This report does not constitute a rating action.
In response to investors' growing interest following the various macroeconomic pressures (Russia-Ukraine war, Middle East tensions, U.S. tariffs etc.) and ongoing credit effects on companies and European CLOs, S&P Global Ratings is publishing a regularly updated list of rating and recovery actions we have taken globally on nonfinancial corporations that have affected European CLOs, and a summary of how European CLOs have been affected with key benchmarks.
Table 1
| Rating actions on global nonfinancial corporations over the past 30 days | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Date | Obligor | Asset | No. of affected CLOs | Notional exposure in CLOs (€) | Rating | Previous rating | Rating impact for CDO Evaluator* | |||||||||
| May 08, 2025 | Oq Chemicals Holding Drei Gmbh | EUR549.712 mil fltg rate Term Loan B-1 bank ln due 04/08/2031 | 42 | 100,699,271 | D | CCC-/Developing | Yes | |||||||||
| May 08, 2025 | Oq Chemicals Holding Drei Gmbh | EUR37.04 mil fltg rate Term A bank ln due 12/31/2026 | 18 | 8,440,055 | D | CCC-/Developing | Yes | |||||||||
| May 06, 2025 | Ascend Performance Materials Operations Llc | US$1.1 bil fltg rate term loan refinanced bank ln due 08/27/2026 | 2 | 1,829,029 | D | CC | Yes | |||||||||
| May 02, 2025 | Intrum Ab (Publ) | EUR800 mil 3.50% callable nts due 07/15/2026 | 10 | 6,300,000 | D | SD | Yes | |||||||||
| May 02, 2025 | Intrum Ab (Publ) | EUR850 mil 3.00% nts due 09/15/2027 | 24 | 26,875,000 | D | SD | Yes | |||||||||
| May 02, 2025 | Intrum Ab (Publ) | EUR850 mil 4.875% Callable nts due 08/15/2025 | 9 | 11,230,000 | D | SD | Yes | |||||||||
| May 02, 2025 | Intrum Ab (Publ) | EUR450 mil 9.25% callable nts due 03/15/2028 | 6 | 9,368,000 | D | SD | Yes | |||||||||
| May 02, 2025 | Kleopatra Holdings 2 S.C.A. | EUR300 mil 6.50% nts due 09/01/2026 | 8 | 5,307,000 | CCC-/Negative | SD | Yes | |||||||||
| May 02, 2025 | Playtech Plc | EUR150 mil 4.25% nts due 03/07/2026 | 5 | 4,064,000 | BB-/Stable | BB/Watch Neg | No | |||||||||
| Apr 30, 2025 | Ahlstrom Holding 3 Oy | EUR600 mil fltg rate bank ln due 02/04/2028 | 234 | 525,390,892 | B-/Stable | B/Stable | Yes | |||||||||
| Apr 30, 2025 | Ahlstrom Holding 3 Oy | EUR350 mil 3.625% callable nts due 02/04/2028 | 51 | 66,381,000 | B-/Stable | B/Stable | Yes | |||||||||
| Apr 30, 2025 | Bellis Finco Plc | GBP500 mil 4.00% nts due 02/16/2027 | 1 | 2,980,000 | B+/Negative | B+/Stable | No | |||||||||
| Apr 28, 2025 | Eos Finco S.A R.L. | EUR840 mil fltg rate TL B-2 bank ln due 10/06/2029 | 19 | 41,099,229 | SD | CCC+/Negative | Yes | |||||||||
| Apr 23, 2025 | Ti Group Automotive Systems Llc | EUR265 mil fltg rate TLB bank ln due 12/16/2026 | 58 | 107,739,072 | B/Stable | BB/Watch Neg | Yes | |||||||||
| Apr 23, 2025 | Heritage Grocers Group Llc | US$895 mil fltg rate 1st lien term bank ln due 08/01/2029 | 1 | 2,828,342 | B-/Stable | B/Negative | Yes | |||||||||
| Apr 22, 2025 | Ascend Performance Materials Operations Llc | US$1.1 bil fltg rate term loan refinanced bank ln due 08/27/2026 | 2 | 1,829,029 | D | CCC+/Negative | Yes | |||||||||
| Apr 17, 2025 | Transcom Holding Ab (Publ) | EUR380 mil fltg rate callable nts due 12/15/2026 | 56 | 85,974,000 | B-/Negative | B/Negative | Yes | |||||||||
| Apr 17, 2025 | Autostrade Per L'Italia Spa | EUR500 mil 2.25% callable med-term nts ser 7 due 01/25/2032 | 5 | 15,500,000 | BBB/Stable | BBB-/Stable | Yes | |||||||||
| Apr 14, 2025 | Foundation Building Materials, Inc. | US$830 mil fltg rate 1st lien term bank ln due 01/29/2028 | 1 | 1,418,877 | B/Negative | B/Stable | No | |||||||||
| *See paragraph 102 of our guidance "Global Methodology And Assumptions For CLOs And Corporate CDOs," published on June 21, 2019. N/A--Not available. Table does not include withdrawn ratings. | ||||||||||||||||
Table 2
| Recovery actions on global nonfinancial corporations over the past 30 days | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Date | Obligor | Asset | No. of affected CLOs | Total notional in CLOs (€) | Recovery* | Previous recovery | ||||||||
| May 08, 2025 | Cambrex Corporation | EUR175 mil fltg rate 1st lien term B-1 bank ln due 12/04/2026 | 45 | 92,855,805.04 | NR | 3(50%) | ||||||||
| May 07, 2025 | Keter Group B.V. | EUR725 mil fltg rate TL B bank ln due 12/31/2029 | 103 | 220,276,701.67 | NR | 2(75%) | ||||||||
| May 07, 2025 | Oq Chemicals Holding Drei Gmbh | EUR37.04 mil fltg rate Term A bank ln due 12/31/2026 | 18 | 8,440,054.96 | NR | 1(95%) | ||||||||
| May 06, 2025 | Traviata B.V. | EUR752 mil fltg rate Term B1 bank ln due 11/21/2026 | 76 | 176,529,016.79 | NR | 3(50%) | ||||||||
| Apr 30, 2025 | Ahlstrom Holding 3 Oy | EUR600 mil fltg rate bank ln due 02/04/2028 | 234 | 525,390,892.16 | 4(40%) | 4(45%) | ||||||||
