This report does not constitute a rating action.
In response to investors' growing interest following the coronavirus pandemic and ongoing credit effects on companies and European CLOs, S&P Global Ratings is publishing a regularly updated list of rating and recovery actions we have taken globally on nonfinancial corporations that have affected European CLOs, and a summary of how European CLOs have been affected with key benchmarks.
Table 1
Rating actions on global nonfinancial corporations over the past 30 days | |||||||
---|---|---|---|---|---|---|---|
Date | Obligor | Asset | No. of affected CLOs | Notional exposure in CLOs (€) | Rating | Previous rating | Rating impact for CDO Evaluator* |
Oct 18, 2024 | Ask Chemicals Deutschland Holdings Gmbh | EUR225 mil fltg rate Term B bank ln due 01/30/2026 | 9 | 9,664,286 | CCC+/Watch Pos | CCC+/Positive | Yes |
Oct 18, 2024 | Vincent Bidco Bv (Nl) | EUR320 mil fltg rate Term bank ln due 12/16/2026 | 57 | 138,428,235 | B/Stable | B-/Positive | Yes |
Oct 16, 2024 | Galileo Global Education Operations | EUR1 bil fltg rate Term B bank ln due 07/14/2028 | 171 | 381,351,549 | B/Negative | B/Stable | No |
Oct 16, 2024 | Galileo Global Education Operations | EUR300 mil fltg rate Term Loan B2 bank ln due 07/14/2028 | 96 | 161,140,444 | B/Negative | B/Stable | No |
Oct 16, 2024 | Techem Verwaltungsgesellschaft 674 Mbh | EUR465 mil 6.00% nts due 07/30/2026 | 3 | 2,197,995 | B+/Negative | B+/Stable | No |
Oct 15, 2024 | Techem Verwaltungsgesellschaft 675 Mbh | EUR1.145 bil 2.00% nts due 07/15/2025 | 9 | 15,950,000 | B+/Negative | B+/Stable | No |
Oct 15, 2024 | Techem Verwaltungsgesellschaft 675 Mbh | EUR1.8 bil fltg rate Facility B4 bank ln due 07/15/2029 | 263 | 698,052,948 | B+/Negative | B+/Stable | No |
Oct 15, 2024 | Techem Verwaltungsgesellschaft 675 Mbh | EUR500 mil 5.375% Callable nts due 07/15/2029 | 6 | 5,500,000 | B+/Negative | B+/Stable | No |
Oct 11, 2024 | Adler Group S.A. | EUR400 mil 6.00% Callable third-lien nts due 08/05/2025 | 2 | 6,100,000 | B-/Negative | SD | Yes |
Oct 07, 2024 | Golden Goose Spa | EUR480 mil nts due 05/14/2027 | 35 | 90,126,000 | B+/Stable | B+/Watch Pos | Yes |
Oct 02, 2024 | Asp Unifrax Holdings, Inc. | EUR310 mil fltg rate 1st lien term bank ln due 12/12/2025 | 31 | 82,139,121 | SD | CCC+/Negative | Yes |
Oct 02, 2024 | Iqera Group Sas | EUR270 mil 4.25% nts due 09/30/2024 | 6 | 5,900,000 | SD | CCC-/Negative | Yes |
Oct 02, 2024 | Iqera Group Sas | EUR200 mil 6.50% nts due 09/30/2024 | 4 | 2,748,235 | SD | CCC-/Negative | Yes |
Oct 01, 2024 | House Of Hr Group B.V. | EUR1.17 bil fltg rate term B bank ln due 10/30/2029 | 1 | 2,000,000 | B/Negative | B/Stable | No |
Oct 01, 2024 | House Of Hr Group B.V. | EUR125 mil fltg rate Delayed Draw bank ln due 10/30/2029 | 1 | 2,500,000 | B/Negative | B/Stable | No |
Oct 01, 2024 | House Of Hr Group B.V. | EUR415 mil 9.00% Callable nts due 11/03/2029 | 24 | 22,010,000 | B/Negative | B/Stable | No |
Oct 01, 2024 | House Of Hr Group B.V. | EUR1.30 bil fltg rate Term Loan B2 bank ln due 10/30/2029 | 180 | 478,465,927 | B/Negative | B/Stable | 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 |
Oct 18, 2024 | Codere Finance 2 (Luxembourg) S.A. | EUR133.337 mil 2.00% Cash / 10.750% PIK nts due 11/30/2027 | 9 | 6,749,646.89 | NR | 6(0%) |
Oct 18, 2024 | Codere Finance 2 (Luxembourg) S.A. | EUR481.959 mil 8.00% Super Sr. cash coupon+3.00% PIK nts due 09/30/2026 | 10 | 19,204,000.00 | NR | 4(40%) |
Oct 18, 2024 | Weener Plastics Group B.V. | EUR335 mil fltg rate TLB bank ln due 10/17/2028 | 105 | 169,911,882.80 | NR | 3(60%) |
Oct 14, 2024 | Picard Groupe S.A.S. | EUR750 mil 3.875% callable nts due 07/01/2026 | 7 | 9,750,000.00 | NR | 3(60%) |
Oct 14, 2024 | Sprint Bidco B.V. | EUR705 mil fltg rate TL B bank ln due 09/16/2029 | 56 | 153,164,291.88 | 4(30%) | 3(50%) |
Oct 15, 2024 | Dufry One B.V. | EUR800 mil 2.50% nts due 10/15/2024 | 2 | 3,000,000.00 | NR | 3(65%) |
Oct 15, 2024 | Chobani Llc | US$425 mil nts due 11/15/2028 | 1 | 456,412.60 | 2(75%) | 3(55%) |
Oct 10, 2024 | Adler Group S.A. | EUR400 mil 6.00% Callable third-lien nts due 08/05/2025 | 2 | 6,100,000.00 | NR | 6(0%) |
Oct 09, 2024 | Assemblin Caverion Group Ab | EUR480 mil fltg rate nts due 07/05/2029 | 4 | 5,875,000.00 | NR | 3(55%) |
Oct 03, 2024 | Ai Convoy (Luxembourg) S.A.R.L. | EUR885 mil fltg rate term B bank ln due 01/15/2027 | 102 | 142,603,976.50 | NR | 3(60%) |
Oct 02, 2024 | Asp Unifrax Holdings, Inc. | EUR310 mil fltg rate 1st lien term bank ln due 12/12/2025 | 31 | 82,139,120.74 | NR | 3(50%) |
Oct 01, 2024 | Crown European Holdings Sa | EUR600 mil 2.625% nts due 09/30/2024 | 1 | 750,000.00 | NR | 3(65%) |
Oct 01, 2024 | Windsor Holdings Iii, Llc | EUR1 bil fltg rate Term B bank ln due 08/01/2030 | 233 | 569,752,015.24 | NR | 3(55%) |
Oct 01, 2024 | House Of Hr Group B.V. | EUR1.30 bil fltg rate Term Loan B2 bank ln due 10/30/2029 | 180 | 478,465,927.42 | 3(55%) | 3(60%) |
Oct 01, 2024 | House Of Hr Group B.V. | EUR415 mil 9.00% Callable nts due 11/03/2029 | 24 | 22,010,000.00 | 3(55%) | 3(60%) |
Oct 01, 2024 | Windsor Holdings Iii, Llc | US$2.754 bil fltg rate Term B bank ln due 08/01/2030 | 1 | 905,990.42 | 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 | Sep 06, 2024 | OC | Class F Par Value Test | 101.54% | 103.53% | -1.99% | Fail | |||||||||
Accunia European CLO II DAC | Aug 30, 2024 | OC | Class F Par Value Test | 103.66% | 104.63% | -0.97% | Fail | |||||||||
Man GLG Euro CLO III DAC | Sep 09, 2024 | OC | Class F Par Value Test | 102.93% | 103.50% | -0.57% | Fail | |||||||||
GLG Euro CLO IV DAC | Aug 02, 2024 | OC | Class F Par Value Test | 103.75% | 104.00% | -0.25% | Fail | |||||||||
Segovia European CLO 4-2017 DAC | Sep 06, 2024 | OC | Class F Par Value Test | 103.86% | 103.80% | 0.06% | Pass | |||||||||
Bain Capital Euro CLO 2017-1 DAC | Sep 06, 2024 | OC | Class E Par Value Test | 107.07% | 106.61% | 0.46% | Pass | |||||||||
Bp--Basis point. IC--Interest coverage. OC--Overcollateralization. | ||||||||||||||||
Chart 1
Chart 2
Table 4
European CLOs Snapshot as of Oct 21, 2024 | |||||||||
---|---|---|---|---|---|---|---|---|---|
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 | Aug 12, 2024 | 2,762 | 14.91 | 26.14 | 2.35 | 0.00 | 0.89 | 14.46 |
Accunia European CLO II DAC | Accunia | Aug 30, 2024 | 3,195 | 5.79 | 34.98 | 10.76 | 0.00 | 0.61 | 15.30 |
Accunia European CLO IV DAC | Accunia | Aug 30, 2024 | 3,032 | 11.63 | 32.15 | 4.79 | 1.44 | 0.72 | 17.42 |
