5-2020 DAC HPS Feb 07, 2025 2,966 12.62 25.89 5.59 0.92 0.87 12.20
Aqueduct European CLO 6-2021 DAC HPS Jan 03, 2025 2,978 10.33 24.57 6.44 0.36 0.72 11.57
Aqueduct European CLO 7-2022 DAC HPS Feb 05, 2025 2,969 11.01 28.75 5.97 0.00 1.09 11.52
Aqueduct European CLO 8 DAC HPS Jan 03, 2025 2,927 12.61 27.14 4.48 0.00 0.72 9.09
Arbour CLO II DAC Oaktree Feb 28, 2025 2,891 17.51 23.52 5.49 1.73 0.00 13.40
Arbour CLO III DAC Oaktree Jan 31, 2025 2,970 14.88 23.67 6.41 2.20 0.00 13.75
Arbour CLO IV DAC Oaktree Feb 28, 2025 2,934 15.97 26.63 5.32 1.73 0.00 13.54
Arbour CLO IX DAC Oaktree Jan 31, 2025 2,930 15.41 24.91 6.31 1.48 0.00 13.63
Arbour CLO VI DAC Oaktree Jan 31, 2025 2,868 18.12 23.60 3.52 2.21 0.00 13.50
Arbour CLO VII DAC Oaktree Feb 28, 2025 2,942 11.69 26.38 3.77 1.50 0.00 13.34
Arbour CLO XI DAC Oaktree Jan 31, 2025 2,960 11.11 26.36 5.13 0.97 0.00 12.06
Arbour CLO XII DAC Oaktree Jan 31, 2025 2,901 12.27 25.94 3.75 0.91 0.00 12.74
Arbour CLO XIII DAC Oaktree Jan 31, 2025 2,747 13.40 22.02 1.91 0.00 0.00 9.66
Ares European CLO VIII DAC Ares Feb 06, 2025 3,043 9.07 29.18 5.73 1.14 0.45 17.50
Ares European CLO XIII DAC Ares Feb 06, 2025 3,079 8.71 32.08 6.24 0.76 0.61 13.67
Ares European CLO XIX DAC Ares Feb 12, 2025 2,896 7.58 30.78 0.23 0.00 0.46 10.17
Ares European CLO XVI DAC Ares Feb 05, 2025 3,117 7.07 30.29 6.07 1.17 0.62 12.80
Ares European CLO XVII DAC Ares Feb 12, 2025 3,041 6.70 31.24 2.85 0.99 0.38 13.18
Ares European CLO XVIII DAC Ares Feb 06, 2025 2,917 6.68 28.65 1.91 0.00 0.40 12.35
Ares European CLO XX DAC Ares Feb 12, 2025 2,870 8.15 27.63 0.70 0.00 0.93 9.75
Arini European CLO I DAC Squarepoint Feb 28, 2025 2,782 18.89 20.61 1.90 1.84 0.00 9.28
Arini European CLO II DAC Arini Feb 28, 2025 2,721 18.39 20.35 1.97 0.71 0.00 7.61
Arini European CLO III DAC Arini Feb 28, 2025 2,674 18.10 22.44 1.45 0.00 0.00 6.30
Armada Euro CLO I DAC Brigade Feb 18, 2025 2,831 14.85 20.52 5.41 0.83 2.29 12.49
Armada Euro CLO III DAC Brigade Feb 18, 2025 2,760 15.61 20.43 3.01 0.59 1.06 11.48
Armada Euro CLO V DAC Brigade Feb 18, 2025 2,863 12.31 22.16 5.13 0.81 2.05 13.42
Armada Euro CLO VI DAC Brigade Feb 18, 2025 2,758 12.64 20.91 2.98 0.00 1.49 9.25
Aurium CLO I DAC Spire Feb 28, 2025 2,742 17.21 22.79 3.21 0.11 0.00 14.30
Aurium CLO II DAC Spire Jan 31, 2025 2,895 17.04 23.60 3.93 1.75 0.00 16.85
Aurium CLO III DAC Spire Jan 31, 2025 2,753 24.12 20.46 3.29 2.77 0.19 16.29
Aurium CLO IV DAC Spire Jan 31, 2025 2,849 18.55 22.23 3.98 2.09 0.36 18.46
Aurium CLO IX DAC Spire Jan 17, 2025 2,864 16.11 23.86 3.31 1.25 0.00 15.41
Aurium CLO V DAC Spire Feb 07, 2025 2,921 17.41 22.66 3.98 2.34 0.00 16.57
Aurium CLO VI DAC Spire Feb 13, 2025 2,900 16.89 23.12 3.54 2.14 0.00 16.53
Aurium CLO VII DAC Spire Feb 07, 2025 2,916 17.03 22.72 4.19 2.09 0.00 16.91
Aurium CLO VIII DAC Spire Jan 31, 2025 2,857 17.61 23.38 3.65 1.54 0.00 16.84
Aurium CLO X DAC Spire Feb 28, 2025 2,829 16.26 23.86 2.66 1.00 0.00 15.28
Aurium CLO XI DAC Spire Jan 31, 2025 2,734 16.19 23.00 2.41 0.00 0.00 13.50
Aurium CLO XII DAC Spire Jan 31, 2025 2,726 16.25 21.66 2.10 0.00 0.00 12.72
Avoca CLO XI DAC KKR Feb 28, 2025 2,826 9.37 22.95 3.25 0.00 0.50 11.29
Avoca CLO XIV DAC KKR Feb 28, 2025 2,971 11.77 25.61 6.87 1.02 0.71 18.42
Avoca CLO XVI DAC KKR Feb 28, 2025 2,840 9.75 24.61 3.65 0.00 0.32 11.97
Avoca CLO XVII DAC KKR Jan 31, 2025 2,921 10.03 23.76 4.36 1.06 0.37 14.41
Avoca CLO XVIII DAC KKR Jan 31, 2025 2,832 10.23 24.46 3.36 0.00 0.00 11.96
Avoca CLO XXI DAC KKR Jan 31, 2025 2,968 10.39 26.04 6.18 0.96 0.48 15.21
Avoca CLO XXII DAC KKR Jan 31, 2025 2,972 10.08 26.94 4.92 0.71 0.60 16.06
Avoca CLO XXIII DAC KKR Jan 31, 2025 2,958 9.42 25.40 5.36 0.38 0.74 15.05
Avoca CLO XXIV DAC KKR Jan 31, 2025 2,976 9.26 27.07 5.45 0.57 0.69 14.82
Avoca CLO XXIX DAC KKR Jan 31, 2025 2,903 8.00 23.18 3.05 0.62 0.50 13.87
Avoca CLO XXVIII DAC KKR Feb 28, 2025 2,931 7.56 24.09 3.53 0.47 0.45 13.86
Avoca CLO XXX DAC KKR Feb 28, 2025 2,895 6.59 23.39 3.69 0.00 0.50 13.19
Avoca CLO XXXI DAC KKR Feb 28, 2025 2,883 7.61 22.57 3.17 0.00 0.49 12.75
Avondale Park CLO DAC Blackstone Feb 18, 2025 3,017 11.50 26.57 5.00 2.03 0.09 13.17
BBAM European CLO I DAC BlueBay Feb 10, 2025 2,809 11.55 20.98 3.45 0.23 0.75 9.95
BBAM European CLO II DAC BlueBay Feb 10, 2025 2,792 12.81 20.71 3.58 0.23 0.75 10.38
BBAM European CLO IV DAC RBC Feb 13, 2025 2,741 9.55 19.36 1.12 0.00 0.37 6.81
BBAM European CLO V DAC RBC Feb 10, 2025 2,701 12.16 19.94 0.29 0.00 0.25 6.12