| Apr 30, 2025 | Ahlstrom Holding 3 Oy | EUR350 mil 3.625% callable nts due 02/04/2028 | 51 | 66,381,000.00 | 4(40%) | 4(45%) | ||||||||
| Apr 30, 2025 | Progroup Ag | EUR450 mil 5.375% Callable nts due 04/15/2031 | 9 | 22,869,000.00 | 3(60%) | 3(65%) | ||||||||
| Apr 29, 2025 | Motel One Gmbh | EUR800 mil bank ln due 04/02/2031 | 198 | 477,629,786.15 | NR | 3(55%) | ||||||||
| Apr 29, 2025 | Itelyum Regeneration S.P.A. | EUR510 mil 4.625% Callable nts due 10/01/2026 | 44 | 73,300,000.00 | NR | 3(50%) | ||||||||
| Apr 25, 2025 | Ion Corporate Solutions Finance S.A R.L. | EUR1 bil fltg rate 1st lien term B bank ln due 03/11/2028 | 192 | 392,141,795.70 | NR | 4(40%) | ||||||||
| Apr 25, 2025 | Mks Instruments Inc. | EUR738 mil term B bank ln due 08/17/2029 | 6 | 9,363,511.34 | NR | 3(50%) | ||||||||
| Apr 25, 2025 | Ascend Performance Materials Operations Llc | US$1.1 bil fltg rate term loan refinanced bank ln due 08/27/2026 | 2 | 1,829,029.18 | NR | 3(50%) | ||||||||
| Apr 24, 2025 | Asterix Acquico | EUR300 mil fltg rate Term B bank ln due 07/26/2029 | 42 | 132,525,000.00 | NR | 3(55%) | ||||||||
| Apr 22, 2025 | Zf Europe Finance B.V. | EUR700 mil 3.00% callable nts due 10/23/2029 | 17 | 29,100,000.00 | 3(60%) | 3(65%) | ||||||||
| Apr 22, 2025 | Zf Finance Gmbh | EUR500 mil 2.25% Callable Green med-term nts ser 5 due 05/03/2028 | 5 | 8,900,000.00 | 3(60%) | 3(65%) | ||||||||
| Apr 22, 2025 | Zf Finance Gmbh | EUR750 mil 3.75% callable nts ser 2 due 09/21/2028 | 7 | 9,400,000.00 | 3(60%) | 3(65%) | ||||||||
| Apr 22, 2025 | Zf Europe Finance B.V. | EUR600 mil 2.50% callable nts due 10/23/2027 | 1 | 1,000,000.00 | 3(60%) | 3(65%) | ||||||||
| Apr 22, 2025 | Ti Automotive Finance Plc | EUR600 mil 3.75% Callable nts due 04/15/2029 | 48 | 72,306,000.00 | NR | 4(40%) | ||||||||
| Apr 22, 2025 | Ti Group Automotive Systems Llc | EUR265 mil fltg rate TLB bank ln due 12/16/2026 | 58 | 107,739,072.23 | NR | 1(95%) | ||||||||
| Apr 22, 2025 | S4 Capital Lux Finance S.A.R.L | EUR375 mil fltg rate Term B bank ln due 08/09/2028 | 87 | 168,379,535.03 | 3(60%) | 3(65%) | ||||||||
| Apr 22, 2025 | Zf Europe Finance B.V. | EUR800 mil 4.75% Green med-term nts due 01/31/2029 | 3 | 2,400,000.00 | 3(60%) | 3(65%) | ||||||||
| Apr 22, 2025 | Zf Finance Gmbh | EUR500 mil 2.00% Green med-term nts ser 4 due 05/06/2027 | 3 | 6,500,000.00 | 3(60%) | 3(65%) | ||||||||
| Apr 21, 2025 | Del Monte Foods, Inc. | US$725 mil fltg rate 1st lien term B bank ln due 05/16/2029 | 1 | 583,534.96 | NR | 6(0%) | ||||||||
| Apr 17, 2025 | Summer (Bc) Holdco B S.A R.L | EUR1 bil 5.75% nts due 10/31/2026 | 16 | 25,675,000.00 | NR | 3(60%) | ||||||||
| Apr 17, 2025 | Bvi Medical, Inc | EUR605.5 mil fltg rate 1st Lien Term bank ln due 02/28/2026 | 50 | 88,533,188.50 | NR | 3(55%) | ||||||||
| Apr 17, 2025 | Bvi Medical, Inc | EUR70 mil incremental 1st Lien Term bank ln due 02/27/2026 | 5 | 5,958,813.85 | NR | 3(55%) | ||||||||
| Apr 15, 2025 | Miller Homes Group (Finco) Plc | EUR465 mil fltg rate callable nts due 05/15/2028 | 97 | 162,456,000.00 | NR | 3(55%) | ||||||||
| Apr 14, 2025 | Foundation Building Materials, Inc. | US$830 mil fltg rate 1st lien term bank ln due 01/29/2028 | 1 | 1,418,877.36 | 4(35%) | 4(45%) | ||||||||
| Note: *See paragraph 112 of our guidance "Global Methodology And Assumptions For CLOs And Corporate CDOs," published on June 21, 2019. NR--Not rated. | ||||||||||||||
Table 3
| Interest coverage or par value test with less than 100 basis points difference between the result and test | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CLO | Latest report date | Test type | Test name | Result | Test | Difference | Pass/fail | |||||||||
| Bain Capital Euro CLO 2017-1 DAC | Feb 06, 2025 | OC | Class F Par Value Test | 99.82% | 103.53% | -3.71% | Fail | |||||||||
| Man GLG Euro CLO III DAC | Mar 10, 2025 | OC | Class F Par Value Test | 102.40% | 103.50% | -1.10% | Fail | |||||||||
| Accunia European CLO IV DAC | Feb 28, 2025 | OC | Class F Par Value Test | 103.18% | 103.35% | -0.17% | Fail | |||||||||
| Bain Capital Euro CLO 2017-1 DAC | Feb 06, 2025 | OC | Class E Par Value Test | 106.93% | 106.61% | 0.32% | Pass | |||||||||
| Invesco Euro CLO II DAC | Feb 05, 2025 | OC | Class F Par Value Test | 104.04% | 103.53% | 0.51% | Pass | |||||||||
| Accunia European CLO IV DAC | Feb 28, 2025 | OC | Class E Par Value Test | 106.80% | 106.11% | 0.69% | Pass | |||||||||
| AlbaCore Euro CLO I DAC | Mar 07, 2025 | OC | Class F Par Value Test | 104.80% | 104.11% | 0.69% | Pass | |||||||||
| Northwoods Capital 21 Euro DAC | Apr 08, 2025 | OC | Class F Par Value Test | 104.03% | 103.32% | 0.71% | Pass | |||||||||
| Carlyle Euro CLO 2017-3 DAC | Feb 20, 2025 | OC | Class E Par Value Test | 104.86% | 104.10% | 0.76% | Pass | |||||||||
