This report does not constitute a rating action.
(Editor's Note: We will pause publishing this Weekly European CLO Update until Jan. 13, 2025. However, our interactive dashboard will continue to be updated weekly during this time.)
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* |
Dec 13, 2024 | Cheplapharm Arzneimittel Gmbh | EUR500 mil 3.50% Callable nts due 02/11/2027 | 4 | 5,000,000 | B/Stable | B+/Stable | Yes |
Dec 13, 2024 | Cheplapharm Arzneimittel Gmbh | EUR575 mil 4.375% callable nts due 01/15/2028 | 44 | 63,687,000 | B/Stable | B+/Stable | Yes |
Dec 13, 2024 | Cheplapharm Arzneimittel Gmbh | EUR1.48 bil fltg rate TL B bank ln due 02/11/2029 | 219 | 595,812,110 | B/Stable | B+/Stable | Yes |
Dec 13, 2024 | Cheplapharm Arzneimittel Gmbh | EUR325 mil fltg rate callable nts due 05/15/2030 | 58 | 94,324,000 | B/Stable | B+/Stable | Yes |
Dec 13, 2024 | Cheplapharm Arzneimittel Gmbh | EUR725 mil 7.50% callable nts due 05/15/2030 | 2 | 200,000 | B/Stable | B+/Stable | Yes |
Dec 13, 2024 | Winterfell Financing Sarl | EUR1.345 bil fltg rate term B bank ln due 04/26/2028 | 247 | 713,603,165 | B-/Stable | B/Negative | Yes |
Dec 13, 2024 | Winterfell Financing Sarl | EUR450 mil fltg rate bank ln due 05/04/2028 | 118 | 255,175,735 | B-/Stable | B/Negative | Yes |
Dec 10, 2024 | Stamina Bidco Bv | EUR360 mil fltg rate Term B bank ln due 11/08/2028 | 71 | 105,601,686 | B+/Stable | B/Stable | Yes |
Dec 10, 2024 | Im Group | EUR265 mil 8.00% callable nts due 03/01/2028 | 6 | 17,395,000 | CCC+/Stable | B/Negative | Yes |
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 |
Dec 10, 2024 | One.Com Group Ab | EUR800 mil fltg rate B3 bank ln due 02/21/2031 | 144 | 282,215,759.07 | NR | 3(60%) |
Dec 10, 2024 | Stamina Bidco Bv | EUR360 mil fltg rate Term B bank ln due 11/08/2028 | 71 | 105,601,686.48 | 3(60%) | 3(55%) |
Dec 10, 2024 | Im Group | EUR265 mil 8.00% callable nts due 03/01/2028 | 6 | 17,395,000.00 | 3(50%) | 3(60%) |
Dec 06, 2024 | Hurtigruten Group As | EUR345 mil fltg rate Term B bank ln due 09/30/2027 | 15 | 11,786,085.05 | 6(0%) | 3(65%) |
Dec 03, 2024 | Expleo Services Sasu | EUR610 mil fltg rate Term B bank ln due 09/28/2027 | 70 | 196,429,202.44 | 3(50%) | 3(55%) |
Dec 02, 2024 | Fugue Finance B.V. | EUR1.515 bil fltg rate First Lien Term Loan Credit Facilities bank ln due 01/31/2028 | 236 | 645,596,203.65 | 3(60%) | 3(55%) |
Dec 02, 2024 | Market Bidco Ltd. | EUR1.302 bil fltg rate Term Facility B1 bank ln due 11/04/2027 | 124 | 351,826,453.17 | NR | 2(80%) |
Dec 02, 2024 | Nobian Finance Bv | EUR1.09 bil TLB bank ln due 07/31/2026 | 100 | 224,594,608.78 | NR | 3(60%) |
Dec 02, 2024 | Transportes Aereos Portugueses, S.A. | EUR375 mil 5.625% nts due 12/02/2024 | 3 | 4,000,000.00 | NR | 3(65%) |
Nov 27, 2024 | Peer Holding Iii B.V. | EUR2.5 bil fltg rate TL B3 bank ln due 09/30/2028 | 273 | 939,518,475.13 | NR | 3(60%) |
Nov 27, 2024 | Peer Holding Iii B.V. | EUR625 mil fltg rate Term B2 bank ln due 01/16/2027 | 125 | 333,927,296.54 | NR | 3(60%) |
Nov 25, 2024 | Rocket Software, Inc. | EUR875 mil bank ln due 11/28/2028 | 177 | 499,364,121.72 | 3(50%) | 3(55%) |
Nov 22, 2024 | Hyperion Refinance Sarl | EUR900 mil fltg rate Term bank ln due 02/15/2031 | 212 | 530,726,794.24 | 3(55%) | 3(60%) |
Nov 22, 2024 | Wepa Hygieneprodukte Gmbh | EUR400 mil 2.875% Callable nts due 12/15/2027 | 20 | 28,972,000.00 | 3(50%) | 4(45%) |
Nov 22, 2024 | Sherwood Financing Plc | EUR640 mil fltg rate nts due 11/15/2027 | 122 | 287,101,000.00 | 4(45%) | 4(40%) |
Nov 22, 2024 | Sherwood Financing Plc | EUR400 mil 4.50% nts due 11/15/2026 | 65 | 119,954,000.00 | 4(45%) | 4(40%) |
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 | Oct 04, 2024 | OC | Class F Par Value Test | 101.49% | 103.53% | -2.04% | Fail | |||||||||
Man GLG Euro CLO III DAC | Oct 03, 2024 | OC | Class F Par Value Test | 102.70% | 103.50% | -0.80% | Fail | |||||||||
Accunia European CLO II DAC | Oct 31, 2024 | OC | Class F Par Value Test | 104.27% | 104.63% | -0.36% | Fail | |||||||||
Segovia European CLO 4-2017 DAC | Oct 08, 2024 | OC | Class F Par Value Test | 103.83% | 103.80% | 0.03% | Pass | |||||||||
GLG Euro CLO IV DAC | Oct 08, 2024 | OC | Class F Par Value Test | 104.40% | 104.00% | 0.40% | Pass | |||||||||
Newhaven CLO DAC | Oct 07, 2024 | OC | Class F-R Par Value Test | 104.53% | 103.81% | 0.72% | Pass | |||||||||
Bain Capital Euro CLO 2017-1 DAC | Nov 06, 2024 | OC | Class E Par Value Test | 107.46% | 106.61% | 0.85% | Pass | |||||||||
Bp--Basis point. IC--Interest coverage. OC--Overcollateralization. |
Chart 1
Chart 2
Table 4
European CLOs Snapshot as of Dec 16, 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 | Oct 15, 2024 | 2,788 | 14.86 | 26.40 | 2.68 | 0.00 | 0.90 | 14.97 |
Ab Carval Euro CLO II-C DAC | CarVal | Oct 11, 2024 | 2,783 | 13.94 | 26.67 | 1.13 | 0.00 | 0.28 | 11.75 |
Accunia European CLO II DAC | Accunia | Oct 31, 2024 | 3,509 | 0.00 | 36.57 | 17.86 | 0.00 | 0.00 | 12.19 |
Accunia European CLO IV DAC | Accunia | Oct 31, 2024 | 3,032 | 10.50 | 33.32 | 4.10 | 1.47 | 0.73 | 19.26 |
Adagio IV CLO DAC | AXA | Nov 20, 2024 | 2,855 | 15.99 | 23.59 | 5.73 | 0.97 | 0.00 | 16.59 |
Adagio VI CLO DAC | AXA | Oct 17, 2024 | 3,002 | 13.72 | 29.46 | 10.60 | 0.00 | 0.00 | 22.00 |
Adagio X EUR CLO DAC | AXA | Nov 20, 2024 | 2,821 | 15.86 | 25.04 | 4.35 | 0.82 | 0.00 | 17.81 |
AlbaCore Euro CLO I DAC | AlbaCore | Nov 07, 2024 | 2,877 | 13.80 | 25.99 | 4.60 | 0.77 | 1.47 | 11.40 |
AlbaCore Euro CLO II DAC | AlbaCore | Oct 15, 2024 | 2,862 | 14.04 | 24.60 | 4.85 | 0.77 | 1.46 | 13.34 |
AlbaCore Euro CLO III DAC | AlbaCore | Oct 15, 2024 | 2,844 | 13.76 | 24.96 | 4.05 | 0.79 | 0.97 | 12.80 |
AlbaCore Euro CLO IV DAC | AlbaCore | Oct 02, 2024 | 2,849 | 13.22 | 25.06 | 4.17 | 0.61 | 1.62 | 12.97 |