Bain Capital Euro CLO 2017-1 DAC Bain Feb 06, 2025 3,577 13.46 23.73 10.92 8.67 0.16 22.31
Bain Capital Euro CLO 2019-1 DAC Bain Feb 06, 2025 3,007 15.58 21.64 5.15 3.24 0.58 16.69
Bain Capital Euro CLO 2020-1 DAC Bain Feb 06, 2025 3,066 15.48 24.25 6.00 3.24 0.24 19.29
Bain Capital Euro CLO 2021-1 DAC Bain Feb 06, 2025 3,004 14.35 23.75 4.77 2.61 0.31 15.75
Bain Capital Euro CLO 2021-2 DAC Bain Feb 06, 2025 3,003 12.83 23.58 4.21 2.40 0.29 14.72
Bain Capital Euro CLO 2022-1 DAC Bain Feb 05, 2025 2,903 13.08 24.10 3.43 1.29 0.00 15.02
Bain Capital Euro CLO 2022-2 DAC Bain Feb 11, 2025 2,988 12.31 24.04 3.13 2.32 0.00 14.91
Bain Capital Euro CLO 2023-1 DAC Bain Feb 10, 2025 2,873 12.36 26.21 2.02 1.13 0.00 13.50
Bain Capital Euro CLO 2024-1 DAC Bain Feb 11, 2025 2,826 13.18 23.89 2.22 0.74 0.11 13.86
Bain Capital Euro CLO 2024-2 DAC Bain Feb 05, 2025 2,758 13.57 24.39 1.27 0.00 0.00 11.25
Bain Capital Euro CLO 2024-3 DAC Bain Feb 05, 2025 2,749 14.34 26.27 0.00 0.00 0.00 9.04
Barings Euro CLO 2020-1 DAC Barings Feb 11, 2025 2,932 18.09 30.28 4.02 1.98 0.00 15.71
Barings Euro CLO 2021-1 DAC Barings Feb 12, 2025 2,946 17.97 31.44 3.92 2.08 0.00 16.51
Barings Euro CLO 2021-2 DAC Barings Feb 05, 2025 2,914 17.23 31.74 4.45 1.29 0.00 15.82
Barings Euro CLO 2023-1 DAC Barings Jan 20, 2025 2,747 19.62 29.46 2.36 0.17 0.00 15.84
Barings Euro CLO 2023-2 DAC Barings Feb 10, 2025 2,759 17.67 30.42 2.35 0.00 0.00 14.85
Barings Euro CLO 2024-1 DAC Barings Feb 10, 2025 2,746 17.42 28.56 2.29 0.00 0.00 11.88
Barings Euro CLO 2024-2 DAC Barings Mar 07, 2025 2,710 16.66 26.23 0.49 0.00 0.00 10.88
Barings Euro Middle Market CLO 2024-1 DAC Barings Mar 07, 2025 3,810 2.60 55.38 21.77 0.00 0.00 1.64
Bastille Euro CLO 2020-3 DAC CELF Feb 10, 2025 2,959 9.58 25.06 3.97 1.06 0.00 17.22
Bilbao CLO III DAC Guggenheim Feb 05, 2025 3,092 4.63 31.22 2.77 1.83 1.03 9.80
Bilbao CLO IV DAC Guggenheim Feb 06, 2025 2,967 6.72 25.28 2.71 1.20 0.90 10.23
Black Diamond CLO 2017-2 DAC Black Diamond Feb 12, 2025 3,351 7.86 17.03 16.83 3.38 2.87 22.80
Black Diamond CLO 2019-1 DAC Black Diamond Feb 05, 2025 3,069 11.18 19.46 11.52 1.11 1.69 18.93
BlackRock European CLO II DAC BlackRock Feb 05, 2025 2,892 16.86 20.63 5.25 2.21 0.38 12.76
BlackRock European CLO III DAC BlackRock Feb 06, 2025 2,901 16.21 20.96 4.98 2.14 0.38 13.60
BlackRock European CLO IX DAC BlackRock Feb 10, 2025 2,932 14.10 19.97 4.87 2.61 0.58 13.73
BlackRock European CLO X DAC BlackRock Feb 20, 2025 2,869 15.83 20.12 5.91 1.59 1.00 12.61
BlackRock European CLO XI DAC BlackRock Feb 10, 2025 2,885 15.77 20.44 5.84 2.02 0.97 12.88
BlackRock European CLO XII DAC BlackRock Feb 06, 2025 2,844 15.91 19.55 5.25 1.51 0.90 11.99
Blackrock European CLO XIII DAC BlackRock Feb 18, 2025 2,894 14.03 21.29 4.33 2.03 0.90 13.05
BlueMountain EUR 2021-1 CLO DAC Sound Point Mar 07, 2025 2,952 11.89 27.55 6.04 0.00 0.90 11.78
BlueMountain EUR 2021-2 CLO DAC Sound Point Jan 03, 2025 2,963 10.05 30.23 5.00 0.00 0.86 12.37
BlueMountain EUR CLO 2016-1 DAC Sound Point Feb 28, 2025 3,073 7.40 34.66 8.95 0.00 0.00 16.64
BlueMountain Fuji EUR CLO IV DAC Sound Point Feb 12, 2025 2,927 12.04 26.95 5.17 0.00 0.53 11.50
BlueMountain Fuji EUR CLO V DAC Sound Point Mar 10, 2025 2,946 12.84 29.63 5.33 0.00 0.74 15.89
Bosphorus CLO VI DAC Cross Ocean Feb 13, 2025 2,750 19.40 21.48 6.24 0.42 0.00 18.44
Bridgepoint CLO 1 DAC Bridgepoint Feb 05, 2025 2,916 7.92 25.15 2.11 1.02 0.00 11.81
Bridgepoint CLO 2 DAC Bridgepoint Feb 05, 2025 2,945 8.52 26.38 2.24 1.26 0.00 11.54
Bridgepoint CLO V DAC Bridgepoint Feb 05, 2025 2,906 6.98 26.58 2.15 0.00 0.00 9.56
Bridgepoint CLO VI DAC Bridgepoint Feb 04, 2025 2,817 8.30 22.51 0.97 0.00 0.00 8.40
Bridgepoint CLO VII DAC Bridgepoint Feb 05, 2025 2,842 6.22 22.77 0.49 0.00 0.00 7.70
Bushy Park CLO DAC Blackstone Feb 12, 2025 2,992 12.69 25.80 4.60 1.90 0.00 13.65
CIFC European Funding VI DAC CIFC Jan 31, 2025 2,849 10.62 29.92 1.90 0.00 0.48 11.37
CVC Cordatus Loan Fund IV DAC CVC Jan 31, 2025 2,949 11.24 25.80 5.41 1.06 0.00 12.82
CVC Cordatus Loan Fund IX DAC CVC Jan 31, 2025 3,003 10.50 23.76 6.40 1.39 0.00 13.48
CVC Cordatus Loan Fund V DAC CVC Feb 28, 2025 3,048 18.31 26.10 6.89 3.39 0.00 14.54
CVC Cordatus Loan Fund VI DAC CVC Mar 10, 2025 3,057 9.52 30.56 4.23 1.65 0.00 15.48
CVC Cordatus Loan Fund VIII DAC CVC Jan 03, 2025 2,957 12.47 21.70 6.91 1.35 0.00 13.87
CVC Cordatus Loan Fund XIX DAC CVC Jan 31, 2025 2,981 11.03 23.96 7.05 1.03 0.00 14.33