Adagio IV CLO DAC | AXA | Sep 20, 2024 | 2,865 | 15.89 | 24.55 | 6.02 | 0.81 | 0.29 | 17.08 |
Adagio VI CLO DAC | AXA | Sep 20, 2024 | 2,971 | 13.69 | 28.01 | 9.25 | 0.00 | 0.00 | 22.94 |
Adagio X EUR CLO DAC | AXA | Sep 20, 2024 | 2,851 | 14.37 | 26.48 | 3.50 | 0.74 | 0.55 | 19.14 |
AlbaCore Euro CLO I DAC | AlbaCore | Sep 09, 2024 | 2,868 | 14.04 | 27.24 | 4.35 | 0.78 | 1.40 | 13.00 |
AlbaCore Euro CLO II DAC | AlbaCore | Sep 04, 2024 | 2,855 | 13.97 | 25.45 | 4.60 | 0.77 | 1.17 | 14.38 |
AlbaCore Euro CLO III DAC | AlbaCore | Sep 04, 2024 | 2,848 | 13.52 | 26.03 | 3.81 | 0.79 | 0.73 | 13.91 |
AlbaCore Euro CLO IV DAC | AlbaCore | Sep 16, 2024 | 2,861 | 12.44 | 25.90 | 4.23 | 0.61 | 1.11 | 14.15 |
AlbaCore Euro CLO VI DAC | AlbaCore | Aug 07, 2024 | 2,867 | 11.04 | 28.65 | 2.96 | 0.00 | 0.00 | 14.15 |
Anchorage Capital Europe CLO 10 DAC | Anchorage | Aug 06, 2024 | 2,790 | 8.74 | 23.98 | 1.31 | 0.00 | 0.00 | 12.78 |
Anchorage Capital Europe CLO 2 DAC | Anchorage | Sep 04, 2024 | 2,855 | 9.03 | 24.56 | 3.25 | 0.38 | 0.44 | 12.68 |
Anchorage Capital Europe CLO 2021-4 DAC | Anchorage | Sep 13, 2024 | 2,853 | 8.49 | 23.46 | 3.20 | 0.38 | 0.44 | 12.63 |
Anchorage Capital Europe CLO 3 DAC | Anchorage | Sep 10, 2024 | 2,827 | 11.88 | 23.97 | 3.84 | 0.88 | 0.46 | 14.03 |
Anchorage Capital Europe CLO 6 DAC | Anchorage | Sep 11, 2024 | 2,857 | 9.12 | 24.28 | 3.18 | 0.38 | 0.46 | 13.29 |
Anchorage Capital Europe CLO 8 DAC | Anchorage | Sep 04, 2024 | 2,851 | 9.05 | 23.78 | 3.33 | 0.38 | 0.46 | 12.59 |
Aqueduct European CLO 1-2017 DAC | HPS | Aug 30, 2024 | 2,924 | 14.79 | 25.88 | 5.06 | 1.41 | 0.00 | 18.35 |
Aqueduct European CLO 5-2020 DAC | HPS | Aug 08, 2024 | 2,868 | 12.33 | 26.12 | 3.34 | 0.48 | 0.60 | 11.35 |
Aqueduct European CLO 6-2021 DAC | HPS | Aug 30, 2024 | 2,907 | 9.38 | 27.89 | 3.17 | 0.00 | 0.73 | 11.52 |
Aqueduct European CLO 8 DAC | HPS | Aug 30, 2024 | 2,920 | 9.56 | 30.84 | 1.21 | 0.00 | 0.72 | 10.06 |
Arbour CLO II DAC | Oaktree | Aug 30, 2024 | 2,870 | 16.22 | 24.66 | 4.79 | 1.28 | 0.00 | 15.74 |
Arbour CLO III DAC | Oaktree | Aug 30, 2024 | 2,889 | 13.49 | 24.35 | 4.76 | 1.39 | 0.00 | 15.31 |
Arbour CLO IV DAC | Oaktree | Aug 30, 2024 | 2,902 | 15.28 | 26.50 | 4.65 | 1.30 | 0.00 | 15.88 |
Arbour CLO IX DAC | Oaktree | Aug 30, 2024 | 2,832 | 14.13 | 24.96 | 5.11 | 0.50 | 0.00 | 17.24 |
Arbour CLO VII DAC | Oaktree | Aug 30, 2024 | 2,928 | 11.04 | 28.54 | 5.10 | 0.55 | 0.00 | 14.56 |
Arbour CLO XI DAC | Oaktree | Aug 30, 2024 | 2,908 | 9.39 | 29.36 | 3.67 | 0.00 | 0.00 | 11.19 |
Arbour CLO XII DAC | Oaktree | Aug 30, 2024 | 2,823 | 11.04 | 27.71 | 2.09 | 0.00 | 0.00 | 13.33 |
Ares European CLO IX DAC | Ares | Sep 06, 2024 | 3,062 | 10.72 | 27.13 | 13.53 | 0.00 | 0.46 | 18.69 |
Ares European CLO VI DAC | Ares | Sep 12, 2024 | 2,611 | 26.53 | 16.37 | 8.17 | 0.00 | 0.49 | 19.61 |
Ares European CLO VII DAC | Ares | Sep 12, 2024 | 2,942 | 14.53 | 28.27 | 12.07 | 0.00 | 0.42 | 17.03 |
Ares European CLO VIII DAC | Ares | Aug 06, 2024 | 3,002 | 6.14 | 27.99 | 6.83 | 0.21 | 0.00 | 16.20 |
Ares European CLO XIII DAC | Ares | Sep 06, 2024 | 3,015 | 8.69 | 29.65 | 7.15 | 0.21 | 0.74 | 13.53 |
Ares European CLO XIV DAC | Ares | Sep 06, 2024 | 3,095 | 6.77 | 29.74 | 9.23 | 0.34 | 0.37 | 15.97 |
Ares European CLO XIX DAC | Ares | Sep 12, 2024 | 2,887 | 6.67 | 30.05 | 0.00 | 0.00 | 0.00 | 12.85 |
Ares European CLO XVI DAC | Ares | Sep 05, 2024 | 3,057 | 6.47 | 30.62 | 6.87 | 0.50 | 1.01 | 13.15 |
Ares European CLO XVII DAC | Ares | Oct 02, 2024 | 2,927 | 5.69 | 30.17 | 1.23 | 0.00 | 0.00 | 13.79 |
Ares European CLO XVIII DAC | Ares | Aug 06, 2024 | 2,875 | 5.96 | 29.60 | 0.11 | 0.00 | 0.00 | 14.52 |
Arini European CLO I DAC | Squarepoint | Aug 30, 2024 | 2,819 | 14.10 | 16.73 | 4.97 | 1.00 | 0.00 | 9.77 |
Arini European CLO II DAC | Arini | Jul 31, 2024 | 2,740 | 14.80 | 19.45 | 2.78 | 0.40 | 0.00 | 7.36 |
Armada Euro CLO I DAC | Brigade | Sep 16, 2024 | 2,827 | 11.13 | 21.86 | 5.07 | 0.61 | 1.49 | 13.80 |
Armada Euro CLO IV DAC | Brigade | Sep 16, 2024 | 2,849 | 13.05 | 22.51 | 5.62 | 0.88 | 1.60 | 16.23 |
Armada Euro CLO V DAC | Brigade | Sep 16, 2024 | 2,864 | 9.21 | 21.81 | 4.53 | 0.94 | 2.55 | 14.89 |
Armada Euro CLO VI DAC | Brigade | Sep 16, 2024 | 2,812 | 8.64 | 21.00 | 3.08 | 0.00 | 1.54 | 10.52 |
Aurium CLO I DAC | Spire | Aug 30, 2024 | 2,806 | 13.47 | 24.15 | 2.69 | 0.61 | 0.00 | 17.49 |
Aurium CLO II DAC | Spire | Aug 30, 2024 | 2,802 | 16.01 | 26.29 | 4.14 | 0.08 | 0.00 | 14.77 |
Aurium CLO III DAC | Spire | Aug 30, 2024 | 2,641 | 27.73 | 22.39 | 3.56 | 1.27 | 0.82 | 15.60 |
Aurium CLO IV DAC | Spire | Aug 30, 2024 | 2,706 | 20.34 | 22.67 | 2.91 | 0.60 | 0.53 | 17.69 |
Aurium CLO IX DAC | Spire | Aug 30, 2024 | 2,820 | 13.72 | 25.57 | 2.21 | 0.50 | 0.00 | 13.99 |
Aurium CLO V DAC | Spire | Sep 09, 2024 | 2,793 | 16.03 | 24.10 | 3.09 | 0.70 | 0.00 | 15.45 |
Aurium CLO VI DAC | Spire | Aug 14, 2024 | 2,801 | 15.17 | 25.44 | 3.26 | 0.50 | 0.00 | 14.90 |
Aurium CLO VII DAC | Spire | Sep 09, 2024 | 2,802 | 15.92 | 25.13 | 3.10 | 0.62 | 0.00 | 15.01 |
Aurium CLO VIII DAC | Spire | Sep 13, 2024 | 2,755 | 15.24 | 24.71 | 3.03 | 0.00 | 0.00 | 15.00 |
Aurium CLO XI DAC | Spire | Jul 31, 2024 | 2,760 | 13.82 | 25.35 | 1.71 | 0.00 | 0.00 | 13.26 |
Avoca CLO XI DAC | KKR | Sep 30, 2024 | 2,836 | 12.64 | 29.13 | 4.39 | 0.45 | 0.00 | 16.83 |
Avoca CLO XIV DAC | KKR | Jul 31, 2024 | 2,830 | 12.62 | 25.15 | 5.48 | 0.00 | 0.56 | 17.73 |
Avoca CLO XVII DAC | KKR | Aug 30, 2024 | 2,820 | 10.12 | 24.56 | 3.29 | 0.00 | 0.35 | 15.01 |
Avoca CLO XVIII DAC | KKR | Sep 30, 2024 | 2,839 | 12.93 | 30.58 | 5.72 | 0.23 | 0.00 | 16.45 |
Avoca CLO XXI DAC | KKR | Sep 30, 2024 | 2,835 | 11.32 | 26.48 | 4.35 | 0.00 | 0.43 | 15.81 |
Avoca CLO XXII DAC | KKR | Aug 30, 2024 | 2,849 | 10.43 | 26.89 | 2.93 | 0.00 | 0.48 | 16.33 |
Avoca CLO XXIII DAC | KKR | Jul 31, 2024 | 2,863 | 9.59 | 27.28 | 2.52 | 0.00 | 0.36 | 16.41 |
Avoca CLO XXIV DAC | KKR | Aug 30, 2024 | 2,856 | 9.88 | 26.72 | 3.08 | 0.00 | 0.38 | 15.76 |
Avoca CLO XXIX DAC | KKR | Jul 31, 2024 | 2,830 | 7.05 | 23.01 | 2.12 | 0.00 | 0.49 | 14.18 |
Avoca CLO XXX DAC | KKR | Aug 30, 2024 | 2,828 | 7.17 | 23.46 | 1.42 | 0.00 | 0.00 | 14.60 |
Avondale Park CLO DAC | Blackstone | Sep 10, 2024 | 2,873 | 11.23 | 24.50 | 4.86 | 0.31 | 0.00 | 13.97 |
BBAM European CLO I DAC | BlueBay | Sep 10, 2024 | 2,785 | 9.92 | 19.17 | 3.43 | 0.00 | 0.00 | 12.45 |
BBAM European CLO II DAC | BlueBay | Aug 12, 2024 | 2,806 | 10.02 | 20.37 | 3.76 | 0.00 | 0.00 | 11.95 |