AlbaCore Euro CLO VI DAC | AlbaCore | Oct 02, 2024 | 2,858 | 12.02 | 27.76 | 2.96 | 0.00 | 0.49 | 12.71 |
Anchorage Capital Europe CLO 10 DAC | Anchorage | Nov 04, 2024 | 2,796 | 8.61 | 22.71 | 1.56 | 0.00 | 0.50 | 11.25 |
Anchorage Capital Europe CLO 2 DAC | Anchorage | Nov 04, 2024 | 2,865 | 8.98 | 23.06 | 3.76 | 0.50 | 1.35 | 11.40 |
Anchorage Capital Europe CLO 2021-4 DAC | Anchorage | Oct 15, 2024 | 2,852 | 8.86 | 22.37 | 3.47 | 0.54 | 1.34 | 11.43 |
Anchorage Capital Europe CLO 6 DAC | Anchorage | Oct 09, 2024 | 2,857 | 9.47 | 22.94 | 3.63 | 0.55 | 1.09 | 11.54 |
Anchorage Capital Europe CLO 8 DAC | Anchorage | Oct 15, 2024 | 2,859 | 9.14 | 22.57 | 3.75 | 0.54 | 1.54 | 11.52 |
Aqueduct European CLO 5-2020 DAC | HPS | Oct 08, 2024 | 2,852 | 12.64 | 26.58 | 4.11 | 0.00 | 0.88 | 12.41 |
Aqueduct European CLO 6-2021 DAC | HPS | Oct 02, 2024 | 2,899 | 9.81 | 26.64 | 3.88 | 0.00 | 0.73 | 13.35 |
Aqueduct European CLO 7-2022 DAC | HPS | Nov 04, 2024 | 2,928 | 9.96 | 31.08 | 2.40 | 0.00 | 1.09 | 13.81 |
Aqueduct European CLO 8 DAC | HPS | Oct 31, 2024 | 2,908 | 10.26 | 31.05 | 1.19 | 0.00 | 0.72 | 11.06 |
Arbour CLO II DAC | Oaktree | Oct 31, 2024 | 2,849 | 17.37 | 25.24 | 4.41 | 1.14 | 0.00 | 16.37 |
Arbour CLO III DAC | Oaktree | Oct 31, 2024 | 2,900 | 13.86 | 25.28 | 4.16 | 1.53 | 0.00 | 16.09 |
Arbour CLO IV DAC | Oaktree | Oct 31, 2024 | 2,902 | 16.25 | 27.52 | 3.97 | 1.45 | 0.00 | 16.27 |
Arbour CLO IX DAC | Oaktree | Oct 31, 2024 | 2,867 | 15.47 | 26.34 | 3.38 | 1.39 | 0.00 | 17.41 |
Arbour CLO XI DAC | Oaktree | Oct 31, 2024 | 2,888 | 10.06 | 29.32 | 2.66 | 0.00 | 0.00 | 13.35 |
Arbour CLO XII DAC | Oaktree | Oct 31, 2024 | 2,834 | 11.46 | 28.28 | 1.83 | 0.00 | 0.00 | 14.31 |
Arbour CLO XIII DAC | Oaktree | Oct 31, 2024 | 2,735 | 12.60 | 21.09 | 0.95 | 0.00 | 0.00 | 12.34 |
Ares European CLO IX DAC | Ares | Nov 06, 2024 | 3,170 | 8.78 | 32.16 | 14.66 | 0.00 | 1.20 | 18.67 |
Ares European CLO VI DAC | Ares | Oct 02, 2024 | 2,666 | 26.87 | 20.13 | 8.24 | 0.00 | 1.04 | 17.41 |
Ares European CLO VII DAC | Ares | Nov 12, 2024 | 3,003 | 14.03 | 31.37 | 13.18 | 0.00 | 0.00 | 16.92 |
Ares European CLO VIII DAC | Ares | Nov 06, 2024 | 2,976 | 7.21 | 28.75 | 6.21 | 0.00 | 0.45 | 17.38 |
Ares European CLO XIII DAC | Ares | Nov 06, 2024 | 2,972 | 9.24 | 29.77 | 5.86 | 0.00 | 0.57 | 13.31 |
Ares European CLO XIX DAC | Ares | Oct 15, 2024 | 2,885 | 6.99 | 28.80 | 0.00 | 0.00 | 0.47 | 11.99 |
Ares European CLO XVI DAC | Ares | Oct 02, 2024 | 3,013 | 7.04 | 30.42 | 6.10 | 0.00 | 0.64 | 12.66 |
Ares European CLO XVII DAC | Ares | Nov 12, 2024 | 2,932 | 5.58 | 29.82 | 1.45 | 0.00 | 0.37 | 13.77 |
Ares European CLO XVIII DAC | Ares | Nov 05, 2024 | 2,864 | 6.29 | 27.75 | 0.10 | 0.00 | 0.40 | 13.31 |
Ares European CLO XX DAC | Ares | Oct 15, 2024 | 2,829 | 9.08 | 25.10 | 0.47 | 0.00 | 0.94 | 11.57 |
Arini European CLO I DAC | Squarepoint | Oct 03, 2024 | 2,822 | 14.90 | 17.82 | 5.35 | 0.97 | 0.00 | 10.04 |
Arini European CLO II DAC | Arini | Oct 03, 2024 | 2,751 | 15.07 | 18.70 | 3.51 | 0.39 | 0.00 | 7.90 |
Armada Euro CLO I DAC | Brigade | Nov 15, 2024 | 2,832 | 11.48 | 21.69 | 4.22 | 0.76 | 2.26 | 13.09 |
Armada Euro CLO IV DAC | Brigade | Nov 15, 2024 | 2,829 | 13.64 | 22.01 | 5.08 | 0.92 | 2.69 | 15.40 |
Armada Euro CLO V DAC | Brigade | Nov 15, 2024 | 2,881 | 9.37 | 21.99 | 3.61 | 1.21 | 2.06 | 13.56 |
Armada Euro CLO VI DAC | Brigade | Oct 15, 2024 | 2,787 | 9.28 | 18.50 | 2.96 | 0.00 | 1.48 | 11.09 |
Aurium CLO II DAC | Spire | Oct 31, 2024 | 2,793 | 16.64 | 25.02 | 4.20 | 0.08 | 0.00 | 16.24 |
Aurium CLO III DAC | Spire | Oct 08, 2024 | 2,714 | 23.42 | 24.80 | 2.95 | 1.35 | 0.45 | 15.61 |
Aurium CLO IV DAC | Spire | Oct 31, 2024 | 2,731 | 17.48 | 23.08 | 3.02 | 0.61 | 0.79 | 17.94 |
Aurium CLO IX DAC | Spire | Oct 18, 2024 | 2,808 | 15.48 | 24.41 | 3.23 | 0.49 | 0.00 | 14.30 |
Aurium CLO V DAC | Spire | Oct 08, 2024 | 2,791 | 17.34 | 22.66 | 4.07 | 0.69 | 0.00 | 16.31 |
Aurium CLO VI DAC | Spire | Nov 14, 2024 | 2,817 | 15.78 | 24.36 | 4.21 | 0.49 | 0.00 | 15.25 |
Aurium CLO VII DAC | Spire | Nov 06, 2024 | 2,803 | 16.45 | 23.83 | 3.88 | 0.60 | 0.00 | 15.84 |
Aurium CLO VIII DAC | Spire | Oct 31, 2024 | 2,757 | 16.60 | 23.71 | 3.93 | 0.00 | 0.00 | 15.56 |
Aurium CLO XI DAC | Spire | Oct 09, 2024 | 2,744 | 15.36 | 22.98 | 2.42 | 0.00 | 0.00 | 14.77 |
Avoca CLO XIV DAC | KKR | Oct 31, 2024 | 2,863 | 12.34 | 26.74 | 6.07 | 0.00 | 0.62 | 17.27 |
Avoca CLO XVII DAC | KKR | Oct 31, 2024 | 2,833 | 9.78 | 24.92 | 3.33 | 0.00 | 0.35 | 14.94 |
Avoca CLO XVIII DAC | KKR | Oct 31, 2024 | 2,864 | 10.61 | 30.76 | 4.94 | 0.16 | 0.00 | 14.14 |
Avoca CLO XXI DAC | KKR | Oct 31, 2024 | 2,852 | 10.32 | 26.76 | 4.45 | 0.00 | 0.44 | 15.51 |
Avoca CLO XXII DAC | KKR | Oct 31, 2024 | 2,888 | 9.20 | 27.43 | 3.27 | 0.00 | 0.60 | 16.58 |
Avoca CLO XXIII DAC | KKR | Oct 31, 2024 | 2,885 | 8.81 | 27.08 | 2.96 | 0.00 | 0.74 | 16.46 |
Avoca CLO XXIV DAC | KKR | Oct 31, 2024 | 2,888 | 8.70 | 27.15 | 3.47 | 0.00 | 0.69 | 16.39 |
Avoca CLO XXIX DAC | KKR | Oct 31, 2024 | 2,830 | 7.41 | 23.09 | 1.60 | 0.00 | 0.49 | 15.01 |
Avoca CLO XXVIII DAC | KKR | Oct 31, 2024 | 2,869 | 7.74 | 25.07 | 2.11 | 0.00 | 0.46 | 15.63 |
Avoca CLO XXX DAC | KKR | Oct 31, 2024 | 2,838 | 7.03 | 23.83 | 1.62 | 0.00 | 0.49 | 15.46 |
Avoca CLO XXXI DAC | KKR | Oct 31, 2024 | 2,847 | 8.07 | 22.32 | 1.94 | 0.00 | 0.49 | 14.13 |
Avondale Park CLO DAC | Blackstone | Oct 18, 2024 | 2,894 | 11.14 | 25.29 | 5.44 | 0.31 | 0.09 | 13.17 |
BBAM European CLO I DAC | BlueBay | Oct 09, 2024 | 2,764 | 10.97 | 19.01 | 4.04 | 0.00 | 0.75 | 12.67 |
BBAM European CLO II DAC | BlueBay | Oct 02, 2024 | 2,778 | 11.22 | 18.96 | 4.43 | 0.00 | 0.75 | 12.92 |