CVC Cordatus Loan Fund XVI DAC CVC Jan 31, 2025 3,059 10.31 31.28 7.11 1.20 0.00 17.60
CVC Cordatus Loan Fund XVII DAC CVC Jan 31, 2025 2,977 10.86 23.97 6.77 0.88 0.00 14.14
CVC Cordatus Loan Fund XVIII DAC CVC Jan 21, 2025 3,011 10.51 23.11 6.68 1.17 0.00 13.71
CVC Cordatus Loan Fund XX DAC CVC Jan 31, 2025 3,035 9.03 25.32 7.59 0.93 0.00 14.54
CVC Cordatus Loan Fund XXI DAC CVC Jan 31, 2025 3,052 8.73 24.17 7.59 1.07 0.00 13.64
CVC Cordatus Loan Fund XXIV DAC CVC Feb 07, 2025 3,110 8.07 30.88 8.41 1.10 0.00 15.62
CVC Cordatus Loan Fund XXIX DAC CVC Feb 05, 2025 2,995 8.25 29.06 5.39 0.80 0.00 14.97
CVC Cordatus Loan Fund XXV-A DAC CVC Feb 07, 2025 3,049 8.73 26.61 6.34 1.02 0.00 15.98
CVC Cordatus Loan Fund XXVII DAC CVC Feb 10, 2025 2,953 8.52 23.90 4.50 0.91 0.00 13.35
CVC Cordatus Loan Fund XXVIII DAC CVC Feb 05, 2025 3,043 8.09 26.67 4.95 1.42 0.00 13.40
CVC Cordatus Loan Fund XXX DAC CVC Feb 05, 2025 2,915 10.29 29.34 3.46 0.39 0.00 15.29
CVC Cordatus Loan Fund XXXI DAC CVC Feb 10, 2025 2,892 11.65 23.81 3.95 0.47 0.00 10.36
CVC Cordatus Loan Fund XXXII DAC CVC Feb 10, 2025 2,753 12.92 20.93 1.42 0.00 0.00 8.97
CVC Cordatus Loan Fund XXXIII DAC CVC Mar 10, 2025 2,812 11.54 22.89 2.08 0.00 0.00 11.25
Cairn CLO VIII DAC Cairn Feb 20, 2025 3,135 16.32 31.20 5.09 4.13 1.52 14.78
Cairn CLO XI DAC Cairn Feb 05, 2025 3,060 14.57 31.25 6.08 2.08 0.13 14.06
Cairn CLO XIV DAC Cairn Mar 18, 2025 2,969 16.62 26.93 5.16 1.87 0.56 14.61
Cairn CLO XVI DAC Cairn Feb 18, 2025 2,766 17.41 23.60 2.74 0.96 0.00 11.88
Cairn CLO XVIII DAC Cairn Feb 05, 2025 2,764 18.68 27.96 3.13 0.00 0.00 8.67
Canyon Euro CLO 2023-1 DAC Canyon Jan 31, 2025 2,786 12.28 20.53 3.49 0.00 1.07 8.43
Capital Four CLO II DAC Capital Four Jan 31, 2025 2,905 13.37 25.28 5.01 0.97 0.55 15.94
Capital Four CLO III DAC Capital Four Jan 31, 2025 2,917 13.76 27.00 5.06 0.96 1.27 15.62
Capital Four CLO IV DAC Capital Four Jan 31, 2025 2,913 13.36 26.17 4.78 0.96 0.55 16.11
Capital Four CLO V DAC Capital Four Jan 14, 2025 2,960 12.16 28.33 4.44 1.09 0.49 14.84
Capital Four CLO VI DAC Capital Four Feb 11, 2025 2,879 12.37 24.07 3.50 1.06 0.00 12.44
Capital Four CLO VII DAC Capital Four Jan 14, 2025 2,824 11.33 26.82 2.36 0.00 0.00 11.94
Capital Four CLO VIII DAC Capital Four Feb 11, 2025 2,845 11.19 27.80 1.95 0.00 0.00 9.38
Carlyle Euro CLO 2013-1 DAC CELF Feb 18, 2025 2,830 15.52 24.92 3.73 1.82 0.00 20.80
Carlyle Euro CLO 2017-1 DAC CELF Feb 18, 2025 2,956 11.50 18.39 6.65 1.42 0.00 16.50
Carlyle Euro CLO 2017-3 DAC CELF Feb 20, 2025 3,025 7.80 25.46 5.80 1.59 0.00 17.70
Carlyle Euro CLO 2018-1 DAC CELF Feb 10, 2025 3,119 6.06 30.25 3.50 2.12 0.00 18.67
Carlyle Euro CLO 2019-2 DAC CELF Feb 05, 2025 3,045 9.29 24.36 6.00 1.46 0.00 17.07
Carlyle Euro CLO 2020-1 DAC CELF Feb 18, 2025 2,994 8.59 23.35 5.08 1.26 0.00 17.65
Carlyle Euro CLO 2020-2 DAC CELF Feb 18, 2025 2,995 10.40 22.73 5.29 1.49 0.00 15.06
Carlyle Euro CLO 2021-1 DAC CELF Feb 27, 2025 2,948 10.68 21.71 5.15 1.42 0.00 16.78
Carlyle Euro CLO 2021-3 DAC CELF Feb 05, 2025 3,074 8.91 30.32 5.25 1.40 0.00 14.34
Carlyle Euro CLO 2022-5 DAC CELF Feb 20, 2025 2,956 9.49 26.14 3.30 1.12 0.00 13.47
Carlyle Euro CLO 2024-1 DAC CELF Feb 10, 2025 2,820 9.67 24.55 1.71 0.00 0.00 12.82
Carlyle Euro CLO 2024-2 DAC CELF Mar 10, 2025 2,860 8.56 25.86 0.74 0.00 0.00 9.64
Carlyle Global Market Strategies Euro CLO 2015-1 DAC CELF Feb 18, 2025 3,025 8.37 24.63 6.21 1.15 0.00 20.33
Carlyle Global Market Strategies Euro CLO 2016-2 DAC CELF Feb 18, 2025 2,945 11.72 19.93 5.87 1.45 0.00 16.82
Carysfort Park CLO DAC Blackstone Jan 15, 2025 2,952 14.38 24.87 5.67 1.58 0.09 13.28
Clarinda Park CLO DAC Blackstone Feb 05, 2025 2,935 15.09 24.51 4.79 1.99 0.15 14.13
Clonkeen Park CLO DAC Blackstone Feb 05, 2025 2,898 10.86 29.67 3.08 0.00 0.00 10.81
Clonmore Park CLO DAC Blackstone Feb 10, 2025 3,106 8.75 26.13 5.38 2.33 0.00 14.58
Contego CLO IV DAC Five Arrows Jan 31, 2025 3,071 8.72 31.59 6.05 0.81 0.95 18.85
Contego CLO IX DAC Five Arrows Jan 31, 2025 3,006 7.21 29.72 5.37 0.00 0.64 13.44
Contego CLO VII DAC Five Arrows Feb 12, 2025 2,944 9.78 29.32 4.84 0.00 0.54 17.01
Contego CLO VIII DAC Five Arrows Jan 15, 2025 3,016 7.10 30.40 5.32 0.39 0.75 14.03
Contego CLO X DAC Five Arrows Feb 28, 2025 2,998 7.30 30.46 4.42 0.41 0.00 13.75
Contego CLO XI DAC Five Arrows Jan 31, 2025 2,913 7.82 28.00 3.83 0.00 0.61 13.60
Contego CLO XII DAC Five Arrows Jan 31, 2025 2,950 7.45 29.90 3.67 0.00 0.00 14.18