BBAM European CLO IV DAC | RBC | Sep 10, 2024 | 2,744 | 8.36 | 17.90 | 0.68 | 0.00 | 0.00 | 10.48 |
Bain Capital Euro CLO 2017-1 DAC | Bain | Sep 06, 2024 | 3,257 | 16.65 | 23.68 | 14.32 | 4.30 | 1.19 | 24.88 |
Bain Capital Euro CLO 2019-1 DAC | Bain | Sep 06, 2024 | 2,869 | 15.28 | 22.70 | 5.15 | 1.14 | 0.15 | 15.55 |
Bain Capital Euro CLO 2020-1 DAC | Bain | Sep 06, 2024 | 2,913 | 13.62 | 23.21 | 5.40 | 1.35 | 0.85 | 16.13 |
Bain Capital Euro CLO 2021-1 DAC | Bain | Sep 06, 2024 | 2,928 | 12.93 | 23.84 | 5.31 | 1.26 | 1.04 | 16.17 |
Bain Capital Euro CLO 2021-2 DAC | Bain | Sep 06, 2024 | 2,931 | 11.09 | 23.81 | 4.23 | 1.36 | 0.65 | 14.23 |
Bain Capital Euro CLO 2022-2 DAC | Bain | Sep 11, 2024 | 2,946 | 10.16 | 22.79 | 4.23 | 1.40 | 0.19 | 17.65 |
Bain Capital Euro CLO 2023-1 DAC | Bain | Sep 09, 2024 | 2,830 | 11.48 | 23.31 | 2.90 | 0.54 | 0.20 | 16.24 |
Bain Capital Euro CLO 2024-1 DAC | Bain | Aug 14, 2024 | 2,790 | 12.43 | 23.24 | 2.50 | 0.11 | 0.75 | 14.85 |
Bain Capital Euro CLO 2024-2 DAC | Bain | Aug 22, 2024 | 2,782 | 12.52 | 24.68 | 1.22 | 0.00 | 0.00 | 13.31 |
Barings Euro CLO 2020-1 DAC | Barings | Sep 11, 2024 | 2,842 | 17.24 | 27.65 | 3.84 | 1.18 | 0.00 | 17.66 |
Barings Euro CLO 2021-1 DAC | Barings | Sep 12, 2024 | 2,887 | 14.99 | 28.89 | 3.58 | 1.28 | 0.00 | 16.51 |
Barings Euro CLO 2021-2 DAC | Barings | Sep 04, 2024 | 2,870 | 15.62 | 29.20 | 2.83 | 1.29 | 0.00 | 16.93 |
Barings Euro CLO 2023-1 DAC | Barings | Sep 18, 2024 | 2,685 | 18.02 | 25.72 | 1.72 | 0.00 | 0.00 | 17.19 |
Barings Euro CLO 2023-2 DAC | Barings | Sep 10, 2024 | 2,753 | 15.09 | 27.48 | 1.93 | 0.00 | 0.00 | 15.95 |
Bastille Euro CLO 2020-3 DAC | CELF | Oct 02, 2024 | 2,818 | 10.10 | 27.83 | 2.36 | 0.00 | 0.00 | 18.06 |
Bilbao CLO III DAC | Guggenheim | Sep 06, 2024 | 3,047 | 3.58 | 31.66 | 5.74 | 0.00 | 1.03 | 11.85 |
Bilbao CLO IV DAC | Guggenheim | Sep 06, 2024 | 2,952 | 5.56 | 25.43 | 4.92 | 0.00 | 0.90 | 11.74 |
Black Diamond CLO 2017-2 DAC | Black Diamond | Sep 12, 2024 | 3,119 | 8.56 | 18.89 | 16.52 | 0.09 | 3.72 | 17.48 |
Black Diamond CLO 2019-1 DAC | Black Diamond | Sep 12, 2024 | 2,990 | 10.57 | 21.46 | 11.15 | 0.00 | 2.22 | 16.12 |
BlackRock European CLO II DAC | BlackRock | Sep 04, 2024 | 2,802 | 15.55 | 20.50 | 6.04 | 0.67 | 0.00 | 14.24 |
BlackRock European CLO III DAC | BlackRock | Sep 06, 2024 | 2,815 | 14.86 | 21.02 | 5.71 | 0.66 | 0.00 | 14.87 |
BlackRock European CLO IV DAC | BlackRock | Sep 10, 2024 | 2,807 | 19.33 | 22.10 | 10.06 | 0.58 | 0.00 | 21.31 |
BlackRock European CLO IX DAC | BlackRock | Sep 04, 2024 | 2,837 | 13.81 | 22.58 | 6.32 | 0.44 | 0.40 | 16.05 |
BlackRock European CLO X DAC | BlackRock | Sep 20, 2024 | 2,792 | 15.16 | 20.26 | 6.33 | 0.40 | 0.60 | 15.44 |
BlackRock European CLO XI DAC | BlackRock | Sep 10, 2024 | 2,781 | 14.68 | 19.67 | 6.49 | 0.50 | 0.56 | 14.89 |
BlackRock European CLO XII DAC | BlackRock | Sep 06, 2024 | 2,779 | 14.41 | 19.87 | 5.37 | 0.50 | 0.50 | 14.51 |
Blackrock European CLO XIII DAC | BlackRock | Sep 16, 2024 | 2,787 | 14.48 | 19.95 | 5.85 | 0.49 | 0.74 | 14.25 |
Blackrock European CLO XIV DAC | BlackRock | Sep 09, 2024 | 2,714 | 12.99 | 22.58 | 2.23 | 0.00 | 0.25 | 12.17 |
BlueMountain EUR 2021-1 CLO DAC | Sound Point | Sep 09, 2024 | 2,876 | 10.88 | 28.53 | 2.13 | 0.00 | 0.26 | 16.81 |
BlueMountain EUR 2021-2 CLO DAC | Sound Point | Aug 07, 2024 | 2,932 | 10.13 | 26.98 | 2.37 | 0.76 | 0.41 | 14.63 |
BlueMountain EUR CLO 2016-1 DAC | Sound Point | Aug 30, 2024 | 3,111 | 9.77 | 31.17 | 7.37 | 1.80 | 0.00 | 17.14 |
BlueMountain Fuji EUR CLO IV DAC | Sound Point | Sep 09, 2024 | 2,914 | 10.67 | 27.29 | 2.51 | 0.56 | 0.21 | 16.17 |
BlueMountain Fuji EUR CLO V DAC | Sound Point | Sep 10, 2024 | 2,907 | 12.47 | 31.74 | 2.31 | 0.20 | 0.40 | 16.75 |
Bosphorus CLO VI DAC | Cross Ocean | Aug 30, 2024 | 2,721 | 17.99 | 23.26 | 4.27 | 0.00 | 0.00 | 19.91 |
Bridgepoint CLO 1 DAC | Bridgepoint | Sep 05, 2024 | 2,860 | 8.76 | 21.92 | 4.69 | 0.00 | 0.00 | 13.23 |
Bridgepoint CLO 2 DAC | Bridgepoint | Sep 05, 2024 | 2,817 | 9.04 | 23.37 | 3.06 | 0.00 | 0.00 | 11.43 |
Bridgepoint CLO IV DAC | Bridgepoint | Sep 10, 2024 | 2,919 | 6.36 | 22.95 | 3.90 | 0.00 | 0.00 | 9.82 |
Bridgepoint CLO V DAC | Bridgepoint | Sep 05, 2024 | 2,875 | 6.78 | 27.02 | 1.77 | 0.00 | 0.00 | 8.65 |
Bridgepoint CLO VI DAC | Bridgepoint | Sep 05, 2024 | 2,813 | 7.18 | 20.08 | 1.90 | 0.00 | 0.00 | 9.48 |
Bushy Park CLO DAC | Blackstone | Sep 12, 2024 | 2,911 | 9.59 | 25.86 | 3.87 | 0.50 | 0.00 | 13.72 |
CVC Cordatus Loan Fund IV DAC | CVC | Aug 12, 2024 | 2,870 | 10.91 | 26.21 | 5.30 | 0.00 | 0.23 | 13.37 |
CVC Cordatus Loan Fund IX DAC | CVC | Aug 08, 2024 | 2,892 | 11.25 | 23.39 | 6.35 | 0.00 | 0.47 | 14.05 |
CVC Cordatus Loan Fund V DAC | CVC | Aug 30, 2024 | 2,777 | 17.48 | 21.54 | 7.75 | 0.00 | 0.00 | 13.35 |
CVC Cordatus Loan Fund VIII DAC | CVC | Aug 30, 2024 | 2,854 | 12.25 | 22.26 | 6.38 | 0.00 | 0.21 | 13.73 |
CVC Cordatus Loan Fund X DAC | CVC | Aug 30, 2024 | 2,741 | 17.40 | 22.78 | 6.35 | 0.00 | 0.00 | 17.03 |
CVC Cordatus Loan Fund XIX DAC | CVC | Aug 30, 2024 | 2,871 | 10.84 | 26.01 | 4.56 | 0.00 | 0.36 | 13.35 |
CVC Cordatus Loan Fund XVI DAC | CVC | Sep 05, 2024 | 2,959 | 7.61 | 30.56 | 5.78 | 0.00 | 0.00 | 14.36 |
CVC Cordatus Loan Fund XVII DAC | CVC | Aug 07, 2024 | 2,882 | 10.36 | 25.20 | 5.23 | 0.00 | 0.19 | 15.56 |
CVC Cordatus Loan Fund XVIII DAC | CVC | Sep 18, 2024 | 2,902 | 11.18 | 25.26 | 5.61 | 0.00 | 0.00 | 13.06 |
CVC Cordatus Loan Fund XX DAC | CVC | Aug 30, 2024 | 2,906 | 9.48 | 27.39 | 5.14 | 0.00 | 0.00 | 13.98 |
CVC Cordatus Loan Fund XXI DAC | CVC | Sep 11, 2024 | 2,924 | 8.20 | 25.47 | 5.04 | 0.00 | 0.23 | 14.11 |
CVC Cordatus Loan Fund XXIV DAC | CVC | Sep 06, 2024 | 3,012 | 7.55 | 35.99 | 5.59 | 0.00 | 0.00 | 17.72 |
CVC Cordatus Loan Fund XXIX DAC | CVC | Sep 09, 2024 | 2,907 | 6.96 | 30.25 | 3.00 | 0.00 | 0.00 | 12.13 |
CVC Cordatus Loan Fund XXV DAC | CVC | Sep 09, 2024 | 2,930 | 7.65 | 27.63 | 3.54 | 0.00 | 0.00 | 14.54 |
CVC Cordatus Loan Fund XXVI DAC | CVC | Aug 15, 2024 | 2,888 | 8.10 | 29.08 | 3.08 | 0.00 | 0.00 | 13.50 |
CVC Cordatus Loan Fund XXVII DAC | CVC | Sep 09, 2024 | 2,843 | 8.59 | 23.84 | 2.92 | 0.00 | 0.00 | 12.70 |
CVC Cordatus Loan Fund XXVIII DAC | CVC | Sep 09, 2024 | 2,911 | 7.39 | 26.59 | 3.84 | 0.00 | 0.00 | 11.50 |
CVC Cordatus Loan Fund XXX DAC | CVC | Sep 09, 2024 | 2,839 | 8.47 | 26.85 | 1.49 | 0.00 | 0.00 | 12.70 |
CVC Cordatus Loan Fund XXXI DAC | CVC | Sep 09, 2024 | 2,770 | 12.65 | 22.02 | 2.44 | 0.00 | 0.00 | 11.65 |