BBAM European CLO IV DAC | RBC | Oct 10, 2024 | 2,708 | 9.49 | 16.56 | 0.80 | 0.00 | 0.27 | 9.94 |
Bain Capital Euro CLO 2017-1 DAC | Bain | Nov 06, 2024 | 3,283 | 14.07 | 24.38 | 11.14 | 5.23 | 0.35 | 25.22 |
Bain Capital Euro CLO 2019-1 DAC | Bain | Oct 02, 2024 | 2,913 | 15.16 | 21.55 | 5.20 | 1.85 | 0.15 | 15.58 |
Bain Capital Euro CLO 2020-1 DAC | Bain | Oct 08, 2024 | 2,940 | 14.27 | 22.63 | 5.81 | 1.65 | 0.21 | 15.42 |
Bain Capital Euro CLO 2021-1 DAC | Bain | Oct 01, 2024 | 2,977 | 12.85 | 22.79 | 5.64 | 1.81 | 0.31 | 15.38 |
Bain Capital Euro CLO 2021-2 DAC | Bain | Oct 03, 2024 | 2,945 | 11.74 | 21.97 | 4.92 | 1.48 | 0.42 | 13.84 |
Bain Capital Euro CLO 2022-1 DAC | Bain | Oct 07, 2024 | 2,867 | 12.27 | 22.99 | 3.39 | 0.95 | 0.39 | 15.70 |
Bain Capital Euro CLO 2022-2 DAC | Bain | Oct 08, 2024 | 2,966 | 10.72 | 21.82 | 4.51 | 1.67 | 0.12 | 16.58 |
Bain Capital Euro CLO 2023-1 DAC | Bain | Oct 11, 2024 | 2,863 | 11.41 | 23.19 | 2.64 | 0.91 | 0.29 | 15.23 |
Bain Capital Euro CLO 2024-1 DAC | Bain | Nov 13, 2024 | 2,760 | 12.44 | 22.22 | 1.86 | 0.11 | 0.62 | 13.76 |
Bain Capital Euro CLO 2024-2 DAC | Bain | Oct 02, 2024 | 2,799 | 12.35 | 23.51 | 2.07 | 0.00 | 0.36 | 12.19 |
Barings Euro CLO 2020-1 DAC | Barings | Nov 11, 2024 | 2,816 | 17.42 | 27.42 | 3.33 | 1.02 | 0.00 | 18.47 |
Barings Euro CLO 2021-1 DAC | Barings | Oct 14, 2024 | 2,939 | 16.44 | 27.78 | 3.69 | 2.29 | 0.00 | 17.52 |
Barings Euro CLO 2021-2 DAC | Barings | Oct 03, 2024 | 2,906 | 16.31 | 28.27 | 3.16 | 1.88 | 0.00 | 17.69 |
Barings Euro CLO 2023-1 DAC | Barings | Oct 17, 2024 | 2,724 | 18.92 | 24.94 | 2.04 | 0.61 | 0.00 | 17.29 |
Barings Euro CLO 2023-2 DAC | Barings | Oct 09, 2024 | 2,746 | 16.84 | 25.78 | 2.21 | 0.33 | 0.00 | 16.97 |
Barings Euro CLO 2024-1 DAC | Barings | Oct 09, 2024 | 2,760 | 15.75 | 25.64 | 1.00 | 0.55 | 0.00 | 13.45 |
Bastille Euro CLO 2020-3 DAC | CELF | Oct 02, 2024 | 2,859 | 10.10 | 25.33 | 4.27 | 0.00 | 0.00 | 19.62 |
Bilbao CLO III DAC | Guggenheim | Oct 07, 2024 | 3,046 | 4.16 | 31.17 | 5.65 | 0.00 | 1.01 | 12.96 |
Bilbao CLO IV DAC | Guggenheim | Nov 06, 2024 | 2,921 | 6.04 | 24.87 | 3.91 | 0.00 | 0.89 | 12.95 |
Black Diamond CLO 2017-2 DAC | Black Diamond | Oct 08, 2024 | 3,147 | 8.61 | 21.30 | 16.39 | 0.10 | 3.03 | 16.54 |
Black Diamond CLO 2019-1 DAC | Black Diamond | Oct 15, 2024 | 3,039 | 10.74 | 21.97 | 10.60 | 0.57 | 2.40 | 14.05 |
BlackRock European CLO II DAC | BlackRock | Oct 02, 2024 | 2,816 | 15.61 | 20.85 | 5.48 | 1.01 | 0.37 | 14.45 |
BlackRock European CLO III DAC | BlackRock | Oct 08, 2024 | 2,828 | 14.90 | 21.21 | 5.06 | 1.09 | 0.36 | 15.15 |
BlackRock European CLO IV DAC | BlackRock | Nov 12, 2024 | 2,825 | 17.86 | 22.61 | 8.70 | 1.33 | 0.67 | 21.72 |
BlackRock European CLO IX DAC | BlackRock | Oct 10, 2024 | 2,858 | 13.81 | 23.52 | 5.41 | 0.96 | 0.52 | 15.60 |
BlackRock European CLO X DAC | BlackRock | Oct 02, 2024 | 2,810 | 16.36 | 20.88 | 5.67 | 0.94 | 1.37 | 14.13 |
BlackRock European CLO XI DAC | BlackRock | Oct 04, 2024 | 2,808 | 14.47 | 20.00 | 5.81 | 1.01 | 0.93 | 14.92 |
BlackRock European CLO XII DAC | BlackRock | Oct 04, 2024 | 2,802 | 14.41 | 20.20 | 4.72 | 0.99 | 0.86 | 14.38 |
Blackrock European CLO XIII DAC | BlackRock | Oct 08, 2024 | 2,804 | 14.32 | 20.06 | 4.98 | 1.00 | 0.86 | 14.36 |
Blackrock European CLO XIV DAC | BlackRock | Nov 12, 2024 | 2,697 | 13.04 | 24.87 | 1.24 | 0.00 | 0.62 | 12.03 |
BlueMountain EUR 2021-1 CLO DAC | Sound Point | Oct 02, 2024 | 2,875 | 11.82 | 27.33 | 3.67 | 0.00 | 0.28 | 16.69 |
BlueMountain EUR 2021-2 CLO DAC | Sound Point | Oct 02, 2024 | 2,888 | 10.82 | 26.42 | 3.92 | 0.00 | 0.28 | 15.51 |
BlueMountain EUR CLO 2016-1 DAC | Sound Point | Oct 15, 2024 | 3,031 | 9.67 | 30.51 | 9.91 | 0.00 | 0.00 | 17.49 |
BlueMountain Fuji EUR CLO IV DAC | Sound Point | Oct 07, 2024 | 2,867 | 11.67 | 25.65 | 3.94 | 0.00 | 0.49 | 16.91 |
BlueMountain Fuji EUR CLO V DAC | Sound Point | Oct 02, 2024 | 2,915 | 12.58 | 31.57 | 3.78 | 0.00 | 0.69 | 17.83 |
Bosphorus CLO VI DAC | Cross Ocean | Nov 13, 2024 | 2,722 | 19.63 | 23.19 | 5.54 | 0.00 | 0.00 | 18.48 |
Bridgepoint CLO 1 DAC | Bridgepoint | Oct 02, 2024 | 2,881 | 8.90 | 22.41 | 4.70 | 0.00 | 0.00 | 13.56 |
Bridgepoint CLO 2 DAC | Bridgepoint | Oct 02, 2024 | 2,811 | 9.96 | 23.20 | 2.99 | 0.00 | 0.00 | 12.40 |
Bridgepoint CLO IV DAC | Bridgepoint | Nov 12, 2024 | 2,953 | 4.91 | 23.91 | 3.90 | 0.00 | 0.00 | 11.94 |
Bridgepoint CLO V DAC | Bridgepoint | Oct 02, 2024 | 2,880 | 6.38 | 25.88 | 1.78 | 0.00 | 0.00 | 9.80 |
Bridgepoint CLO VI DAC | Bridgepoint | Oct 07, 2024 | 2,810 | 7.92 | 18.50 | 1.97 | 0.00 | 0.00 | 10.93 |
CIFC European Funding VI DAC | CIFC | Oct 31, 2024 | 2,800 | 11.34 | 28.90 | 0.84 | 0.00 | 0.24 | 12.95 |
CVC Cordatus Loan Fund IV DAC | CVC | Oct 31, 2024 | 2,843 | 11.63 | 25.85 | 4.55 | 0.00 | 0.00 | 11.12 |
CVC Cordatus Loan Fund IX DAC | CVC | Oct 31, 2024 | 2,890 | 11.18 | 23.35 | 5.48 | 0.33 | 0.00 | 11.55 |
CVC Cordatus Loan Fund V DAC | CVC | Oct 08, 2024 | 2,791 | 18.05 | 21.57 | 6.36 | 0.64 | 0.00 | 10.71 |
CVC Cordatus Loan Fund VIII DAC | CVC | Oct 02, 2024 | 2,853 | 12.30 | 22.19 | 5.96 | 0.16 | 0.00 | 11.82 |
CVC Cordatus Loan Fund X DAC | CVC | Oct 16, 2024 | 2,767 | 17.20 | 22.96 | 5.99 | 0.23 | 0.00 | 15.06 |
CVC Cordatus Loan Fund XIX DAC | CVC | Oct 31, 2024 | 2,839 | 10.98 | 25.19 | 4.00 | 0.00 | 0.00 | 12.41 |
CVC Cordatus Loan Fund XVI DAC | CVC | Oct 31, 2024 | 2,968 | 7.54 | 31.43 | 5.37 | 0.18 | 0.00 | 15.05 |
CVC Cordatus Loan Fund XVII DAC | CVC | Oct 31, 2024 | 2,882 | 10.00 | 25.28 | 4.91 | 0.13 | 0.00 | 14.08 |
CVC Cordatus Loan Fund XVIII DAC | CVC | Nov 18, 2024 | 2,906 | 11.11 | 24.25 | 5.20 | 0.31 | 0.00 | 11.56 |
CVC Cordatus Loan Fund XX DAC | CVC | Oct 31, 2024 | 2,903 | 9.10 | 26.71 | 5.43 | 0.00 | 0.00 | 13.01 |
