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* | |||||||||
| 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 | |||||||||
| Mar 21, 2025 | Asmodee Group Ab | EUR340 mil fltg rate callable nts due 12/15/2029 | 101 | 89,828,177 | BB-/Stable | B/Watch Pos | Yes | |||||||||
| Mar 21, 2025 | Asmodee Group Ab | EUR600 mil 5.75% callable nts due 12/15/2029 | 26 | 13,910,000 | BB-/Stable | B/Watch Pos | Yes | |||||||||
| Mar 21, 2025 | Zayo Group Holdings, Inc. | EUR750 mil fltg rate term B bank ln due 03/09/2027 | 165 | 343,217,383 | B-/Stable | B-/Negative | No | |||||||||
| Mar 20, 2025 | Cedacri S.P.A | EUR755 mil fltg rate nts due 05/15/2028 | 163 | 305,869,000 | B/Stable | B/Negative | No | |||||||||
| Mar 20, 2025 | Cedacri S.P.A | EUR275 mil fltg rate callable nts due 05/15/2028 | 94 | 154,538,000 | B/Stable | B/Negative | No | |||||||||
| Mar 18, 2025 | Breitling Financing S.A R.L. | EUR890 mil fltg rate Term Loan B bank ln due 10/22/2028 | 226 | 559,372,839 | B/Negative | B/Stable | No | |||||||||
| Mar 18, 2025 | Breitling Financing S.A R.L. | EUR205 mil bank ln due 08/31/2029 | 15 | 30,500,000 | B/Negative | B/Stable | No | |||||||||
| Mar 18, 2025 | Colisee Group Sas | EUR875 mil fltg rate B2 Term bank ln due 09/09/2027 | 243 | 591,459,033 | CCC-/Negative | B-/Negative | Yes | |||||||||
| Mar 18, 2025 | Oriflame Investment Holding PLC | EUR250 mil fltg rate nts due 05/04/2026 | 2 | 4,000,000 | CC/Negative | CCC/Negative | Yes | |||||||||
| Mar 17, 2025 | Polaris Newco, LLC | EUR1.2 bil fltg rate first lien term bank ln due 06/02/2028 | 198 | 601,639,219 | CCC+/Stable | B-/Negative | Yes | |||||||||
| Mar 17, 2025 | Clydesdale Acquisition Holdings, Inc. | US$3 bil fltg rate 1st lien term bank ln due 04/13/2029 | 1 | 282,009 | B+/Stable | B/Watch Pos | No | |||||||||
| Mar 13, 2025 | International Consolidated Airlines Group, S.A. | EUR500 mil 1.50% bnds ser B due 07/04/2027 | 3 | 6,300,000 | BBB/Stable | BBB-/Positive | Yes | |||||||||
| Mar 13, 2025 | International Consolidated Airlines Group, S.A. | EUR700 mil 3.75% callable bnds ser B due 03/25/2029 | 3 | 2,600,000 | BBB/Stable | BBB-/Positive | Yes | |||||||||
| Mar 13, 2025 | International Consolidated Airlines Group, S.A. | EUR500 mil 2.75% callable bnds ser A due 03/25/2025 | 3 | 3,700,000 | BBB/Stable | BBB-/Positive | Yes | |||||||||
| Mar 12, 2025 | Lernen Bidco Ltd. | EUR1.26 bil fltg rate TL B2, B3, B4 bank ln due 04/25/2029 | 242 | 644,388,100 | B-/Positive | B-/Stable | No | |||||||||
| Mar 11, 2025 | Fnac Darty SA | EUR550 mil 6.00% Callable nts due 04/01/2029 | 4 | 2,225,000 | BB+/Stable | BB+/Negative | No | |||||||||
| Mar 11, 2025 | Renault S.A. | EUR750 mil 2.00% callable med-term nts ser 53 due 09/28/2026 | 1 | 1,000,000 | BB+/Positive | BB+/Stable | No | |||||||||
| Mar 10, 2025 | Igt Holding Iv Ab | EUR520 mil fltg rate Fac B1(A) Term bank ln due 03/29/2028 | 120 | 289,235,694 | B/Stable | B/Negative | No | |||||||||
| Mar 10, 2025 | Igt Holding Iv Ab | EUR500 mil fltg rate TL B4 bank ln due 08/13/2031 | 134 | 256,177,364 | B/Stable | B/Negative | No | |||||||||
| Mar 10, 2025 | Platform Bidco | EUR708.258 mil fltg rate term B bank ln due 09/30/2028 | 180 | 406,436,282 | B-/Stable | B-/Negative | No | |||||||||
| Mar 10, 2025 | Platform Bidco | EUR300 mil fltg rate TL B3 bank ln due 09/30/2028 | 78 | 125,041,875 | B-/Stable | B-/Negative | No | |||||||||
| Mar 10, 2025 | Cgg | EUR585 mil 7.75% callable nts due 04/01/2027 | 12 | 34,573,000 | B-/Positive | B-/Stable | No | |||||||||
| Mar 10, 2025 | Fender Musical Instruments Corp. | US$400 mil fltg rate term B bank ln due 12/01/2028 | 1 | 914,394 | B-/Negative | B/Stable | Yes | |||||||||
| Mar 07, 2025 | Elo | EUR650 mil 4.875% Callable med-term nts ser 29 due 12/08/2028 | 3 | 3,500,000 | BB-/Stable | BB/Negative | Yes | |||||||||
| Mar 06, 2025 | Forvia Se | EUR700 mil 3.75% nts due 06/15/2028 | 1 | 500,000 | BB-/Stable | BB/Negative | Yes | |||||||||
| Mar 06, 2025 | Forvia Se | EUR400 mil 2.375% nts due 06/15/2029 | 25 | 32,150,000 | BB-/Stable | BB/Negative | Yes | |||||||||
| Mar 06, 2025 | Forvia Se | EUR1.2 bil 2.75% Sustainability-Linked nts due 02/15/2027 | 3 | 1,300,000 | BB-/Stable | BB/Negative | Yes | |||||||||
| Mar 05, 2025 | Foundever Group SA | EUR1 bil TLB bank ln due 08/28/2028 | 127 | 318,846,318 | B/Negative | B+/Negative | Yes | |||||||||
| Mar 04, 2025 | Tarkett Participation | EUR939.17 mil fltg rate Term loan B bank ln due 04/23/2028 | 146 | 327,281,808 | B+/Positive | B+/Stable | No | |||||||||
| Mar 04, 2025 | Stamina Bidco B.V. | EUR360 mil fltg rate Term B bank ln due 11/08/2028 | 75 | 108,895,404 | B/Stable | B+/Stable | Yes | |||||||||
| Mar 03, 2025 | Arvos Bidco S.A.R.L. | EUR175 mil term loan B bank ln due 08/29/2027 | 16 | 19,949,161 | B-/Negative | B-/Stable | No | |||||||||
| Feb 28, 2025 | Altice France S.A. | EUR1.15 bil TL B11 bank ln due 07/31/2025 | 12 | 25,067,825 | CC/Negative | CCC/Developing | Yes | |||||||||
| Feb 28, 2025 | Altice France S.A. | EUR1 bil EUR TL B12 bank ln due 01/31/2026 | 9 | 24,591,266 | CC/Negative | CCC/Developing | Yes | |||||||||
| Feb 28, 2025 | Altice France S.A. | EUR1 bil 5.875% callable nts due 02/01/2027 | 15 | 17,470,000 | CC/Negative | CCC/Developing | Yes | |||||||||
| Feb 28, 2025 | Altice France S.A. | EUR1 bil 3.375% callable bnds due 01/15/2028 | 38 | 74,346,000 | CC/Negative | CCC/Developing | Yes | |||||||||
| Feb 28, 2025 | Altice France S.A. | EUR550 mil 2.50% callable nts due 01/15/2025 | 1 | 662,000 | CC/Negative | CCC/Developing | Yes | |||||||||
| Feb 28, 2025 | Altice France S.A. | EUR500 mil 2.125% nts due 02/15/2025 | 7 | 3,051,000 | CC/Negative | CCC/Developing | Yes | |||||||||
| Feb 28, 2025 | Altice France S.A. | EUR500 mil 4.125% callable nts due 01/15/2029 | 34 | 55,443,000 | CC/Negative | CCC/Developing | Yes | |||||||||
| Feb 28, 2025 | Altice France S.A. | EUR400 mil 4.00% callable nts due 07/15/2029 | 44 | 57,303,000 | CC/Negative | CCC/Developing | Yes | |||||||||
| Feb 28, 2025 | Altice France S.A. | EUR800 mil 4.25% callable nts due 10/15/2029 | 111 | 189,432,000 | CC/Negative | CCC/Developing | Yes | |||||||||
| Feb 28, 2025 | Altice France S.A. | EUR0 mil term loan bank ln | 201 | 561,786,939 | CC/Negative | CCC/Developing | Yes | |||||||||
| Feb 28, 2025 | Altice France S.A. | EUR350 mil 11.50% nts due 02/01/2027 | 2 | 2,623,000 | CC/Negative | CCC/Developing | Yes | |||||||||
| Feb 28, 2025 | Altice France Holding S.A. | EUR1.4 bil 8.00% nts due 05/15/2027 | 2 | 3,015,000 | CC/Negative | CCC-/Negative | Yes | |||||||||
| Feb 28, 2025 | Altice France Holding S.A. | EUR500 mil 4.00% nts due 02/15/2028 | 2 | 3,400,000 | CC/Negative | CCC-/Negative | Yes | |||||||||
| Feb 27, 2025 | Finco Utilitas B.V. | EUR750 mil fltg rate TL B bank ln due 09/26/2030 | 208 | 401,189,339 | B/Positive | B/Stable | No | |||||||||
| Feb 27, 2025 | Thames Water Utilities Finance Ltd. | EUR1 bil 4.375% bnds ser 35 due 01/18/2031 | 1 | 1,970,000 | CCC/Negative | D | Yes | |||||||||
| *See paragraph 6 of our guidance "Global Methodology And Assumptions For CLOs And Corporate CDOs," published on June 21, 2019. N/A--Not available. Table does not include withdrawn ratings. | ||||||||||||||||
Table 2
| Recovery actions on global nonfinancial corporations over the past 30 days | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Date | Obligor | Asset | No. of affected CLOs | Total notional in CLOs (€) | Recovery* | Previous recovery | ||||||||
| 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%) | ||||||||
| Mar 21, 2025 | International Game Technology PLC | EUR400 mil fltg rate Callable nts due 06/01/2031 | 110 | 139,716,000.00 | 3(60%) | 3(55%) | ||||||||