Cairn CLO VIII DAC | Cairn | Sep 20, 2024 | 2,912 | 18.17 | 29.91 | 6.94 | 1.19 | 0.92 | 14.89 |
Cairn CLO XI DAC | Cairn | Sep 05, 2024 | 2,959 | 13.32 | 31.35 | 6.89 | 0.50 | 0.00 | 14.23 |
Cairn CLO XIV DAC | Cairn | Sep 16, 2024 | 2,874 | 12.44 | 30.24 | 5.13 | 0.00 | 0.95 | 16.71 |
Cairn CLO XVI DAC | Cairn | Sep 16, 2024 | 2,701 | 15.77 | 23.30 | 2.74 | 0.24 | 0.24 | 13.93 |
Cairn CLO XVII DAC | Cairn | Sep 16, 2024 | 2,730 | 15.23 | 23.97 | 2.61 | 0.25 | 0.21 | 12.77 |
Canyon Euro CLO 2022-1 DAC | Canyon | Aug 30, 2024 | 2,731 | 13.23 | 19.63 | 3.49 | 0.00 | 0.99 | 9.29 |
Canyon Euro CLO 2023-1 DAC | Canyon | Aug 30, 2024 | 2,802 | 9.59 | 20.69 | 2.23 | 0.00 | 0.71 | 8.10 |
Capital Four CLO I DAC | Capital Four | Aug 30, 2024 | 2,835 | 15.03 | 26.51 | 3.82 | 0.99 | 0.00 | 12.35 |
Capital Four CLO II DAC | Capital Four | Aug 30, 2024 | 2,838 | 13.01 | 23.71 | 2.62 | 0.99 | 0.00 | 12.20 |
Capital Four CLO III DAC | Capital Four | Aug 30, 2024 | 2,861 | 10.98 | 24.79 | 2.46 | 0.98 | 0.00 | 12.17 |
Capital Four CLO V DAC | Capital Four | Sep 11, 2024 | 2,896 | 10.61 | 28.03 | 1.72 | 1.14 | 0.00 | 10.54 |
Capital Four CLO VI DAC | Capital Four | Sep 11, 2024 | 2,847 | 8.94 | 25.40 | 1.48 | 0.57 | 0.00 | 11.80 |
Capital Four CLO VII DAC | Capital Four | Sep 11, 2024 | 2,755 | 9.91 | 25.25 | 0.00 | 0.00 | 0.00 | 9.86 |
Carlyle Euro CLO 2013-1 DAC | CELF | Aug 15, 2024 | 2,739 | 14.30 | 22.50 | 5.05 | 0.00 | 0.37 | 20.12 |
Carlyle Euro CLO 2017-1 DAC | CELF | Sep 16, 2024 | 2,890 | 10.80 | 22.92 | 6.61 | 0.00 | 0.00 | 19.52 |
Carlyle Euro CLO 2017-3 DAC | CELF | Oct 02, 2024 | 2,887 | 7.39 | 26.83 | 4.28 | 0.00 | 0.00 | 20.61 |
Carlyle Euro CLO 2018-1 DAC | CELF | Sep 10, 2024 | 2,866 | 9.76 | 25.70 | 5.25 | 0.00 | 1.21 | 21.92 |
Carlyle Euro CLO 2019-2 DAC | CELF | Sep 18, 2024 | 2,942 | 7.06 | 28.02 | 4.22 | 0.00 | 0.00 | 20.53 |
Carlyle Euro CLO 2020-1 DAC | CELF | Aug 19, 2024 | 2,889 | 7.61 | 23.79 | 4.54 | 0.00 | 0.00 | 20.04 |
Carlyle Euro CLO 2020-2 DAC | CELF | Aug 19, 2024 | 2,886 | 10.16 | 26.46 | 4.54 | 0.00 | 0.00 | 17.59 |
Carlyle Euro CLO 2021-1 DAC | CELF | Sep 18, 2024 | 2,841 | 10.19 | 22.53 | 3.99 | 0.00 | 0.00 | 16.78 |
Carlyle Euro CLO 2021-3 DAC | CELF | Sep 12, 2024 | 2,941 | 8.88 | 28.19 | 4.74 | 0.00 | 0.00 | 17.18 |
Carlyle Euro CLO 2022-5 DAC | CELF | Sep 20, 2024 | 2,880 | 9.32 | 27.22 | 2.57 | 0.00 | 0.00 | 18.17 |
Carlyle Euro CLO 2024-1 DAC | CELF | Sep 10, 2024 | 2,777 | 9.75 | 21.53 | 0.95 | 0.00 | 0.00 | 15.68 |
Carlyle Global Market Strategies Euro CLO 2015-1 DAC | CELF | Sep 16, 2024 | 2,907 | 7.80 | 25.56 | 5.18 | 0.00 | 0.00 | 20.44 |
Carlyle Global Market Strategies Euro CLO 2015-3 DAC | CELF | Sep 20, 2024 | 2,990 | 8.80 | 31.09 | 5.81 | 0.00 | 0.00 | 21.57 |
Carlyle Global Market Strategies Euro CLO 2016-2 DAC | CELF | Sep 16, 2024 | 2,829 | 11.36 | 22.15 | 4.94 | 0.00 | 0.00 | 18.80 |
Carysfort Park CLO DAC | Blackstone | Jul 17, 2024 | 2,851 | 12.77 | 24.72 | 4.69 | 0.24 | 0.00 | 13.36 |
Clarinda Park CLO DAC | Blackstone | Sep 16, 2024 | 2,848 | 12.31 | 25.16 | 4.43 | 0.27 | 0.00 | 15.63 |
Clonmore Park CLO DAC | Blackstone | Sep 12, 2024 | 3,048 | 5.57 | 27.91 | 6.03 | 0.53 | 0.57 | 16.90 |
Contego CLO IV DAC | Five Arrows | Aug 30, 2024 | 3,036 | 5.95 | 35.26 | 5.23 | 0.00 | 0.43 | 15.48 |
Contego CLO IX DAC | Five Arrows | Aug 30, 2024 | 2,962 | 6.69 | 32.29 | 3.72 | 0.00 | 0.37 | 14.12 |
Contego CLO VII DAC | Five Arrows | Aug 30, 2024 | 2,921 | 9.27 | 31.88 | 3.72 | 0.00 | 0.00 | 16.05 |
Contego CLO VIII DAC | Five Arrows | Sep 16, 2024 | 2,940 | 6.79 | 31.79 | 3.63 | 0.00 | 0.30 | 15.66 |
Contego CLO X DAC | Five Arrows | Aug 30, 2024 | 2,925 | 6.40 | 31.52 | 2.17 | 0.00 | 0.00 | 14.60 |
Contego CLO XI DAC | Five Arrows | Aug 30, 2024 | 2,883 | 6.88 | 30.03 | 1.60 | 0.00 | 0.49 | 13.39 |
Contego CLO XII DAC | Five Arrows | Aug 30, 2024 | 2,885 | 7.15 | 30.41 | 1.74 | 0.00 | 0.00 | 13.95 |
Cross Ocean Bosphorus CLO IX DAC | Cross Ocean | Aug 30, 2024 | 2,771 | 13.44 | 25.72 | 1.09 | 0.00 | 0.00 | 14.73 |
Crosthwaite Park CLO DAC | Blackstone | Sep 04, 2024 | 2,884 | 12.35 | 24.81 | 5.27 | 0.37 | 0.00 | 14.32 |
Dartry Park CLO DAC | Blackstone | Sep 16, 2024 | 2,905 | 9.79 | 25.46 | 5.70 | 0.21 | 0.50 | 13.79 |
Deer Park CLO DAC | Blackstone | Sep 18, 2024 | 2,886 | 13.26 | 25.07 | 4.68 | 0.70 | 0.29 | 13.50 |
Dillons Park CLO DAC | Blackstone | Sep 18, 2024 | 2,955 | 9.66 | 25.41 | 6.51 | 0.40 | 0.25 | 13.72 |
Dryden 103 Euro CLO 2021 DAC | PGIM | Aug 31, 2024 | 2,783 | 15.34 | 30.35 | 2.47 | 0.74 | 0.00 | 14.06 |
Dryden 27 R Euro CLO 2017 DAC | PGIM | Sep 30, 2024 | 2,877 | 15.62 | 28.68 | 3.94 | 1.04 | 0.00 | 16.86 |
Dryden 29 Euro CLO 2013 DAC | PGIM | Sep 30, 2024 | 2,794 | 18.89 | 27.12 | 3.93 | 1.44 | 0.00 | 11.19 |
Dryden 35 Euro CLO 2014 DAC | PGIM | Aug 31, 2024 | 2,898 | 11.69 | 28.97 | 2.91 | 1.73 | 0.00 | 13.71 |
Dryden 39 Euro CLO 2015 DAC | PGIM | Aug 31, 2024 | 2,839 | 16.79 | 28.53 | 3.65 | 1.59 | 0.00 | 14.26 |
Dryden 44 Euro CLO 2015 DAC | PGIM | Aug 31, 2024 | 2,843 | 14.90 | 30.80 | 4.33 | 0.88 | 0.00 | 12.80 |
Dryden 46 Euro CLO 2016 DAC | PGIM | Sep 30, 2024 | 2,774 | 15.91 | 29.38 | 3.43 | 0.61 | 0.00 | 11.31 |
Dryden 48 Euro CLO 2016 DAC | PGIM | Aug 31, 2024 | 2,984 | 10.88 | 29.78 | 5.01 | 1.89 | 0.00 | 14.96 |
Dryden 52 Euro CLO 2017 DAC | PGIM | Aug 31, 2024 | 2,892 | 17.06 | 30.09 | 3.92 | 1.80 | 0.00 | 12.91 |
Dryden 56 Euro CLO 2017 DAC | PGIM | Jul 31, 2024 | 2,977 | 16.95 | 27.32 | 3.78 | 3.52 | 0.00 | 9.57 |
Dryden 73 Euro CLO 2018 DAC | PGIM | Aug 31, 2024 | 2,895 | 15.44 | 28.82 | 3.55 | 2.12 | 0.00 | 13.86 |
Dryden 74 Euro CLO 2020 DAC | PGIM | Aug 31, 2024 | 2,875 | 11.89 | 29.68 | 3.91 | 0.74 | 0.00 | 13.98 |
Dryden 88 Euro CLO 2020 DAC | PGIM | Aug 31, 2024 | 2,850 | 15.33 | 31.02 | 4.47 | 0.90 | 0.00 | 14.74 |
Dryden 89 Euro CLO 2020 DAC | PGIM | Aug 31, 2024 | 2,854 | 15.35 | 31.27 | 4.74 | 0.75 | 0.00 | 14.92 |
Dryden 96 Euro CLO 2021 DAC | PGIM | Aug 31, 2024 | 2,842 | 13.03 | 31.59 | 2.94 | 0.76 | 0.00 | 13.13 |
Dunedin Park CLO DAC | Blackstone | Sep 16, 2024 | 2,901 | 9.94 | 24.98 | 4.83 | 0.37 | 0.00 | 13.72 |
Elm Park CLO DAC | Blackstone | Sep 16, 2024 | 2,861 | 12.25 | 24.80 | 5.01 | 0.22 | 0.40 | 14.19 |
Euro-Galaxy III CLO DAC | PineBridge | Sep 05, 2024 | 2,880 | 15.07 | 24.16 | 5.69 | 0.93 | 0.44 | 12.54 |
Euro-Galaxy IV CLO DAC | PineBridge | Sep 16, 2024 | 2,895 | 13.14 | 23.40 | 6.00 | 0.89 | 0.00 | 15.03 |
Euro-Galaxy V CLO DAC | PineBridge | Sep 05, 2024 | 2,886 | 13.98 | 23.53 | 5.54 | 1.07 | 0.17 | 13.30 |