CVC Cordatus Loan Fund XXI DAC | CVC | Oct 31, 2024 | 2,910 | 8.68 | 25.47 | 4.84 | 0.17 | 0.00 | 12.84 |
CVC Cordatus Loan Fund XXIV DAC | CVC | Nov 06, 2024 | 3,016 | 7.01 | 35.19 | 5.23 | 0.21 | 0.00 | 14.88 |
CVC Cordatus Loan Fund XXIX DAC | CVC | Nov 04, 2024 | 2,900 | 7.04 | 30.44 | 2.92 | 0.00 | 0.00 | 12.87 |
CVC Cordatus Loan Fund XXV-A DAC | CVC | Oct 09, 2024 | 2,922 | 8.27 | 28.27 | 3.49 | 0.00 | 0.00 | 13.66 |
CVC Cordatus Loan Fund XXVI DAC | CVC | Nov 15, 2024 | 2,905 | 8.63 | 31.18 | 3.05 | 0.00 | 0.00 | 13.22 |
CVC Cordatus Loan Fund XXVII DAC | CVC | Nov 12, 2024 | 2,866 | 7.89 | 25.39 | 2.91 | 0.00 | 0.00 | 11.80 |
CVC Cordatus Loan Fund XXVIII DAC | CVC | Nov 04, 2024 | 2,931 | 7.85 | 27.26 | 3.41 | 0.37 | 0.00 | 11.66 |
CVC Cordatus Loan Fund XXX DAC | CVC | Nov 04, 2024 | 2,856 | 7.99 | 28.88 | 1.50 | 0.00 | 0.00 | 13.48 |
CVC Cordatus Loan Fund XXXI DAC | CVC | Nov 12, 2024 | 2,765 | 12.23 | 22.71 | 2.40 | 0.00 | 0.00 | 11.67 |
Cairn CLO VIII DAC | Cairn | Oct 18, 2024 | 3,006 | 17.18 | 31.73 | 6.44 | 2.05 | 1.01 | 13.22 |
Cairn CLO XI DAC | Cairn | Oct 02, 2024 | 2,996 | 13.53 | 31.31 | 6.63 | 0.99 | 0.13 | 15.09 |
Cairn CLO XIV DAC | Cairn | Nov 15, 2024 | 2,875 | 13.45 | 28.80 | 5.22 | 0.00 | 1.04 | 16.18 |
Cairn CLO XVI DAC | Cairn | Nov 15, 2024 | 2,707 | 16.29 | 23.00 | 2.90 | 0.23 | 0.00 | 12.40 |
Cairn CLO XVII DAC | Cairn | Nov 15, 2024 | 2,760 | 15.28 | 24.23 | 2.94 | 0.25 | 0.00 | 12.52 |
Cairn CLO XVIII DAC | Cairn | Nov 08, 2024 | 2,751 | 18.38 | 29.25 | 2.16 | 0.00 | 0.00 | 10.04 |
Canyon Euro CLO 2022-1 DAC | Canyon | Oct 02, 2024 | 2,735 | 14.32 | 19.38 | 3.70 | 0.00 | 1.23 | 11.79 |
Canyon Euro CLO 2023-1 DAC | Canyon | Oct 31, 2024 | 2,782 | 10.73 | 22.62 | 1.83 | 0.00 | 1.05 | 9.84 |
Capital Four CLO I DAC | Capital Four | Oct 02, 2024 | 2,907 | 15.11 | 26.28 | 3.44 | 1.93 | 0.79 | 13.04 |
Capital Four CLO II DAC | Capital Four | Oct 02, 2024 | 2,915 | 13.94 | 24.74 | 2.22 | 1.93 | 0.56 | 11.56 |
Capital Four CLO III DAC | Capital Four | Oct 02, 2024 | 2,937 | 12.44 | 25.84 | 2.08 | 1.93 | 1.31 | 11.15 |
Capital Four CLO IV DAC | Capital Four | Oct 02, 2024 | 2,931 | 12.70 | 26.76 | 2.08 | 1.96 | 0.57 | 11.47 |
Capital Four CLO V DAC | Capital Four | Nov 13, 2024 | 2,939 | 11.16 | 27.99 | 1.09 | 1.76 | 0.49 | 10.48 |
Capital Four CLO VI DAC | Capital Four | Nov 13, 2024 | 2,846 | 9.61 | 24.52 | 1.06 | 0.88 | 0.00 | 10.86 |
Capital Four CLO VII DAC | Capital Four | Oct 15, 2024 | 2,733 | 11.37 | 24.06 | 0.00 | 0.00 | 0.00 | 9.57 |
Carlyle Euro CLO 2013-1 DAC | CELF | Oct 02, 2024 | 2,768 | 14.73 | 24.83 | 2.77 | 0.93 | 0.00 | 20.21 |
Carlyle Euro CLO 2017-1 DAC | CELF | Oct 02, 2024 | 2,899 | 12.27 | 21.19 | 5.89 | 0.69 | 0.00 | 19.62 |
Carlyle Euro CLO 2017-3 DAC | CELF | Oct 02, 2024 | 2,963 | 7.39 | 26.68 | 4.36 | 0.82 | 0.00 | 20.46 |
Carlyle Euro CLO 2018-1 DAC | CELF | Oct 02, 2024 | 2,964 | 7.84 | 27.49 | 4.35 | 0.91 | 0.00 | 19.94 |
Carlyle Euro CLO 2019-2 DAC | CELF | Oct 18, 2024 | 2,986 | 8.03 | 26.48 | 4.42 | 0.72 | 0.00 | 21.25 |
Carlyle Euro CLO 2020-1 DAC | CELF | Nov 18, 2024 | 2,891 | 8.09 | 24.48 | 4.28 | 0.00 | 0.00 | 19.87 |
Carlyle Euro CLO 2020-2 DAC | CELF | Nov 18, 2024 | 2,872 | 11.08 | 24.73 | 4.66 | 0.00 | 0.00 | 15.99 |
Carlyle Euro CLO 2021-1 DAC | CELF | Nov 18, 2024 | 2,837 | 10.82 | 20.46 | 4.74 | 0.00 | 0.00 | 16.98 |
Carlyle Euro CLO 2021-3 DAC | CELF | Oct 15, 2024 | 3,007 | 8.86 | 27.30 | 5.43 | 0.72 | 0.00 | 18.66 |
Carlyle Euro CLO 2022-5 DAC | CELF | Nov 20, 2024 | 2,891 | 9.17 | 26.97 | 3.29 | 0.00 | 0.00 | 17.64 |
Carlyle Euro CLO 2024-1 DAC | CELF | Oct 02, 2024 | 2,767 | 9.61 | 22.43 | 0.12 | 0.00 | 0.00 | 15.97 |
Carlyle Global Market Strategies Euro CLO 2015-1 DAC | CELF | Oct 03, 2024 | 2,973 | 7.74 | 25.63 | 5.70 | 0.59 | 0.00 | 21.21 |
Carlyle Global Market Strategies Euro CLO 2015-3 DAC | CELF | Oct 02, 2024 | 3,095 | 8.42 | 30.14 | 5.14 | 1.16 | 0.00 | 19.20 |
Carlyle Global Market Strategies Euro CLO 2016-2 DAC | CELF | Oct 02, 2024 | 2,863 | 12.81 | 20.41 | 4.99 | 0.70 | 0.00 | 20.20 |
Carysfort Park CLO DAC | Blackstone | Oct 16, 2024 | 2,872 | 12.83 | 25.28 | 5.32 | 0.25 | 0.09 | 13.18 |
Clarinda Park CLO DAC | Blackstone | Oct 15, 2024 | 2,858 | 13.19 | 26.25 | 4.91 | 0.27 | 0.15 | 14.33 |
Clonmore Park CLO DAC | Blackstone | Oct 15, 2024 | 3,028 | 7.40 | 26.85 | 6.45 | 0.52 | 0.56 | 15.26 |
Contego CLO IV DAC | Five Arrows | Oct 11, 2024 | 3,024 | 6.80 | 34.18 | 5.47 | 0.00 | 0.94 | 17.22 |
Contego CLO IX DAC | Five Arrows | Oct 14, 2024 | 2,952 | 6.69 | 31.02 | 3.50 | 0.00 | 0.64 | 13.54 |
Contego CLO VII DAC | Five Arrows | Oct 31, 2024 | 2,913 | 8.55 | 30.37 | 3.65 | 0.00 | 0.56 | 16.91 |
Contego CLO VIII DAC | Five Arrows | Oct 15, 2024 | 2,931 | 6.80 | 30.98 | 3.55 | 0.00 | 0.75 | 15.30 |
Contego CLO X DAC | Five Arrows | Nov 05, 2024 | 2,939 | 5.69 | 32.21 | 2.63 | 0.00 | 0.00 | 14.13 |
Contego CLO XII DAC | Five Arrows | Oct 15, 2024 | 2,904 | 7.09 | 30.38 | 2.47 | 0.00 | 0.00 | 14.80 |
Cross Ocean Bosphorus CLO IX DAC | Cross Ocean | Oct 03, 2024 | 2,802 | 13.69 | 27.43 | 1.09 | 0.00 | 0.00 | 16.45 |
Cross Ocean Bosphorus CLO X DAC | Cross Ocean | Oct 31, 2024 | 2,813 | 12.92 | 29.04 | 0.48 | 0.00 | 0.00 | 8.58 |
Crosthwaite Park CLO DAC | Blackstone | Oct 21, 2024 | 2,897 | 12.83 | 25.85 | 5.81 | 0.36 | 0.45 | 13.92 |
Dartry Park CLO DAC | Blackstone | Nov 15, 2024 | 2,920 | 10.33 | 26.19 | 6.18 | 0.21 | 0.82 | 12.82 |
Deer Park CLO DAC | Blackstone | Oct 02, 2024 | 2,888 | 13.92 | 24.90 | 5.17 | 0.69 | 0.44 | 12.28 |
Dillons Park CLO DAC | Blackstone | Oct 02, 2024 | 2,969 | 10.17 | 26.11 | 6.97 | 0.39 | 0.38 | 13.14 |
Dryden 27 R Euro CLO 2017 DAC | PGIM | Oct 31, 2024 | 2,808 | 14.38 | 31.30 | 3.28 | 0.12 | 0.66 | 17.80 |