| Mar 21, 2025 | International Game Technology PLC | EUR500 mil fltg rate callable nts due 12/15/2030 | 92 | 122,059,000.00 | 3(60%) | 3(55%) | ||||||||
| Mar 21, 2025 | Itelyum Regeneration S.P.A. | EUR510 mil 4.625% Callable nts due 10/01/2026 | 44 | 73,981,000.00 | 3(50%) | 4(40%) | ||||||||
| Mar 20, 2025 | Asmodee Group Ab | EUR340 mil fltg rate callable nts due 12/15/2029 | 102 | 90,136,176.59 | 3(65%) | 3(50%) | ||||||||
| Mar 20, 2025 | Asmodee Group Ab | EUR600 mil 5.75% callable nts due 12/15/2029 | 26 | 13,910,000.00 | 3(65%) | 3(50%) | ||||||||
| Mar 20, 2025 | Cedacri S.P.A | EUR275 mil fltg rate callable nts due 05/15/2028 | 94 | 154,538,000.00 | 3(60%) | 3(55%) | ||||||||
| Mar 20, 2025 | Cedacri S.P.A | EUR755 mil fltg rate nts due 05/15/2028 | 163 | 305,869,000.00 | 3(60%) | 3(55%) | ||||||||
| Mar 17, 2025 | Polaris Newco, LLC | EUR1.2 bil fltg rate first lien term bank ln due 06/02/2028 | 198 | 601,639,218.70 | 3(60%) | 3(65%) | ||||||||
| Mar 17, 2025 | Clydesdale Acquisition Holdings, Inc. | US$3 bil fltg rate 1st lien term bank ln due 04/13/2029 | 1 | 282,009.42 | 3(65%) | 3(55%) | ||||||||
| Mar 12, 2025 | Primo Water Holdings Inc. | EUR450 mil 3.875% nts due 10/31/2028 | 7 | 9,470,000.00 | NR | 4(45%) | ||||||||
| Mar 10, 2025 | Cgg | EUR585 mil 7.75% callable nts due 04/01/2027 | 12 | 34,573,000.00 | NR | 3(65%) | ||||||||
| Mar 10, 2025 | Snf Group | EUR350 mil 2.00% callable nts due 02/01/2026 | 2 | 7,000,000.00 | 3(60%) | 3(55%) | ||||||||
| Mar 10, 2025 | Fender Musical Instruments Corp. | US$400 mil fltg rate term B bank ln due 12/01/2028 | 1 | 914,394.31 | 3(60%) | 3(55%) | ||||||||
| Mar 07, 2025 | Athena Bidco Sas | EUR1.2 bil fltg rate Term B bank ln due 03/12/2031 | 219 | 596,087,621.29 | 3(50%) | 3(55%) | ||||||||
| Mar 06, 2025 | Boxer Parent Company Inc. | EUR1.475 bil 1st lien term bank ln due 07/31/2031 | 257 | 837,863,973.19 | NR | 3(55%) | ||||||||
| Mar 04, 2025 | Fiber Bidco SpA | EUR430 mil 6.125% callable nts due 06/15/2031 | 38 | 48,230,000.00 | 4(35%) | 4(40%) | ||||||||
| Mar 04, 2025 | Fiber Bidco SpA | EUR655 mil fltg rate nts due 01/15/2030 | 175 | 212,534,000.00 | 4(35%) | 4(40%) | ||||||||
| Mar 03, 2025 | Zayo Group Holdings, Inc. | EUR750 mil fltg rate term B bank ln due 03/09/2027 | 163 | 331,420,683.52 | 4(35%) | 4(45%) | ||||||||
| Feb 28, 2025 | Teva Pharmaceutical Finance Netherlands Ii B.V. | EUR900 mil 4.50% EURO nts due 03/01/2025 | 2 | 2,292,000.00 | NR | 3(50%) | ||||||||
| Feb 28, 2025 | Q-Park Holding I B.V. | EUR425 mil 1.50% nts due 03/01/2025 | 1 | 1,700,000.00 | NR | 3(50%) | ||||||||
| Feb 27, 2025 | Finco Utilitas B.V. | EUR750 mil fltg rate TL B bank ln due 09/26/2030 | 208 | 401,189,338.64 | 3(65%) | 3(60%) | ||||||||
| Feb 27, 2025 | Normec 1 B.V. | EUR100 mil fltg rate Delayed Draw bank ln due 04/11/2031 | 2 | 249,857.15 | NR | 3(60%) | ||||||||
| Note: *See paragraph 14 of our guidance "Global Methodology And Assumptions For CLOs And Corporate CDOs," published on June 21, 2019. NR--Not rated. | ||||||||||||||
Table 3
| Interest coverage or par value test with less than 100 basis points difference between the result and test | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CLO | Latest report date | Test type | Test name | Result | Test | Difference | Pass/fail | |||||||||
| Bain Capital Euro CLO 2017-1 DAC | Feb 06, 2025 | OC | Class F Par Value Test | 99.82% | 103.53% | -3.71% | Fail | |||||||||
| Man GLG Euro CLO III DAC | Jan 03, 2025 | OC | Class F Par Value Test | 103.04% | 103.50% | -0.46% | 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 | |||||||||
| Carlyle Euro CLO 2017-3 DAC | Jan 03, 2025 | OC | Class E Par Value Test | 104.72% | 104.10% | 0.62% | Pass | |||||||||
| Bp--Basis point. IC--Interest coverage. OC--Overcollateralization. | ||||||||||||||||
Chart 1
Chart 2
Table 4
| European CLOs Snapshot as of March 28, 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 | 2,840 | 14.43 | 26.15 | 2.84 | 0.58 | 0.90 | 15.10 | |||||||||||||
| Ab Carval Euro CLO II-C DAC | CarVal | Jan 10, 2025 | 2,816 | 12.99 | 25.64 | 1.98 | 0.00 | 0.28 | 11.30 | |||||||||||||
| Accunia European CLO IV DAC | Accunia | Jan 31, 2025 | 3,106 | 10.29 | 32.33 | 5.56 | 2.00 | 0.76 | 19.34 | |||||||||||||
| Adagio IV CLO DAC | AXA | Jan 03, 2025 | 2,861 | 16.26 | 21.47 | 7.70 | 0.57 | 0.00 | 17.22 | |||||||||||||
| Adagio VI CLO DAC | AXA | Jan 17, 2025 | 3,239 | 12.94 | 27.94 | 13.87 | 1.92 | 0.00 | 21.84 | |||||||||||||
| Adagio X EUR CLO DAC | AXA | Jan 08, 2025 | 2,833 | 16.24 | 23.82 | 5.70 | 0.61 | 0.00 | 17.27 | |||||||||||||
| Adagio XII EUR CLO DAC | AXA | Jan 21, 2025 | 2,751 | 14.87 | 23.62 | 2.24 | 0.00 | 0.28 | 11.08 | |||||||||||||
| AlbaCore Euro CLO I DAC | AlbaCore | Feb 07, 2025 | 2,980 | 14.45 | 27.81 | 3.34 | 2.39 | 0.96 | 10.26 | |||||||||||||
| AlbaCore Euro CLO II DAC | AlbaCore | Feb 18, 2025 | 2,968 | 14.11 | 25.84 | 3.38 | 2.36 | 0.96 | 11.13 | |||||||||||||
| AlbaCore Euro CLO III DAC | AlbaCore | Feb 18, 2025 | 2,950 | 14.65 | 26.53 | 3.43 | 2.04 | 0.98 | 10.71 | |||||||||||||
| AlbaCore Euro CLO IV DAC | AlbaCore | Feb 18, 2025 | 2,934 | 13.57 | 26.38 | 3.32 | 1.72 | 1.11 | 10.92 | |||||||||||||
| AlbaCore Euro CLO V DAC | AlbaCore | Jan 03, 2025 | 2,891 | 14.35 | 28.87 | 3.30 | 0.69 | 0.70 | 11.11 | |||||||||||||
| AlbaCore Euro CLO VI DAC | AlbaCore | Jan 03, 2025 | 2,953 | 12.03 | 28.55 | 2.59 | 1.24 | 0.50 | 10.88 | |||||||||||||
| Anchorage Capital Europe CLO 10 DAC | Anchorage | Jan 09, 2025 | 2,797 | 11.46 | 23.25 | 0.88 | 0.71 | 1.36 | 12.11 | |||||||||||||
| Anchorage Capital Europe CLO 2 DAC | Anchorage | Feb 05, 2025 | 2,891 | 10.40 | 24.18 | 1.93 | 1.40 | 0.98 | 10.89 | |||||||||||||
| Anchorage Capital Europe CLO 2021-4 DAC | Anchorage | Feb 12, 2025 | 2,885 | 10.49 | 23.96 | 1.88 | 1.42 | 0.62 | 10.43 | |||||||||||||
| Anchorage Capital Europe CLO 3 DAC | Anchorage | Feb 05, 2025 | 2,905 | 10.53 | 25.13 | 2.38 | 1.37 | 1.39 | 11.59 | |||||||||||||
| Anchorage Capital Europe CLO 6 DAC | Anchorage | Feb 11, 2025 | 2,904 | 10.68 | 24.58 | 1.74 | 1.65 | 0.53 | 10.97 | |||||||||||||
| Anchorage Capital Europe CLO 8 DAC | Anchorage | Feb 05, 2025 | 2,913 | 10.68 | 24.72 | 1.75 | 1.73 | 0.87 | 11.02 | |||||||||||||
| Aqueduct European CLO 5-2020 DAC | HPS | Feb 07, 2025 | 2,955 | 12.62 | 26.85 | 4.63 | 0.92 | 0.87 | 12.20 | |||||||||||||
| Aqueduct European CLO 6-2021 DAC | HPS | Jan 03, 2025 | 2,968 | 10.33 | 25.41 | 5.59 | 0.36 | 0.72 | 11.57 | |||||||||||||
| Aqueduct European CLO 7-2022 DAC | HPS | Jan 03, 2025 | 2,990 | 10.65 | 28.28 | 6.26 | 0.00 | 1.09 | 11.29 | |||||||||||||
| Aqueduct European CLO 8 DAC | HPS | Jan 03, 2025 | 2,909 | 12.61 | 28.10 | 3.53 | 0.00 | 0.72 | 9.09 | |||||||||||||
| Arbour CLO II DAC | Oaktree | Jan 31, 2025 | 2,890 | 18.04 | 24.38 | 6.43 | 1.32 | 0.00 | 13.19 | |||||||||||||
| Arbour CLO III DAC | Oaktree | Jan 31, 2025 | 2,927 | 14.88 | 24.41 | 6.39 | 1.47 | 0.00 | 13.32 | |||||||||||||
| Arbour CLO IV DAC | Oaktree | Jan 31, 2025 | 2,943 | 16.53 | 27.37 | 6.19 | 1.47 | 0.00 | 13.20 | |||||||||||||
| Arbour CLO IX DAC | Oaktree | Jan 31, 2025 | 2,925 | 15.41 | 25.65 | 5.57 | 1.48 | 0.00 | 13.19 | |||||||||||||
| Arbour CLO VI DAC | Oaktree | Jan 31, 2025 | 2,832 | 18.12 | 24.34 | 3.32 | 1.68 | 0.00 | 13.12 | |||||||||||||
| Arbour CLO VII DAC | Oaktree | Feb 28, 2025 | 2,937 | 11.69 | 27.13 | 3.03 | 1.50 | 0.00 | 12.91 | |||||||||||||
| Arbour CLO XI DAC | Oaktree | Jan 31, 2025 | 2,955 | 11.11 | 27.09 | 4.40 | 0.97 | 0.00 | 11.49 | |||||||||||||
| Arbour CLO XII DAC | Oaktree | Jan 31, 2025 | 2,896 | 12.27 | 26.45 | 3.24 | 0.91 | 0.00 | 12.29 | |||||||||||||
| Arbour CLO XIII DAC | Oaktree | Dec 31, 2024 | 2,794 | 12.17 | 23.32 | 1.96 | 0.00 | 0.00 | 9.31 | |||||||||||||