Fair Oaks Loan Funding I DAC | Fair Oaks | Sep 16, 2024 | 2,700 | 13.38 | 21.07 | 2.82 | 0.00 | 0.00 | 14.93 |
Fair Oaks Loan Funding II DAC | Fair Oaks | Sep 16, 2024 | 2,765 | 12.63 | 23.91 | 3.46 | 0.00 | 0.00 | 13.67 |
Fair Oaks Loan Funding III DAC | Fair Oaks | Sep 16, 2024 | 2,706 | 13.87 | 22.19 | 2.27 | 0.00 | 0.00 | 13.81 |
Fair Oaks Loan Funding V DAC | Fair Oaks | Sep 16, 2024 | 2,665 | 12.93 | 20.38 | 0.00 | 0.00 | 0.00 | 14.33 |
Fidelity Grand Harbour CLO 2022-1 DAC | FIL | Aug 06, 2024 | 2,837 | 13.18 | 29.12 | 1.35 | 0.63 | 0.00 | 11.50 |
Fidelity Grand Harbour CLO 2023-1 DAC | FIL | Jul 05, 2024 | 2,841 | 11.29 | 29.89 | 0.67 | 0.54 | 0.00 | 12.28 |
Fidelity Grand Harbour CLO 2023-2 DAC | FIL | Aug 06, 2024 | 2,789 | 12.22 | 28.46 | 0.26 | 0.00 | 0.00 | 11.95 |
GLG Euro CLO IV DAC | GLG | Aug 02, 2024 | 3,019 | 11.94 | 30.93 | 6.70 | 1.33 | 0.00 | 14.95 |
Glenbrook Park CLO DAC | Blackstone | Sep 09, 2024 | 2,960 | 7.44 | 26.84 | 3.48 | 0.58 | 0.00 | 14.67 |
GoldenTree Loan Management EUR CLO 3 DAC | GoldenTree | Aug 15, 2024 | 2,708 | 18.42 | 21.72 | 2.69 | 0.00 | 1.89 | 10.59 |
GoldenTree Loan Management EUR CLO 4 DAC | GoldenTree | Sep 16, 2024 | 2,724 | 15.85 | 21.30 | 2.62 | 0.00 | 1.13 | 12.42 |
GoldenTree Loan Management EUR CLO 5 DAC | GoldenTree | Sep 16, 2024 | 2,741 | 14.87 | 21.46 | 2.55 | 0.00 | 1.31 | 12.35 |
GoldenTree Loan Management EUR CLO 6 DAC | GoldenTree | Sep 16, 2024 | 2,716 | 14.84 | 19.91 | 2.12 | 0.00 | 1.39 | 12.47 |
GoldenTree Loan Management EUR CLO 7 DAC | GoldenTree | Sep 16, 2024 | 2,751 | 13.48 | 20.81 | 2.03 | 0.00 | 0.69 | 11.94 |
Grosvenor Place CLO 2022-1 DAC | CQS | Sep 16, 2024 | 2,806 | 13.05 | 26.52 | 1.51 | 0.76 | 0.00 | 8.91 |
Harvest CLO VIII DAC | Investcorp | Aug 30, 2024 | 2,830 | 14.88 | 28.04 | 4.55 | 0.00 | 0.00 | 18.98 |
Harvest CLO XVII DAC | Investcorp | Aug 30, 2024 | 2,865 | 10.24 | 25.58 | 3.89 | 0.06 | 0.00 | 18.24 |
Harvest CLO XVIII DAC | Investcorp | Aug 30, 2024 | 2,869 | 12.90 | 25.76 | 6.99 | 0.01 | 0.79 | 19.57 |
Harvest CLO XXII DAC | Investcorp | Aug 30, 2024 | 2,833 | 9.85 | 26.95 | 2.31 | 0.06 | 0.00 | 16.39 |
Harvest CLO XXIII DAC | Investcorp | Aug 30, 2024 | 2,909 | 7.89 | 27.80 | 2.68 | 0.06 | 0.00 | 15.67 |
Harvest CLO XXIX DAC | Investcorp | Sep 09, 2024 | 2,897 | 8.29 | 27.40 | 2.03 | 0.00 | 0.00 | 17.13 |
Harvest CLO XXV DAC | Investcorp | Sep 09, 2024 | 2,894 | 8.42 | 24.66 | 3.14 | 0.06 | 0.00 | 16.39 |
Harvest CLO XXVI DAC | Investcorp | Oct 02, 2024 | 2,884 | 10.46 | 25.43 | 2.81 | 0.05 | 0.00 | 17.58 |
Harvest CLO XXX DAC | Investcorp | Aug 09, 2024 | 2,878 | 7.45 | 25.18 | 1.37 | 0.00 | 0.00 | 16.31 |
Harvest CLO XXXI DAC | Investcorp | Sep 09, 2024 | 2,866 | 9.09 | 25.48 | 1.22 | 0.00 | 0.00 | 15.62 |
Harvest CLO XXXII DAC | Investcorp | Aug 30, 2024 | 2,849 | 8.36 | 24.86 | 0.30 | 0.00 | 0.00 | 14.13 |
Hayfin Emerald CLO IV DAC | Hayfin | Sep 04, 2024 | 2,866 | 16.39 | 21.39 | 5.68 | 1.99 | 0.00 | 11.66 |
Hayfin Emerald CLO IX DAC | Hayfin | Aug 02, 2024 | 2,763 | 19.31 | 22.76 | 6.03 | 0.79 | 0.00 | 13.24 |
Hayfin Emerald CLO V DAC | Hayfin | Sep 16, 2024 | 2,914 | 12.38 | 28.44 | 5.99 | 0.95 | 0.00 | 18.17 |
Hayfin Emerald CLO VI DAC | Hayfin | Sep 16, 2024 | 2,856 | 17.68 | 21.80 | 6.27 | 1.97 | 0.00 | 11.07 |
Hayfin Emerald CLO VII DAC | Hayfin | Sep 04, 2024 | 2,870 | 17.82 | 22.33 | 5.49 | 2.31 | 0.00 | 11.28 |
Hayfin Emerald CLO VIII DAC | Hayfin | Aug 15, 2024 | 2,906 | 18.03 | 23.20 | 5.73 | 2.41 | 0.00 | 12.43 |
Hayfin Emerald CLO X DAC | Hayfin | Aug 30, 2024 | 2,736 | 17.60 | 22.36 | 4.47 | 0.70 | 0.00 | 12.12 |
Hayfin Emerald CLO XII DAC | Hayfin | Aug 30, 2024 | 2,748 | 13.51 | 23.17 | 3.56 | 0.00 | 0.00 | 14.55 |
Henley CLO I DAC | Napier Park | Sep 16, 2024 | 2,904 | 6.03 | 26.82 | 2.20 | 0.00 | 0.77 | 11.02 |
Henley CLO II DAC | Napier Park | Sep 16, 2024 | 2,946 | 2.06 | 25.40 | 2.07 | 0.00 | 0.89 | 13.90 |
Henley CLO III DAC | Napier Park | Sep 16, 2024 | 2,939 | 3.92 | 26.67 | 2.32 | 0.00 | 1.03 | 13.39 |
Henley CLO IV DAC | Napier Park | Sep 16, 2024 | 2,906 | 5.11 | 25.89 | 1.94 | 0.00 | 1.71 | 11.33 |
Henley CLO V DAC | Napier Park | Sep 16, 2024 | 2,925 | 2.54 | 24.04 | 2.32 | 0.00 | 0.77 | 12.51 |
Henley CLO VI DAC | Napier Park | Sep 16, 2024 | 2,973 | 2.95 | 24.40 | 2.93 | 0.00 | 1.54 | 10.55 |
Henley CLO VII DAC | Napier Park | Aug 15, 2024 | 2,891 | 5.02 | 22.38 | 2.16 | 0.00 | 1.02 | 11.70 |
Henley CLO X DAC | Napier Park | Sep 16, 2024 | 2,950 | 2.23 | 25.41 | 0.67 | 0.00 | 0.45 | 7.14 |
Holland Park CLO DAC | Blackstone | Aug 01, 2024 | 2,864 | 13.75 | 25.92 | 4.66 | 0.48 | 0.00 | 14.18 |
ICG Euro CLO 2021-1 DAC | Intermediate | Sep 09, 2024 | 3,004 | 11.79 | 29.68 | 4.68 | 1.29 | 0.00 | 14.71 |
ICG Euro CLO 2022-1 DAC | Intermediate | Sep 16, 2024 | 3,074 | 12.28 | 30.12 | 4.94 | 1.96 | 0.00 | 16.10 |
ICG Euro CLO 2023-1 DAC | Intermediate | Sep 12, 2024 | 3,067 | 11.86 | 28.20 | 4.69 | 2.21 | 0.00 | 14.06 |
ICG Euro CLO 2023-2 DAC | Intermediate | Sep 12, 2024 | 2,954 | 13.46 | 28.35 | 2.77 | 1.41 | 0.00 | 17.73 |
Indigo Credit Management I DAC | Pemberton | Sep 10, 2024 | 2,477 | 21.60 | 5.42 | 1.25 | 0.00 | 0.00 | 18.47 |
Invesco Euro CLO II DAC | Invesco | Sep 16, 2024 | 3,051 | 11.50 | 32.17 | 6.31 | 1.19 | 0.00 | 20.06 |
Invesco Euro CLO IV DAC | Invesco | Aug 15, 2024 | 2,982 | 15.04 | 29.12 | 6.17 | 1.18 | 0.00 | 18.36 |
Invesco Euro CLO IX DAC | Invesco | Sep 16, 2024 | 2,931 | 15.07 | 28.07 | 4.86 | 0.97 | 0.00 | 15.68 |
Invesco Euro CLO Issuer X DAC | Invesco | Sep 16, 2024 | 2,898 | 14.54 | 26.95 | 3.51 | 0.97 | 0.00 | 18.17 |
Invesco Euro CLO VI DAC | Invesco | Sep 16, 2024 | 2,928 | 13.15 | 27.65 | 5.77 | 0.72 | 0.00 | 20.00 |
Invesco Euro CLO XI DAC | Invesco | Sep 16, 2024 | 2,855 | 15.03 | 25.45 | 2.87 | 0.73 | 0.00 | 16.24 |
Invesco Euro CLO XII DAC | Invesco | Sep 16, 2024 | 2,861 | 10.29 | 29.93 | 0.43 | 0.00 | 0.00 | 17.19 |
Jubilee CLO 2013-X DAC | Alcentra | Aug 05, 2024 | 2,870 | 15.77 | 30.80 | 5.28 | 0.37 | 0.00 | 14.75 |
Jubilee CLO 2014-XI DAC | Alcentra | Aug 05, 2024 | 5,001 | 0.00 | 22.53 | 77.47 | 0.00 | 0.00 | 0.00 |
Jubilee CLO 2017-XIX DAC | Alcentra | Sep 04, 2024 | 2,905 | 15.13 | 31.02 | 5.90 | 0.41 | 0.48 | 18.70 |
Jubilee CLO 2019-XXII DAC | Alcentra | Aug 23, 2024 | 2,820 | 16.53 | 32.24 | 2.81 | 0.00 | 0.47 | 15.27 |
Jubilee CLO 2019-XXIII DAC | Alcentra | Jul 18, 2024 | 2,885 | 13.51 | 33.42 | 3.21 | 0.26 | 0.00 | 15.83 |