Dryden 29 Euro CLO 2013 DAC | PGIM | Oct 31, 2024 | 2,744 | 16.01 | 33.21 | 3.09 | 0.01 | 1.55 | 14.32 |
Dryden 35 Euro CLO 2014 DAC | PGIM | Oct 31, 2024 | 2,794 | 11.10 | 31.17 | 3.10 | 0.00 | 0.42 | 14.22 |
Dryden 39 Euro CLO 2015 DAC | PGIM | Oct 31, 2024 | 2,772 | 16.10 | 29.93 | 3.78 | 0.15 | 0.46 | 15.99 |
Dryden 44 Euro CLO 2015 DAC | PGIM | Oct 31, 2024 | 2,782 | 15.65 | 30.24 | 4.80 | 0.03 | 0.24 | 14.76 |
Dryden 46 Euro CLO 2016 DAC | PGIM | Oct 31, 2024 | 2,750 | 15.93 | 29.08 | 3.96 | 0.14 | 0.43 | 13.91 |
Dryden 48 Euro CLO 2016 DAC | PGIM | Oct 31, 2024 | 2,827 | 11.03 | 30.61 | 4.38 | 0.00 | 0.35 | 15.30 |
Dryden 52 Euro CLO 2017 DAC | PGIM | Oct 31, 2024 | 2,761 | 16.65 | 33.29 | 3.26 | 0.00 | 1.26 | 14.76 |
Dryden 56 Euro CLO 2017 DAC | PGIM | Oct 31, 2024 | 2,686 | 17.00 | 31.36 | 2.48 | 0.00 | 1.34 | 12.85 |
Dryden 73 Euro CLO 2018 DAC | PGIM | Oct 31, 2024 | 2,753 | 14.89 | 29.78 | 3.62 | 0.00 | 0.16 | 14.95 |
Dryden 74 Euro CLO 2020 DAC | PGIM | Oct 31, 2024 | 2,837 | 11.81 | 31.60 | 3.75 | 0.00 | 0.46 | 15.82 |
Dryden 88 Euro CLO 2020 DAC | PGIM | Oct 31, 2024 | 2,772 | 16.08 | 30.42 | 4.32 | 0.00 | 0.24 | 15.89 |
Dryden 89 Euro CLO 2020 DAC | PGIM | Oct 31, 2024 | 2,801 | 16.04 | 31.55 | 5.14 | 0.00 | 0.48 | 16.23 |
Dryden 96 Euro CLO 2021 DAC | PGIM | Oct 31, 2024 | 2,779 | 13.94 | 31.77 | 3.02 | 0.00 | 0.68 | 14.26 |
Dunedin Park CLO DAC | Blackstone | Oct 15, 2024 | 2,905 | 11.23 | 25.77 | 5.40 | 0.37 | 0.49 | 13.06 |
Elm Park CLO DAC | Blackstone | Nov 15, 2024 | 2,872 | 12.96 | 25.90 | 5.37 | 0.21 | 0.85 | 13.61 |
Euro-Galaxy III CLO DAC | PineBridge | Oct 11, 2024 | 2,929 | 16.78 | 24.68 | 5.98 | 1.58 | 0.45 | 12.69 |
Euro-Galaxy IV CLO DAC | PineBridge | Oct 17, 2024 | 2,922 | 13.43 | 24.46 | 5.02 | 1.60 | 0.53 | 15.13 |
Euro-Galaxy V CLO DAC | PineBridge | Oct 07, 2024 | 2,920 | 14.55 | 24.44 | 5.31 | 1.64 | 0.30 | 13.59 |
Fair Oaks Loan Funding I DAC | Fair Oaks | Nov 15, 2024 | 2,705 | 13.73 | 22.11 | 2.80 | 0.00 | 0.00 | 14.69 |
Fair Oaks Loan Funding II DAC | Fair Oaks | Nov 15, 2024 | 2,768 | 12.70 | 24.95 | 3.45 | 0.00 | 0.00 | 14.80 |
Fair Oaks Loan Funding III DAC | Fair Oaks | Nov 15, 2024 | 2,707 | 13.78 | 23.24 | 2.25 | 0.00 | 0.00 | 14.16 |
Fair Oaks Loan Funding V DAC | Fair Oaks | Nov 15, 2024 | 2,653 | 13.46 | 21.41 | 0.00 | 0.00 | 0.00 | 14.00 |
Fernhill Park CLO DAC | Blackstone | Nov 05, 2024 | 2,830 | 11.23 | 25.29 | 2.04 | 0.00 | 0.19 | 14.25 |
Fidelity Grand Harbour CLO 2022-1 DAC | FIL | Oct 03, 2024 | 2,834 | 13.32 | 27.35 | 1.79 | 0.63 | 0.00 | 12.71 |
Fidelity Grand Harbour CLO 2023-1 DAC | FIL | Nov 04, 2024 | 2,843 | 11.08 | 30.74 | 1.30 | 0.00 | 0.25 | 13.08 |
Fidelity Grand Harbour CLO 2023-2 DAC | FIL | Oct 03, 2024 | 2,804 | 11.50 | 27.67 | 0.76 | 0.00 | 0.37 | 13.17 |
GLG Euro CLO IV DAC | GLG | Oct 08, 2024 | 3,062 | 12.52 | 34.15 | 7.34 | 1.46 | 1.26 | 18.02 |
Glenbrook Park CLO DAC | Blackstone | Oct 08, 2024 | 2,952 | 8.70 | 26.66 | 3.93 | 0.56 | 0.28 | 14.59 |
GoldenTree Loan Management EUR CLO 4 DAC | GoldenTree | Oct 04, 2024 | 2,700 | 16.44 | 19.63 | 3.58 | 0.00 | 1.41 | 12.73 |
GoldenTree Loan Management EUR CLO 5 DAC | GoldenTree | Oct 04, 2024 | 2,729 | 15.28 | 20.46 | 3.53 | 0.00 | 1.78 | 12.69 |
GoldenTree Loan Management EUR CLO 6 DAC | GoldenTree | Nov 15, 2024 | 2,757 | 13.52 | 20.72 | 3.03 | 0.00 | 1.72 | 12.88 |
GoldenTree Loan Management EUR CLO 7 DAC | GoldenTree | Nov 15, 2024 | 2,730 | 13.71 | 20.63 | 1.83 | 0.00 | 1.63 | 12.15 |
Grosvenor Place CLO 2022-1 DAC | CQS | Nov 13, 2024 | 2,830 | 12.85 | 25.76 | 2.66 | 0.75 | 0.00 | 9.55 |
Harvest CLO VIII DAC | Investcorp | Oct 02, 2024 | 2,830 | 15.38 | 27.27 | 4.71 | 0.00 | 1.24 | 18.05 |
Harvest CLO XVII DAC | Investcorp | Oct 30, 2024 | 2,975 | 10.08 | 26.42 | 3.53 | 1.39 | 0.59 | 18.20 |
Harvest CLO XVIII DAC | Investcorp | Oct 03, 2024 | 2,878 | 13.43 | 26.56 | 7.29 | 0.00 | 0.56 | 20.06 |
Harvest CLO XXII DAC | Investcorp | Oct 31, 2024 | 2,906 | 9.85 | 27.38 | 2.22 | 0.71 | 0.34 | 16.35 |
Harvest CLO XXIII DAC | Investcorp | Oct 31, 2024 | 2,927 | 10.45 | 27.74 | 2.62 | 0.91 | 0.73 | 16.50 |
Harvest CLO XXIX DAC | Investcorp | Nov 08, 2024 | 2,925 | 8.57 | 28.33 | 2.02 | 0.00 | 0.00 | 16.62 |
Harvest CLO XXV DAC | Investcorp | Nov 12, 2024 | 2,903 | 9.25 | 25.78 | 2.91 | 0.06 | 0.51 | 15.80 |
Harvest CLO XXVI DAC | Investcorp | Oct 02, 2024 | 2,953 | 10.46 | 25.93 | 2.51 | 0.84 | 0.16 | 18.54 |
Harvest CLO XXX DAC | Investcorp | Nov 08, 2024 | 2,901 | 7.92 | 25.51 | 1.79 | 0.00 | 0.00 | 17.20 |
Harvest CLO XXXI DAC | Investcorp | Oct 02, 2024 | 2,906 | 9.44 | 26.86 | 1.95 | 0.00 | 0.00 | 16.81 |
Harvest CLO XXXII DAC | Investcorp | Oct 31, 2024 | 2,891 | 8.03 | 26.74 | 0.69 | 0.00 | 0.10 | 14.13 |
Hayfin Emerald CLO IV DAC | Hayfin | Oct 02, 2024 | 2,874 | 17.20 | 20.65 | 5.96 | 2.02 | 0.00 | 10.39 |
Hayfin Emerald CLO IX DAC | Hayfin | Oct 15, 2024 | 2,748 | 19.84 | 20.36 | 6.03 | 0.79 | 0.00 | 11.91 |
Hayfin Emerald CLO VI DAC | Hayfin | Oct 02, 2024 | 2,867 | 18.08 | 21.15 | 6.32 | 1.98 | 0.00 | 10.06 |
Hayfin Emerald CLO VII DAC | Hayfin | Oct 02, 2024 | 2,730 | 20.40 | 21.47 | 5.61 | 0.92 | 0.00 | 10.55 |
Hayfin Emerald CLO VIII DAC | Hayfin | Oct 04, 2024 | 2,902 | 19.18 | 21.46 | 5.83 | 2.46 | 0.00 | 11.56 |
Hayfin Emerald CLO X DAC | Hayfin | Oct 07, 2024 | 2,720 | 19.13 | 21.15 | 4.54 | 0.71 | 0.00 | 11.59 |
Hayfin Emerald CLO XII DAC | Hayfin | Oct 15, 2024 | 2,708 | 16.21 | 19.94 | 4.18 | 0.00 | 0.00 | 14.52 |
Hayfin Emerald CLO XIII DAC | Hayfin | Nov 04, 2024 | 2,649 | 19.41 | 23.39 | 0.50 | 0.25 | 0.00 | 9.99 |
Henley CLO I DAC | Napier Park | Nov 15, 2024 | 2,884 | 5.95 | 25.53 | 1.79 | 0.00 | 0.76 | 12.09 |
Henley CLO II DAC | Napier Park | Oct 15, 2024 | 2,950 | 2.03 | 25.44 | 2.05 | 0.00 | 0.76 | 14.46 |