| Ares European CLO VIII DAC | Ares | Feb 06, 2025 | 3,034 | 9.07 | 29.18 | 5.73 | 1.14 | 0.45 | 17.50 | |||||||||||||
| Ares European CLO XIII DAC | Ares | Feb 06, 2025 | 3,070 | 8.71 | 32.35 | 5.96 | 0.76 | 0.61 | 13.67 | |||||||||||||
| Ares European CLO XIX DAC | Ares | Jan 03, 2025 | 2,889 | 7.83 | 30.48 | 0.00 | 0.00 | 0.46 | 10.31 | |||||||||||||
| Ares European CLO XVI DAC | Ares | Jan 03, 2025 | 3,105 | 7.44 | 30.23 | 5.94 | 1.19 | 0.63 | 12.49 | |||||||||||||
| Ares European CLO XVII DAC | Ares | Feb 12, 2025 | 3,028 | 6.70 | 31.75 | 2.35 | 0.99 | 0.38 | 13.18 | |||||||||||||
| Ares European CLO XVIII DAC | Ares | Jan 03, 2025 | 2,898 | 6.87 | 28.01 | 1.69 | 0.00 | 0.40 | 12.57 | |||||||||||||
| Ares European CLO XX DAC | Ares | Feb 12, 2025 | 2,868 | 8.15 | 27.87 | 0.47 | 0.00 | 0.93 | 9.75 | |||||||||||||
| Arini European CLO I DAC | Squarepoint | Jan 03, 2025 | 2,806 | 17.57 | 19.43 | 2.04 | 2.10 | 0.00 | 9.52 | |||||||||||||
| Arini European CLO II DAC | Arini | Jan 03, 2025 | 2,758 | 17.06 | 20.17 | 2.05 | 0.93 | 0.00 | 7.98 | |||||||||||||
| Arini European CLO III DAC | Arini | Dec 31, 2024 | 2,718 | 16.58 | 23.26 | 1.47 | 0.00 | 0.00 | 6.43 | |||||||||||||
| 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 | Jan 03, 2025 | 2,807 | 10.49 | 20.59 | 3.03 | 0.00 | 1.52 | 7.33 | |||||||||||||
| Aurium CLO I DAC | Spire | Jan 31, 2025 | 2,783 | 16.90 | 22.56 | 3.51 | 0.48 | 0.00 | 14.93 | |||||||||||||
| Aurium CLO II DAC | Spire | Jan 31, 2025 | 2,876 | 17.04 | 23.60 | 4.21 | 1.47 | 0.00 | 16.85 | |||||||||||||
| Aurium CLO III DAC | Spire | Jan 31, 2025 | 2,727 | 24.12 | 20.46 | 3.59 | 2.47 | 0.19 | 16.29 | |||||||||||||
| Aurium CLO IV DAC | Spire | Jan 31, 2025 | 2,823 | 18.55 | 22.23 | 4.26 | 1.81 | 0.36 | 18.46 | |||||||||||||
| Aurium CLO IX DAC | Spire | Jan 17, 2025 | 2,847 | 16.11 | 23.86 | 3.56 | 1.00 | 0.00 | 15.41 | |||||||||||||
| Aurium CLO V DAC | Spire | Jan 09, 2025 | 2,913 | 16.75 | 22.58 | 4.22 | 2.12 | 0.00 | 16.99 | |||||||||||||
| Aurium CLO VI DAC | Spire | Feb 13, 2025 | 2,899 | 16.89 | 23.12 | 3.54 | 2.14 | 0.00 | 16.53 | |||||||||||||
| Aurium CLO VII DAC | Spire | Feb 07, 2025 | 2,897 | 17.03 | 22.72 | 4.43 | 1.84 | 0.00 | 16.91 | |||||||||||||
| Aurium CLO VIII DAC | Spire | Jan 31, 2025 | 2,843 | 17.61 | 23.38 | 3.83 | 1.36 | 0.00 | 16.84 | |||||||||||||
| Aurium CLO X DAC | Spire | Jan 09, 2025 | 2,868 | 15.36 | 24.51 | 3.31 | 1.01 | 0.00 | 16.34 | |||||||||||||
| Aurium CLO XI DAC | Spire | Jan 10, 2025 | 2,789 | 15.17 | 22.83 | 2.65 | 0.49 | 0.00 | 14.61 | |||||||||||||
| 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 | Jan 31, 2025 | 2,813 | 9.93 | 24.00 | 2.68 | 0.00 | 0.51 | 11.61 | |||||||||||||
| Avoca CLO XIV DAC | KKR | Feb 28, 2025 | 2,967 | 11.77 | 25.61 | 6.87 | 1.02 | 0.71 | 18.42 | |||||||||||||
| Avoca CLO XVI DAC | KKR | Jan 31, 2025 | 2,829 | 10.33 | 25.40 | 3.14 | 0.00 | 0.32 | 11.81 | |||||||||||||
| Avoca CLO XVII DAC | KKR | Jan 31, 2025 | 2,915 | 10.03 | 24.05 | 4.07 | 1.06 | 0.37 | 13.84 | |||||||||||||
| Avoca CLO XXI DAC | KKR | Jan 31, 2025 | 2,964 | 10.39 | 26.61 | 5.62 | 0.96 | 0.48 | 14.72 | |||||||||||||
| Avoca CLO XXII DAC | KKR | Jan 31, 2025 | 2,966 | 10.08 | 27.44 | 4.42 | 0.71 | 0.60 | 15.57 | |||||||||||||
| Avoca CLO XXIII DAC | KKR | Jan 31, 2025 | 2,952 | 9.42 | 25.97 | 4.79 | 0.38 | 0.74 | 14.56 | |||||||||||||
| Avoca CLO XXIV DAC | KKR | Jan 31, 2025 | 2,973 | 9.26 | 27.57 | 4.95 | 0.57 | 0.69 | 14.43 | |||||||||||||
| Avoca CLO XXIX DAC | KKR | Dec 31, 2024 | 2,900 | 7.73 | 23.69 | 2.48 | 0.62 | 0.50 | 13.51 | |||||||||||||
| Avoca CLO XXVIII DAC | KKR | Dec 31, 2024 | 2,914 | 8.30 | 24.92 | 2.96 | 0.46 | 0.45 | 13.97 | |||||||||||||
| Avoca CLO XXX DAC | KKR | Dec 31, 2024 | 2,879 | 7.25 | 24.26 | 3.08 | 0.00 | 0.49 | 13.03 | |||||||||||||
| Avoca CLO XXXI DAC | KKR | Dec 31, 2024 | 2,868 | 8.26 | 23.72 | 2.41 | 0.00 | 0.49 | 12.47 | |||||||||||||
| Avondale Park CLO DAC | Blackstone | Jan 21, 2025 | 2,987 | 12.73 | 25.36 | 5.17 | 2.00 | 0.09 | 12.98 | |||||||||||||
| BBAM European CLO I DAC | BlueBay | Feb 10, 2025 | 2,807 | 11.55 | 20.98 | 3.45 | 0.23 | 0.75 | 9.95 | |||||||||||||
| BBAM European CLO II DAC | BlueBay | Feb 10, 2025 | 2,790 | 12.81 | 20.71 | 3.58 | 0.23 | 0.75 | 10.38 | |||||||||||||
| BBAM European CLO IV DAC | RBC | Feb 13, 2025 | 2,739 | 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 | 3,560 | 13.46 | 23.73 | 10.92 | 8.67 | 0.16 | 22.31 | |||||||||||||
| Bain Capital Euro CLO 2019-1 DAC | Bain | Feb 06, 2025 | 3,000 | 15.58 | 21.64 | 5.15 | 3.24 | 0.58 | 16.69 | |||||||||||||
| Bain Capital Euro CLO 2020-1 DAC | Bain | Feb 06, 2025 | 3,055 | 15.48 | 24.25 | 6.00 | 3.24 | 0.24 | 18.49 | |||||||||||||
| Bain Capital Euro CLO 2021-1 DAC | Bain | Feb 06, 2025 | 3,000 | 14.35 | 23.75 | 4.77 | 2.61 | 0.31 | 15.49 | |||||||||||||
| Bain Capital Euro CLO 2021-2 DAC | Bain | Feb 06, 2025 | 2,995 | 12.83 | 23.58 | 4.21 | 2.40 | 0.29 | 14.45 | |||||||||||||
| Bain Capital Euro CLO 2022-1 DAC | Bain | Jan 07, 2025 | 2,904 | 12.71 | 23.49 | 3.82 | 1.28 | 0.39 | 14.55 | |||||||||||||
| Bain Capital Euro CLO 2022-2 DAC | Bain | Feb 11, 2025 | 2,984 | 12.31 | 24.04 | 3.13 | 2.32 | 0.00 | 14.60 | |||||||||||||
| Bain Capital Euro CLO 2023-1 DAC | Bain | Jan 13, 2025 | 2,866 | 12.36 | 25.26 | 2.10 | 1.14 | 0.14 | 12.72 | |||||||||||||
| Bain Capital Euro CLO 2024-1 DAC | Bain | Jan 10, 2025 | 2,828 | 12.67 | 23.61 | 2.35 | 0.75 | 0.29 | 12.80 | |||||||||||||
| Bain Capital Euro CLO 2024-2 DAC | Bain | Jan 03, 2025 | 2,770 | 13.30 | 23.41 | 1.94 | 0.00 | 0.36 | 10.07 | |||||||||||||
| Bain Capital Euro CLO 2024-3 DAC | Bain | Feb 05, 2025 | 2,749 | 14.34 | 26.27 | 0.00 | 0.00 | 0.00 | 8.42 | |||||||||||||
| 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 | Jan 14, 2025 | 2,953 | 18.68 | 31.04 | 3.96 | 2.29 | 0.00 | 16.95 | |||||||||||||
| 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 | Jan 08, 2025 | 2,750 | 18.81 | 30.30 | 2.23 | 0.00 | 0.00 | 15.13 | |||||||||||||
| Barings Euro CLO 2024-1 DAC | Barings | Jan 08, 2025 | 2,740 | 18.21 | 28.55 | 2.29 | 0.00 | 0.00 | 12.39 | |||||||||||||
| Barings Euro CLO 2024-2 DAC | Barings | Feb 10, 2025 | 2,717 | 16.25 | 26.42 | 0.50 | 0.00 | 0.00 | 11.29 | |||||||||||||
| Bastille Euro CLO 2020-3 DAC | CELF | Feb 10, 2025 | 2,954 | 9.58 | 24.74 | 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 | 22.26 | |||||||||||||
| Black Diamond CLO 2019-1 DAC | Black Diamond | Feb 05, 2025 | 3,067 | 11.18 | 19.14 | 11.52 | 1.11 | 1.69 | 18.14 | |||||||||||||
| BlackRock European CLO II DAC | BlackRock | Feb 05, 2025 | 2,884 | 16.86 | 20.63 | 5.25 | 2.21 | 0.38 | 12.11 | |||||||||||||
| BlackRock European CLO III DAC | BlackRock | Feb 06, 2025 | 2,893 | 16.21 | 20.96 | 4.98 | 2.14 | 0.38 | 12.96 | |||||||||||||
| BlackRock European CLO IV DAC | BlackRock | Feb 10, 2025 | 2,974 | 18.52 | 19.60 | 9.52 | 3.76 | 0.77 | 19.05 | |||||||||||||
| BlackRock European CLO IX DAC | BlackRock | Feb 10, 2025 | 2,921 | 14.10 | 19.97 | 4.87 | 2.61 | 0.58 | 13.73 | |||||||||||||
| BlackRock European CLO X DAC | BlackRock | Jan 03, 2025 | 2,843 | 16.60 | 18.99 | 5.83 | 1.58 | 0.99 | 11.06 | |||||||||||||
| BlackRock European CLO XI DAC | BlackRock | Feb 10, 2025 | 2,877 | 15.77 | 20.44 | 5.84 | 2.02 | 0.97 | 12.33 | |||||||||||||
| BlackRock European CLO XII DAC | BlackRock | Feb 06, 2025 | 2,836 | 15.91 | 19.55 | 5.25 | 1.51 | 0.90 | 11.44 | |||||||||||||
| Blackrock European CLO XIII DAC | BlackRock | Feb 18, 2025 | 2,886 | 14.03 | 21.29 | 4.33 | 2.03 | 0.90 | 12.56 | |||||||||||||
| BlueMountain EUR 2021-1 CLO DAC | Sound Point | Jan 03, 2025 | 2,961 | 11.26 | 30.34 | 5.30 | 0.00 | 0.87 | 13.04 | |||||||||||||