Jubilee CLO 2020-XXIV DAC | Alcentra | Sep 10, 2024 | 2,856 | 13.53 | 29.78 | 4.69 | 0.33 | 0.00 | 15.74 |
Jubilee CLO 2022-XXVI DAC | Alcentra | Sep 10, 2024 | 2,846 | 15.83 | 30.05 | 4.49 | 0.37 | 0.00 | 14.91 |
Jubilee CLO 2023-XXVII DAC | Alcentra | Sep 10, 2024 | 2,863 | 14.53 | 31.95 | 3.90 | 0.37 | 0.00 | 14.76 |
Jubilee CLO 2024-XXVIII DAC | Alcentra | Aug 08, 2024 | 2,821 | 13.73 | 31.21 | 1.76 | 0.00 | 0.00 | 12.72 |
MAN GLG Euro CLO VI DAC | GLG | Sep 09, 2024 | 2,891 | 12.44 | 27.71 | 5.51 | 0.44 | 0.34 | 15.73 |
MV Credit Euro CLO III DAC | MV | Sep 16, 2024 | 2,839 | 10.80 | 19.48 | 1.22 | 0.61 | 0.00 | 14.72 |
Madison Park Euro Funding IX DAC | Credit Suisse | Sep 05, 2024 | 2,922 | 11.35 | 20.82 | 5.66 | 1.41 | 0.42 | 15.86 |
Madison Park Euro Funding VIII DAC | Credit Suisse | Aug 20, 2024 | 2,907 | 10.42 | 23.06 | 4.60 | 1.16 | 0.00 | 15.20 |
Madison Park Euro Funding X DAC | Credit Suisse | Sep 12, 2024 | 2,750 | 23.21 | 20.72 | 5.83 | 1.40 | 0.00 | 15.38 |
Madison Park Euro Funding XIX DAC | Credit Suisse | Aug 20, 2024 | 2,922 | 8.58 | 24.85 | 3.18 | 0.81 | 0.00 | 14.58 |
Madison Park Euro Funding XV DAC | Credit Suisse | Aug 20, 2024 | 2,933 | 11.24 | 26.76 | 5.55 | 0.57 | 0.00 | 14.68 |
Madison Park Euro Funding XVI DAC | Credit Suisse | Aug 20, 2024 | 2,899 | 11.27 | 24.11 | 4.46 | 0.88 | 0.74 | 16.07 |
Madison Park Euro Funding XVII DAC | Credit Suisse | Sep 20, 2024 | 2,921 | 9.18 | 25.66 | 4.52 | 0.43 | 0.00 | 17.14 |
Madison Park Euro Funding XX DAC | Credit Suisse | Aug 06, 2024 | 3,001 | 7.40 | 23.20 | 5.37 | 1.42 | 0.48 | 15.64 |
Man Euro CLO 2023-1 DAC | GLG | Sep 09, 2024 | 2,739 | 11.55 | 23.05 | 1.43 | 0.00 | 0.00 | 6.98 |
Man GLG Euro CLO III DAC | GLG | Sep 09, 2024 | 3,055 | 12.93 | 27.00 | 11.67 | 0.85 | 0.00 | 19.88 |
Margay CLO I DAC | M&G | Sep 16, 2024 | 2,648 | 18.19 | 15.03 | 1.04 | 0.89 | 0.00 | 12.53 |
Margay CLO II DAC | M&G | Sep 16, 2024 | 2,613 | 14.31 | 14.40 | 0.53 | 0.00 | 0.00 | 12.03 |
Marino Park CLO DAC | Blackstone | Oct 03, 2024 | 2,875 | 11.19 | 27.89 | 4.43 | 0.00 | 0.00 | 14.56 |
Montmartre Euro CLO 2020-2 DAC | CELF | Sep 04, 2024 | 2,845 | 11.12 | 29.58 | 2.36 | 0.00 | 0.00 | 16.52 |
Monument CLO 1 DAC | Serone | Sep 16, 2024 | 2,705 | 12.89 | 17.56 | 0.00 | 0.00 | 0.00 | 10.76 |
Nassau Euro CLO III DAC | NCC | Sep 09, 2024 | 2,829 | 8.54 | 20.84 | 1.20 | 0.55 | 0.27 | 10.34 |
Nassau Euro CLO IV DAC | NCC | Sep 09, 2024 | 2,773 | 9.02 | 18.24 | 0.25 | 0.00 | 0.00 | 10.05 |
Neuberger Berman Loan Advisers Euro CLO 1 DAC | Neuberger Berman | Sep 16, 2024 | 2,740 | 12.20 | 19.53 | 1.55 | 0.17 | 0.48 | 12.83 |
Neuberger Berman Loan Advisers Euro CLO 2 DAC | Neuberger Berman | Sep 17, 2024 | 2,747 | 12.13 | 20.72 | 1.73 | 0.17 | 0.00 | 11.96 |
Neuberger Berman Loan Advisers Euro CLO 3 DAC | Neuberger Berman | Sep 16, 2024 | 2,740 | 11.99 | 18.57 | 2.06 | 0.17 | 0.00 | 13.27 |
Neuberger Berman Loan Advisers Euro CLO 5 DAC | Neuberger Berman | Sep 16, 2024 | 2,723 | 12.72 | 19.68 | 2.03 | 0.17 | 0.00 | 14.51 |
Neuberger Berman Loan Advisers Euro CLO 6 DAC | Neuberger Berman | Sep 17, 2024 | 2,717 | 11.23 | 17.57 | 1.00 | 0.00 | 0.00 | 13.89 |
Newhaven CLO DAC | Bain | Sep 06, 2024 | 3,049 | 14.22 | 24.79 | 4.39 | 3.36 | 0.40 | 17.01 |
North Westerly VI ESG CLO DAC | NIBC | Aug 30, 2024 | 2,896 | 15.26 | 24.82 | 3.52 | 1.61 | 0.00 | 18.67 |
North Westerly VII ESG CLO DAC | NIBC | Aug 30, 2024 | 2,954 | 12.77 | 26.06 | 3.62 | 2.03 | 0.67 | 19.98 |
Northwoods Capital 19 Euro DAC | Northwoods | Sep 30, 2024 | 2,911 | 8.85 | 25.11 | 4.59 | 0.54 | 0.00 | 15.29 |
Northwoods Capital 21 Euro DAC | Northwoods | Sep 10, 2024 | 3,006 | 9.83 | 24.77 | 4.48 | 1.74 | 0.00 | 14.35 |
Northwoods Capital 23 Euro DAC | Northwoods | Jul 31, 2024 | 3,003 | 10.13 | 25.18 | 4.41 | 1.84 | 0.00 | 15.14 |
Northwoods Capital 24 Euro DAC | Northwoods | Oct 03, 2024 | 3,009 | 11.44 | 25.32 | 4.52 | 1.93 | 0.00 | 14.16 |
Northwoods Capital 26 Euro DAC | Northwoods | Sep 03, 2024 | 2,959 | 10.52 | 24.28 | 3.45 | 1.55 | 0.00 | 15.80 |
OCP EURO CLO 2022-5 DAC | Onex | Sep 06, 2024 | 2,849 | 14.98 | 34.76 | 2.25 | 0.00 | 1.00 | 14.59 |
OCP Euro CLO 2017-1 DAC | Onex | Sep 06, 2024 | 2,779 | 16.08 | 31.27 | 1.84 | 0.00 | 0.43 | 15.47 |
OCP Euro CLO 2019-3 DAC | Onex | Aug 06, 2024 | 2,803 | 14.33 | 30.23 | 1.88 | 0.00 | 0.70 | 15.16 |
OCP Euro CLO 2020-4 DAC | Onex | Sep 06, 2024 | 2,822 | 14.77 | 31.29 | 2.38 | 0.00 | 1.06 | 17.19 |
OCP Euro CLO 2022-6 DAC | Onex | Sep 06, 2024 | 2,889 | 12.95 | 33.32 | 2.49 | 0.00 | 0.49 | 13.28 |
OCP Euro CLO 2023-8 DAC | Onex | Sep 06, 2024 | 2,868 | 10.70 | 33.48 | 0.86 | 0.00 | 0.00 | 15.30 |
OCP Euro CLO 2024-9 DAC | Onex | Sep 06, 2024 | 2,828 | 11.90 | 29.03 | 1.60 | 0.00 | 0.40 | 12.71 |
OCPE CLO 2023-7 DAC | Onex | Aug 06, 2024 | 2,869 | 12.77 | 33.80 | 1.90 | 0.00 | 0.56 | 14.88 |
OZLME III DAC | Sculptor | Aug 14, 2024 | 2,754 | 18.13 | 24.09 | 7.04 | 0.32 | 0.00 | 15.93 |
Oak Hill European Credit Partners VIII DAC | Oak Hill | Sep 06, 2024 | 2,815 | 9.76 | 24.85 | 2.24 | 0.00 | 1.02 | 13.89 |
Palmer Square European CLO 2021-1 DAC | Palmer Square | Aug 30, 2024 | 2,750 | 16.09 | 22.43 | 2.19 | 0.62 | 0.27 | 15.17 |
Palmer Square European CLO 2021-2 DAC | Palmer Square | Sep 05, 2024 | 2,762 | 15.44 | 21.92 | 2.04 | 0.72 | 0.27 | 15.08 |
Palmer Square European CLO 2022-1 DAC | Palmer Square | Aug 30, 2024 | 2,727 | 16.83 | 21.59 | 1.67 | 0.63 | 0.23 | 14.23 |
Palmer Square European CLO 2022-2 DAC | Palmer Square | Aug 30, 2024 | 2,713 | 15.95 | 21.37 | 0.48 | 0.64 | 0.47 | 12.03 |
Palmer Square European CLO 2023-1 DAC | Palmer Square | Aug 30, 2024 | 2,674 | 18.76 | 20.52 | 0.63 | 0.47 | 0.46 | 11.88 |
Palmer Square European CLO 2023-2 DAC | Palmer Square | Aug 30, 2024 | 2,719 | 16.50 | 20.69 | 0.88 | 0.51 | 0.35 | 11.67 |
Penta CLO 12 DAC | Partners | Aug 30, 2024 | 2,844 | 10.64 | 26.27 | 2.21 | 0.00 | 0.00 | 13.56 |
Penta CLO 15 DAC | Partners | Aug 30, 2024 | 2,827 | 11.67 | 25.15 | 1.79 | 0.00 | 0.26 | 11.80 |
Penta CLO 16 DAC | Partners | Aug 30, 2024 | 2,867 | 9.01 | 26.69 | 2.61 | 0.00 | 0.00 | 13.79 |
Penta CLO 5 DAC | Partners | Aug 30, 2024 | 2,859 | 12.06 | 26.62 | 3.95 | 0.00 | 0.00 | 14.57 |
Penta CLO 7 DAC | Partners | Aug 30, 2024 | 2,857 | 12.33 | 23.59 | 4.86 | 0.00 | 0.35 | 12.76 |
Penta CLO 8 DAC | Partners | Aug 30, 2024 | 2,884 | 10.17 | 28.03 | 3.90 | 0.00 | 0.00 | 19.37 |
Penta CLO 9 DAC | Partners | Jul 31, 2024 | 2,834 | 11.51 | 24.30 | 3.49 | 0.00 | 0.84 | 11.95 |
Providus CLO I DAC | Permira | Aug 30, 2024 | 2,765 | 19.04 | 33.11 | 3.41 | 0.00 | 0.80 | 14.57 |