Contego CLO XIII DAC Five Arrows Jan 31, 2025 2,882 6.19 27.07 2.30 0.00 0.00 11.34
Cross Ocean Bosphorus CLO IX DAC Cross Ocean Feb 28, 2025 2,865 12.90 31.15 1.93 0.00 0.00 13.60
Cross Ocean Bosphorus CLO X DAC Cross Ocean Feb 28, 2025 2,870 13.00 31.36 2.43 0.00 0.00 9.97
Crosthwaite Park CLO DAC Blackstone Feb 20, 2025 2,973 14.67 24.84 6.10 1.72 0.12 13.68
Dartry Park CLO DAC Blackstone Feb 18, 2025 3,008 11.72 25.51 5.25 2.00 0.18 14.29
Deer Park CLO DAC Blackstone Feb 18, 2025 3,006 14.22 25.03 5.15 2.33 0.12 14.47
Dillons Park CLO DAC Blackstone Feb 18, 2025 3,115 11.18 26.28 5.84 2.95 0.11 14.61
Dryden 103 Euro CLO 2021 DAC PGIM Feb 28, 2025 2,759 14.21 30.46 1.73 0.00 0.00 7.82
Dryden 27 R Euro CLO 2017 DAC PGIM Feb 28, 2025 2,865 13.62 31.90 6.82 0.00 0.71 15.44
Dryden 29 Euro CLO 2013 DAC PGIM Jan 31, 2025 2,884 13.81 34.97 7.96 0.00 1.93 16.03
Dryden 35 Euro CLO 2014 DAC PGIM Jan 31, 2025 2,829 13.22 32.47 5.62 0.00 0.46 13.10
Dryden 39 Euro CLO 2015 DAC PGIM Jan 31, 2025 2,816 16.57 30.30 5.58 0.39 0.76 11.62
Dryden 44 Euro CLO 2015 DAC PGIM Jan 31, 2025 2,855 15.45 31.84 6.57 0.28 0.57 10.37
Dryden 46 Euro CLO 2016 DAC PGIM Jan 31, 2025 2,853 15.15 31.81 5.94 0.39 0.80 10.39
Dryden 48 Euro CLO 2016 DAC PGIM Jan 31, 2025 2,845 12.50 30.07 7.05 0.00 0.00 13.73
Dryden 52 Euro CLO 2017 DAC PGIM Feb 28, 2025 2,787 15.95 32.13 5.63 0.00 1.37 15.51
Dryden 73 Euro CLO 2018 DAC PGIM Jan 31, 2025 2,767 16.90 28.22 6.58 0.00 0.16 14.07
Dryden 74 Euro CLO 2020 DAC PGIM Feb 28, 2025 2,873 12.74 32.32 4.39 0.52 0.48 12.92
Dryden 88 Euro CLO 2020 DAC PGIM Jan 31, 2025 2,852 15.28 32.30 6.03 0.24 0.56 10.52
Dryden 89 Euro CLO 2020 DAC PGIM Jan 31, 2025 2,873 15.18 31.94 6.92 0.24 0.52 11.84
Dryden 91 Euro CLO 2021 DAC PGIM Feb 28, 2025 2,794 12.63 31.09 2.29 0.24 0.30 10.85
Dryden 96 Euro CLO 2021 DAC PGIM Feb 28, 2025 2,821 13.80 30.48 4.82 0.00 0.69 12.72
Dunedin Park CLO DAC Blackstone Jan 15, 2025 2,965 12.52 25.20 5.17 1.51 0.19 12.71
Elm Park CLO DAC Blackstone Feb 18, 2025 2,953 13.99 24.92 6.09 1.31 0.14 13.64
Euro-Galaxy III CLO DAC PineBridge Feb 05, 2025 2,984 16.59 25.23 5.85 2.24 1.27 10.16
Euro-Galaxy IV CLO DAC PineBridge Feb 18, 2025 2,970 13.76 25.11 5.81 2.04 0.52 10.86
Euro-Galaxy V CLO DAC PineBridge Feb 05, 2025 2,965 15.29 25.37 5.28 2.35 0.29 11.09
Fair Oaks Loan Funding I DAC Fair Oaks Feb 18, 2025 2,726 13.22 24.77 1.44 0.00 0.00 11.57
Fair Oaks Loan Funding II DAC Fair Oaks Feb 18, 2025 2,785 12.86 26.95 2.74 0.00 0.00 11.38
Fair Oaks Loan Funding III DAC Fair Oaks Feb 18, 2025 2,729 13.77 25.66 1.42 0.00 0.00 11.58
Fair Oaks Loan Funding V DAC Fair Oaks Feb 18, 2025 2,716 12.21 23.71 0.00 0.00 0.00 10.60
Fernhill Park CLO DAC Blackstone Feb 05, 2025 2,842 12.83 26.53 2.87 0.00 0.15 11.08
Fidelity Grand Harbour CLO 2019-1 DAC FMR Feb 05, 2025 2,964 15.02 30.50 3.05 1.51 0.59 14.70
Fidelity Grand Harbour CLO 2022-1 DAC FMR Feb 05, 2025 2,858 12.78 30.06 1.63 0.49 0.00 11.33
Fidelity Grand Harbour CLO 2023-2 DAC FMR Feb 05, 2025 2,838 11.79 28.74 1.49 0.00 0.37 12.86
Fidelity Grand Harbour CLO 2024-1 DAC FMR Feb 05, 2025 2,807 12.51 26.81 1.50 0.00 0.00 10.95
Fortress Credit Europe BSL 2024-1 DAC Fortress Feb 12, 2025 2,776 9.50 19.50 1.15 0.00 0.00 8.72
Glenbrook Park CLO DAC Blackstone Feb 10, 2025 3,026 9.66 26.19 5.26 1.49 0.21 13.70
GoldenTree Loan Management EUR CLO 4 DAC GoldenTree Feb 18, 2025 2,749 15.65 20.49 4.06 0.00 1.40 13.83
GoldenTree Loan Management EUR CLO 5 DAC GoldenTree Feb 18, 2025 2,762 14.63 20.23 4.00 0.00 1.38 14.04
GoldenTree Loan Management EUR CLO 6 DAC GoldenTree Feb 18, 2025 2,767 13.85 20.25 3.33 0.00 1.67 13.52
GoldenTree Loan Management EUR CLO 7 DAC GoldenTree Feb 18, 2025 2,734 14.79 19.57 2.47 0.00 1.62 12.76
Grosvenor Place CLO 2022-1 DAC CQS Feb 11, 2025 2,874 11.24 25.90 2.65 0.74 0.00 9.12
Grosvenor Place CLO 2024-2 DAC CQS Feb 04, 2025 2,660 18.76 24.06 1.49 0.00 0.00 7.39
Harvest CLO XVII DAC Investcorp Jan 30, 2025 2,966 11.87 27.27 5.67 0.77 0.64 17.25
Harvest CLO XXII DAC Investcorp Jan 31, 2025 2,943 10.95 27.26 3.28 1.06 0.35 14.37
Harvest CLO XXIII DAC Investcorp Jan 31, 2025 2,923 12.42 27.80 3.96 0.73 0.75 15.30
Harvest CLO XXIX DAC Investcorp Feb 07, 2025 3,026 10.14 29.91 3.71 1.03 0.00 14.52
Harvest CLO XXV DAC Investcorp Feb 10, 2025 3,000 10.20 26.95 3.90 0.97 0.51 14.35
Harvest CLO XXVI DAC Investcorp Jan 31, 2025 2,978 11.59 26.66 3.67 1.02 0.16 15.77
Harvest CLO XXX DAC Investcorp Feb 07, 2025 3,002 9.22 28.97 3.39 0.74 0.00 15.31