| BlueMountain EUR 2021-2 CLO DAC | Sound Point | Jan 03, 2025 | 2,949 | 10.05 | 30.12 | 4.58 | 0.00 | 0.86 | 12.37 | |||||||||||||
| BlueMountain EUR CLO 2016-1 DAC | Sound Point | Feb 28, 2025 | 3,068 | 7.40 | 34.66 | 8.95 | 0.00 | 0.00 | 16.64 | |||||||||||||
| BlueMountain Fuji EUR CLO IV DAC | Sound Point | Jan 07, 2025 | 2,958 | 10.43 | 28.71 | 4.87 | 0.00 | 0.50 | 12.63 | |||||||||||||
| BlueMountain Fuji EUR CLO V DAC | Sound Point | Jan 03, 2025 | 2,964 | 12.78 | 30.54 | 5.74 | 0.00 | 0.72 | 15.76 | |||||||||||||
| Bosphorus CLO VI DAC | Cross Ocean | Feb 13, 2025 | 2,745 | 19.40 | 22.17 | 5.55 | 0.42 | 0.00 | 17.62 | |||||||||||||
| Bridgepoint CLO 1 DAC | Bridgepoint | Feb 05, 2025 | 2,935 | 7.92 | 23.61 | 3.65 | 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 | Jan 03, 2025 | 2,923 | 6.35 | 25.65 | 2.74 | 0.00 | 0.00 | 9.70 | |||||||||||||
| Bridgepoint CLO VI DAC | Bridgepoint | Jan 06, 2025 | 2,848 | 7.39 | 21.98 | 1.88 | 0.00 | 0.00 | 8.20 | |||||||||||||
| Bridgepoint CLO VII DAC | Bridgepoint | Feb 05, 2025 | 2,847 | 6.22 | 22.28 | 0.98 | 0.00 | 0.00 | 7.70 | |||||||||||||
| Bushy Park CLO DAC | Blackstone | Feb 12, 2025 | 2,997 | 12.69 | 25.56 | 4.84 | 1.90 | 0.00 | 13.65 | |||||||||||||
| CIFC European Funding VI DAC | CIFC | Jan 31, 2025 | 2,850 | 10.62 | 29.92 | 1.90 | 0.00 | 0.48 | 11.37 | |||||||||||||
| CVC Cordatus Loan Fund IV DAC | CVC | Jan 31, 2025 | 2,947 | 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 | 3,039 | 18.31 | 26.10 | 6.89 | 3.39 | 0.00 | 14.54 | |||||||||||||
| CVC Cordatus Loan Fund VI DAC | CVC | Feb 10, 2025 | 3,030 | 10.47 | 30.57 | 4.20 | 1.63 | 0.00 | 15.56 | |||||||||||||
| CVC Cordatus Loan Fund VIII DAC | CVC | Jan 03, 2025 | 2,952 | 12.47 | 21.70 | 6.91 | 1.35 | 0.00 | 13.87 | |||||||||||||
| CVC Cordatus Loan Fund XIX DAC | CVC | Jan 31, 2025 | 2,969 | 11.03 | 23.96 | 7.05 | 1.03 | 0.00 | 14.33 | |||||||||||||
| CVC Cordatus Loan Fund XVI DAC | CVC | Jan 31, 2025 | 3,056 | 10.31 | 31.55 | 6.83 | 1.20 | 0.00 | 17.60 | |||||||||||||
| CVC Cordatus Loan Fund XVII DAC | CVC | Jan 31, 2025 | 2,970 | 10.86 | 23.97 | 6.77 | 0.88 | 0.00 | 14.14 | |||||||||||||
| CVC Cordatus Loan Fund XVIII DAC | CVC | Jan 21, 2025 | 3,009 | 10.51 | 23.11 | 6.68 | 1.17 | 0.00 | 13.71 | |||||||||||||
| CVC Cordatus Loan Fund XX DAC | CVC | Jan 31, 2025 | 3,029 | 9.03 | 25.32 | 7.59 | 0.93 | 0.00 | 14.54 | |||||||||||||
| CVC Cordatus Loan Fund XXI DAC | CVC | Jan 31, 2025 | 3,043 | 8.73 | 24.17 | 7.59 | 1.07 | 0.00 | 13.64 | |||||||||||||
| CVC Cordatus Loan Fund XXIV DAC | CVC | Feb 07, 2025 | 3,102 | 8.07 | 31.18 | 8.11 | 1.10 | 0.00 | 15.62 | |||||||||||||
| CVC Cordatus Loan Fund XXIX DAC | CVC | Feb 05, 2025 | 2,989 | 8.25 | 29.06 | 5.39 | 0.80 | 0.00 | 14.97 | |||||||||||||
| CVC Cordatus Loan Fund XXV-A DAC | CVC | Jan 09, 2025 | 3,068 | 8.42 | 26.16 | 7.20 | 1.01 | 0.00 | 16.38 | |||||||||||||
| CVC Cordatus Loan Fund XXVII DAC | CVC | Jan 03, 2025 | 2,951 | 8.58 | 24.54 | 4.41 | 0.89 | 0.00 | 13.86 | |||||||||||||
| CVC Cordatus Loan Fund XXVIII DAC | CVC | Jan 09, 2025 | 3,031 | 8.05 | 26.28 | 4.93 | 1.42 | 0.00 | 13.33 | |||||||||||||
| CVC Cordatus Loan Fund XXX DAC | CVC | Jan 09, 2025 | 2,912 | 9.77 | 28.31 | 3.47 | 0.39 | 0.00 | 15.29 | |||||||||||||
| CVC Cordatus Loan Fund XXXI DAC | CVC | Jan 09, 2025 | 2,848 | 13.06 | 23.62 | 3.42 | 0.46 | 0.00 | 11.33 | |||||||||||||
| CVC Cordatus Loan Fund XXXII DAC | CVC | Feb 10, 2025 | 2,746 | 12.92 | 20.93 | 1.42 | 0.00 | 0.00 | 8.97 | |||||||||||||
| CVC Cordatus Loan Fund XXXIII DAC | CVC | Feb 10, 2025 | 2,786 | 12.55 | 23.31 | 1.37 | 0.00 | 0.00 | 11.13 | |||||||||||||
| Cairn CLO VIII DAC | Cairn | Jan 17, 2025 | 3,153 | 16.82 | 29.51 | 6.45 | 4.09 | 1.50 | 13.60 | |||||||||||||
| Cairn CLO XI DAC | Cairn | Feb 05, 2025 | 3,056 | 14.57 | 31.12 | 6.08 | 2.08 | 0.13 | 14.06 | |||||||||||||
| Cairn CLO XIV DAC | Cairn | Dec 16, 2024 | 3,012 | 15.17 | 26.25 | 5.91 | 1.87 | 1.05 | 15.62 | |||||||||||||
| Cairn CLO XVI DAC | Cairn | Jan 03, 2025 | 2,767 | 17.04 | 23.06 | 2.95 | 0.95 | 0.00 | 11.64 | |||||||||||||
| Cairn CLO XVII DAC | Cairn | Jan 08, 2025 | 2,825 | 17.37 | 22.94 | 3.77 | 1.11 | 0.00 | 12.69 | |||||||||||||
| Cairn CLO XVIII DAC | Cairn | Jan 06, 2025 | 2,768 | 18.33 | 27.70 | 3.13 | 0.00 | 0.00 | 8.31 | |||||||||||||
| Canyon Euro CLO 2022-1 DAC | Canyon | Jan 03, 2025 | 2,835 | 13.18 | 21.49 | 2.82 | 0.98 | 1.23 | 10.81 | |||||||||||||
| Canyon Euro CLO 2023-1 DAC | Canyon | Jan 31, 2025 | 2,781 | 12.28 | 20.83 | 3.19 | 0.00 | 1.07 | 7.72 | |||||||||||||
| Capital Four CLO II DAC | Capital Four | Jan 31, 2025 | 2,897 | 13.37 | 26.06 | 4.23 | 0.97 | 0.55 | 15.19 | |||||||||||||
| Capital Four CLO III DAC | Capital Four | Jan 31, 2025 | 2,909 | 13.76 | 27.77 | 4.29 | 0.96 | 1.27 | 14.84 | |||||||||||||
| Capital Four CLO IV DAC | Capital Four | Jan 31, 2025 | 2,905 | 13.36 | 26.94 | 4.02 | 0.96 | 0.55 | 16.11 | |||||||||||||
| Capital Four CLO V DAC | Capital Four | Jan 14, 2025 | 2,952 | 12.16 | 29.12 | 3.66 | 1.09 | 0.49 | 14.07 | |||||||||||||
| Capital Four CLO VI DAC | Capital Four | Jan 14, 2025 | 2,898 | 11.49 | 25.23 | 2.74 | 1.07 | 0.00 | 14.19 | |||||||||||||
| Capital Four CLO VII DAC | Capital Four | Jan 14, 2025 | 2,816 | 11.33 | 27.61 | 1.57 | 0.00 | 0.00 | 11.39 | |||||||||||||
| Capital Four CLO VIII DAC | Capital Four | Feb 11, 2025 | 2,836 | 11.19 | 28.71 | 1.04 | 0.00 | 0.00 | 9.38 | |||||||||||||
| Carlyle Euro CLO 2013-1 DAC | CELF | Jan 03, 2025 | 2,806 | 17.66 | 25.59 | 3.53 | 1.72 | 0.00 | 21.68 | |||||||||||||
| Carlyle Euro CLO 2017-1 DAC | CELF | Feb 18, 2025 | 2,951 | 11.50 | 17.94 | 6.65 | 1.42 | 0.00 | 16.50 | |||||||||||||
| Carlyle Euro CLO 2017-3 DAC | CELF | Jan 03, 2025 | 2,997 | 9.65 | 24.68 | 5.76 | 1.49 | 0.00 | 18.37 | |||||||||||||
| 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 | 3,041 | 9.29 | 24.29 | 6.00 | 1.46 | 0.00 | 17.07 | |||||||||||||
| Carlyle Euro CLO 2020-1 DAC | CELF | Feb 18, 2025 | 2,986 | 8.59 | 22.83 | 5.08 | 1.26 | 0.00 | 17.65 | |||||||||||||
| Carlyle Euro CLO 2020-2 DAC | CELF | Feb 18, 2025 | 2,992 | 10.40 | 22.61 | 5.29 | 1.49 | 0.00 | 15.06 | |||||||||||||
| Carlyle Euro CLO 2021-1 DAC | CELF | Feb 27, 2025 | 2,941 | 10.68 | 21.15 | 5.15 | 1.42 | 0.00 | 16.78 | |||||||||||||
| Carlyle Euro CLO 2021-3 DAC | CELF | Feb 05, 2025 | 3,069 | 8.91 | 29.87 | 5.25 | 1.40 | 0.00 | 14.34 | |||||||||||||
| Carlyle Euro CLO 2022-5 DAC | CELF | Feb 20, 2025 | 2,951 | 9.49 | 25.60 | 3.30 | 1.12 | 0.00 | 13.47 | |||||||||||||
| Carlyle Euro CLO 2024-1 DAC | CELF | Jan 03, 2025 | 2,812 | 10.39 | 22.63 | 2.24 | 0.00 | 0.00 | 12.48 | |||||||||||||
| Carlyle Euro CLO 2024-2 DAC | CELF | Feb 10, 2025 | 2,867 | 8.21 | 26.21 | 0.49 | 0.00 | 0.00 | 9.77 | |||||||||||||
| Carlyle Global Market Strategies Euro CLO 2015-1 DAC | CELF | Jan 06, 2025 | 3,007 | 9.83 | 23.30 | 6.47 | 1.06 | 0.00 | 20.17 | |||||||||||||
| Carlyle Global Market Strategies Euro CLO 2016-2 DAC | CELF | Feb 18, 2025 | 2,944 | 11.72 | 19.86 | 5.87 | 1.45 | 0.00 | 16.82 | |||||||||||||
| Carysfort Park CLO DAC | Blackstone | Jan 15, 2025 | 2,957 | 14.38 | 24.62 | 5.91 | 1.58 | 0.09 | 13.28 | |||||||||||||
| Clarinda Park CLO DAC | Blackstone | Feb 05, 2025 | 2,937 | 15.09 | 24.51 | 4.79 | 1.99 | 0.15 | 14.13 | |||||||||||||
| Clonkeen Park CLO DAC | Blackstone | Jan 06, 2025 | 2,912 | 9.38 | 31.05 | 2.09 | 0.00 | 0.00 | 11.69 | |||||||||||||
| Clonmore Park CLO DAC | Blackstone | Jan 13, 2025 | 3,120 | 7.87 | 26.50 | 5.11 | 2.34 | 0.00 | 14.29 | |||||||||||||
| Contego CLO IV DAC | Five Arrows | Jan 13, 2025 | 3,077 | 7.66 | 31.25 | 6.04 | 0.81 | 0.94 | 17.78 | |||||||||||||
| Contego CLO IX DAC | Five Arrows | Jan 14, 2025 | 2,995 | 6.86 | 30.13 | 4.88 | 0.00 | 0.65 | 12.94 | |||||||||||||