Henley CLO III DAC | Napier Park | Oct 15, 2024 | 2,936 | 3.84 | 25.77 | 2.27 | 0.00 | 1.01 | 13.62 |
Henley CLO IV DAC | Napier Park | Oct 15, 2024 | 2,892 | 5.02 | 24.75 | 1.90 | 0.00 | 0.76 | 11.60 |
Henley CLO V DAC | Napier Park | Oct 15, 2024 | 2,921 | 2.49 | 23.42 | 2.28 | 0.00 | 0.76 | 13.50 |
Henley CLO VI DAC | Napier Park | Oct 15, 2024 | 2,968 | 2.90 | 24.34 | 2.88 | 0.00 | 1.52 | 12.62 |
Henley CLO VII DAC | Napier Park | Nov 15, 2024 | 2,869 | 4.96 | 21.25 | 1.76 | 0.00 | 1.01 | 12.16 |
Henley CLO X DAC | Napier Park | Oct 15, 2024 | 2,937 | 2.21 | 24.17 | 0.66 | 0.00 | 0.44 | 7.72 |
Holland Park CLO DAC | Blackstone | Oct 21, 2024 | 2,918 | 11.84 | 28.85 | 5.20 | 0.51 | 0.58 | 14.68 |
ICG Euro CLO 2021-1 DAC | Intermediate | Oct 02, 2024 | 3,003 | 14.38 | 29.68 | 3.91 | 1.88 | 0.00 | 16.67 |
ICG Euro CLO 2022-1 DAC | Intermediate | Oct 15, 2024 | 3,128 | 14.95 | 30.08 | 3.23 | 3.49 | 0.00 | 17.97 |
ICG Euro CLO 2023-1 DAC | Intermediate | Oct 07, 2024 | 3,098 | 13.95 | 28.11 | 5.14 | 2.66 | 0.00 | 16.34 |
ICG Euro CLO 2023-2 DAC | Intermediate | Oct 09, 2024 | 2,944 | 15.41 | 28.88 | 2.73 | 1.39 | 0.00 | 19.53 |
ICG Euro CLO 2024-1 DAC | Intermediate | Nov 12, 2024 | 2,787 | 17.11 | 30.14 | 0.95 | 0.00 | 0.00 | 12.60 |
Indigo Credit Management I DAC | Pemberton | Oct 02, 2024 | 2,514 | 20.43 | 6.79 | 1.25 | 0.00 | 0.00 | 15.92 |
Invesco Euro CLO II DAC | Invesco | Oct 15, 2024 | 3,076 | 11.79 | 33.72 | 6.31 | 1.17 | 0.00 | 18.02 |
Invesco Euro CLO IV DAC | Invesco | Oct 02, 2024 | 3,061 | 13.18 | 33.06 | 6.25 | 1.31 | 0.20 | 18.30 |
Invesco Euro CLO Issuer X DAC | Invesco | Nov 15, 2024 | 2,891 | 15.10 | 27.08 | 3.24 | 0.97 | 0.00 | 18.25 |
Invesco Euro CLO VI DAC | Invesco | Oct 02, 2024 | 2,949 | 13.64 | 29.28 | 5.89 | 0.74 | 0.00 | 20.29 |
Invesco Euro CLO XI DAC | Invesco | Oct 09, 2024 | 2,879 | 15.04 | 27.08 | 2.83 | 0.75 | 0.00 | 15.71 |
Invesco Euro CLO XII DAC | Invesco | Oct 15, 2024 | 2,874 | 10.92 | 31.47 | 0.43 | 0.00 | 0.00 | 17.27 |
Jubilee CLO 2013-X DAC | Alcentra | Oct 02, 2024 | 2,867 | 16.91 | 29.77 | 6.31 | 0.37 | 0.36 | 16.97 |
Jubilee CLO 2017-XIX DAC | Alcentra | Oct 15, 2024 | 2,945 | 15.00 | 31.10 | 7.36 | 0.41 | 0.43 | 18.58 |
Jubilee CLO 2019-XXII DAC | Alcentra | Oct 08, 2024 | 2,806 | 17.40 | 30.66 | 3.98 | 0.00 | 0.27 | 16.52 |
Jubilee CLO 2019-XXIII DAC | Alcentra | Oct 02, 2024 | 2,863 | 15.55 | 30.84 | 4.24 | 0.26 | 0.29 | 16.80 |
Jubilee CLO 2020-XXIV DAC | Alcentra | Oct 03, 2024 | 2,896 | 13.51 | 29.05 | 6.02 | 0.32 | 0.34 | 17.02 |
Jubilee CLO 2022-XXVI DAC | Alcentra | Sep 10, 2024 | 2,871 | 15.83 | 29.32 | 5.59 | 0.37 | 0.00 | 16.27 |
Jubilee CLO 2023-XXVII DAC | Alcentra | Oct 08, 2024 | 2,860 | 15.96 | 30.80 | 5.04 | 0.36 | 0.00 | 16.27 |
Jubilee CLO 2024-XXVIII DAC | Alcentra | Oct 08, 2024 | 2,786 | 15.31 | 30.80 | 2.32 | 0.00 | 0.00 | 13.73 |
MAN GLG Euro CLO VI DAC | GLG | Oct 03, 2024 | 2,922 | 12.59 | 31.25 | 5.60 | 0.45 | 1.31 | 16.29 |
MV Credit Euro CLO III DAC | MV | Oct 15, 2024 | 2,857 | 10.42 | 18.85 | 2.28 | 0.58 | 0.00 | 15.95 |
Madison Park Euro Funding IX DAC | Credit Suisse | Nov 06, 2024 | 2,932 | 10.91 | 19.54 | 5.59 | 1.33 | 0.27 | 15.94 |
Madison Park Euro Funding VIII DAC | Credit Suisse | Nov 20, 2024 | 2,882 | 11.09 | 22.03 | 4.74 | 0.96 | 0.62 | 13.96 |
Madison Park Euro Funding X DAC | Credit Suisse | Oct 16, 2024 | 2,767 | 22.84 | 21.36 | 6.34 | 1.22 | 0.94 | 14.20 |
Madison Park Euro Funding XIX DAC | Credit Suisse | Oct 04, 2024 | 2,950 | 8.97 | 25.41 | 3.13 | 0.80 | 0.97 | 14.64 |
Madison Park Euro Funding XV DAC | Credit Suisse | Oct 04, 2024 | 2,949 | 11.58 | 25.67 | 6.01 | 0.51 | 0.46 | 15.04 |
Madison Park Euro Funding XVI DAC | Credit Suisse | Oct 04, 2024 | 2,900 | 11.50 | 23.91 | 4.43 | 0.75 | 0.79 | 15.55 |
Madison Park Euro Funding XVII DAC | Credit Suisse | Oct 18, 2024 | 2,932 | 9.31 | 26.21 | 4.40 | 0.42 | 0.30 | 16.58 |
Madison Park Euro Funding XX DAC | Credit Suisse | Oct 04, 2024 | 3,023 | 7.18 | 23.24 | 5.37 | 1.18 | 1.71 | 15.15 |
Man Euro CLO 2023-1 DAC | GLG | Oct 03, 2024 | 2,785 | 10.99 | 24.03 | 1.18 | 0.00 | 1.17 | 7.25 |
Man GLG Euro CLO III DAC | GLG | Oct 03, 2024 | 3,088 | 13.26 | 27.56 | 12.01 | 0.87 | 2.83 | 20.26 |
Margay CLO I DAC | M&G | Oct 02, 2024 | 2,656 | 19.05 | 15.62 | 1.03 | 0.88 | 0.25 | 12.30 |
Margay CLO II DAC | M&G | Nov 15, 2024 | 2,608 | 15.78 | 14.89 | 0.50 | 0.00 | 0.00 | 12.49 |
Marino Park CLO DAC | Blackstone | Oct 03, 2024 | 2,884 | 11.19 | 28.08 | 5.05 | 0.00 | 0.12 | 14.79 |
Montmartre Euro CLO 2020-2 DAC | CELF | Oct 02, 2024 | 2,871 | 11.40 | 27.68 | 4.39 | 0.00 | 0.00 | 18.39 |
Monument CLO 1 DAC | Serone | Oct 15, 2024 | 2,721 | 12.21 | 18.40 | 0.00 | 0.00 | 0.00 | 10.22 |
Nassau Euro CLO III DAC | NCC | Oct 02, 2024 | 2,841 | 9.28 | 20.54 | 1.70 | 0.54 | 0.00 | 12.13 |
Nassau Euro CLO IV DAC | NCC | Oct 07, 2024 | 2,780 | 9.66 | 19.14 | 0.50 | 0.00 | 0.00 | 11.19 |
Neuberger Berman Loan Advisers Euro CLO 1 DAC | Neuberger Berman | Oct 04, 2024 | 2,755 | 12.34 | 20.64 | 1.85 | 0.16 | 0.48 | 11.60 |
Neuberger Berman Loan Advisers Euro CLO 2 DAC | Neuberger Berman | Oct 02, 2024 | 2,768 | 12.10 | 22.27 | 2.03 | 0.17 | 0.97 | 11.99 |
Neuberger Berman Loan Advisers Euro CLO 3 DAC | Neuberger Berman | Oct 15, 2024 | 2,771 | 11.78 | 19.77 | 2.33 | 0.16 | 0.93 | 12.29 |
Neuberger Berman Loan Advisers Euro CLO 5 DAC | Neuberger Berman | Oct 08, 2024 | 2,745 | 12.91 | 22.08 | 2.32 | 0.17 | 1.13 | 13.23 |
Neuberger Berman Loan Advisers Euro CLO 6 DAC | Neuberger Berman | Nov 18, 2024 | 2,734 | 10.95 | 19.50 | 1.40 | 0.00 | 0.66 | 11.66 |
Newhaven CLO DAC | Bain | Oct 07, 2024 | 2,989 | 14.35 | 23.65 | 6.27 | 2.07 | 0.30 | 16.02 |
North Westerly VI ESG CLO DAC | NIBC | Nov 08, 2024 | 2,971 | 14.00 | 23.83 | 3.89 | 2.51 | 0.00 | 19.70 |