Harvest CLO XXXI DAC Investcorp Feb 07, 2025 2,980 12.68 28.59 2.96 1.22 0.00 13.85
Harvest CLO XXXII DAC Investcorp Jan 31, 2025 2,913 9.80 28.91 2.28 0.00 0.10 10.70
Harvest CLO XXXIII DAC Investcorp Feb 10, 2025 2,885 9.61 25.44 2.23 0.00 0.00 12.25
Hayfin Emerald CLO IV DAC Hayfin Feb 05, 2025 2,819 20.61 19.88 4.14 2.77 0.00 14.02
Hayfin Emerald CLO IX DAC Hayfin Feb 05, 2025 2,857 20.50 19.68 3.76 3.31 0.00 14.65
Hayfin Emerald CLO V DAC Hayfin Mar 03, 2025 2,795 22.18 20.07 2.76 2.99 0.00 13.17
Hayfin Emerald CLO VI DAC Hayfin Feb 18, 2025 2,850 21.02 20.21 3.81 3.15 0.00 13.18
Hayfin Emerald CLO VII DAC Hayfin Feb 05, 2025 2,794 22.75 19.59 4.09 2.94 0.00 14.03
Hayfin Emerald CLO VIII DAC Hayfin Feb 18, 2025 2,838 21.74 20.22 3.70 3.19 0.00 14.20
Hayfin Emerald CLO X DAC Hayfin Jan 31, 2025 2,754 22.38 19.29 3.54 2.37 0.00 12.94
Hayfin Emerald CLO XI DAC Hayfin Mar 03, 2025 2,734 20.99 20.36 1.16 2.35 0.00 11.88
Hayfin Emerald CLO XII DAC Hayfin Jan 31, 2025 2,714 19.73 20.69 1.53 1.95 0.00 13.82
Hayfin Emerald CLO XIII DAC Hayfin Jan 31, 2025 2,602 21.10 19.71 0.52 0.52 0.00 9.92
Henley CLO I DAC Napier Park Feb 18, 2025 2,903 7.78 24.13 2.42 0.53 0.76 9.25
Henley CLO II DAC Napier Park Jan 14, 2025 2,964 4.37 25.61 2.59 0.25 0.76 11.80
Henley CLO III DAC Napier Park Jan 14, 2025 2,979 6.24 25.09 3.04 0.69 1.01 11.19
Henley CLO IV DAC Napier Park Feb 18, 2025 2,941 5.88 24.04 2.04 0.74 0.77 9.52
Henley CLO V DAC Napier Park Jan 14, 2025 2,952 4.76 23.17 2.78 0.50 0.76 11.74
Henley CLO VI DAC Napier Park Feb 18, 2025 3,007 4.23 24.86 3.34 0.42 1.54 10.38
Henley CLO VII DAC Napier Park Feb 18, 2025 2,890 6.78 22.07 2.16 0.25 1.02 8.09
Henley CLO X DAC Napier Park Feb 18, 2025 2,940 3.30 23.37 1.37 0.00 0.93 5.30
Henley CLO XII DAC Napier Park Feb 18, 2025 2,971 4.18 29.21 0.75 0.00 0.50 8.77
Holland Park CLO DAC Blackstone Feb 04, 2025 3,066 13.10 28.18 6.14 2.59 0.63 16.93
ICG Euro CLO 2021-1 DAC Intermediate Feb 07, 2025 3,058 13.19 32.00 6.38 1.53 0.00 16.80
ICG Euro CLO 2022-1 DAC Intermediate Feb 05, 2025 3,015 14.55 33.87 3.89 1.30 0.00 16.67
ICG Euro CLO 2023-2 DAC Intermediate Feb 12, 2025 3,072 15.41 32.24 2.64 3.12 0.00 19.43
ICG Euro CLO 2024-1 DAC Intermediate Feb 05, 2025 2,811 18.01 30.39 3.86 0.00 0.00 13.11
Indigo Credit Management I DAC Pemberton Feb 10, 2025 2,485 21.31 9.30 0.00 0.00 0.00 15.67
Indigo Credit Management II DAC Pemberton Feb 10, 2025 2,443 23.94 7.05 0.00 0.00 0.00 12.89
Invesco Euro CLO II DAC Invesco Feb 05, 2025 3,222 15.45 28.88 6.28 4.29 0.91 20.71
Invesco Euro CLO III DAC Invesco Feb 18, 2025 3,166 14.71 33.32 4.56 3.49 0.56 20.69
Invesco Euro CLO IV DAC Invesco Feb 18, 2025 3,332 10.41 32.85 5.68 4.42 0.19 22.23
Invesco Euro CLO IX DAC Invesco Feb 18, 2025 3,166 14.95 30.27 4.45 3.73 0.35 19.92
Invesco Euro CLO Issuer X DAC Invesco Feb 18, 2025 3,062 16.73 29.08 3.23 3.17 0.00 20.21
Invesco Euro CLO VI DAC Invesco Feb 18, 2025 3,051 17.99 27.86 4.16 3.56 0.59 19.49
Invesco Euro CLO XI DAC Invesco Feb 18, 2025 2,998 17.31 28.64 2.64 2.58 0.00 20.46
Invesco Euro CLO XII DAC Invesco Feb 18, 2025 2,911 13.27 31.27 1.88 0.41 0.00 16.57
Invesco Euro CLO XIV DAC Invesco Mar 18, 2025 2,779 17.83 32.17 0.00 0.00 0.00 14.25
Jubilee CLO 2013-X DAC Alcentra Feb 05, 2025 2,949 18.58 29.81 4.89 2.21 0.00 14.46
Jubilee CLO 2014-XII DAC Alcentra Feb 05, 2025 2,949 14.18 34.05 4.80 0.66 0.00 13.13
Jubilee CLO 2018-XX DAC Alcentra Feb 07, 2025 2,912 15.63 33.67 3.10 1.03 0.00 12.64
Jubilee CLO 2019-XXII DAC Alcentra Jan 08, 2025 2,847 17.69 30.80 3.65 0.65 0.00 13.96
Jubilee CLO 2019-XXIII DAC Alcentra Feb 07, 2025 2,887 17.07 30.40 3.92 0.98 0.00 13.67
Jubilee CLO 2020-XXIV DAC Alcentra Feb 07, 2025 3,017 14.53 30.25 4.34 2.49 0.00 16.16
Jubilee CLO 2022-XXVI DAC Alcentra Feb 07, 2025 2,936 18.70 29.11 3.53 2.41 0.00 15.61
Jubilee CLO 2023-XXVII DAC Alcentra Feb 07, 2025 2,967 18.29 30.91 3.50 2.64 0.00 15.41
Jubilee CLO 2024-XXIX DAC Alcentra Feb 07, 2025 2,765 16.12 29.00 1.57 0.00 0.00 9.06
Jubilee CLO 2024-XXVIII DAC Alcentra Feb 10, 2025 2,777 16.28 31.38 1.94 0.00 0.00 10.02
MAN GLG Euro CLO VI DAC GLG Feb 10, 2025 2,978 10.87 29.38 6.69 0.42 1.73 14.78
MV Credit Euro CLO III DAC MV Feb 05, 2025 2,914 8.05 20.37 2.96 0.00 0.00 15.78
Madison Park Euro Funding IX DAC Credit Suisse Mar 06, 2025 3,077 12.68 19.92 5.18 3.79 0.23 14.18
Madison Park Euro Funding VIII DAC Credit Suisse Feb 20, 2025 3,012 11.96 22.59 5.83 2.54 0.62 13.55