| Contego CLO VIII DAC | Five Arrows | Jan 15, 2025 | 3,007 | 7.10 | 30.90 | 4.81 | 0.39 | 0.75 | 14.03 | |||||||||||||
| Contego CLO X DAC | Five Arrows | Dec 31, 2024 | 2,992 | 6.07 | 30.12 | 3.67 | 0.40 | 0.00 | 13.31 | |||||||||||||
| Contego CLO XI DAC | Five Arrows | Jan 31, 2025 | 2,897 | 7.82 | 28.79 | 3.04 | 0.00 | 0.61 | 13.60 | |||||||||||||
| Contego CLO XII DAC | Five Arrows | Jan 15, 2025 | 2,923 | 7.23 | 29.61 | 3.12 | 0.00 | 0.00 | 14.40 | |||||||||||||
| Contego CLO XIII DAC | Five Arrows | Jan 31, 2025 | 2,868 | 6.19 | 27.84 | 1.53 | 0.00 | 0.00 | 11.34 | |||||||||||||
| Cross Ocean Bosphorus CLO IX DAC | Cross Ocean | Jan 03, 2025 | 2,905 | 14.29 | 30.35 | 1.23 | 1.10 | 0.00 | 14.72 | |||||||||||||
| Cross Ocean Bosphorus CLO X DAC | Cross Ocean | Dec 31, 2024 | 2,826 | 14.10 | 30.39 | 1.46 | 0.00 | 0.00 | 8.76 | |||||||||||||
| Crosthwaite Park CLO DAC | Blackstone | Jan 21, 2025 | 2,967 | 14.64 | 24.00 | 6.42 | 1.71 | 0.15 | 13.33 | |||||||||||||
| Dartry Park CLO DAC | Blackstone | Jan 15, 2025 | 3,013 | 12.01 | 24.99 | 5.71 | 1.99 | 0.22 | 13.97 | |||||||||||||
| Deer Park CLO DAC | Blackstone | Jan 03, 2025 | 3,002 | 14.17 | 24.32 | 5.52 | 2.31 | 0.44 | 13.63 | |||||||||||||
| Dillons Park CLO DAC | Blackstone | Jan 03, 2025 | 3,140 | 11.25 | 26.27 | 6.88 | 2.92 | 0.38 | 14.16 | |||||||||||||
| Dryden 103 Euro CLO 2021 DAC | PGIM | Feb 28, 2025 | 2,761 | 14.21 | 30.25 | 1.94 | 0.00 | 0.00 | 7.82 | |||||||||||||
| Dryden 27 R Euro CLO 2017 DAC | PGIM | Feb 28, 2025 | 2,843 | 13.62 | 33.45 | 5.27 | 0.00 | 0.71 | 15.44 | |||||||||||||
| Dryden 29 Euro CLO 2013 DAC | PGIM | Dec 31, 2024 | 2,903 | 15.01 | 32.67 | 9.48 | 0.00 | 1.81 | 14.99 | |||||||||||||
| 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 | 2,815 | 16.57 | 30.11 | 5.76 | 0.39 | 0.76 | 11.62 | |||||||||||||
| Dryden 44 Euro CLO 2015 DAC | PGIM | Jan 31, 2025 | 2,852 | 15.45 | 31.65 | 6.76 | 0.28 | 0.57 | 10.37 | |||||||||||||
| Dryden 46 Euro CLO 2016 DAC | PGIM | Jan 31, 2025 | 2,850 | 15.15 | 31.60 | 6.15 | 0.39 | 0.80 | 10.39 | |||||||||||||
| Dryden 48 Euro CLO 2016 DAC | PGIM | Jan 31, 2025 | 2,832 | 12.50 | 31.18 | 5.94 | 0.00 | 0.00 | 13.73 | |||||||||||||
| Dryden 52 Euro CLO 2017 DAC | PGIM | Feb 28, 2025 | 2,777 | 15.95 | 33.09 | 4.67 | 0.00 | 1.37 | 15.51 | |||||||||||||
| Dryden 73 Euro CLO 2018 DAC | PGIM | Jan 31, 2025 | 2,753 | 16.90 | 28.85 | 5.95 | 0.00 | 0.16 | 14.07 | |||||||||||||
| Dryden 74 Euro CLO 2020 DAC | PGIM | Jan 31, 2025 | 2,881 | 13.16 | 31.95 | 5.22 | 0.52 | 0.47 | 13.65 | |||||||||||||
| Dryden 88 Euro CLO 2020 DAC | PGIM | Jan 31, 2025 | 2,843 | 15.28 | 32.10 | 6.23 | 0.24 | 0.56 | 10.52 | |||||||||||||
| Dryden 89 Euro CLO 2020 DAC | PGIM | Jan 31, 2025 | 2,866 | 15.18 | 31.70 | 7.16 | 0.24 | 0.52 | 11.84 | |||||||||||||
| Dryden 91 Euro CLO 2021 DAC | PGIM | Feb 28, 2025 | 2,796 | 12.63 | 30.89 | 2.48 | 0.24 | 0.30 | 10.85 | |||||||||||||
| Dryden 96 Euro CLO 2021 DAC | PGIM | Jan 31, 2025 | 2,824 | 13.72 | 30.25 | 5.45 | 0.00 | 0.68 | 13.04 | |||||||||||||
| Dunedin Park CLO DAC | Blackstone | Jan 15, 2025 | 2,969 | 12.52 | 24.95 | 5.42 | 1.51 | 0.19 | 12.71 | |||||||||||||
| Elm Park CLO DAC | Blackstone | Feb 18, 2025 | 2,954 | 13.99 | 25.12 | 5.88 | 1.31 | 0.14 | 13.64 | |||||||||||||
| Euro-Galaxy III CLO DAC | PineBridge | Jan 13, 2025 | 3,001 | 16.07 | 26.05 | 6.19 | 2.37 | 0.76 | 10.24 | |||||||||||||
| Euro-Galaxy IV CLO DAC | PineBridge | Feb 18, 2025 | 2,963 | 13.76 | 25.11 | 5.81 | 2.04 | 0.52 | 10.33 | |||||||||||||
| Euro-Galaxy V CLO DAC | PineBridge | Jan 06, 2025 | 2,972 | 14.59 | 25.03 | 5.42 | 2.42 | 0.30 | 11.09 | |||||||||||||
| Fair Oaks Loan Funding I DAC | Fair Oaks | Feb 18, 2025 | 2,730 | 13.22 | 24.77 | 1.44 | 0.00 | 0.00 | 11.57 | |||||||||||||
| Fair Oaks Loan Funding II DAC | Fair Oaks | Feb 18, 2025 | 2,791 | 12.86 | 26.95 | 2.74 | 0.00 | 0.00 | 11.38 | |||||||||||||
| Fair Oaks Loan Funding III DAC | Fair Oaks | Feb 18, 2025 | 2,733 | 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 | Jan 03, 2025 | 2,883 | 11.34 | 26.22 | 3.46 | 0.00 | 0.15 | 10.49 | |||||||||||||
| Fidelity Grand Harbour CLO 2019-1 DAC | FMR | Feb 05, 2025 | 2,953 | 15.02 | 31.61 | 1.95 | 1.51 | 0.59 | 14.70 | |||||||||||||
| Fidelity Grand Harbour CLO 2022-1 DAC | FMR | Jan 03, 2025 | 2,909 | 12.47 | 28.32 | 1.58 | 1.27 | 0.00 | 10.61 | |||||||||||||
| Fidelity Grand Harbour CLO 2023-2 DAC | FMR | Feb 05, 2025 | 2,828 | 11.79 | 29.74 | 0.49 | 0.00 | 0.37 | 12.86 | |||||||||||||
| Fidelity Grand Harbour CLO 2024-1 DAC | FMR | Jan 06, 2025 | 2,786 | 13.45 | 26.35 | 0.75 | 0.00 | 0.00 | 10.40 | |||||||||||||
| Fortress Credit Europe BSL 2024-1 DAC | Fortress | Feb 12, 2025 | 2,779 | 9.50 | 19.50 | 1.15 | 0.00 | 0.00 | 8.27 | |||||||||||||
| Glenbrook Park CLO DAC | Blackstone | Jan 08, 2025 | 3,066 | 9.12 | 26.31 | 6.23 | 1.51 | 0.21 | 13.87 | |||||||||||||
| GoldenTree Loan Management EUR CLO 4 DAC | GoldenTree | Jan 06, 2025 | 2,777 | 15.42 | 21.78 | 4.52 | 0.00 | 1.39 | 12.03 | |||||||||||||
| GoldenTree Loan Management EUR CLO 5 DAC | GoldenTree | Jan 06, 2025 | 2,795 | 14.40 | 21.14 | 4.51 | 0.00 | 1.37 | 12.17 | |||||||||||||
| GoldenTree Loan Management EUR CLO 6 DAC | GoldenTree | Jan 06, 2025 | 2,786 | 14.30 | 21.32 | 3.70 | 0.00 | 1.69 | 11.87 | |||||||||||||
| GoldenTree Loan Management EUR CLO 7 DAC | GoldenTree | Jan 06, 2025 | 2,758 | 14.92 | 20.48 | 2.62 | 0.00 | 1.66 | 10.62 | |||||||||||||
| Grosvenor Place CLO 2022-1 DAC | CQS | Jan 15, 2025 | 2,865 | 12.41 | 26.89 | 2.66 | 0.75 | 0.00 | 9.66 | |||||||||||||
| Grosvenor Place CLO 2024-2 DAC | CQS | Feb 04, 2025 | 2,649 | 18.76 | 24.06 | 1.49 | 0.00 | 0.00 | 7.39 | |||||||||||||
| Harvest CLO XVII DAC | Investcorp | Jan 30, 2025 | 2,962 | 11.87 | 27.27 | 5.67 | 0.77 | 0.64 | 17.25 | |||||||||||||
| Harvest CLO XXII DAC | Investcorp | Jan 31, 2025 | 2,939 | 10.95 | 27.26 | 3.28 | 1.06 | 0.35 | 14.37 | |||||||||||||
| Harvest CLO XXIII DAC | Investcorp | Jan 08, 2025 | 2,952 | 11.56 | 27.49 | 4.64 | 0.76 | 0.75 | 14.43 | |||||||||||||
| Harvest CLO XXIX DAC | Investcorp | Jan 03, 2025 | 3,026 | 9.94 | 28.68 | 3.75 | 1.02 | 0.00 | 13.69 | |||||||||||||
| Harvest CLO XXV DAC | Investcorp | Feb 10, 2025 | 2,997 | 10.20 | 26.95 | 3.90 | 0.97 | 0.51 | 14.35 | |||||||||||||
| Harvest CLO XXVI DAC | Investcorp | Jan 31, 2025 | 2,975 | 11.59 | 26.66 | 3.67 | 1.02 | 0.16 | 15.77 | |||||||||||||
| Harvest CLO XXX DAC | Investcorp | Feb 07, 2025 | 3,001 | 9.22 | 28.97 | 3.39 | 0.74 | 0.00 | 15.31 | |||||||||||||
| Harvest CLO XXXI DAC | Investcorp | Jan 03, 2025 | 2,986 | 12.10 | 27.85 | 3.25 | 1.19 | 0.00 | 13.54 | |||||||||||||
| Harvest CLO XXXII DAC | Investcorp | Jan 31, 2025 | 2,912 | 9.80 | 28.91 | 2.28 | 0.00 | 0.10 | 10.70 | |||||||||||||
| Harvest CLO XXXIII DAC | Investcorp | Feb 10, 2025 | 2,876 | 9.61 | 25.44 | 2.23 | 0.00 | 0.00 | 12.25 | |||||||||||||
| Hayfin Emerald CLO IV DAC | Hayfin | Jan 03, 2025 | 2,885 | 18.30 | 21.59 | 4.16 | 2.79 | 0.00 | 13.97 | |||||||||||||
| Hayfin Emerald CLO IX DAC | Hayfin | Feb 05, 2025 | 2,855 | 20.50 | 19.14 | 3.76 | 3.31 | 0.00 | 14.38 | |||||||||||||
| Hayfin Emerald CLO VI DAC | Hayfin | Jan 03, 2025 | 2,886 | 20.06 | 21.09 | 3.87 | 3.20 | 0.00 | 13.52 | |||||||||||||
| Hayfin Emerald CLO VII DAC | Hayfin | Jan 03, 2025 | 2,869 | 20.05 | 21.62 | 4.11 | 2.96 | 0.00 | 14.74 | |||||||||||||
| Hayfin Emerald CLO VIII DAC | Hayfin | Jan 07, 2025 | 2,832 | 21.81 | 19.84 | 3.71 | 3.20 | 0.00 | 14.11 | |||||||||||||
| Hayfin Emerald CLO X DAC | Hayfin | Jan 08, 2025 | 2,775 | 21.18 | 18.92 | 3.56 | 2.38 | 0.00 | 12.88 | |||||||||||||
| Hayfin Emerald CLO XI DAC | Hayfin | Jan 31, 2025 | 2,763 | 20.83 | 20.10 | 1.19 | 2.78 | 0.00 | 12.60 | |||||||||||||