| Invesco Euro CLO II DAC | Feb 05, 2025 | OC | Class E Par Value Test | 107.51% | 106.61% | 0.90% | Pass | |||||||||
| Madison Park Euro Funding IX DAC | Mar 06, 2025 | OC | Class F Par Value Test | 104.39% | 103.45% | 0.94% | Pass | |||||||||
| Bp--Basis point. IC--Interest coverage. OC--Overcollateralization. | ||||||||||||||||
Chart 1
Chart 2
Table 4
| European CLOs snapshot as of May 8, 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 | 2,831 | 14.43 | 25.55 | 2.84 | 0.58 | 0.90 | 16.30 | |||||||||||
| Ab Carval Euro CLO II-C DAC | CarVal | Mar 10, 2025 | 2,783 | 12.48 | 24.05 | 1.14 | 0.00 | 0.28 | 13.33 | |||||||||||
| Accunia European CLO IV DAC | Accunia | Feb 28, 2025 | 3,107 | 10.81 | 32.33 | 5.56 | 2.00 | 0.76 | 19.11 | |||||||||||
| Adagio IV CLO DAC | AXA | Mar 20, 2025 | 2,874 | 17.31 | 20.40 | 6.39 | 1.45 | 0.00 | 17.48 | |||||||||||
| Adagio VI CLO DAC | AXA | Mar 20, 2025 | 3,258 | 0.00 | 18.55 | 22.21 | 0.00 | 0.00 | 11.81 | |||||||||||
| Adagio X EUR CLO DAC | AXA | Mar 20, 2025 | 2,820 | 16.88 | 22.45 | 4.75 | 1.08 | 0.00 | 17.72 | |||||||||||
| Adagio XII EUR CLO DAC | AXA | Mar 20, 2025 | 2,743 | 14.89 | 21.64 | 2.57 | 0.00 | 0.29 | 12.88 | |||||||||||
| AlbaCore Euro CLO I DAC | AlbaCore | Mar 07, 2025 | 2,985 | 14.53 | 25.39 | 4.18 | 2.36 | 0.95 | 10.48 | |||||||||||
| AlbaCore Euro CLO II DAC | AlbaCore | Mar 05, 2025 | 2,977 | 13.98 | 24.45 | 4.02 | 2.34 | 0.95 | 11.42 | |||||||||||
| AlbaCore Euro CLO III DAC | AlbaCore | Mar 05, 2025 | 2,956 | 14.53 | 24.90 | 4.06 | 2.02 | 0.97 | 11.00 | |||||||||||
| AlbaCore Euro CLO IV DAC | AlbaCore | Mar 18, 2025 | 2,893 | 13.70 | 24.67 | 3.95 | 1.10 | 1.10 | 11.52 | |||||||||||
| AlbaCore Euro CLO V DAC | AlbaCore | Feb 18, 2025 | 2,900 | 13.87 | 27.72 | 3.75 | 0.70 | 0.71 | 10.68 | |||||||||||
| AlbaCore Euro CLO VI DAC | AlbaCore | Feb 07, 2025 | 2,967 | 11.23 | 27.97 | 2.97 | 1.24 | 0.50 | 12.12 | |||||||||||
| Anchorage Capital Europe CLO 10 DAC | Anchorage | Apr 08, 2025 | 2,856 | 9.44 | 23.67 | 1.68 | 0.70 | 0.00 | 10.55 | |||||||||||
| Anchorage Capital Europe CLO 2 DAC | Anchorage | Mar 05, 2025 | 2,909 | 10.03 | 24.21 | 2.53 | 1.39 | 0.00 | 11.54 | |||||||||||
| Anchorage Capital Europe CLO 2021-4 DAC | Anchorage | Feb 12, 2025 | 2,921 | 9.87 | 23.06 | 3.23 | 1.42 | 0.00 | 11.36 | |||||||||||
| Anchorage Capital Europe CLO 3 DAC | Anchorage | Feb 05, 2025 | 2,937 | 9.52 | 23.88 | 3.46 | 1.37 | 0.38 | 12.89 | |||||||||||
| Anchorage Capital Europe CLO 6 DAC | Anchorage | Feb 11, 2025 | 2,933 | 10.19 | 23.67 | 2.90 | 1.65 | 0.03 | 11.84 | |||||||||||
| Anchorage Capital Europe CLO 8 DAC | Anchorage | Mar 05, 2025 | 2,933 | 10.23 | 25.06 | 2.34 | 1.71 | 0.00 | 11.17 | |||||||||||
| Aqueduct European CLO 10 DAC | HPS | Apr 08, 2025 | 2,872 | 11.41 | 26.99 | 3.13 | 0.00 | 0.64 | 11.79 | |||||||||||
| Aqueduct European CLO 5-2020 DAC | HPS | Feb 07, 2025 | 2,964 | 12.35 | 25.17 | 5.59 | 0.92 | 0.60 | 12.67 | |||||||||||
| Aqueduct European CLO 6-2021 DAC | HPS | Apr 03, 2025 | 2,931 | 9.73 | 25.13 | 5.46 | 0.00 | 0.72 | 11.46 | |||||||||||
| Aqueduct European CLO 7-2022 DAC | HPS | Apr 03, 2025 | 2,940 | 10.05 | 28.09 | 4.71 | 0.00 | 0.65 | 12.22 | |||||||||||
| Aqueduct European CLO 8 DAC | HPS | Apr 03, 2025 | 2,922 | 10.87 | 27.21 | 4.29 | 0.00 | 0.72 | 11.81 | |||||||||||
| Arbour CLO II DAC | Oaktree | Feb 28, 2025 | 2,881 | 17.51 | 22.21 | 5.49 | 1.73 | 0.00 | 15.15 | |||||||||||
| Arbour CLO III DAC | Oaktree | Feb 28, 2025 | 2,916 | 13.94 | 22.34 | 5.61 | 1.76 | 0.00 | 15.15 | |||||||||||
| Arbour CLO IV DAC | Oaktree | Feb 28, 2025 | 2,926 | 15.97 | 25.28 | 5.32 | 1.73 | 0.00 | 15.08 | |||||||||||
| Arbour CLO IX DAC | Oaktree | Feb 28, 2025 | 2,867 | 15.27 | 23.68 | 5.48 | 1.00 | 0.00 | 15.04 | |||||||||||
| Arbour CLO VI DAC | Oaktree | Feb 28, 2025 | 2,831 | 18.04 | 22.34 | 3.20 | 1.96 | 0.00 | 14.34 | |||||||||||
| Arbour CLO VII DAC | Oaktree | Feb 28, 2025 | 2,932 | 11.69 | 25.01 | 3.77 | 1.50 | 0.00 | 15.09 | |||||||||||
| Arbour CLO XI DAC | Oaktree | Feb 28, 2025 | 2,953 | 10.59 | 24.57 | 5.04 | 0.99 | 0.00 | 13.59 | |||||||||||
| Arbour CLO XII DAC | Oaktree | Jan 31, 2025 | 2,893 | 12.27 | 24.81 | 3.75 | 0.91 | 0.00 | 14.48 | |||||||||||
| Arbour CLO XIII DAC | Oaktree | Mar 31, 2025 | 2,721 | 13.34 | 21.02 | 1.14 | 0.00 | 0.00 | 10.69 | |||||||||||
| Ares European CLO VIII DAC | Ares | Feb 06, 2025 | 3,053 | 9.07 | 28.71 | 6.22 | 1.14 | 0.45 | 18.46 | |||||||||||
| Ares European CLO XIII DAC | Ares | Mar 06, 2025 | 3,006 | 8.75 | 29.43 | 6.43 | 0.00 | 0.63 | 14.93 | |||||||||||
| Ares European CLO XIX DAC | Ares | Apr 03, 2025 | 2,909 | 5.88 | 29.86 | 0.23 | 0.00 | 0.47 | 11.82 | |||||||||||
| Ares European CLO XVI DAC | Ares | Feb 05, 2025 | 3,119 | 7.07 | 30.18 | 6.07 | 1.17 | 0.62 | 14.06 | |||||||||||