Providus CLO III DAC | Permira | Aug 30, 2024 | 2,889 | 10.33 | 33.14 | 1.92 | 0.00 | 0.72 | 11.65 |
Providus CLO IV DAC | Permira | Jul 31, 2024 | 2,899 | 9.25 | 33.60 | 1.92 | 0.00 | 0.25 | 11.93 |
Providus CLO IX DAC | Permira | Aug 30, 2024 | 2,918 | 8.17 | 33.06 | 1.56 | 0.00 | 0.00 | 11.91 |
Providus CLO V DAC | Permira | Aug 30, 2024 | 2,902 | 9.51 | 33.52 | 2.04 | 0.00 | 0.45 | 11.69 |
Providus CLO VI DAC | Permira | Aug 30, 2024 | 2,919 | 9.38 | 33.43 | 2.56 | 0.00 | 0.22 | 12.04 |
Providus CLO VII DAC | Permira | Aug 30, 2024 | 2,919 | 9.00 | 33.19 | 2.00 | 0.00 | 0.11 | 11.45 |
Providus CLO VIII DAC | Permira | Aug 30, 2024 | 2,943 | 7.97 | 34.83 | 1.99 | 0.00 | 0.11 | 12.54 |
Providus CLO X DAC | Permira | Aug 30, 2024 | 2,887 | 9.33 | 31.44 | 1.55 | 0.00 | 0.00 | 12.52 |
Purple Finance CLO 1 DAC | Ostrum | Sep 16, 2024 | 3,172 | 4.03 | 42.00 | 6.40 | 0.00 | 0.00 | 16.72 |
Purple Finance CLO 2 DAC | Ostrum | Sep 16, 2024 | 2,932 | 3.59 | 25.05 | 1.58 | 0.61 | 0.00 | 15.02 |
RRE 1 Loan Management DAC | Redding Ridge | Aug 31, 2024 | 2,783 | 11.27 | 23.03 | 1.93 | 0.00 | 0.00 | 12.59 |
RRE 10 Loan Management DAC | Redding Ridge | Aug 31, 2024 | 2,787 | 11.63 | 23.36 | 2.25 | 0.00 | 0.00 | 12.42 |
RRE 11 Loan Management DAC | Redding Ridge | Aug 31, 2024 | 2,782 | 10.05 | 22.06 | 1.56 | 0.00 | 0.00 | 12.95 |
RRE 12 Loan Management DAC | Redding Ridge | Aug 31, 2024 | 2,788 | 9.85 | 20.82 | 1.92 | 0.00 | 0.00 | 12.56 |
RRE 15 Loan Management DAC | Redding Ridge | Oct 10, 2024 | 1,565 | 100.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
RRE 16 Loan Management DAC | Redding Ridge | Aug 31, 2024 | 2,805 | 7.88 | 21.59 | 1.49 | 0.00 | 0.00 | 12.88 |
RRE 17 Loan Management DAC | Redding Ridge | Aug 31, 2024 | 2,828 | 5.72 | 22.74 | 0.74 | 0.00 | 0.00 | 13.43 |
RRE 18 Loan Management DAC | Redding Ridge | Aug 31, 2024 | 2,838 | 6.11 | 22.52 | 0.74 | 0.00 | 0.00 | 12.77 |
RRE 19 Loan Management DAC | Redding Ridge | Aug 31, 2024 | 2,851 | 4.80 | 22.87 | 0.24 | 0.00 | 0.00 | 10.82 |
RRE 2 Loan Management DAC | Redding Ridge | Aug 31, 2024 | 2,781 | 11.24 | 22.07 | 2.03 | 0.00 | 0.00 | 12.65 |
RRE 3 Loan Management DAC | Redding Ridge | Aug 31, 2024 | 2,829 | 10.17 | 23.43 | 2.14 | 0.00 | 0.00 | 15.16 |
RRE 5 Loan Management DAC | Redding Ridge | Aug 31, 2024 | 2,779 | 11.07 | 22.79 | 2.12 | 0.00 | 0.00 | 13.45 |
RRE 6 Loan Management DAC | Redding Ridge | Aug 31, 2024 | 2,796 | 10.60 | 22.67 | 2.05 | 0.00 | 0.00 | 13.19 |
RRE 7 Loan Management DAC | Redding Ridge | Aug 31, 2024 | 2,785 | 11.82 | 22.69 | 2.34 | 0.00 | 0.00 | 12.83 |
RRE 8 Loan Management DAC | Redding Ridge | Aug 31, 2024 | 2,822 | 9.28 | 23.32 | 2.34 | 0.00 | 0.00 | 12.95 |
RRE 9 Loan Management DAC | Redding Ridge | Aug 31, 2024 | 2,826 | 10.02 | 23.70 | 2.73 | 0.00 | 0.00 | 13.14 |
Rockfield Park CLO DAC | Blackstone | Sep 12, 2024 | 2,885 | 10.41 | 25.77 | 3.98 | 0.50 | 0.00 | 13.67 |
Rockford Tower Europe CLO 2018-1 DAC | Rockford | Aug 15, 2024 | 2,857 | 18.06 | 28.97 | 7.60 | 0.00 | 0.25 | 15.22 |
Rockford Tower Europe CLO 2021-1 DAC | Rockford | Sep 16, 2024 | 2,754 | 19.41 | 23.65 | 6.59 | 0.00 | 0.45 | 11.98 |
Rockford Tower Europe CLO 2021-2 DAC | Rockford | Sep 16, 2024 | 2,877 | 16.01 | 29.80 | 6.85 | 0.00 | 0.00 | 14.24 |
Rockford Tower Europe CLO 2023-1 DAC | Rockford | Sep 16, 2024 | 2,830 | 15.40 | 28.80 | 4.15 | 0.00 | 0.00 | 11.06 |
Sculptor European CLO I DAC | Sculptor | Aug 12, 2024 | 2,737 | 16.66 | 22.76 | 4.09 | 0.00 | 0.00 | 13.17 |
Sculptor European CLO II DAC | Sculptor | Aug 12, 2024 | 2,727 | 16.74 | 22.43 | 3.71 | 0.00 | 0.00 | 13.61 |
Sculptor European CLO VI DAC | Sculptor | Sep 05, 2024 | 2,678 | 18.39 | 22.41 | 2.51 | 0.00 | 0.00 | 13.64 |
Sculptor European CLO VII DAC | Sculptor | Sep 16, 2024 | 2,780 | 16.39 | 25.82 | 3.29 | 0.00 | 0.00 | 16.97 |
Sculptor European CLO VIII DAC | Sculptor | Sep 05, 2024 | 2,760 | 13.97 | 24.27 | 2.54 | 0.00 | 0.00 | 14.10 |
Seapoint Park CLO DAC | Blackstone | Jul 22, 2024 | 2,868 | 11.50 | 25.72 | 3.91 | 0.26 | 0.00 | 12.19 |
Segovia European CLO 1-2014 DAC | Segovia | Sep 04, 2024 | 2,928 | 11.40 | 24.88 | 4.22 | 1.11 | 0.62 | 12.21 |
Segovia European CLO 3-2017 DAC | Segovia | Sep 13, 2024 | 2,947 | 10.22 | 25.76 | 2.06 | 1.27 | 0.73 | 12.19 |
Segovia European CLO 4-2017 DAC | Segovia | Sep 06, 2024 | 2,974 | 18.37 | 26.67 | 6.53 | 2.55 | 0.00 | 15.15 |
Signal Harmonic CLO II DAC | Signal | Sep 12, 2024 | 2,804 | 16.03 | 27.81 | 3.01 | 0.00 | 0.00 | 10.23 |
Sona Fios CLO I DAC | Sona | Aug 30, 2024 | 2,771 | 10.01 | 18.66 | 2.78 | 0.00 | 0.00 | 6.36 |
Sona Fios CLO II DAC | Sona | Aug 30, 2024 | 2,695 | 11.97 | 16.93 | 1.29 | 0.00 | 0.00 | 5.26 |
Sound Point Euro CLO 10 Funding DAC | Sound Point | Aug 01, 2024 | 2,889 | 9.45 | 29.08 | 0.47 | 0.00 | 0.00 | 15.06 |
Sound Point Euro CLO III Funding DAC | Sound Point | Sep 10, 2024 | 2,887 | 12.05 | 31.43 | 1.65 | 0.00 | 0.47 | 16.26 |
Sound Point Euro CLO IV Funding DAC | Sound Point | Sep 03, 2024 | 2,886 | 11.55 | 32.49 | 1.42 | 0.00 | 0.57 | 17.73 |
St. Paul's CLO II DAC | Intermediate | Sep 10, 2024 | 3,029 | 13.81 | 27.03 | 7.66 | 1.51 | 0.00 | 16.75 |
St. Paul's CLO IX DAC | Intermediate | Sep 09, 2024 | 3,015 | 13.55 | 27.34 | 6.11 | 1.54 | 0.00 | 17.20 |
St. Paul's CLO VI DAC | Intermediate | Sep 09, 2024 | 3,051 | 13.97 | 29.14 | 5.91 | 1.90 | 0.00 | 17.02 |
St. Paul's CLO VII DAC | Intermediate | Sep 09, 2024 | 3,022 | 14.02 | 27.55 | 5.74 | 1.79 | 0.00 | 15.51 |
St. Paul's CLO X DAC | Intermediate | Sep 09, 2024 | 3,068 | 12.98 | 28.39 | 5.66 | 2.08 | 0.00 | 16.77 |
St. Paul's CLO XII DAC | Intermediate | Sep 09, 2024 | 3,071 | 12.88 | 28.38 | 7.65 | 1.55 | 0.00 | 16.79 |
Texas Debt Capital Euro CLO 2024-I DAC | CIFC | Aug 30, 2024 | 2,804 | 12.01 | 28.42 | 0.60 | 0.00 | 0.00 | 11.81 |
Tikehau CLO III DAC | Tikehau | Aug 20, 2024 | 2,775 | 17.81 | 20.97 | 5.49 | 1.13 | 0.00 | 11.14 |
Tikehau CLO IX DAC | Tikehau | Aug 30, 2024 | 2,836 | 11.60 | 21.44 | 3.29 | 0.63 | 0.00 | 13.22 |
Tikehau CLO V DAC | Tikehau | Aug 30, 2024 | 2,852 | 13.79 | 24.70 | 4.37 | 0.78 | 0.00 | 15.71 |
Tikehau CLO VIII DAC | Tikehau | Aug 30, 2024 | 2,854 | 11.67 | 22.77 | 3.52 | 0.78 | 0.00 | 13.68 |
Tikehau CLO X DAC | Tikehau | Aug 30, 2024 | 2,766 | 9.66 | 20.49 | 0.94 | 0.47 | 0.00 | 11.62 |
Tikehau CLO XI DAC | Tikehau | Aug 30, 2024 | 2,823 | 9.64 | 24.33 | 0.58 | 0.58 | 0.00 | 11.52 |
Toro European CLO 2 DAC | Chenavari | Sep 16, 2024 | 2,777 | 14.67 | 21.57 | 4.99 | 0.00 | 0.00 | 15.21 |