Madison Park Euro Funding X DAC Credit Suisse Feb 12, 2025 2,893 24.31 19.43 5.59 3.93 0.94 16.04
Madison Park Euro Funding XIX DAC Credit Suisse Feb 05, 2025 2,864 10.20 26.50 2.12 0.00 0.87 9.94
Madison Park Euro Funding XV DAC Credit Suisse Jan 06, 2025 3,076 11.16 25.70 4.82 2.61 0.36 13.89
Madison Park Euro Funding XVI DAC Credit Suisse Jan 06, 2025 3,057 11.58 24.39 3.72 2.99 0.73 13.80
Madison Park Euro Funding XVII DAC Credit Suisse Jan 16, 2025 3,066 9.20 26.37 5.87 1.63 0.24 15.14
Madison Park Euro Funding XVIII DAC Credit Suisse Feb 05, 2025 2,834 10.74 25.76 1.12 0.00 0.00 9.13
Madison Park Euro Funding XX DAC Credit Suisse Feb 05, 2025 3,206 6.94 24.05 4.67 3.80 1.60 14.09
Man Euro CLO 2023-1 DAC GLG Feb 10, 2025 2,852 9.79 23.88 1.73 0.00 1.15 7.41
Man GLG Euro CLO III DAC GLG Mar 10, 2025 3,642 10.00 24.74 8.98 8.67 3.40 24.39
Margay CLO I DAC M&G Feb 17, 2025 2,640 17.14 18.50 1.25 0.00 0.00 12.86
Margay CLO II DAC M&G Feb 17, 2025 2,634 16.23 16.63 1.25 0.00 0.00 13.46
Marino Park CLO DAC Blackstone Feb 20, 2025 2,966 11.68 29.50 4.52 1.22 0.87 14.64
Montmartre Euro CLO 2020-2 DAC CELF Feb 05, 2025 2,959 11.50 26.03 5.31 1.13 0.00 16.08
Monument CLO 1 DAC Serone Feb 05, 2025 2,759 11.18 18.75 1.36 0.00 0.00 10.12
Monument CLO 2 DAC Serone Feb 18, 2025 2,777 12.03 20.70 1.89 0.00 0.00 9.18
Nassau Euro CLO III DAC NCC Feb 07, 2025 2,831 10.77 20.64 2.26 0.53 0.00 12.41
Nassau Euro CLO IV DAC NCC Feb 07, 2025 2,801 10.27 20.01 1.83 0.00 0.00 10.87
Neuberger Berman Loan Advisers Euro CLO 1 DAC Neuberger Berman Feb 18, 2025 2,814 11.58 19.83 2.24 0.75 0.18 12.26
Neuberger Berman Loan Advisers Euro CLO 2 DAC Neuberger Berman Feb 18, 2025 2,833 11.90 20.91 2.22 0.96 0.66 12.10
Neuberger Berman Loan Advisers Euro CLO 3 DAC Neuberger Berman Feb 18, 2025 2,824 11.86 19.19 2.34 0.92 0.65 12.24
Neuberger Berman Loan Advisers Euro CLO 5 DAC Neuberger Berman Feb 18, 2025 2,833 11.25 22.09 2.46 0.99 0.83 13.43
Neuberger Berman Loan Advisers Euro CLO 6 DAC Neuberger Berman Feb 18, 2025 2,804 9.97 19.43 1.92 0.50 0.53 12.74
Newhaven CLO DAC Bain Jan 06, 2025 3,193 14.24 24.89 4.27 5.15 0.16 17.43
North Westerly VI ESG CLO DAC NIBC Feb 10, 2025 2,962 12.80 24.52 4.86 1.45 0.00 18.63
North Westerly VII ESG CLO DAC NIBC Feb 05, 2025 2,874 14.89 21.19 4.63 1.62 0.00 14.94
North Westerly VIII 2024 ESG CLO DAC NIBC Jan 31, 2025 2,720 14.34 20.52 1.23 0.00 0.00 8.39
Northwoods Capital 19 Euro DAC Northwoods Feb 28, 2025 3,027 10.68 26.69 5.56 2.04 0.88 20.06
Northwoods Capital 21 Euro DAC Northwoods Feb 10, 2025 2,994 14.35 25.18 5.75 1.94 0.00 18.93
Northwoods Capital 23 Euro DAC Northwoods Jan 31, 2025 2,969 14.98 25.15 5.71 1.84 0.00 19.40
Northwoods Capital 24 Euro DAC Northwoods Feb 04, 2025 3,001 14.35 25.49 6.09 1.92 0.00 19.25
Northwoods Capital 26 Euro DAC Northwoods Feb 04, 2025 2,990 13.23 26.33 5.33 1.51 0.43 20.73
OCP EURO CLO 2022-5 DAC Onex Feb 06, 2025 2,881 15.25 31.84 5.38 0.00 0.50 15.80
OCP Euro CLO 2017-1 DAC Onex Feb 06, 2025 2,836 16.20 29.95 5.53 0.00 0.44 14.86
OCP Euro CLO 2017-2 DAC Onex Feb 06, 2025 2,837 15.95 30.46 4.48 0.00 0.00 14.06
OCP Euro CLO 2019-3 DAC Onex Feb 06, 2025 2,837 14.06 27.73 4.53 0.00 0.35 14.59
OCP Euro CLO 2020-4 DAC Onex Feb 06, 2025 2,861 16.16 29.18 6.44 0.00 1.10 17.71
OCP Euro CLO 2022-6 DAC Onex Feb 06, 2025 2,920 14.95 33.22 5.66 0.00 0.50 14.40
OCP Euro CLO 2023-8 DAC Onex Feb 06, 2025 2,896 12.62 31.75 4.85 0.00 0.00 15.44
OCP Euro CLO 2024-10 DAC Onex Feb 06, 2025 2,846 12.76 28.45 3.65 0.00 0.34 12.29
OCP Euro CLO 2024-11 DAC Onex Mar 06, 2025 2,821 13.67 29.74 2.71 0.00 0.00 12.06
OCP Euro CLO 2024-9 DAC Onex Feb 06, 2025 2,868 13.20 30.20 4.29 0.00 0.40 12.68
OCPE CLO 2023-7 DAC Onex Feb 06, 2025 2,885 13.81 31.92 4.74 0.00 0.00 15.20
OZLME III DAC Sculptor Feb 11, 2025 2,979 18.49 24.15 8.50 3.34 0.00 22.38
Palmer Square European CLO 2021-1 DAC Palmer Square Jan 31, 2025 2,777 18.15 20.73 5.10 0.43 0.95 15.89
Palmer Square European CLO 2021-2 DAC Palmer Square Feb 05, 2025 2,797 17.55 21.43 5.30 0.43 0.94 16.66
Palmer Square European CLO 2022-1 DAC Palmer Square Jan 31, 2025 2,753 18.25 20.61 4.18 0.37 1.22 15.16
Palmer Square European CLO 2022-2 DAC Palmer Square Feb 28, 2025 2,720 17.33 19.17 2.76 0.34 0.76 13.12
Palmer Square European CLO 2023-1 DAC Palmer Square Feb 28, 2025 2,709 17.99 19.65 2.43 0.17 1.42 11.83
Palmer Square European CLO 2023-2 DAC Palmer Square Feb 28, 2025 2,715 16.59 19.26 2.46 0.00 1.05 12.22