| Ares European CLO XVII DAC | Ares | Feb 12, 2025 | 3,045 | 6.70 | 29.90 | 3.34 | 0.99 | 0.38 | 14.68 | |||||||||||
| Ares European CLO XVIII DAC | Ares | Feb 06, 2025 | 2,922 | 6.68 | 27.26 | 2.44 | 0.00 | 0.40 | 13.69 | |||||||||||
| Ares European CLO XX DAC | Ares | Feb 12, 2025 | 2,867 | 8.15 | 27.17 | 0.70 | 0.00 | 0.93 | 11.85 | |||||||||||
| Arini European CLO I DAC | Squarepoint | Feb 28, 2025 | 2,778 | 18.89 | 20.11 | 1.90 | 1.84 | 0.00 | 11.56 | |||||||||||
| Arini European CLO II DAC | Arini | Feb 28, 2025 | 2,715 | 18.39 | 19.54 | 1.97 | 0.71 | 0.00 | 9.94 | |||||||||||
| Arini European CLO III DAC | Arini | Feb 28, 2025 | 2,668 | 18.10 | 21.68 | 1.45 | 0.00 | 0.00 | 8.83 | |||||||||||
| Arini European CLO IV DAC | Arini | Feb 28, 2025 | 2,641 | 18.30 | 18.22 | 1.96 | 0.00 | 0.00 | 9.69 | |||||||||||
| Armada Euro CLO I DAC | Brigade | Mar 17, 2025 | 2,843 | 14.42 | 19.55 | 6.02 | 0.82 | 1.46 | 14.60 | |||||||||||
| Armada Euro CLO III DAC | Brigade | Mar 17, 2025 | 2,786 | 14.88 | 19.70 | 3.82 | 0.58 | 0.00 | 13.41 | |||||||||||
| Armada Euro CLO IV DAC | Brigade | Apr 03, 2025 | 2,756 | 13.33 | 18.79 | 3.07 | 0.48 | 0.00 | 14.46 | |||||||||||
| Armada Euro CLO V DAC | Brigade | Mar 17, 2025 | 2,878 | 11.84 | 21.58 | 5.52 | 0.81 | 1.47 | 15.61 | |||||||||||
| Armada Euro CLO VI DAC | Brigade | Feb 18, 2025 | 2,758 | 12.64 | 20.91 | 2.98 | 0.00 | 1.49 | 11.06 | |||||||||||
| Aurium CLO I DAC | Spire | Feb 28, 2025 | 2,739 | 17.21 | 22.43 | 3.21 | 0.11 | 0.00 | 15.31 | |||||||||||
| Aurium CLO II DAC | Spire | Jan 31, 2025 | 2,881 | 17.04 | 23.31 | 4.21 | 1.47 | 0.00 | 18.13 | |||||||||||
| Aurium CLO III DAC | Spire | Feb 28, 2025 | 2,652 | 25.72 | 19.86 | 3.62 | 1.73 | 0.00 | 16.60 | |||||||||||
| Aurium CLO IV DAC | Spire | Feb 28, 2025 | 2,760 | 19.08 | 22.00 | 4.10 | 0.99 | 0.00 | 18.12 | |||||||||||
| Aurium CLO IX DAC | Spire | Jan 17, 2025 | 2,852 | 16.11 | 23.61 | 3.56 | 1.00 | 0.00 | 16.53 | |||||||||||
| Aurium CLO V DAC | Spire | Feb 07, 2025 | 2,910 | 17.41 | 22.44 | 4.21 | 2.11 | 0.00 | 17.60 | |||||||||||
| Aurium CLO VI DAC | Spire | Feb 28, 2025 | 2,819 | 17.58 | 22.77 | 3.52 | 1.23 | 0.00 | 16.77 | |||||||||||
| Aurium CLO VII DAC | Spire | Feb 07, 2025 | 2,904 | 17.03 | 22.48 | 4.43 | 1.84 | 0.00 | 18.02 | |||||||||||
| Aurium CLO VIII DAC | Spire | Jan 31, 2025 | 2,848 | 17.61 | 23.15 | 3.83 | 1.36 | 0.00 | 17.88 | |||||||||||
| Aurium CLO X DAC | Spire | Feb 28, 2025 | 2,827 | 16.26 | 23.61 | 2.66 | 1.00 | 0.00 | 16.41 | |||||||||||
| Aurium CLO XII DAC | Spire | Jan 31, 2025 | 2,722 | 16.25 | 21.16 | 2.10 | 0.00 | 0.00 | 13.99 | |||||||||||
| Avoca CLO XI DAC | KKR | Feb 28, 2025 | 2,823 | 9.37 | 22.55 | 3.25 | 0.00 | 0.50 | 11.49 | |||||||||||
| Avoca CLO XIV DAC | KKR | Feb 28, 2025 | 2,977 | 11.77 | 25.96 | 6.87 | 1.02 | 0.71 | 18.68 | |||||||||||
| Avoca CLO XVI DAC | KKR | Feb 28, 2025 | 2,838 | 9.75 | 24.17 | 3.65 | 0.00 | 0.32 | 12.08 | |||||||||||
| Avoca CLO XVII DAC | KKR | Feb 28, 2025 | 2,910 | 9.54 | 23.32 | 4.41 | 0.88 | 0.37 | 14.65 | |||||||||||
| Avoca CLO XVIII DAC | KKR | Mar 31, 2025 | 2,851 | 9.34 | 23.94 | 3.37 | 0.00 | 0.00 | 11.99 | |||||||||||
| Avoca CLO XXI DAC | KKR | Feb 28, 2025 | 2,979 | 9.57 | 25.69 | 6.35 | 0.99 | 0.49 | 15.49 | |||||||||||
| Avoca CLO XXII DAC | KKR | Feb 28, 2025 | 2,977 | 9.45 | 26.75 | 4.89 | 0.71 | 0.60 | 15.70 | |||||||||||
| Avoca CLO XXIII DAC | KKR | Jan 31, 2025 | 2,963 | 9.29 | 25.40 | 5.49 | 0.38 | 0.61 | 15.30 | |||||||||||
| Avoca CLO XXIV DAC | KKR | Jan 31, 2025 | 2,982 | 9.15 | 27.07 | 5.56 | 0.57 | 0.59 | 14.77 | |||||||||||
| Avoca CLO XXIX DAC | KKR | Jan 31, 2025 | 2,900 | 8.00 | 22.80 | 3.05 | 0.62 | 0.50 | 13.87 | |||||||||||
| Avoca CLO XXVIII DAC | KKR | Feb 28, 2025 | 2,927 | 7.56 | 23.57 | 3.53 | 0.47 | 0.45 | 14.23 | |||||||||||
| Avoca CLO XXX DAC | KKR | Mar 31, 2025 | 2,881 | 6.61 | 22.20 | 3.69 | 0.00 | 0.50 | 12.97 | |||||||||||
| Avoca CLO XXXI DAC | KKR | Mar 31, 2025 | 2,887 | 6.80 | 22.23 | 3.18 | 0.00 | 0.49 | 12.31 | |||||||||||
| Avondale Park CLO DAC | Blackstone | Mar 07, 2025 | 2,975 | 11.48 | 25.24 | 4.38 | 1.72 | 0.09 | 13.28 | |||||||||||
| BBAM European CLO I DAC | BlueBay | Feb 10, 2025 | 2,808 | 11.55 | 20.49 | 3.45 | 0.23 | 0.75 | 10.43 | |||||||||||
| BBAM European CLO II DAC | BlueBay | Feb 10, 2025 | 2,791 | 12.81 | 20.22 | 3.58 | 0.23 | 0.75 | 10.86 | |||||||||||
| BBAM European CLO IV DAC | RBC | Feb 13, 2025 | 2,737 | 9.55 | 18.88 | 1.12 | 0.00 | 0.37 | 7.60 | |||||||||||
| BBAM European CLO V DAC | RBC | Feb 10, 2025 | 2,697 | 12.16 | 19.32 | 0.29 | 0.00 | 0.25 | 6.85 | |||||||||||
| Bain Capital Euro CLO 2017-1 DAC | Bain | Feb 06, 2025 | 3,587 | 13.46 | 24.57 | 10.92 | 8.67 | 0.00 | 21.85 | |||||||||||
| Bain Capital Euro CLO 2019-1 DAC | Bain | Feb 06, 2025 | 3,008 | 15.58 | 21.47 | 5.15 | 3.24 | 0.16 | 17.06 | |||||||||||