| Hayfin Emerald CLO XII DAC | Hayfin | Jan 14, 2025 | 2,711 | 19.60 | 19.43 | 1.54 | 1.97 | 0.00 | 13.46 | |||||||||||||
| Hayfin Emerald CLO XIII DAC | Hayfin | Jan 03, 2025 | 2,619 | 20.84 | 20.25 | 0.51 | 0.51 | 0.00 | 9.68 | |||||||||||||
| Henley CLO I DAC | Napier Park | Jan 14, 2025 | 2,918 | 7.92 | 24.88 | 2.64 | 0.52 | 0.75 | 9.39 | |||||||||||||
| Henley CLO II DAC | Napier Park | Jan 14, 2025 | 2,962 | 4.37 | 25.86 | 2.33 | 0.25 | 0.76 | 11.80 | |||||||||||||
| Henley CLO III DAC | Napier Park | Jan 14, 2025 | 2,977 | 6.24 | 25.34 | 2.78 | 0.69 | 1.01 | 11.19 | |||||||||||||
| Henley CLO IV DAC | Napier Park | Feb 18, 2025 | 2,938 | 5.88 | 24.30 | 1.79 | 0.74 | 0.77 | 9.52 | |||||||||||||
| Henley CLO V DAC | Napier Park | Jan 14, 2025 | 2,949 | 4.76 | 23.42 | 2.53 | 0.50 | 0.76 | 11.74 | |||||||||||||
| Henley CLO VI DAC | Napier Park | Feb 18, 2025 | 3,004 | 4.23 | 25.11 | 3.08 | 0.42 | 1.54 | 10.38 | |||||||||||||
| Henley CLO VII DAC | Napier Park | Jan 14, 2025 | 2,910 | 6.76 | 22.68 | 2.63 | 0.25 | 1.00 | 8.72 | |||||||||||||
| Henley CLO X DAC | Napier Park | Jan 08, 2025 | 2,941 | 4.19 | 23.88 | 1.56 | 0.00 | 0.92 | 5.69 | |||||||||||||
| Holland Park CLO DAC | Blackstone | Jan 21, 2025 | 3,077 | 13.06 | 28.09 | 6.41 | 2.59 | 0.62 | 16.89 | |||||||||||||
| ICG Euro CLO 2021-1 DAC | Intermediate | Jan 03, 2025 | 3,029 | 13.97 | 31.06 | 5.95 | 1.53 | 0.00 | 16.06 | |||||||||||||
| ICG Euro CLO 2022-1 DAC | Intermediate | Feb 05, 2025 | 3,011 | 14.55 | 34.11 | 3.43 | 1.30 | 0.00 | 16.67 | |||||||||||||
| ICG Euro CLO 2023-2 DAC | Intermediate | Jan 10, 2025 | 3,058 | 16.09 | 30.73 | 2.24 | 3.20 | 0.00 | 17.96 | |||||||||||||
| ICG Euro CLO 2024-1 DAC | Intermediate | Jan 13, 2025 | 2,788 | 18.42 | 30.44 | 2.30 | 0.00 | 0.00 | 11.94 | |||||||||||||
| Indigo Credit Management I DAC | Pemberton | Jan 03, 2025 | 2,480 | 22.12 | 9.59 | 0.00 | 0.00 | 0.00 | 15.44 | |||||||||||||
| Indigo Credit Management II DAC | Pemberton | Feb 10, 2025 | 2,447 | 23.94 | 7.05 | 0.00 | 0.00 | 0.00 | 12.89 | |||||||||||||
| Invesco Euro CLO II DAC | Invesco | Jan 15, 2025 | 3,260 | 14.13 | 31.42 | 6.44 | 4.30 | 0.00 | 21.04 | |||||||||||||
| Invesco Euro CLO III DAC | Invesco | Feb 18, 2025 | 3,164 | 14.71 | 33.32 | 4.60 | 3.45 | 0.56 | 20.69 | |||||||||||||
| Invesco Euro CLO IV DAC | Invesco | Feb 18, 2025 | 3,321 | 10.41 | 32.85 | 5.73 | 4.38 | 0.19 | 22.23 | |||||||||||||
| Invesco Euro CLO IX DAC | Invesco | Feb 18, 2025 | 3,161 | 14.95 | 30.27 | 4.45 | 3.73 | 0.35 | 19.92 | |||||||||||||
| Invesco Euro CLO Issuer X DAC | Invesco | Jan 03, 2025 | 3,055 | 17.06 | 28.19 | 3.34 | 3.28 | 0.00 | 21.08 | |||||||||||||
| Invesco Euro CLO VI DAC | Invesco | Jan 03, 2025 | 3,054 | 18.13 | 27.88 | 4.34 | 3.65 | 0.60 | 19.64 | |||||||||||||
| Invesco Euro CLO XI DAC | Invesco | Jan 09, 2025 | 2,999 | 17.29 | 28.07 | 2.71 | 2.65 | 0.00 | 18.70 | |||||||||||||
| Invesco Euro CLO XII DAC | Invesco | Jan 03, 2025 | 2,943 | 11.65 | 31.53 | 1.96 | 0.43 | 0.00 | 16.72 | |||||||||||||
| Jubilee CLO 2013-X DAC | Alcentra | Jan 03, 2025 | 2,947 | 17.98 | 28.86 | 5.30 | 2.20 | 0.00 | 14.77 | |||||||||||||
| Jubilee CLO 2014-XII DAC | Alcentra | Feb 05, 2025 | 2,948 | 14.18 | 33.69 | 5.17 | 0.66 | 0.00 | 13.13 | |||||||||||||
| Jubilee CLO 2017-XIX DAC | Alcentra | Jan 14, 2025 | 3,222 | 11.49 | 32.85 | 7.61 | 3.46 | 0.00 | 16.29 | |||||||||||||
| Jubilee CLO 2018-XX DAC | Alcentra | Feb 07, 2025 | 2,917 | 15.63 | 33.19 | 3.58 | 1.03 | 0.00 | 12.64 | |||||||||||||
| Jubilee CLO 2019-XXII DAC | Alcentra | Dec 10, 2024 | 2,855 | 17.57 | 30.37 | 4.43 | 0.59 | 0.00 | 13.79 | |||||||||||||
| Jubilee CLO 2019-XXIII DAC | Alcentra | Jan 03, 2025 | 2,910 | 15.99 | 30.02 | 4.65 | 0.99 | 0.00 | 14.06 | |||||||||||||
| Jubilee CLO 2020-XXIV DAC | Alcentra | Jan 06, 2025 | 3,005 | 14.50 | 30.26 | 4.33 | 2.48 | 0.00 | 15.65 | |||||||||||||
| Jubilee CLO 2022-XXVI DAC | Alcentra | Jan 03, 2025 | 2,951 | 17.96 | 28.20 | 4.28 | 2.42 | 0.00 | 15.34 | |||||||||||||
| Jubilee CLO 2023-XXVII DAC | Alcentra | Jan 08, 2025 | 2,978 | 17.16 | 30.01 | 3.97 | 2.63 | 0.00 | 14.89 | |||||||||||||
| Jubilee CLO 2024-XXIX DAC | Alcentra | Feb 07, 2025 | 2,768 | 16.12 | 28.76 | 1.81 | 0.00 | 0.00 | 8.58 | |||||||||||||
| Jubilee CLO 2024-XXVIII DAC | Alcentra | Jan 08, 2025 | 2,786 | 15.70 | 31.38 | 2.28 | 0.00 | 0.00 | 10.28 | |||||||||||||
| MAN GLG Euro CLO VI DAC | GLG | Feb 10, 2025 | 2,967 | 10.87 | 29.38 | 6.69 | 0.42 | 1.73 | 14.78 | |||||||||||||
| MV Credit Euro CLO III DAC | MV | Jan 15, 2025 | 2,889 | 9.91 | 21.49 | 2.36 | 0.00 | 0.00 | 16.11 | |||||||||||||
| Madison Park Euro Funding IX DAC | Credit Suisse | Jan 06, 2025 | 3,096 | 11.79 | 20.80 | 4.69 | 3.89 | 0.25 | 16.42 | |||||||||||||
| Madison Park Euro Funding VIII DAC | Credit Suisse | Jan 06, 2025 | 3,015 | 11.57 | 22.79 | 5.40 | 2.60 | 0.63 | 13.41 | |||||||||||||
| Madison Park Euro Funding X DAC | Credit Suisse | Feb 12, 2025 | 2,886 | 24.31 | 19.67 | 5.13 | 3.93 | 0.94 | 15.79 | |||||||||||||
| Madison Park Euro Funding XIX DAC | Credit Suisse | Feb 05, 2025 | 2,864 | 10.20 | 26.45 | 2.12 | 0.00 | 0.87 | 9.82 | |||||||||||||
| Madison Park Euro Funding XV DAC | Credit Suisse | Jan 06, 2025 | 3,076 | 11.16 | 25.63 | 4.82 | 2.61 | 0.36 | 13.89 | |||||||||||||
| Madison Park Euro Funding XVI DAC | Credit Suisse | Jan 06, 2025 | 3,056 | 11.58 | 24.29 | 3.72 | 2.99 | 0.73 | 13.80 | |||||||||||||
| Madison Park Euro Funding XVII DAC | Credit Suisse | Jan 16, 2025 | 3,050 | 9.20 | 26.48 | 5.44 | 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 | 9.01 | |||||||||||||
| Madison Park Euro Funding XX DAC | Credit Suisse | Jan 06, 2025 | 3,218 | 6.05 | 24.54 | 4.25 | 3.85 | 1.62 | 13.90 | |||||||||||||
| Man Euro CLO 2023-1 DAC | GLG | Jan 03, 2025 | 2,850 | 9.19 | 23.74 | 1.70 | 0.00 | 1.13 | 7.42 | |||||||||||||
| Man GLG Euro CLO III DAC | GLG | Jan 03, 2025 | 3,557 | 12.00 | 26.20 | 8.39 | 8.12 | 3.18 | 24.84 | |||||||||||||
| Margay CLO I DAC | M&G | Feb 17, 2025 | 2,629 | 17.14 | 17.75 | 1.25 | 0.00 | 0.00 | 12.86 | |||||||||||||
| Margay CLO II DAC | M&G | Jan 03, 2025 | 2,625 | 16.33 | 17.02 | 0.75 | 0.00 | 0.00 | 13.53 | |||||||||||||
| Marino Park CLO DAC | Blackstone | Jan 06, 2025 | 2,958 | 12.75 | 28.72 | 4.85 | 1.23 | 0.12 | 14.34 | |||||||||||||
| Montmartre Euro CLO 2020-2 DAC | CELF | Jan 03, 2025 | 2,979 | 11.46 | 26.76 | 5.56 | 1.11 | 0.00 | 16.45 | |||||||||||||
| Monument CLO 1 DAC | Serone | Jan 15, 2025 | 2,756 | 12.16 | 19.33 | 1.35 | 0.00 | 0.00 | 9.77 | |||||||||||||
| Monument CLO 2 DAC | Serone | Feb 18, 2025 | 2,781 | 12.03 | 20.70 | 1.89 | 0.00 | 0.00 | 9.18 | |||||||||||||
| Nassau Euro CLO III DAC | NCC | Jan 03, 2025 | 2,850 | 10.23 | 22.06 | 1.88 | 0.54 | 0.00 | 12.57 | |||||||||||||
| Nassau Euro CLO IV DAC | NCC | Jan 08, 2025 | 2,807 | 9.97 | 21.02 | 1.25 | 0.00 | 0.00 | 11.07 | |||||||||||||
| Neuberger Berman Loan Advisers Euro CLO 1 DAC | Neuberger Berman | Jan 07, 2025 | 2,824 | 11.73 | 19.25 | 2.58 | 0.93 | 0.33 | 12.15 | |||||||||||||
| Neuberger Berman Loan Advisers Euro CLO 2 DAC | Neuberger Berman | Jan 03, 2025 | 2,843 | 11.97 | 20.36 | 2.55 | 1.10 | 0.81 | 11.97 | |||||||||||||
| Neuberger Berman Loan Advisers Euro CLO 3 DAC | Neuberger Berman | Jan 14, 2025 | 2,850 | 11.50 | 18.57 | 3.17 | 1.10 | 0.80 | 12.61 | |||||||||||||
| Neuberger Berman Loan Advisers Euro CLO 5 DAC | Neuberger Berman | Jan 08, 2025 | 2,823 | 11.89 | 21.38 | 2.78 | 1.07 | 0.98 | 13.14 | |||||||||||||
| Neuberger Berman Loan Advisers Euro CLO 6 DAC | Neuberger Berman | Jan 03, 2025 | 2,777 | 11.36 | 18.37 | 2.15 | 0.49 | 0.66 | 12.23 | |||||||||||||
| Newhaven CLO DAC | Bain | Jan 06, 2025 | 3,117 | 14.24 | 24.89 | 5.61 | 3.81 | 0.16 | 17.08 | |||||||||||||