North Westerly VII ESG CLO DAC | NIBC | Nov 05, 2024 | 2,894 | 14.61 | 22.50 | 3.03 | 2.39 | 0.00 | 15.93 |
North Westerly VIII 2024 ESG CLO DAC | NIBC | Oct 31, 2024 | 2,704 | 14.88 | 22.53 | 0.00 | 0.00 | 0.00 | 10.75 |
Northwoods Capital 19 Euro DAC | Northwoods | Nov 13, 2024 | 2,938 | 9.05 | 27.32 | 4.91 | 0.54 | 0.85 | 17.20 |
Northwoods Capital 21 Euro DAC | Northwoods | Oct 10, 2024 | 3,038 | 11.03 | 27.85 | 4.66 | 1.84 | 0.00 | 15.35 |
Northwoods Capital 23 Euro DAC | Northwoods | Oct 31, 2024 | 3,009 | 11.67 | 26.90 | 4.56 | 1.92 | 0.00 | 16.58 |
Northwoods Capital 24 Euro DAC | Northwoods | Oct 03, 2024 | 3,034 | 11.44 | 27.50 | 4.67 | 1.93 | 0.00 | 15.61 |
Northwoods Capital 26 Euro DAC | Northwoods | Oct 03, 2024 | 2,988 | 10.68 | 26.50 | 3.78 | 1.61 | 0.43 | 16.84 |
OCP EURO CLO 2022-5 DAC | Onex | Nov 06, 2024 | 2,825 | 14.95 | 33.20 | 2.34 | 0.00 | 0.49 | 16.11 |
OCP Euro CLO 2017-1 DAC | Onex | Oct 01, 2024 | 2,791 | 15.52 | 31.40 | 2.55 | 0.00 | 0.43 | 14.48 |
OCP Euro CLO 2017-2 DAC | Onex | Nov 06, 2024 | 2,794 | 16.08 | 32.52 | 2.00 | 0.00 | 0.00 | 13.14 |
OCP Euro CLO 2019-3 DAC | Onex | Nov 06, 2024 | 2,780 | 14.41 | 28.70 | 2.10 | 0.00 | 0.35 | 14.51 |
OCP Euro CLO 2020-4 DAC | Onex | Nov 06, 2024 | 2,823 | 14.28 | 31.40 | 3.03 | 0.00 | 1.05 | 16.65 |
OCP Euro CLO 2022-6 DAC | Onex | Oct 09, 2024 | 2,902 | 12.37 | 34.36 | 3.06 | 0.00 | 0.49 | 14.17 |
OCP Euro CLO 2023-8 DAC | Onex | Nov 06, 2024 | 2,885 | 10.77 | 34.52 | 1.54 | 0.00 | 0.00 | 15.70 |
OCP Euro CLO 2024-9 DAC | Onex | Oct 07, 2024 | 2,819 | 12.23 | 28.94 | 1.95 | 0.00 | 0.40 | 11.64 |
OCPE CLO 2023-7 DAC | Onex | Nov 06, 2024 | 2,839 | 13.97 | 33.08 | 2.59 | 0.00 | 0.56 | 13.72 |
OZLME III DAC | Sculptor | Oct 15, 2024 | 2,713 | 18.90 | 24.43 | 6.33 | 0.00 | 0.00 | 16.57 |
Oak Hill European Credit Partners VIII DAC | Oak Hill | Oct 06, 2024 | 2,808 | 9.61 | 24.11 | 2.17 | 0.00 | 0.31 | 14.74 |
Palmer Square European CLO 2021-1 DAC | Palmer Square | Oct 31, 2024 | 2,812 | 15.52 | 24.32 | 3.28 | 0.72 | 0.64 | 17.10 |
Palmer Square European CLO 2021-2 DAC | Palmer Square | Nov 05, 2024 | 2,819 | 15.61 | 23.96 | 3.41 | 0.82 | 0.64 | 17.66 |
Palmer Square European CLO 2022-1 DAC | Palmer Square | Oct 31, 2024 | 2,788 | 15.95 | 23.35 | 2.55 | 0.73 | 0.95 | 15.97 |
Palmer Square European CLO 2022-2 DAC | Palmer Square | Oct 02, 2024 | 2,737 | 16.39 | 21.76 | 1.49 | 0.63 | 0.81 | 13.80 |
Palmer Square European CLO 2023-1 DAC | Palmer Square | Oct 02, 2024 | 2,699 | 19.08 | 21.43 | 1.38 | 0.46 | 1.41 | 13.59 |
Palmer Square European CLO 2023-2 DAC | Palmer Square | Oct 31, 2024 | 2,760 | 16.87 | 21.76 | 1.73 | 0.67 | 1.03 | 12.97 |
Penta CLO 11 DAC | Partners | Oct 03, 2024 | 2,917 | 7.91 | 28.14 | 2.89 | 0.00 | 0.00 | 9.33 |
Penta CLO 12 DAC | Partners | Oct 30, 2024 | 2,832 | 11.79 | 25.53 | 1.98 | 0.00 | 0.00 | 12.52 |
Penta CLO 15 DAC | Partners | Oct 03, 2024 | 2,811 | 12.03 | 24.14 | 1.72 | 0.00 | 0.00 | 11.29 |
Penta CLO 16 DAC | Partners | Oct 08, 2024 | 2,828 | 10.56 | 24.94 | 2.42 | 0.00 | 0.00 | 12.13 |
Penta CLO 17 DAC | Partners | Oct 31, 2024 | 2,827 | 11.25 | 22.84 | 2.63 | 0.00 | 0.00 | 11.10 |
Penta CLO 5 DAC | Partners | Oct 09, 2024 | 2,853 | 13.31 | 25.79 | 2.90 | 0.56 | 0.00 | 13.23 |
Penta CLO 7 DAC | Partners | Oct 15, 2024 | 2,886 | 11.05 | 24.79 | 3.42 | 0.64 | 0.00 | 11.71 |
Penta CLO 8 DAC | Partners | Oct 03, 2024 | 2,865 | 10.94 | 26.42 | 3.38 | 0.00 | 0.00 | 16.62 |
Penta CLO 9 DAC | Partners | Oct 31, 2024 | 2,863 | 9.07 | 24.80 | 2.72 | 0.00 | 0.00 | 10.86 |
Providus CLO I DAC | Permira | Oct 31, 2024 | 2,752 | 17.95 | 34.13 | 2.89 | 0.00 | 0.00 | 16.68 |
Providus CLO III DAC | Permira | Oct 03, 2024 | 2,856 | 10.72 | 31.98 | 1.58 | 0.00 | 0.00 | 12.98 |
Providus CLO IV DAC | Permira | Oct 04, 2024 | 2,870 | 9.57 | 32.58 | 1.68 | 0.00 | 0.00 | 13.99 |
Providus CLO IX DAC | Permira | Oct 03, 2024 | 2,903 | 8.66 | 31.94 | 1.53 | 0.00 | 0.00 | 13.10 |
Providus CLO V DAC | Permira | Oct 31, 2024 | 2,886 | 9.21 | 33.23 | 1.79 | 0.00 | 0.00 | 13.59 |
Providus CLO VI DAC | Permira | Nov 05, 2024 | 2,897 | 9.52 | 33.10 | 2.23 | 0.00 | 0.00 | 13.73 |
Providus CLO VII DAC | Permira | Oct 02, 2024 | 2,909 | 9.30 | 32.36 | 1.99 | 0.00 | 0.00 | 13.57 |
Providus CLO X DAC | Permira | Nov 01, 2024 | 2,899 | 9.08 | 31.95 | 1.58 | 0.00 | 0.00 | 14.19 |
Purple Finance CLO 1 DAC | Ostrum | Nov 15, 2024 | 3,272 | 4.04 | 45.27 | 10.96 | 0.00 | 0.00 | 10.55 |
Purple Finance CLO 2 DAC | Ostrum | Oct 08, 2024 | 2,987 | 3.70 | 25.11 | 2.88 | 0.63 | 0.00 | 14.13 |
RRE 1 Loan Management DAC | Redding Ridge | Oct 07, 2024 | 2,768 | 11.90 | 22.28 | 1.74 | 0.00 | 0.00 | 10.88 |
RRE 10 Loan Management DAC | Redding Ridge | Oct 07, 2024 | 2,770 | 12.19 | 22.80 | 2.05 | 0.00 | 0.00 | 11.07 |
RRE 11 Loan Management DAC | Redding Ridge | Oct 07, 2024 | 2,778 | 9.83 | 21.45 | 1.35 | 0.00 | 0.00 | 11.47 |
RRE 12 Loan Management DAC | Redding Ridge | Oct 07, 2024 | 2,771 | 10.59 | 20.35 | 1.67 | 0.00 | 0.00 | 11.21 |
RRE 16 Loan Management DAC | Redding Ridge | Oct 07, 2024 | 2,789 | 8.78 | 21.26 | 1.26 | 0.00 | 0.00 | 11.62 |
RRE 17 Loan Management DAC | Redding Ridge | Oct 07, 2024 | 2,803 | 7.04 | 21.44 | 0.62 | 0.00 | 0.00 | 12.82 |
RRE 18 Loan Management DAC | Redding Ridge | Oct 07, 2024 | 2,810 | 7.27 | 20.94 | 0.61 | 0.00 | 0.00 | 11.00 |
RRE 19 Loan Management DAC | Redding Ridge | Oct 31, 2024 | 2,833 | 5.94 | 23.75 | 0.13 | 0.00 | 0.00 | 10.62 |
RRE 2 Loan Management DAC | Redding Ridge | Oct 07, 2024 | 2,774 | 11.23 | 21.36 | 1.82 | 0.00 | 0.00 | 11.45 |
RRE 20 Loan Management DAC | Redding Ridge | Oct 31, 2024 | 2,868 | 5.88 | 24.17 | 0.43 | 0.00 | 0.00 | 9.64 |
RRE 21 Loan Management DAC | Redding Ridge | Oct 31, 2024 | 2,870 | 6.64 | 22.89 | 2.04 | 0.00 | 0.00 | 11.90 |