| Bain Capital Euro CLO 2020-1 DAC | Bain | Feb 06, 2025 | 3,076 | 15.48 | 25.03 | 6.00 | 3.24 | 0.24 | 19.49 | |||||||||||
| Bain Capital Euro CLO 2021-1 DAC | Bain | Feb 06, 2025 | 3,004 | 14.35 | 23.50 | 4.77 | 2.61 | 0.31 | 16.92 | |||||||||||
| Bain Capital Euro CLO 2021-2 DAC | Bain | Feb 06, 2025 | 3,005 | 12.83 | 23.53 | 4.21 | 2.40 | 0.29 | 15.63 | |||||||||||
| Bain Capital Euro CLO 2022-1 DAC | Bain | Apr 07, 2025 | 2,898 | 12.87 | 23.29 | 3.20 | 1.28 | 0.00 | 15.36 | |||||||||||
| Bain Capital Euro CLO 2022-2 DAC | Bain | Feb 11, 2025 | 2,988 | 12.31 | 23.81 | 3.13 | 2.32 | 0.00 | 15.75 | |||||||||||
| Bain Capital Euro CLO 2023-1 DAC | Bain | Feb 10, 2025 | 2,869 | 12.36 | 25.42 | 2.02 | 1.13 | 0.00 | 14.58 | |||||||||||
| Bain Capital Euro CLO 2024-1 DAC | Bain | Mar 11, 2025 | 2,826 | 12.86 | 23.40 | 2.23 | 0.75 | 0.00 | 14.78 | |||||||||||
| Bain Capital Euro CLO 2024-2 DAC | Bain | Feb 05, 2025 | 2,754 | 13.57 | 23.91 | 1.27 | 0.00 | 0.00 | 12.48 | |||||||||||
| Bain Capital Euro CLO 2024-3 DAC | Bain | Feb 05, 2025 | 2,746 | 14.34 | 25.90 | 0.00 | 0.00 | 0.00 | 10.11 | |||||||||||
| Barings Euro CLO 2020-1 DAC | Barings | Feb 11, 2025 | 2,938 | 18.09 | 29.96 | 4.02 | 1.98 | 0.00 | 15.62 | |||||||||||
| Barings Euro CLO 2021-1 DAC | Barings | Feb 12, 2025 | 2,952 | 17.97 | 31.12 | 3.92 | 2.08 | 0.00 | 16.69 | |||||||||||
| Barings Euro CLO 2021-2 DAC | Barings | Feb 05, 2025 | 2,921 | 17.23 | 31.59 | 4.45 | 1.29 | 0.00 | 16.05 | |||||||||||
| Barings Euro CLO 2023-1 DAC | Barings | Jan 20, 2025 | 2,751 | 19.62 | 28.90 | 2.36 | 0.17 | 0.00 | 16.44 | |||||||||||
| Barings Euro CLO 2023-2 DAC | Barings | Mar 07, 2025 | 2,767 | 17.25 | 29.61 | 2.31 | 0.00 | 0.00 | 15.37 | |||||||||||
| Barings Euro CLO 2024-1 DAC | Barings | Feb 10, 2025 | 2,747 | 17.42 | 27.89 | 2.29 | 0.00 | 0.00 | 12.52 | |||||||||||
| Barings Euro CLO 2024-2 DAC | Barings | Mar 07, 2025 | 2,709 | 16.66 | 25.51 | 0.49 | 0.00 | 0.00 | 11.89 | |||||||||||
| Barings Euro Middle Market CLO 2024-1 DAC | Barings | Mar 07, 2025 | 3,802 | 2.60 | 54.42 | 21.77 | 0.00 | 0.00 | 1.64 | |||||||||||
| Bastille Euro CLO 2020-3 DAC | CELF | Feb 10, 2025 | 2,986 | 9.58 | 24.27 | 4.93 | 1.06 | 0.00 | 17.55 | |||||||||||
| Bilbao CLO III DAC | Guggenheim | Feb 05, 2025 | 3,106 | 4.63 | 29.08 | 3.81 | 1.83 | 1.03 | 10.07 | |||||||||||
| Bilbao CLO IV DAC | Guggenheim | Feb 06, 2025 | 2,958 | 6.72 | 24.20 | 2.71 | 1.20 | 0.90 | 10.47 | |||||||||||
| Black Diamond CLO 2017-2 DAC | Black Diamond | Feb 12, 2025 | 3,351 | 7.86 | 17.03 | 16.83 | 3.38 | 2.87 | 22.80 | |||||||||||
| Black Diamond CLO 2019-1 DAC | Black Diamond | Feb 05, 2025 | 3,076 | 11.18 | 20.41 | 11.52 | 1.11 | 1.69 | 17.98 | |||||||||||
| BlackRock European CLO II DAC | BlackRock | Feb 05, 2025 | 2,909 | 16.86 | 20.59 | 5.85 | 2.21 | 0.38 | 14.09 | |||||||||||
| BlackRock European CLO III DAC | BlackRock | Feb 06, 2025 | 2,918 | 16.21 | 20.90 | 5.58 | 2.14 | 0.38 | 14.88 | |||||||||||
| BlackRock European CLO IX DAC | BlackRock | Feb 10, 2025 | 2,953 | 14.10 | 20.01 | 5.58 | 2.61 | 0.58 | 14.56 | |||||||||||
| BlackRock European CLO X DAC | BlackRock | Apr 03, 2025 | 2,783 | 17.32 | 19.52 | 5.05 | 1.18 | 0.59 | 11.94 | |||||||||||
| BlackRock European CLO XI DAC | BlackRock | Feb 10, 2025 | 2,890 | 15.77 | 21.08 | 5.84 | 2.02 | 0.97 | 14.17 | |||||||||||
| BlackRock European CLO XII DAC | BlackRock | Feb 06, 2025 | 2,850 | 15.91 | 20.30 | 5.25 | 1.51 | 0.90 | 13.27 | |||||||||||
| BlackRock European CLO XV DAC | BlackRock | Apr 07, 2025 | 2,693 | 14.67 | 20.25 | 2.02 | 0.00 | 0.72 | 10.56 | |||||||||||
| Blackrock European CLO XIII DAC | BlackRock | Feb 18, 2025 | 2,899 | 14.03 | 21.97 | 4.33 | 2.03 | 0.90 | 14.40 | |||||||||||
| BlueMountain EUR 2021-1 CLO DAC | Sound Point | Apr 03, 2025 | 2,966 | 10.07 | 27.17 | 5.75 | 0.00 | 0.86 | 12.49 | |||||||||||
| BlueMountain EUR 2021-2 CLO DAC | Sound Point | Apr 03, 2025 | 2,965 | 10.11 | 29.40 | 4.98 | 0.00 | 0.89 | 11.67 | |||||||||||
| BlueMountain EUR CLO 2016-1 DAC | Sound Point | Apr 11, 2025 | 3,056 | 8.18 | 33.43 | 8.90 | 0.00 | 0.00 | 20.37 | |||||||||||
| BlueMountain Fuji EUR CLO IV DAC | Sound Point | Apr 07, 2025 | 2,955 | 11.24 | 28.07 | 5.17 | 0.00 | 0.53 | 11.82 | |||||||||||
| BlueMountain Fuji EUR CLO V DAC | Sound Point | Apr 03, 2025 | 2,967 | 12.53 | 30.55 | 5.44 | 0.00 | 0.76 | 15.07 | |||||||||||
| Bosphorus CLO VI DAC | Cross Ocean | Feb 13, 2025 | 2,750 | 19.40 | 21.48 | 6.24 | 0.42 | 0.00 | 21.91 | |||||||||||
| Bridgepoint CLO 1 DAC | Bridgepoint | Feb 05, 2025 | 2,905 | 7.92 | 23.79 | 2.11 | 1.02 | 0.00 | 11.81 | |||||||||||
| Bridgepoint CLO 2 DAC | Bridgepoint | Feb 05, 2025 | 2,936 | 8.52 | 25.18 | 2.24 | 1.26 | 0.00 | 12.11 | |||||||||||
| Bridgepoint CLO V DAC | Bridgepoint | Feb 05, 2025 | 2,897 | 6.98 | 25.37 | 2.15 | 0.00 | 0.00 | 10.29 | |||||||||||