| North Westerly VI ESG CLO DAC | NIBC | Feb 10, 2025 | 2,965 | 12.80 | 24.52 | 4.86 | 1.45 | 0.00 | 18.63 | |||||||||||||
| North Westerly VII ESG CLO DAC | NIBC | Feb 05, 2025 | 2,866 | 14.89 | 22.25 | 3.57 | 1.62 | 0.00 | 14.94 | |||||||||||||
| North Westerly VIII 2024 ESG CLO DAC | NIBC | Jan 03, 2025 | 2,724 | 14.42 | 22.62 | 0.25 | 0.00 | 0.00 | 8.51 | |||||||||||||
| Northwoods Capital 19 Euro DAC | Northwoods | Feb 28, 2025 | 3,031 | 10.68 | 26.69 | 5.56 | 2.04 | 0.88 | 20.06 | |||||||||||||
| Northwoods Capital 21 Euro DAC | Northwoods | Jan 10, 2025 | 3,035 | 13.41 | 24.76 | 6.80 | 1.99 | 0.00 | 19.40 | |||||||||||||
| Northwoods Capital 23 Euro DAC | Northwoods | Jan 31, 2025 | 2,968 | 14.98 | 25.15 | 5.71 | 1.84 | 0.00 | 19.40 | |||||||||||||
| Northwoods Capital 24 Euro DAC | Northwoods | Jan 03, 2025 | 3,044 | 13.77 | 25.30 | 7.18 | 1.96 | 0.00 | 19.52 | |||||||||||||
| Northwoods Capital 26 Euro DAC | Northwoods | Jan 03, 2025 | 2,996 | 13.20 | 25.97 | 5.54 | 1.51 | 0.43 | 20.90 | |||||||||||||
| OCP EURO CLO 2022-5 DAC | Onex | Jan 07, 2025 | 2,870 | 15.36 | 33.36 | 4.36 | 0.00 | 0.50 | 15.85 | |||||||||||||
| OCP Euro CLO 2017-1 DAC | Onex | Jan 02, 2025 | 2,840 | 15.25 | 30.74 | 4.90 | 0.00 | 0.44 | 14.87 | |||||||||||||
| OCP Euro CLO 2017-2 DAC | Onex | Jan 06, 2025 | 2,841 | 16.03 | 31.84 | 3.78 | 0.00 | 0.00 | 14.19 | |||||||||||||
| OCP Euro CLO 2019-3 DAC | Onex | Jan 07, 2025 | 2,819 | 14.36 | 28.43 | 3.71 | 0.00 | 0.35 | 14.41 | |||||||||||||
| OCP Euro CLO 2020-4 DAC | Onex | Jan 08, 2025 | 2,873 | 15.08 | 29.47 | 6.40 | 0.00 | 1.09 | 17.42 | |||||||||||||
| OCP Euro CLO 2022-6 DAC | Onex | Jan 09, 2025 | 2,927 | 13.95 | 34.49 | 4.86 | 0.00 | 0.49 | 14.16 | |||||||||||||
| OCP Euro CLO 2023-8 DAC | Onex | Jan 07, 2025 | 2,921 | 11.61 | 33.07 | 4.25 | 0.00 | 0.00 | 15.69 | |||||||||||||
| OCP Euro CLO 2024-10 DAC | Onex | Jan 06, 2025 | 2,847 | 12.70 | 28.77 | 3.01 | 0.00 | 0.35 | 11.37 | |||||||||||||
| OCP Euro CLO 2024-11 DAC | Onex | Feb 06, 2025 | 2,819 | 12.36 | 29.27 | 1.94 | 0.00 | 0.00 | 11.71 | |||||||||||||
| OCP Euro CLO 2024-9 DAC | Onex | Jan 08, 2025 | 2,863 | 12.62 | 30.86 | 3.44 | 0.00 | 0.40 | 12.33 | |||||||||||||
| OCPE CLO 2023-7 DAC | Onex | Jan 13, 2025 | 2,877 | 13.57 | 32.80 | 4.04 | 0.00 | 0.00 | 14.76 | |||||||||||||
| OZLME III DAC | Sculptor | Jan 13, 2025 | 2,956 | 19.49 | 23.73 | 8.34 | 3.28 | 0.00 | 21.96 | |||||||||||||
| Palmer Square European CLO 2021-1 DAC | Palmer Square | Jan 03, 2025 | 2,811 | 17.55 | 22.37 | 5.43 | 0.42 | 0.93 | 15.86 | |||||||||||||
| Palmer Square European CLO 2021-2 DAC | Palmer Square | Jan 03, 2025 | 2,813 | 17.62 | 21.98 | 5.65 | 0.42 | 0.93 | 16.28 | |||||||||||||
| Palmer Square European CLO 2022-1 DAC | Palmer Square | Jan 08, 2025 | 2,776 | 17.88 | 21.17 | 4.47 | 0.37 | 1.22 | 14.79 | |||||||||||||
| Palmer Square European CLO 2022-2 DAC | Palmer Square | Jan 03, 2025 | 2,760 | 17.86 | 20.34 | 3.81 | 0.47 | 0.81 | 13.15 | |||||||||||||
| Palmer Square European CLO 2023-1 DAC | Palmer Square | Jan 31, 2025 | 2,685 | 20.16 | 20.24 | 2.40 | 0.17 | 1.42 | 12.04 | |||||||||||||
| Palmer Square European CLO 2023-2 DAC | Palmer Square | Jan 03, 2025 | 2,799 | 17.77 | 19.68 | 3.55 | 0.87 | 1.04 | 12.96 | |||||||||||||
| Palmer Square European CLO 2024-1 DAC | Palmer Square | Feb 28, 2025 | 2,659 | 16.72 | 18.83 | 0.51 | 0.00 | 0.85 | 9.67 | |||||||||||||
| Palmer Square European CLO 2024-2 DAC | Palmer Square | Dec 31, 2024 | 2,635 | 19.07 | 19.49 | 0.51 | 0.00 | 0.67 | 8.98 | |||||||||||||
| Penta CLO 11 DAC | Partners | Jan 31, 2025 | 2,914 | 7.69 | 28.50 | 2.20 | 0.00 | 0.00 | 9.29 | |||||||||||||
| Penta CLO 12 DAC | Partners | Dec 31, 2024 | 2,858 | 12.31 | 26.86 | 2.16 | 0.00 | 0.00 | 9.89 | |||||||||||||
| Penta CLO 14 DAC | Partners | Jan 08, 2025 | 2,896 | 10.37 | 29.59 | 1.73 | 0.00 | 0.00 | 9.95 | |||||||||||||
| Penta CLO 15 DAC | Partners | Jan 03, 2025 | 2,848 | 12.87 | 26.64 | 2.18 | 0.00 | 0.00 | 10.04 | |||||||||||||
| Penta CLO 16 DAC | Partners | Jan 08, 2025 | 2,870 | 11.65 | 26.66 | 3.07 | 0.00 | 0.00 | 10.56 | |||||||||||||
| Penta CLO 17 DAC | Partners | Dec 31, 2024 | 2,847 | 11.92 | 25.53 | 2.09 | 0.00 | 0.00 | 10.05 | |||||||||||||
| Penta CLO 5 DAC | Partners | Jan 31, 2025 | 2,788 | 14.88 | 27.23 | 1.96 | 0.00 | 0.00 | 11.96 | |||||||||||||
| Penta CLO 8 DAC | Partners | Jan 31, 2025 | 2,858 | 12.40 | 28.62 | 2.26 | 0.00 | 0.00 | 14.30 | |||||||||||||
| Penta CLO 9 DAC | Partners | Dec 31, 2024 | 2,885 | 9.71 | 29.02 | 1.89 | 0.00 | 0.00 | 8.57 | |||||||||||||
| Providus CLO I DAC | Permira | Feb 04, 2025 | 2,891 | 16.69 | 32.95 | 4.78 | 1.32 | 0.00 | 14.24 | |||||||||||||
| Providus CLO II DAC | Permira | Jan 31, 2025 | 2,932 | 9.83 | 34.83 | 3.30 | 0.00 | 0.00 | 9.81 | |||||||||||||
| Providus CLO III DAC | Permira | Jan 31, 2025 | 2,914 | 10.83 | 31.97 | 3.35 | 0.18 | 0.00 | 9.78 | |||||||||||||
| Providus CLO IV DAC | Permira | Jan 06, 2025 | 2,922 | 9.57 | 32.23 | 3.17 | 0.19 | 0.00 | 10.96 | |||||||||||||
| Providus CLO IX DAC | Permira | Jan 31, 2025 | 2,942 | 8.50 | 33.69 | 2.29 | 0.00 | 0.00 | 8.73 | |||||||||||||
| Providus CLO V DAC | Permira | Jan 31, 2025 | 2,941 | 9.73 | 32.99 | 3.26 | 0.25 | 0.00 | 10.14 | |||||||||||||
| Providus CLO VI DAC | Permira | Feb 05, 2025 | 2,940 | 10.29 | 32.36 | 3.42 | 0.42 | 0.00 | 9.86 | |||||||||||||
| Providus CLO VII DAC | Permira | Jan 03, 2025 | 2,989 | 9.05 | 32.16 | 3.26 | 0.66 | 0.00 | 9.04 | |||||||||||||
| Providus CLO VIII DAC | Permira | Feb 05, 2025 | 2,942 | 9.00 | 32.05 | 3.05 | 0.23 | 0.00 | 9.17 | |||||||||||||
| Providus CLO X DAC | Permira | Jan 31, 2025 | 2,935 | 8.94 | 33.47 | 2.40 | 0.00 | 0.00 | 9.52 | |||||||||||||
| Purple Finance CLO 2 DAC | Ostrum | Jan 08, 2025 | 3,024 | 3.24 | 26.50 | 4.71 | 0.00 | 0.00 | 15.86 | |||||||||||||
| RRE 1 Loan Management DAC | Redding Ridge | Jan 08, 2025 | 2,775 | 13.46 | 23.27 | 2.81 | 0.00 | 0.00 | 8.28 | |||||||||||||
| RRE 10 Loan Management DAC | Redding Ridge | Jan 31, 2025 | 2,768 | 13.56 | 22.91 | 2.71 | 0.00 | 0.00 | 8.00 | |||||||||||||
| RRE 11 Loan Management DAC | Redding Ridge | Jan 08, 2025 | 2,798 | 10.75 | 22.97 | 2.38 | 0.00 | 0.00 | 8.19 | |||||||||||||
| RRE 12 Loan Management DAC | Redding Ridge | Jan 08, 2025 | 2,782 | 12.25 | 21.37 | 2.66 | 0.00 | 0.00 | 8.42 | |||||||||||||
| RRE 16 Loan Management DAC | Redding Ridge | Jan 31, 2025 | 2,799 | 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 08, 2025 | 2,806 | 9.39 | 23.83 | 1.54 | 0.00 | 0.00 | 8.20 | |||||||||||||
| RRE 19 Loan Management DAC | Redding Ridge | Jan 08, 2025 | 2,835 | 8.22 | 24.97 | 1.35 | 0.00 | 0.00 | 7.11 | |||||||||||||
| RRE 2 Loan Management DAC | Redding Ridge | Jan 08, 2025 | 2,782 | 12.95 | 22.77 | 2.80 | 0.00 | 0.00 | 7.87 | |||||||||||||
| RRE 20 Loan Management DAC | Redding Ridge | Jan 03, 2025 | 2,871 | 7.83 | 25.30 | 1.86 | 0.00 | 0.00 | 5.37 | |||||||||||||
| RRE 21 Loan Management DAC | Redding Ridge | Dec 31, 2024 | 2,876 | 8.05 | 23.86 | 3.39 | 0.00 | 0.00 | 8.39 | |||||||||||||
| RRE 22 Loan Management DAC | Redding Ridge | Nov 29, 2024 | 2,834 | 7.54 | 21.58 | 2.20 | 0.00 | 0.00 | 8.54 | |||||||||||||
| RRE 3 Loan Management DAC | Redding Ridge | Feb 28, 2025 | 2,774 | 11.58 | 20.49 | 2.26 | 0.00 | 0.00 | 8.63 | |||||||||||||
| RRE 5 Loan Management DAC | Redding Ridge | Jan 08, 2025 | 2,784 | 13.36 | 23.37 | 2.98 | 0.00 | 0.00 | 8.74 | |||||||||||||
| RRE 6 Loan Management DAC | Redding Ridge | Jan 31, 2025 | 2,778 | 12.55 | 23.06 | 2.49 | 0.00 | 0.00 | 8.42 | |||||||||||||
| RRE 7 Loan Management DAC | Redding Ridge | Jan 31, 2025 | 2,762 | 13.82 | 23.04 | 2.51 | 0.00 | 0.00 | 7.78 | |||||||||||||