RRE 5 Loan Management DAC | Redding Ridge | Oct 07, 2024 | 2,764 | 11.67 | 21.74 | 1.93 | 0.00 | 0.00 | 11.54 |
RRE 6 Loan Management DAC | Redding Ridge | Oct 07, 2024 | 2,773 | 11.66 | 21.70 | 1.81 | 0.00 | 0.00 | 11.61 |
RRE 7 Loan Management DAC | Redding Ridge | Oct 07, 2024 | 2,777 | 11.92 | 21.93 | 2.13 | 0.00 | 0.00 | 11.33 |
RRE 8 Loan Management DAC | Redding Ridge | Oct 07, 2024 | 2,793 | 10.46 | 22.10 | 2.13 | 0.00 | 0.00 | 11.57 |
Rockfield Park CLO DAC | Blackstone | Nov 12, 2024 | 2,893 | 11.19 | 25.63 | 4.66 | 0.49 | 0.14 | 12.94 |
Rockford Tower Europe CLO 2018-1 DAC | Rockford | Oct 11, 2024 | 2,807 | 18.92 | 31.13 | 5.26 | 0.00 | 1.22 | 15.94 |
Rockford Tower Europe CLO 2021-1 DAC | Rockford | Oct 08, 2024 | 2,720 | 20.48 | 23.59 | 5.63 | 0.00 | 0.83 | 11.98 |
Rockford Tower Europe CLO 2021-2 DAC | Rockford | Oct 11, 2024 | 2,853 | 17.31 | 30.80 | 5.96 | 0.00 | 0.67 | 13.65 |
Rockford Tower Europe CLO 2023-1 DAC | Rockford | Nov 15, 2024 | 2,809 | 15.83 | 28.58 | 3.81 | 0.00 | 0.53 | 10.60 |
Sculptor European CLO I DAC | Sculptor | Oct 07, 2024 | 2,738 | 16.40 | 24.03 | 3.14 | 0.00 | 0.00 | 14.07 |
Sculptor European CLO II DAC | Sculptor | Oct 02, 2024 | 2,718 | 17.29 | 23.83 | 2.65 | 0.00 | 0.00 | 14.54 |
Sculptor European CLO VI DAC | Sculptor | Oct 02, 2024 | 2,688 | 18.97 | 23.65 | 2.46 | 0.00 | 0.00 | 14.63 |
Sculptor European CLO VIII DAC | Sculptor | Oct 04, 2024 | 2,776 | 14.14 | 24.62 | 2.51 | 0.00 | 0.00 | 15.64 |
Seapoint Park CLO DAC | Blackstone | Nov 12, 2024 | 2,896 | 10.85 | 27.70 | 4.49 | 0.26 | 0.61 | 11.77 |
Segovia European CLO 1-2014 DAC | Segovia | Oct 02, 2024 | 2,913 | 10.92 | 25.50 | 3.88 | 0.62 | 1.04 | 13.27 |
Segovia European CLO 3-2017 DAC | Segovia | Oct 15, 2024 | 2,899 | 10.67 | 24.93 | 2.04 | 0.77 | 1.15 | 12.42 |
Segovia European CLO 4-2017 DAC | Segovia | Oct 08, 2024 | 2,874 | 19.12 | 29.75 | 3.96 | 1.51 | 1.69 | 14.47 |
Signal Harmonic CLO II DAC | Signal | Oct 02, 2024 | 2,807 | 16.42 | 27.14 | 2.92 | 0.00 | 0.00 | 11.03 |
Signal Harmonic CLO III DAC | Signal | Oct 14, 2024 | 2,830 | 15.04 | 28.09 | 2.68 | 0.00 | 0.00 | 10.08 |
Sona Fios CLO I DAC | Sona | Oct 02, 2024 | 2,762 | 10.83 | 20.53 | 2.29 | 0.00 | 0.00 | 7.15 |
Sona Fios CLO II DAC | Sona | Nov 04, 2024 | 2,736 | 11.59 | 22.27 | 1.08 | 0.00 | 0.00 | 6.24 |
Sona Fios CLO III DAC | Sona | Oct 31, 2024 | 2,705 | 11.85 | 19.56 | 1.29 | 0.00 | 0.00 | 5.66 |
Sound Point Euro CLO 10 Funding DAC | Sound Point | Oct 02, 2024 | 2,914 | 9.50 | 29.58 | 0.91 | 0.00 | 0.28 | 15.81 |
Sound Point Euro CLO 11 Funding DAC | Sound Point | Nov 01, 2024 | 2,858 | 13.17 | 30.42 | 0.99 | 0.00 | 0.99 | 14.62 |
Sound Point Euro CLO III Funding DAC | Sound Point | Nov 07, 2024 | 2,871 | 12.62 | 30.80 | 1.88 | 0.00 | 0.75 | 17.05 |
Sound Point Euro CLO IV Funding DAC | Sound Point | Oct 01, 2024 | 2,896 | 11.59 | 32.49 | 1.86 | 0.00 | 0.89 | 18.04 |
St. Paul's CLO II DAC | Intermediate | Oct 15, 2024 | 3,072 | 16.72 | 26.92 | 6.06 | 3.01 | 0.00 | 18.23 |
St. Paul's CLO IX DAC | Intermediate | Oct 08, 2024 | 3,060 | 16.22 | 27.52 | 4.92 | 2.93 | 0.00 | 19.32 |
St. Paul's CLO VI DAC | Intermediate | Nov 07, 2024 | 2,992 | 16.38 | 29.72 | 4.22 | 1.97 | 0.00 | 17.36 |
St. Paul's CLO VII DAC | Intermediate | Oct 07, 2024 | 3,069 | 16.61 | 27.29 | 4.52 | 3.21 | 0.00 | 18.62 |
St. Paul's CLO X DAC | Intermediate | Oct 07, 2024 | 3,083 | 15.53 | 28.66 | 4.43 | 3.05 | 0.00 | 18.49 |
St. Paul's CLO XII DAC | Intermediate | Oct 02, 2024 | 3,098 | 13.43 | 30.41 | 5.23 | 2.54 | 0.00 | 17.88 |
Texas Debt Capital Euro CLO 2024-I DAC | CIFC | Oct 31, 2024 | 2,799 | 12.62 | 28.62 | 0.85 | 0.00 | 0.24 | 15.70 |
Tikehau CLO III DAC | Tikehau | Oct 31, 2024 | 2,812 | 15.88 | 21.29 | 5.50 | 1.14 | 0.56 | 12.78 |
Tikehau CLO V DAC | Tikehau | Oct 02, 2024 | 2,831 | 14.41 | 24.02 | 4.63 | 0.76 | 0.80 | 15.99 |
Tikehau CLO VII DAC | Tikehau | Oct 31, 2024 | 2,868 | 13.30 | 26.03 | 2.64 | 0.73 | 0.00 | 16.11 |
Tikehau CLO VIII DAC | Tikehau | Oct 15, 2024 | 2,846 | 12.96 | 20.93 | 4.07 | 0.78 | 0.00 | 14.33 |
Tikehau CLO X DAC | Tikehau | Oct 08, 2024 | 2,770 | 11.77 | 22.48 | 0.93 | 0.47 | 0.00 | 12.16 |
Tikehau CLO XI DAC | Tikehau | Oct 02, 2024 | 2,822 | 10.92 | 23.77 | 1.21 | 0.57 | 0.00 | 11.33 |
Tikehau CLO XII DAC | Tikehau | Oct 31, 2024 | 2,854 | 8.80 | 27.58 | 0.25 | 0.00 | 0.00 | 9.42 |
Toro European CLO 2 DAC | Chenavari | Oct 15, 2024 | 2,812 | 14.39 | 22.63 | 5.25 | 0.00 | 0.75 | 15.81 |
Toro European CLO 3 DAC | Chenavari | Oct 03, 2024 | 2,787 | 13.28 | 21.73 | 4.48 | 0.00 | 0.72 | 14.86 |
Toro European CLO 5 DAC | Chenavari | Oct 03, 2024 | 2,706 | 19.19 | 18.09 | 5.77 | 0.00 | 1.55 | 21.02 |
Toro European CLO 6 DAC | Chenavari | Oct 04, 2024 | 2,789 | 14.38 | 22.42 | 4.97 | 0.00 | 0.45 | 17.50 |
Toro European CLO 7 DAC | Chenavari | Oct 15, 2024 | 2,761 | 14.80 | 21.48 | 5.33 | 0.00 | 0.00 | 20.49 |
Toro European CLO 8 DAC | Chenavari | Oct 03, 2024 | 2,906 | 12.44 | 28.59 | 4.49 | 0.00 | 0.00 | 16.99 |
Toro European CLO 9 DAC | Chenavari | Oct 03, 2024 | 2,780 | 13.42 | 24.56 | 3.05 | 0.00 | 0.67 | 13.03 |
Trinitas Euro CLO I DAC | WhiteStar | Oct 08, 2024 | 2,789 | 13.30 | 21.96 | 2.92 | 0.00 | 0.41 | 18.62 |
Trinitas Euro CLO II DAC | Trinitas | Nov 12, 2024 | 2,693 | 16.77 | 22.39 | 1.24 | 0.00 | 0.14 | 13.00 |
Trinitas Euro CLO III DAC | Trinitas | Nov 15, 2024 | 2,726 | 15.55 | 21.98 | 0.89 | 0.20 | 0.72 | 14.60 |
Trinitas Euro CLO IV DAC | Trinitas | Nov 04, 2024 | 2,683 | 17.06 | 20.12 | 1.49 | 0.16 | 0.00 | 16.14 |
Trinitas Euro CLO V DAC | WhiteStar | Oct 15, 2024 | 2,624 | 16.96 | 17.07 | 0.57 | 0.00 | 0.00 | 13.97 |
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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