| Bridgepoint CLO VI DAC | Bridgepoint | Feb 04, 2025 | 2,808 | 8.30 | 21.29 | 0.97 | 0.00 | 0.00 | 8.89 | |||||||||||
| Bridgepoint CLO VII DAC | Bridgepoint | Feb 05, 2025 | 2,835 | 6.22 | 21.79 | 0.49 | 0.00 | 0.00 | 7.70 | |||||||||||
| Bushy Park CLO DAC | Blackstone | Feb 12, 2025 | 3,001 | 12.69 | 25.07 | 4.36 | 2.14 | 0.00 | 15.11 | |||||||||||
| CIFC European Funding VI DAC | CIFC | Feb 28, 2025 | 2,879 | 10.25 | 30.74 | 2.40 | 0.00 | 0.48 | 11.36 | |||||||||||
| CVC Cordatus Loan Fund IV DAC | CVC | Jan 31, 2025 | 2,987 | 11.24 | 24.52 | 4.41 | 2.05 | 0.00 | 13.32 | |||||||||||
| CVC Cordatus Loan Fund IX DAC | CVC | Jan 31, 2025 | 3,070 | 10.50 | 22.56 | 4.75 | 3.05 | 0.00 | 14.47 | |||||||||||
| CVC Cordatus Loan Fund V DAC | CVC | Apr 08, 2025 | 3,234 | 13.37 | 28.27 | 4.49 | 5.53 | 0.00 | 17.95 | |||||||||||
| CVC Cordatus Loan Fund VI DAC | CVC | Mar 10, 2025 | 3,051 | 9.52 | 29.17 | 4.23 | 1.65 | 0.00 | 16.36 | |||||||||||
| CVC Cordatus Loan Fund VIII DAC | CVC | Apr 03, 2025 | 3,012 | 12.03 | 22.09 | 4.54 | 2.95 | 0.00 | 14.63 | |||||||||||
| CVC Cordatus Loan Fund XIX DAC | CVC | Jan 31, 2025 | 3,048 | 11.03 | 22.50 | 5.55 | 2.54 | 0.00 | 14.37 | |||||||||||
| CVC Cordatus Loan Fund XVI DAC | CVC | Jan 31, 2025 | 3,139 | 10.31 | 30.05 | 5.24 | 3.07 | 0.00 | 18.05 | |||||||||||
| CVC Cordatus Loan Fund XVII DAC | CVC | Jan 31, 2025 | 3,026 | 10.86 | 23.12 | 5.54 | 2.10 | 0.00 | 14.88 | |||||||||||
| CVC Cordatus Loan Fund XVIII DAC | CVC | Mar 19, 2025 | 3,062 | 9.75 | 22.40 | 4.91 | 2.49 | 0.00 | 13.83 | |||||||||||
| CVC Cordatus Loan Fund XX DAC | CVC | Jan 31, 2025 | 3,101 | 9.03 | 24.64 | 6.04 | 2.48 | 0.00 | 15.11 | |||||||||||
| CVC Cordatus Loan Fund XXI DAC | CVC | Jan 31, 2025 | 3,128 | 8.73 | 23.15 | 5.80 | 2.85 | 0.00 | 13.93 | |||||||||||
| CVC Cordatus Loan Fund XXIV DAC | CVC | Feb 07, 2025 | 3,183 | 8.07 | 29.68 | 6.96 | 2.56 | 0.00 | 15.66 | |||||||||||
| CVC Cordatus Loan Fund XXIX DAC | CVC | Mar 10, 2025 | 3,056 | 7.45 | 26.09 | 4.05 | 2.16 | 0.00 | 13.91 | |||||||||||
| CVC Cordatus Loan Fund XXVI DAC | CVC | Mar 10, 2025 | 2,978 | 9.01 | 28.01 | 2.60 | 1.21 | 0.00 | 13.16 | |||||||||||
| CVC Cordatus Loan Fund XXVII DAC | CVC | Feb 10, 2025 | 2,978 | 8.52 | 22.98 | 3.91 | 1.50 | 0.00 | 13.90 | |||||||||||
| CVC Cordatus Loan Fund XXVIII DAC | CVC | Feb 05, 2025 | 3,072 | 8.09 | 25.34 | 4.23 | 2.14 | 0.00 | 14.00 | |||||||||||
| CVC Cordatus Loan Fund XXX DAC | CVC | Feb 05, 2025 | 2,922 | 10.29 | 28.82 | 3.46 | 0.39 | 0.00 | 15.16 | |||||||||||
| CVC Cordatus Loan Fund XXXI DAC | CVC | Feb 10, 2025 | 2,892 | 11.65 | 23.81 | 3.95 | 0.47 | 0.00 | 11.77 | |||||||||||
| CVC Cordatus Loan Fund XXXII DAC | CVC | Feb 10, 2025 | 2,748 | 12.92 | 19.94 | 1.42 | 0.00 | 0.00 | 10.21 | |||||||||||
| CVC Cordatus Loan Fund XXXIII DAC | CVC | Mar 10, 2025 | 2,807 | 11.54 | 22.19 | 2.08 | 0.00 | 0.00 | 12.41 | |||||||||||
| Cairn CLO VIII DAC | Cairn | Feb 20, 2025 | 3,134 | 15.84 | 30.17 | 5.09 | 4.13 | 1.03 | 14.78 | |||||||||||
| Cairn CLO XI DAC | Cairn | Feb 05, 2025 | 3,064 | 14.57 | 31.77 | 6.08 | 2.08 | 0.13 | 14.06 | |||||||||||
| Cairn CLO XIV DAC | Cairn | Mar 18, 2025 | 2,975 | 16.31 | 27.17 | 5.16 | 1.87 | 0.25 | 14.61 | |||||||||||
| Cairn CLO XIX DAC | Cairn | Apr 04, 2025 | 2,648 | 21.40 | 21.12 | 2.45 | 0.00 | 0.00 | 10.25 | |||||||||||
| Cairn CLO XVI DAC | Cairn | Feb 18, 2025 | 2,764 | 17.41 | 23.36 | 2.74 | 0.96 | 0.00 | 11.88 | |||||||||||
| Cairn CLO XVIII DAC | Cairn | Apr 03, 2025 | 2,736 | 18.69 | 26.49 | 2.63 | 0.00 | 0.00 | 9.05 | |||||||||||
| Canyon Euro CLO 2023-1 DAC | Canyon | Feb 28, 2025 | 2,791 | 11.09 | 19.09 | 3.47 | 0.00 | 1.06 | 10.33 | |||||||||||
| Capital Four CLO II DAC | Capital Four | Jan 31, 2025 | 2,914 | 12.82 | 25.48 | 5.01 | 0.97 | 0.00 | 15.94 | |||||||||||
| Capital Four CLO III DAC | Capital Four | Jan 31, 2025 | 2,935 | 12.49 | 27.31 | 5.06 | 0.96 | 0.00 | 15.62 | |||||||||||
| Capital Four CLO IV DAC | Capital Four | Feb 28, 2025 | 2,911 | 12.95 | 25.99 | 4.49 | 0.99 | 0.00 | 14.92 | |||||||||||
| Capital Four CLO V DAC | Capital Four | Jan 14, 2025 | 2,970 | 11.67 | 28.77 | 4.44 | 1.09 | 0.00 | 14.84 | |||||||||||
| Capital Four CLO VI DAC | Capital Four | Feb 11, 2025 | 2,880 | 12.37 | 24.10 | 3.50 | 1.06 | 0.00 | 12.44 | |||||||||||
| Capital Four CLO VII DAC | Capital Four | Jan 14, 2025 | 2,828 | 11.33 | 27.33 | 2.36 | 0.00 | 0.00 | 11.94 | |||||||||||
| Capital Four CLO VIII DAC | Capital Four | Feb 11, 2025 | 2,843 | 11.19 | 27.50 | 1.95 | 0.00 | 0.00 | 9.38 | |||||||||||
| Carlyle Euro CLO 2013-1 DAC | CELF | Feb 18, 2025 | 2,830 | 15.52 | 24.92 | 3.73 | 1.82 | 0.00 | 20.80 | |||||||||||
| Carlyle Euro CLO 2017-1 DAC | CELF | Feb 18, 2025 | 2,967 | 11.50 | 19.20 | 6.65 | 1.42 | 0.00 | 16.89 | |||||||||||