| RRE 8 Loan Management DAC | Redding Ridge | Jan 31, 2025 | 2,784 | 12.56 | 22.86 | 2.79 | 0.00 | 0.00 | 7.99 | |||||||||||||
| RRE 9 Loan Management DAC | Redding Ridge | Jan 08, 2025 | 2,805 | 12.61 | 23.89 | 3.30 | 0.00 | 0.00 | 8.41 | |||||||||||||
| Rockfield Park CLO DAC | Blackstone | Jan 06, 2025 | 2,958 | 12.71 | 25.91 | 4.54 | 1.65 | 0.14 | 13.08 | |||||||||||||
| Rockford Tower Europe CLO 2018-1 DAC | Rockford | Jan 13, 2025 | 2,911 | 17.24 | 35.05 | 4.35 | 0.89 | 1.35 | 13.32 | |||||||||||||
| Rockford Tower Europe CLO 2019-1 DAC | Rockford | Feb 18, 2025 | 2,741 | 20.40 | 28.58 | 3.44 | 0.49 | 0.74 | 12.68 | |||||||||||||
| Rockford Tower Europe CLO 2021-1 DAC | Rockford | Jan 08, 2025 | 2,801 | 19.64 | 26.03 | 5.48 | 0.88 | 0.82 | 11.12 | |||||||||||||
| Rockford Tower Europe CLO 2021-2 DAC | Rockford | Feb 18, 2025 | 2,888 | 18.52 | 29.85 | 5.01 | 1.41 | 0.68 | 11.62 | |||||||||||||
| Rockford Tower Europe CLO 2023-1 DAC | Rockford | Feb 18, 2025 | 2,802 | 17.00 | 29.71 | 3.89 | 0.00 | 0.52 | 10.78 | |||||||||||||
| Rockford Tower Europe CLO 2024-1 DAC | Rockford | Feb 18, 2025 | 2,705 | 16.20 | 23.98 | 1.99 | 0.00 | 0.37 | 7.20 | |||||||||||||
| Sculptor European CLO I DAC | Sculptor | Feb 10, 2025 | 2,828 | 18.49 | 24.75 | 4.14 | 1.28 | 0.00 | 13.41 | |||||||||||||
| Sculptor European CLO II DAC | Sculptor | Jan 03, 2025 | 2,814 | 17.00 | 25.35 | 3.73 | 0.90 | 0.00 | 12.85 | |||||||||||||
| Sculptor European CLO VI DAC | Sculptor | Feb 05, 2025 | 2,758 | 20.06 | 25.54 | 3.77 | 0.72 | 0.00 | 13.37 | |||||||||||||
| Sculptor European CLO VII DAC | Sculptor | Feb 05, 2025 | 2,842 | 16.49 | 30.01 | 2.93 | 0.53 | 0.00 | 15.93 | |||||||||||||
| Sculptor European CLO VIII DAC | Sculptor | Jan 07, 2025 | 2,887 | 14.09 | 26.85 | 3.89 | 0.95 | 0.00 | 14.55 | |||||||||||||
| Sculptor European CLO XI DAC | Sculptor | Feb 05, 2025 | 2,798 | 15.07 | 27.55 | 2.94 | 0.00 | 0.00 | 14.35 | |||||||||||||
| Seapoint Park CLO DAC | Blackstone | Jan 21, 2025 | 2,936 | 13.16 | 26.26 | 5.53 | 1.23 | 0.62 | 12.21 | |||||||||||||
| Segovia European CLO 1-2014 DAC | Segovia | Jan 03, 2025 | 2,984 | 10.94 | 25.14 | 4.68 | 1.11 | 1.04 | 11.00 | |||||||||||||
| Segovia European CLO 3-2017 DAC | Segovia | Jan 14, 2025 | 2,985 | 10.22 | 25.11 | 3.89 | 1.01 | 1.15 | 10.80 | |||||||||||||
| Signal Harmonic CLO II DAC | Signal | Feb 12, 2025 | 2,862 | 18.65 | 28.07 | 3.26 | 0.90 | 0.00 | 11.41 | |||||||||||||
| Signal Harmonic CLO III DAC | Signal | Feb 05, 2025 | 2,849 | 17.47 | 27.09 | 3.36 | 0.77 | 0.00 | 9.86 | |||||||||||||
| Sona Fios CLO I DAC | Sona | Jan 03, 2025 | ||||||||||||||||||||
| Sona Fios CLO II DAC | Sona | Feb 05, 2025 | 2,747 | 12.84 | 22.77 | 2.11 | 0.00 | 0.00 | 6.57 | |||||||||||||
| Sona Fios CLO III DAC | Sona | Dec 31, 2024 | 2,725 | 12.94 | 19.98 | 2.08 | 0.00 | 0.00 | 5.43 | |||||||||||||
| Sound Point Euro CLO 10 Funding DAC | Sound Point | Jan 03, 2025 | 2,981 | 9.24 | 33.06 | 2.43 | 0.00 | 0.84 | 12.72 | |||||||||||||
| Sound Point Euro CLO 11 Funding DAC | Sound Point | Jan 02, 2025 | 2,893 | 13.16 | 29.89 | 2.32 | 0.00 | 1.00 | 11.32 | |||||||||||||
| Sound Point Euro CLO 12 Funding DAC | Sound Point | Feb 04, 2025 | 2,880 | 11.17 | 28.67 | 1.70 | 0.00 | 0.55 | 11.23 | |||||||||||||
| Sound Point Euro CLO III Funding DAC | Sound Point | Feb 07, 2025 | 2,906 | 13.93 | 29.49 | 3.41 | 0.00 | 0.77 | 13.61 | |||||||||||||
| Sound Point Euro CLO IV Funding DAC | Sound Point | Feb 04, 2025 | 2,906 | 13.53 | 29.80 | 3.42 | 0.00 | 0.93 | 14.69 | |||||||||||||
| St. Paul's CLO II DAC | Intermediate | Jan 14, 2025 | 3,122 | 16.05 | 28.58 | 4.89 | 3.62 | 0.00 | 18.71 | |||||||||||||
| St. Paul's CLO IX DAC | Intermediate | Jan 08, 2025 | 3,100 | 16.34 | 28.97 | 5.09 | 3.18 | 0.00 | 17.52 | |||||||||||||
| St. Paul's CLO VI DAC | Intermediate | Jan 07, 2025 | 3,118 | 17.03 | 30.06 | 5.61 | 3.23 | 0.00 | 17.27 | |||||||||||||
| St. Paul's CLO VII DAC | Intermediate | Jan 08, 2025 | 3,144 | 18.12 | 28.78 | 5.04 | 4.25 | 0.00 | 16.87 | |||||||||||||
| St. Paul's CLO X DAC | Intermediate | Jan 07, 2025 | 3,154 | 17.19 | 29.65 | 5.14 | 3.98 | 0.00 | 17.12 | |||||||||||||
| St. Paul's CLO XII DAC | Intermediate | Feb 07, 2025 | 3,130 | 14.13 | 31.44 | 4.66 | 3.06 | 0.00 | 17.37 | |||||||||||||
| Texas Debt Capital Euro CLO 2024-I DAC | CIFC | Jan 06, 2025 | 2,855 | 11.83 | 28.10 | 2.58 | 0.00 | 0.49 | 13.35 | |||||||||||||
| 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 X DAC | Tikehau | Jan 31, 2025 | 2,835 | 12.94 | 24.02 | 0.87 | 1.21 | 0.00 | 12.38 | |||||||||||||
| Tikehau CLO XI DAC | Tikehau | Jan 03, 2025 | 2,854 | 10.58 | 26.23 | 0.58 | 0.58 | 0.00 | 8.55 | |||||||||||||
| Tikehau CLO XII DAC | Tikehau | Dec 31, 2024 | 2,845 | 10.12 | 28.06 | 0.66 | 0.00 | 0.00 | 8.55 | |||||||||||||
| Toro European CLO 2 DAC | Chenavari | Jan 15, 2025 | 2,864 | 14.78 | 22.87 | 5.82 | 0.43 | 0.75 | 17.29 | |||||||||||||
| Toro European CLO 3 DAC | Chenavari | Jan 03, 2025 | 2,849 | 13.05 | 22.47 | 4.41 | 0.49 | 0.71 | 18.36 | |||||||||||||
| Toro European CLO 5 DAC | Chenavari | Jan 03, 2025 | 2,765 | 15.52 | 18.78 | 6.02 | 0.00 | 1.80 | 22.99 | |||||||||||||
| Toro European CLO 6 DAC | Chenavari | Jan 03, 2025 | 2,800 | 16.73 | 22.87 | 4.94 | 0.60 | 0.45 | 19.96 | |||||||||||||
| Toro European CLO 7 DAC | Chenavari | Jan 15, 2025 | 2,876 | 13.97 | 22.17 | 4.46 | 1.73 | 0.00 | 21.42 | |||||||||||||
| Toro European CLO 8 DAC | Chenavari | Jan 03, 2025 | 2,973 | 11.42 | 28.47 | 4.96 | 0.58 | 0.00 | 20.12 | |||||||||||||
| Toro European CLO 9 DAC | Chenavari | Jan 03, 2025 | 2,849 | 12.85 | 25.24 | 3.61 | 0.45 | 0.67 | 16.29 | |||||||||||||
| Trinitas Euro CLO I DAC | WhiteStar | Jan 08, 2025 | 2,961 | 11.51 | 25.67 | 5.70 | 0.55 | 0.50 | 19.77 | |||||||||||||
| Trinitas Euro CLO II DAC | Trinitas | Jan 08, 2025 | 2,736 | 17.32 | 22.61 | 2.11 | 0.36 | 0.14 | 12.93 | |||||||||||||
| Trinitas Euro CLO III DAC | Trinitas | Jan 08, 2025 | 2,763 | 16.97 | 21.90 | 2.69 | 0.24 | 0.72 | 12.98 | |||||||||||||
| Trinitas Euro CLO IV DAC | Trinitas | Jan 15, 2025 | 2,731 | 17.13 | 20.67 | 2.86 | 0.24 | 0.00 | 14.85 | |||||||||||||
| Trinitas Euro CLO V DAC | WhiteStar | Jan 14, 2025 | 2,670 | 18.64 | 18.50 | 2.38 | 0.00 | 0.00 | 12.99 | |||||||||||||
| Trinitas Euro CLO VI DAC | WhiteStar | Jan 03, 2025 | 2,661 | 17.74 | 18.93 | 2.07 | 0.00 | 0.00 | 14.02 | |||||||||||||
| Trinitas Euro CLO VII DAC | Trinitas | Jan 14, 2025 | 2,647 | 18.86 | 17.81 | 1.85 | 0.00 | 0.00 | 11.43 | |||||||||||||
| Tymon Park CLO DAC | Blackstone | Feb 18, 2025 | 3,003 | 10.64 | 27.49 | 6.41 | 1.12 | 0.17 | 14.19 | |||||||||||||
| Vendome Funding CLO 2020-1 DAC | CELF | Jan 08, 2025 | 3,004 | 8.06 | 26.10 | 4.32 | 1.01 | 0.00 | 15.25 | |||||||||||||
| Vesey Park CLO DAC | Blackstone | Feb 05, 2025 | 2,969 | 11.53 | 26.83 | 4.67 | 1.39 | 0.39 | 13.89 | |||||||||||||
| Victory Street CLO I DAC | CIC | Jan 31, 2025 | 2,696 | 11.49 | 18.53 | 0.00 | 0.00 | 0.00 | 5.73 | |||||||||||||
| Voya Euro CLO I DAC | Voya | Feb 05, 2025 | 2,968 | 11.73 | 26.23 | 4.46 | 1.15 | 0.29 | 13.32 | |||||||||||||
| Voya Euro CLO III DAC | Voya | Jan 03, 2025 | 2,994 | 11.65 | 28.34 | 5.23 | 0.99 | 0.16 | 13.55 | |||||||||||||
| Voya Euro CLO IV DAC | Voya | Jan 03, 2025 | 3,007 | 11.24 | 28.95 | 5.27 | 0.83 | 0.28 | 13.87 | |||||||||||||
| Voya Euro CLO V DAC | Voya | Jan 03, 2025 | 3,018 | 11.48 | 28.06 | 6.02 | 0.83 | 0.00 | 14.53 | |||||||||||||
| Voya Euro CLO VI DAC | Voya | Jan 03, 2025 | 2,974 | 10.49 | 27.71 | 4.32 | 0.75 | 0.00 | 13.42 | |||||||||||||
| Wilton Park CLO DAC | Blackstone | Jan 08, 2025 | 2,951 | 10.45 | 27.45 | 3.45 | 1.15 | 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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