Toro European CLO 3 DAC | Chenavari | Sep 16, 2024 | 2,733 | 14.89 | 21.45 | 3.84 | 0.00 | 0.00 | 15.07 |
Toro European CLO 5 DAC | Chenavari | Sep 16, 2024 | 2,668 | 18.67 | 16.74 | 4.41 | 0.00 | 0.00 | 20.10 |
Toro European CLO 6 DAC | Chenavari | Sep 16, 2024 | 2,813 | 14.11 | 22.41 | 4.45 | 0.57 | 0.00 | 17.29 |
Toro European CLO 7 DAC | Chenavari | Sep 16, 2024 | 2,753 | 14.38 | 21.29 | 4.77 | 0.00 | 0.00 | 20.24 |
Toro European CLO 8 DAC | Chenavari | Sep 16, 2024 | 2,859 | 13.01 | 27.87 | 4.27 | 0.00 | 0.00 | 15.95 |
Toro European CLO 9 DAC | Chenavari | Sep 16, 2024 | 2,766 | 13.66 | 24.96 | 3.23 | 0.00 | 0.00 | 12.15 |
Trinitas EURO CLO V DAC | WhiteStar | Sep 16, 2024 | 2,631 | 16.47 | 17.75 | 0.58 | 0.00 | 0.40 | 14.09 |
Trinitas Euro CLO I DAC | WhiteStar | Sep 16, 2024 | 2,771 | 13.02 | 21.32 | 2.86 | 0.00 | 0.82 | 18.24 |
Trinitas Euro CLO III DAC | Trinitas | Sep 16, 2024 | 2,718 | 15.65 | 21.28 | 0.89 | 0.20 | 0.52 | 14.90 |
Trinitas Euro CLO VI DAC | WhiteStar | Sep 16, 2024 | 2,634 | 17.06 | 18.13 | 1.21 | 0.00 | 0.00 | 15.30 |
Trinitas Euro CLO VII DAC | Trinitas | Sep 16, 2024 | 2,613 | 17.86 | 16.64 | 0.66 | 0.00 | 0.00 | 11.72 |
Tymon Park CLO DAC | Blackstone | Sep 16, 2024 | 2,932 | 9.26 | 26.59 | 5.58 | 0.22 | 0.00 | 14.54 |
Vendome Funding CLO 2020-1 DAC | CELF | Sep 10, 2024 | 2,887 | 8.14 | 29.85 | 2.02 | 0.00 | 0.00 | 15.64 |
Vesey Park CLO DAC | Blackstone | Aug 06, 2024 | 2,864 | 11.55 | 26.34 | 4.27 | 0.26 | 0.25 | 13.26 |
Voya Euro CLO III DAC | Voya | Sep 10, 2024 | 2,944 | 12.13 | 28.97 | 4.46 | 0.52 | 0.00 | 16.10 |
Voya Euro CLO IV DAC | Voya | Sep 05, 2024 | 2,931 | 12.01 | 28.37 | 4.44 | 0.40 | 0.00 | 16.43 |
Voya Euro CLO V DAC | Voya | Sep 04, 2024 | 2,936 | 12.06 | 28.26 | 4.27 | 0.42 | 0.00 | 16.48 |
Voya Euro CLO VI DAC | Voya | Sep 18, 2024 | 2,915 | 10.07 | 27.84 | 2.38 | 0.56 | 0.00 | 13.87 |
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 | |
Abhijit A Pawar, London + 44 20 7176 3774; abhijit.pawar@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 |
No content (including ratings, credit-related analyses and data, valuations, model, software, or other application or output therefrom) or any part thereof (Content) may be modified, reverse engineered, reproduced, or distributed in any form by any means, or stored in a database or retrieval system, without the prior written permission of Standard & Poor’s Financial Services LLC or its affiliates (collectively, S&P). The Content shall not be used for any unlawful or unauthorized purposes. S&P and any third-party providers, as well as their directors, officers, shareholders, employees, or agents (collectively S&P Parties) do not guarantee the accuracy, completeness, timeliness, or availability of the Content. S&P Parties are not responsible for any errors or omissions (negligent or otherwise), regardless of the cause, for the results obtained from the use of the Content, or for the security or maintenance of any data input by the user. The Content is provided on an “as is” basis. S&P PARTIES DISCLAIM ANY AND ALL EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE, FREEDOM FROM BUGS, SOFTWARE ERRORS OR DEFECTS, THAT THE CONTENT’S FUNCTIONING WILL BE UNINTERRUPTED, OR THAT THE CONTENT WILL OPERATE WITH ANY SOFTWARE OR HARDWARE CONFIGURATION. In no event shall S&P Parties be liable to any party for any direct, indirect, incidental, exemplary, compensatory, punitive, special or consequential damages, costs, expenses, legal fees, or losses (including, without limitation, lost income or lost profits and opportunity costs or losses caused by negligence) in connection with any use of the Content even if advised of the possibility of such damages.
Credit-related and other analyses, including ratings, and statements in the Content are statements of opinion as of the date they are expressed and not statements of fact. S&P’s opinions, analyses, and rating acknowledgment decisions (described below) are not recommendations to purchase, hold, or sell any securities or to make any investment decisions, and do not address the suitability of any security. S&P assumes no obligation to update the Content following publication in any form or format. The Content should not be relied on and is not a substitute for the skill, judgment, and experience of the user, its management, employees, advisors, and/or clients when making investment and other business decisions. S&P does not act as a fiduciary or an investment advisor except where registered as such. While S&P has obtained information from sources it believes to be reliable, S&P does not perform an audit and undertakes no duty of due diligence or independent verification of any information it receives. Rating-related publications may be published for a variety of reasons that are not necessarily dependent on action by rating committees, including, but not limited to, the publication of a periodic update on a credit rating and related analyses.
To the extent that regulatory authorities allow a rating agency to acknowledge in one jurisdiction a rating issued in another jurisdiction for certain regulatory purposes, S&P reserves the right to assign, withdraw, or suspend such acknowledgement at any time and in its sole discretion. S&P Parties disclaim any duty whatsoever arising out of the assignment, withdrawal, or suspension of an acknowledgment as well as any liability for any damage alleged to have been suffered on account thereof.
S&P keeps certain activities of its business units separate from each other in order to preserve the independence and objectivity of their respective activities. As a result, certain business units of S&P may have information that is not available to other S&P business units. S&P has established policies and procedures to maintain the confidentiality of certain nonpublic information received in connection with each analytical process.
S&P may receive compensation for its ratings and certain analyses, normally from issuers or underwriters of securities or from obligors. S&P reserves the right to disseminate its opinions and analyses. S&P's public ratings and analyses are made available on its Web sites, www.spglobal.com/ratings (free of charge), and www.ratingsdirect.com (subscription), and may be distributed through other means, including via S&P publications and third-party redistributors. Additional information about our ratings fees is available at www.spglobal.com/usratingsfees.