| Carlyle Euro CLO 2017-3 DAC | CELF | Feb 20, 2025 | 3,050 | 7.80 | 25.98 | 6.31 | 1.59 | 0.00 | 17.01 | |||||||||||
| Carlyle Euro CLO 2018-1 DAC | CELF | Feb 10, 2025 | 3,172 | 6.06 | 30.26 | 4.89 | 2.12 | 0.00 | 17.26 | |||||||||||
| Carlyle Euro CLO 2019-2 DAC | CELF | Feb 05, 2025 | 3,062 | 9.29 | 24.55 | 6.39 | 1.46 | 0.00 | 16.54 | |||||||||||
| Carlyle Euro CLO 2020-1 DAC | CELF | Feb 18, 2025 | 3,017 | 8.59 | 23.38 | 5.74 | 1.26 | 0.00 | 17.19 | |||||||||||
| Carlyle Euro CLO 2020-2 DAC | CELF | Feb 18, 2025 | 3,026 | 10.40 | 22.16 | 6.36 | 1.49 | 0.00 | 15.31 | |||||||||||
| Carlyle Euro CLO 2021-1 DAC | CELF | Feb 27, 2025 | 2,960 | 10.68 | 22.70 | 5.15 | 1.42 | 0.00 | 17.03 | |||||||||||
| Carlyle Euro CLO 2021-3 DAC | CELF | Feb 05, 2025 | 3,090 | 8.91 | 30.40 | 5.80 | 1.40 | 0.00 | 15.11 | |||||||||||
| Carlyle Euro CLO 2022-5 DAC | CELF | Feb 20, 2025 | 2,964 | 9.49 | 25.77 | 3.68 | 1.12 | 0.00 | 14.46 | |||||||||||
| Carlyle Euro CLO 2024-1 DAC | CELF | Apr 03, 2025 | 2,824 | 9.70 | 24.09 | 1.96 | 0.00 | 0.00 | 12.05 | |||||||||||
| Carlyle Euro CLO 2024-2 DAC | CELF | Mar 10, 2025 | 2,860 | 8.56 | 25.86 | 0.74 | 0.00 | 0.00 | 10.38 | |||||||||||
| Carlyle Global Market Strategies Euro CLO 2015-1 DAC | CELF | Feb 18, 2025 | 3,046 | 8.37 | 23.90 | 6.94 | 1.15 | 0.00 | 19.82 | |||||||||||
| Carlyle Global Market Strategies Euro CLO 2016-2 DAC | CELF | Feb 18, 2025 | 2,953 | 11.72 | 20.47 | 5.87 | 1.45 | 0.00 | 17.07 | |||||||||||
| Carysfort Park CLO DAC | Blackstone | Jan 15, 2025 | 2,957 | 14.38 | 24.18 | 5.42 | 1.83 | 0.09 | 14.76 | |||||||||||
| Clarinda Park CLO DAC | Blackstone | Feb 05, 2025 | 2,932 | 15.09 | 24.14 | 4.79 | 1.99 | 0.15 | 15.71 | |||||||||||
| Clonkeen Park CLO DAC | Blackstone | Feb 05, 2025 | 2,897 | 10.86 | 29.43 | 3.08 | 0.00 | 0.00 | 12.26 | |||||||||||
| Clonmore Park CLO DAC | Blackstone | Feb 10, 2025 | 3,099 | 8.75 | 25.28 | 5.38 | 2.33 | 0.00 | 16.14 | |||||||||||
| Contego CLO IV DAC | Five Arrows | Jan 31, 2025 | 3,107 | 7.77 | 32.03 | 6.76 | 0.81 | 0.00 | 20.27 | |||||||||||
| Contego CLO IX DAC | Five Arrows | Apr 10, 2025 | 3,004 | 6.46 | 29.15 | 5.07 | 0.00 | 0.00 | 14.63 | |||||||||||
| Contego CLO VII DAC | Five Arrows | Apr 09, 2025 | 2,965 | 8.16 | 29.66 | 4.74 | 0.00 | 0.00 | 17.96 | |||||||||||
| Contego CLO VIII DAC | Five Arrows | Mar 17, 2025 | 3,004 | 6.62 | 30.58 | 5.59 | 0.00 | 0.00 | 16.04 | |||||||||||
| Contego CLO X DAC | Five Arrows | Feb 28, 2025 | 2,999 | 7.30 | 30.56 | 4.42 | 0.41 | 0.00 | 15.41 | |||||||||||
| Contego CLO XI DAC | Five Arrows | Feb 28, 2025 | 2,944 | 6.79 | 27.83 | 4.44 | 0.00 | 0.00 | 15.48 | |||||||||||
| Contego CLO XII DAC | Five Arrows | Feb 28, 2025 | 2,946 | 7.46 | 29.79 | 3.69 | 0.00 | 0.00 | 16.47 | |||||||||||
| Contego CLO XIII DAC | Five Arrows | Feb 28, 2025 | 2,893 | 6.08 | 27.81 | 2.27 | 0.00 | 0.00 | 13.94 | |||||||||||
| Cross Ocean Bosphorus CLO IX DAC | Cross Ocean | Feb 28, 2025 | 2,862 | 12.90 | 30.78 | 1.93 | 0.00 | 0.00 | 16.41 | |||||||||||
| Cross Ocean Bosphorus CLO X DAC | Cross Ocean | Feb 28, 2025 | 2,870 | 13.00 | 31.36 | 2.43 | 0.00 | 0.00 | 12.89 | |||||||||||
| Crosthwaite Park CLO DAC | Blackstone | Feb 20, 2025 | 2,996 | 14.67 | 24.49 | 5.49 | 2.34 | 0.12 | 14.89 | |||||||||||
| Dartry Park CLO DAC | Blackstone | Mar 18, 2025 | 2,957 | 11.84 | 25.23 | 4.23 | 1.66 | 0.18 | 14.80 | |||||||||||
| Deer Park CLO DAC | Blackstone | Mar 18, 2025 | 2,990 | 14.11 | 24.15 | 4.65 | 2.31 | 0.09 | 15.26 | |||||||||||
| Dillons Park CLO DAC | Blackstone | Mar 18, 2025 | 3,124 | 11.06 | 25.16 | 4.72 | 3.52 | 0.08 | 16.44 | |||||||||||
| Dryden 103 Euro CLO 2021 DAC | PGIM | Feb 28, 2025 | 2,753 | 14.21 | 29.75 | 1.73 | 0.00 | 0.00 | 10.53 | |||||||||||
| Dryden 27 R Euro CLO 2017 DAC | PGIM | Mar 31, 2025 | 2,877 | 13.94 | 30.74 | 6.91 | 0.00 | 0.31 | 13.37 | |||||||||||
| Dryden 29 Euro CLO 2013 DAC | PGIM | Jan 31, 2025 | 2,922 | 12.40 | 32.52 | 7.96 | 0.00 | 0.53 | 11.78 | |||||||||||
| Dryden 35 Euro CLO 2014 DAC | PGIM | Feb 28, 2025 | 2,836 | 11.96 | 32.07 | 5.18 | 0.00 | 0.28 | 13.09 | |||||||||||
| Dryden 39 Euro CLO 2015 DAC | PGIM | Jan 31, 2025 | 2,827 | 16.37 | 29.92 | 5.77 | 0.39 | 0.56 | 13.64 | |||||||||||
| Dryden 44 Euro CLO 2015 DAC | PGIM | Jan 31, 2025 | 2,854 | 15.45 | 31.13 | 6.57 | 0.28 | 0.57 | 12.61 | |||||||||||
| Dryden 46 Euro CLO 2016 DAC | PGIM | Jan 31, 2025 | 2,860 | 14.95 | 31.10 | 6.14 | 0.39 | 0.61 | 12.69 | |||||||||||
| Dryden 48 Euro CLO 2016 DAC | PGIM | Jan 31, 2025 | 2,843 | 12.50 | 28.78 | 7.05 | 0.00 | 0.00 | 13.23 | |||||||||||
| Dryden 52 Euro CLO 2017 DAC | PGIM | Feb 28, 2025 | 2,800 | 15.18 | 30.84 | 5.76 | 0.00 | 0.60 | 15.72 | |||||||||||
| Dryden 73 Euro CLO 2018 DAC | PGIM | Jan 31, 2025 | 2,771 | 16.90 | 27.59 | 6.58 | 0.00 | 0.16 | 14.09 | |||||||||||