Palmer Square European CLO 2024-1 DAC Palmer Square Feb 28, 2025 2,661 16.72 18.58 0.76 0.00 0.85 9.67
Palmer Square European CLO 2024-2 DAC Palmer Square Feb 28, 2025 2,657 17.22 18.41 0.89 0.00 0.67 9.44
Penta CLO 11 DAC Partners Jan 31, 2025 2,924 7.69 27.75 2.95 0.00 0.00 9.29
Penta CLO 12 DAC Partners Feb 28, 2025 2,818 12.99 24.81 2.17 0.00 0.00 10.89
Penta CLO 14 DAC Partners Feb 28, 2025 2,884 9.64 29.09 1.48 0.00 0.00 10.47
Penta CLO 15 DAC Partners Jan 31, 2025 2,802 13.14 25.07 1.81 0.00 0.00 10.99
Penta CLO 16 DAC Partners Jan 31, 2025 2,818 13.34 25.10 2.56 0.00 0.00 10.53
Penta CLO 17 DAC Partners Feb 05, 2025 2,855 11.64 25.52 2.23 0.00 0.00 9.77
Penta CLO 5 DAC Partners Jan 31, 2025 2,800 14.88 26.53 2.66 0.00 0.00 11.96
Penta CLO 8 DAC Partners Jan 31, 2025 2,868 12.40 27.58 3.30 0.00 0.00 14.30
Penta CLO 9 DAC Partners Jan 15, 2025 2,901 9.90 28.73 2.48 0.00 0.00 8.52
Providus CLO I DAC Permira Feb 04, 2025 2,899 16.69 32.95 4.78 1.32 0.00 14.24
Providus CLO II DAC Permira Jan 31, 2025 2,938 9.83 34.83 3.30 0.00 0.00 9.81
Providus CLO III DAC Permira Jan 31, 2025 2,922 10.83 31.97 3.35 0.18 0.00 9.78
Providus CLO IV DAC Permira Jan 31, 2025 2,937 9.74 32.96 3.00 0.19 0.00 10.69
Providus CLO IX DAC Permira Jan 31, 2025 2,949 8.50 33.69 2.29 0.00 0.00 8.73
Providus CLO V DAC Permira Jan 31, 2025 2,948 9.73 32.99 3.26 0.25 0.00 10.14
Providus CLO VI DAC Permira Feb 05, 2025 2,947 10.29 32.36 3.42 0.42 0.00 9.86
Providus CLO VII DAC Permira Jan 31, 2025 2,984 9.12 32.32 3.00 0.66 0.00 8.95
Providus CLO VIII DAC Permira Feb 05, 2025 2,947 9.00 32.05 3.05 0.23 0.00 9.17
Providus CLO X DAC Permira Jan 31, 2025 2,943 8.94 33.47 2.40 0.00 0.00 9.52
Providus CLO XI DAC Permira Jan 31, 2025 2,841 11.77 29.25 1.84 0.00 0.00 9.16
Purple Finance CLO 2 DAC Ostrum Feb 18, 2025 3,056 3.61 29.28 5.24 0.00 0.00 16.39
RRE 1 Loan Management DAC Redding Ridge Jan 31, 2025 2,761 13.48 22.78 2.53 0.00 0.00 8.38
RRE 10 Loan Management DAC Redding Ridge Jan 31, 2025 2,766 13.56 22.91 2.71 0.00 0.00 8.00
RRE 11 Loan Management DAC Redding Ridge Jan 31, 2025 2,780 11.15 22.62 2.08 0.00 0.00 8.40
RRE 12 Loan Management DAC Redding Ridge Jan 31, 2025 2,761 12.65 20.91 2.37 0.00 0.00 8.04
RRE 16 Loan Management DAC Redding Ridge Jan 31, 2025 2,798 9.91 22.31 2.14 0.00 0.00 8.06
RRE 17 Loan Management DAC Redding Ridge Jan 31, 2025 2,807 8.43 23.52 1.53 0.00 0.00 8.33
RRE 18 Loan Management DAC Redding Ridge Jan 31, 2025 2,805 9.75 23.69 1.81 0.00 0.00 8.04
RRE 19 Loan Management DAC Redding Ridge Jan 31, 2025 2,834 8.54 24.83 1.55 0.00 0.00 6.91
RRE 2 Loan Management DAC Redding Ridge Jan 31, 2025 2,770 13.07 22.51 2.48 0.00 0.00 7.78
RRE 20 Loan Management DAC Redding Ridge Feb 28, 2025 2,862 7.63 23.99 2.06 0.00 0.00 5.54
RRE 21 Loan Management DAC Redding Ridge Feb 28, 2025 2,856 8.71 23.15 3.41 0.00 0.00 8.01
RRE 22 Loan Management DAC Redding Ridge Jan 31, 2025 2,808 8.01 22.81 1.23 0.00 0.00 7.04
RRE 3 Loan Management DAC Redding Ridge Feb 28, 2025 2,773 11.58 20.49 2.26 0.00 0.00 8.63
RRE 5 Loan Management DAC Redding Ridge Jan 31, 2025 2,767 13.69 22.99 2.75 0.00 0.00 8.64
RRE 6 Loan Management DAC Redding Ridge Jan 31, 2025 2,777 12.55 23.06 2.49 0.00 0.00 8.42
Rockfield Park CLO DAC Blackstone Feb 12, 2025 2,938 13.48 26.23 3.99 1.62 0.14 12.95
Rockford Tower Europe CLO 2018-1 DAC Rockford Feb 18, 2025 2,880 18.27 34.30 4.58 0.64 1.35 12.91
Rockford Tower Europe CLO 2019-1 DAC Rockford Feb 18, 2025 2,746 20.40 28.58 3.44 0.49 0.74 12.68
Rockford Tower Europe CLO 2021-1 DAC Rockford Feb 18, 2025 2,760 21.04 26.02 4.74 0.87 0.82 11.58
Rockford Tower Europe CLO 2021-2 DAC Rockford Feb 18, 2025 2,892 18.52 29.85 5.01 1.41 0.68 11.86
Rockford Tower Europe CLO 2023-1 DAC Rockford Feb 18, 2025 2,803 17.00 29.71 3.89 0.00 0.52 11.04
Rockford Tower Europe CLO 2024-1 DAC Rockford Feb 18, 2025 2,710 16.20 23.48 2.48 0.00 0.37 7.20
Sculptor European CLO I DAC Sculptor Feb 10, 2025 2,834 18.49 23.90 4.98 1.28 0.00 13.41
Sculptor European CLO II DAC Sculptor Feb 10, 2025 2,805 18.09 24.29 4.65 0.89 0.00 12.99
Sculptor European CLO VI DAC Sculptor Feb 05, 2025 2,768 20.06 24.42 4.89 0.72 0.00 13.37
Sculptor European CLO VII DAC Sculptor Feb 05, 2025 2,850 16.49 29.03 3.91 0.53 0.00 15.93
Sculptor European CLO VIII DAC Sculptor Feb 05, 2025 2,866 15.77 25.18 5.00 0.94 0.00 14.74
Sculptor European CLO XI DAC Sculptor Feb 05, 2025 2,809 15.07 26.31 4.18 0.00 0.00 14.35
Seapoint Park CLO DAC Blackstone Feb 11, 2025 2,918 13.43 26.28 5.17 1.21 0.80 12.67
Segovia European CLO 1-2014 DAC Segovia Feb 05, 2025 2,995 11.13 24.73 5.35 1.10 1.03 11.09
Signal Harmonic CLO II DAC Signal Feb 12, 2025 2,865 18.65 27.41 3.93 0.90 0.00 11.41
Signal Harmonic CLO III DAC Signal Feb 05, 2025 2,856 17.47 26.36 4.09 0.77 0.00 9.86
Sona Fios CLO I DAC Sona Feb 28, 2025 2,883 11.06 25.00 2.77 0.92 0.00 8.16
Sona Fios CLO II DAC Sona Feb 05, 2025
Sona Fios CLO III DAC Sona Jan 31, 2025 2,723 13.77 20.96 2.30 0.00 0.00 5.65
Sound Point Euro CLO 10 Funding DAC Sound Point Feb 04, 2025 2,971 10.04 32.84 2.85 0.00 0.83 11.97
Sound Point Euro CLO 11 Funding DAC Sound Point Feb 04, 2025 2,882 13.62 28.89 2.76 0.00 0.98 10.86
Sound Point Euro CLO 12 Funding DAC Sound Point Feb 04, 2025 2,885 11.17 28.19 2.18 0.00 0.55 11.23
Sound Point Euro CLO III Funding DAC Sound Point Feb 07, 2025 2,904 13.93 29.73 3.41 0.00 0.77 13.61
St. Paul's CLO II DAC Intermediate Feb 10, 2025 3,130 15.36 30.06 5.34 3.43 0.00 19.44
St. Paul's CLO IX DAC Intermediate Feb 07, 2025 3,106 15.48 30.33 5.42 2.97 0.00 18.14
St. Paul's CLO VI DAC Intermediate Feb 07, 2025 3,126 16.35 31.03 5.92 3.14 0.00 17.55
St. Paul's CLO VII DAC Intermediate Feb 07, 2025 3,169 17.02 29.76 5.84 4.16 0.00 17.22
St. Paul's CLO X DAC Intermediate Feb 07, 2025 3,155 16.45 30.74 5.44 3.78 0.00 17.17
St. Paul's CLO XII DAC Intermediate Feb 07, 2025 3,136 14.13 31.25 5.14 3.06 0.00 17.37
Texas Debt Capital Euro CLO 2024-I DAC CIFC Jan 31, 2025 2,836 12.28 29.14 2.05 0.00 0.48 13.86
Tikehau CLO III DAC Tikehau Feb 19, 2025 2,890 16.77 21.53 4.34 2.71 0.60 13.33
Tikehau CLO IX DAC Tikehau Feb 28, 2025 2,880 12.43 25.04 1.76 1.15 0.00 10.83
Tikehau CLO V DAC Tikehau Jan 31, 2025 2,948 15.07 28.73 3.53 2.02 0.91 17.61
Tikehau CLO VII DAC Tikehau Jan 31, 2025 2,925 14.42 27.41 1.82 1.76 0.00 14.47
Tikehau CLO VIII DAC Tikehau Jan 31, 2025 2,925 13.31 24.53 2.51 1.79 0.00 12.26
Tikehau CLO X DAC Tikehau Jan 31, 2025 2,833 12.94 24.02 0.87 1.21 0.00 12.38
Tikehau CLO XI DAC Tikehau Jan 31, 2025 2,842 11.20 28.03 0.00 0.58 0.00 8.58
Tikehau CLO XII DAC Tikehau Jan 31, 2025 2,845 11.11 29.02 0.64 0.00 0.00 8.86
Toro European CLO 2 DAC Chenavari Feb 17, 2025 2,888 14.71 23.63 6.44 0.42 0.73 17.40
Toro European CLO 3 DAC Chenavari Feb 17, 2025 2,858 13.75 22.87 5.21 0.49 0.70 18.71
Toro European CLO 5 DAC Chenavari Jan 03, 2025 2,781 15.52 18.78 6.02 0.00 1.80 22.99
Toro European CLO 6 DAC Chenavari Feb 17, 2025 2,841 15.06 24.17 5.16 0.62 0.47 20.08
Toro European CLO 7 DAC Chenavari Feb 05, 2025 2,860 14.85 22.22 4.40 1.71 0.00 23.01
Toro European CLO 8 DAC Chenavari Feb 17, 2025 2,987 12.00 28.57 5.68 0.57 0.00 20.89
Toro European CLO 9 DAC Chenavari Feb 17, 2025 2,866 13.12 25.12 4.29 0.45 0.67 17.02
Trinitas Euro CLO I DAC WhiteStar Feb 18, 2025 2,973 11.83 29.46 4.81 0.63 0.57 20.27
Trinitas Euro CLO II DAC Trinitas Feb 10, 2025 2,732 17.38 22.27 2.63 0.25 0.14 12.94
Trinitas Euro CLO III DAC Trinitas Feb 18, 2025 2,713 17.23 21.33 2.39 0.00 0.72 12.84
Trinitas Euro CLO IV DAC Trinitas Feb 05, 2025 2,729 17.04 19.98 3.22 0.24 0.00 15.04
Trinitas Euro CLO V DAC WhiteStar Feb 18, 2025 2,655 17.90 18.18 2.14 0.00 0.00 13.28
Trinitas Euro CLO VI DAC WhiteStar Feb 18, 2025 2,650 17.41 19.29 2.15 0.00 0.00 13.74
Trinitas Euro CLO VII DAC Trinitas Feb 18, 2025 2,637 18.44 17.77 1.81 0.00 0.00 11.64
Trinitas Euro CLO VIII DAC Trinitas Mar 18, 2025 2,602 18.07 18.28 1.10 0.00 0.00 11.18
Tymon Park CLO DAC Blackstone Feb 18, 2025 3,001 10.64 27.49 6.41 1.12 0.17 14.19
Vendome Funding CLO 2020-1 DAC CELF Feb 07, 2025 3,008 7.51 26.49 4.06 1.01 0.00 15.27
Vesey Park CLO DAC Blackstone Feb 05, 2025 2,963 11.53 27.08 4.42 1.39 0.39 13.89
Victory Street CLO I DAC CIC Jan 31, 2025 2,694 11.49 18.53 0.00 0.00 0.00 5.73
Voya Euro CLO I DAC Voya Feb 05, 2025 2,979 11.73 25.68 5.01 1.15 0.29 13.32
Voya Euro CLO III DAC Voya Feb 10, 2025 2,988 12.10 27.57 5.53 0.98 0.16 13.98
Voya Euro CLO IV DAC Voya Feb 05, 2025 3,001 11.79 28.34 5.47 0.83 0.28 14.06
Voya Euro CLO V DAC Voya Feb 05, 2025 3,017 11.96 27.64 6.38 0.82 0.00 14.71
Voya Euro CLO VI DAC Voya Feb 18, 2025 2,963 10.87 27.21 4.23 0.74 0.00 13.64
Wilton Park CLO DAC Blackstone Feb 12, 2025 2,934 11.71 27.15 3.37 1.14 0.12 12.02
Voya Euro CLO VI DAC Voya Feb 18, 2025 2,963 10.87 27.21 4.23 0.74 0.00 13.64
Wilton Park CLO DAC Blackstone Feb 12, 2025 2,934 11.71 27.15 3.37 1.14 0.12 12.02
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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