| Dryden 74 Euro CLO 2020 DAC | PGIM | Feb 28, 2025 | 2,882 | 12.52 | 31.53 | 4.61 | 0.52 | 0.26 | 14.17 | |||||||||||
| Dryden 88 Euro CLO 2020 DAC | PGIM | Jan 31, 2025 | 2,850 | 15.28 | 31.61 | 6.03 | 0.24 | 0.56 | 12.82 | |||||||||||
| Dryden 89 Euro CLO 2020 DAC | PGIM | Jan 31, 2025 | 2,880 | 14.98 | 31.23 | 7.11 | 0.24 | 0.32 | 14.12 | |||||||||||
| Dryden 91 Euro CLO 2021 DAC | PGIM | Feb 28, 2025 | 2,800 | 12.43 | 30.38 | 2.49 | 0.24 | 0.09 | 13.26 | |||||||||||
| Dryden 96 Euro CLO 2021 DAC | PGIM | Feb 28, 2025 | 2,836 | 13.40 | 29.69 | 5.22 | 0.00 | 0.29 | 14.30 | |||||||||||
| Dunedin Park CLO DAC | Blackstone | Mar 18, 2025 | 2,945 | 11.79 | 24.45 | 4.19 | 1.36 | 0.12 | 13.45 | |||||||||||
| Elm Park CLO DAC | Blackstone | Feb 18, 2025 | 2,971 | 13.99 | 24.57 | 5.60 | 1.79 | 0.14 | 15.26 | |||||||||||
| Euro-Galaxy III CLO DAC | PineBridge | Feb 05, 2025 | 3,001 | 15.32 | 25.23 | 5.85 | 2.24 | 0.00 | 10.98 | |||||||||||
| Euro-Galaxy IV CLO DAC | PineBridge | Feb 18, 2025 | 2,971 | 13.24 | 24.42 | 5.81 | 2.04 | 0.00 | 12.68 | |||||||||||
| Euro-Galaxy V CLO DAC | PineBridge | Apr 07, 2025 | 2,936 | 13.66 | 26.01 | 5.01 | 1.78 | 0.00 | 11.75 | |||||||||||
| Fair Oaks Loan Funding I DAC | Fair Oaks | Feb 18, 2025 | 2,730 | 13.22 | 24.48 | 1.44 | 0.00 | 0.00 | 10.84 | |||||||||||
| Fair Oaks Loan Funding II DAC | Fair Oaks | Feb 18, 2025 | 2,789 | 12.86 | 26.66 | 2.74 | 0.00 | 0.00 | 10.66 | |||||||||||
| Fair Oaks Loan Funding III DAC | Fair Oaks | Feb 18, 2025 | 2,728 | 13.77 | 24.65 | 1.42 | 0.00 | 0.00 | 10.83 | |||||||||||
| Fair Oaks Loan Funding V DAC | Fair Oaks | Feb 18, 2025 | 2,721 | 12.21 | 23.13 | 0.00 | 0.00 | 0.00 | 9.54 | |||||||||||
| Fernhill Park CLO DAC | Blackstone | Feb 05, 2025 | 2,845 | 12.83 | 26.92 | 2.87 | 0.00 | 0.15 | 12.44 | |||||||||||
| Fidelity Grand Harbour CLO 2019-1 DAC | FMR | Feb 05, 2025 | 2,977 | 14.43 | 30.50 | 3.21 | 1.51 | 0.00 | 16.01 | |||||||||||
| Fidelity Grand Harbour CLO 2022-1 DAC | FMR | Mar 05, 2025 | 2,875 | 11.46 | 29.58 | 1.61 | 0.48 | 0.00 | 13.59 | |||||||||||
| Fidelity Grand Harbour CLO 2023-2 DAC | FMR | Mar 05, 2025 | 2,867 | 10.25 | 28.44 | 1.83 | 0.00 | 0.00 | 14.81 | |||||||||||
| Fidelity Grand Harbour CLO 2024-1 DAC | FMR | Feb 05, 2025 | 2,800 | 12.51 | 25.84 | 1.50 | 0.00 | 0.00 | 14.11 | |||||||||||
| Fortress Credit Europe BSL 2024-1 DAC | Fortress | Feb 12, 2025 | 2,776 | 9.50 | 19.50 | 1.15 | 0.00 | 0.00 | 8.72 | |||||||||||
| Glenbrook Park CLO DAC | Blackstone | Apr 08, 2025 | 2,976 | 10.11 | 26.73 | 4.43 | 0.93 | 0.14 | 13.23 | |||||||||||
| GoldenTree Loan Management EUR CLO 4 DAC | GoldenTree | Feb 18, 2025 | 2,776 | 14.89 | 19.49 | 4.94 | 0.00 | 0.64 | 14.16 | |||||||||||
| GoldenTree Loan Management EUR CLO 5 DAC | GoldenTree | Feb 18, 2025 | 2,790 | 13.88 | 19.25 | 4.87 | 0.00 | 0.63 | 14.40 | |||||||||||
| GoldenTree Loan Management EUR CLO 6 DAC | GoldenTree | Apr 04, 2025 | 2,777 | 12.36 | 18.91 | 3.10 | 0.00 | 0.91 | 13.01 | |||||||||||
| GoldenTree Loan Management EUR CLO 7 DAC | GoldenTree | Feb 18, 2025 | 2,766 | 13.84 | 18.13 | 3.54 | 0.00 | 0.67 | 13.12 | |||||||||||
| Grosvenor Place CLO 2022-1 DAC | CQS | Mar 18, 2025 | 2,896 | 10.52 | 26.16 | 2.62 | 0.74 | 0.00 | 10.38 | |||||||||||
| Grosvenor Place CLO 2024-2 DAC | CQS | Feb 04, 2025 | 2,669 | 18.76 | 24.06 | 1.49 | 0.00 | 0.00 | 8.97 | |||||||||||
| Harvest CLO XVII DAC | Investcorp | Jan 30, 2025 | 2,980 | 11.36 | 27.22 | 5.93 | 0.77 | 0.13 | 18.27 | |||||||||||
| Harvest CLO XXII DAC | Investcorp | Jan 31, 2025 | 2,951 | 10.71 | 27.02 | 3.51 | 1.06 | 0.12 | 15.33 | |||||||||||
| Harvest CLO XXIII DAC | Investcorp | Feb 28, 2025 | 2,940 | 10.86 | 27.35 | 4.05 | 0.74 | 0.14 | 17.05 | |||||||||||
| Harvest CLO XXIX DAC | Investcorp | Apr 03, 2025 | 2,997 | 11.48 | 29.89 | 3.64 | 1.05 | 0.00 | 14.43 | |||||||||||
| Harvest CLO XXV DAC | Investcorp | Feb 10, 2025 | 3,001 | 9.83 | 26.38 | 3.90 | 0.97 | 0.14 | 15.40 | |||||||||||
| Harvest CLO XXVI DAC | Investcorp | Jan 31, 2025 | 2,976 | 11.59 | 26.31 | 3.67 | 1.02 | 0.16 | 16.74 | |||||||||||
| Harvest CLO XXX DAC | Investcorp | Feb 07, 2025 | 3,001 | 9.22 | 28.81 | 3.39 | 0.74 | 0.00 | 16.55 | |||||||||||
| Harvest CLO XXXI DAC | Investcorp | Apr 03, 2025 | 2,944 | 14.59 | 28.10 | 3.01 | 1.24 | 0.00 | 14.54 | |||||||||||
| Harvest CLO XXXII DAC | Investcorp | Feb 28, 2025 | 2,907 | 9.73 | 28.09 | 2.31 | 0.00 | 0.10 | 11.65 | |||||||||||
| Harvest CLO XXXIII DAC | Investcorp | Mar 10, 2025 | 2,859 | 10.99 | 24.80 | 2.21 | 0.00 | 0.00 | 13.10 | |||||||||||
| Hayfin Emerald CLO IV DAC | Hayfin | Apr 03, 2025 | 2,786 | 20.42 | 19.51 | 3.90 | 2.25 | 0.00 | 14.28 | |||||||||||
| Hayfin Emerald CLO IX DAC | Hayfin | Feb 05, 2025 | 2,854 | 20.50 | 19.28 | 3.76 | 3.31 | 0.00 | 15.72 | |||||||||||
| Hayfin Emerald CLO V DAC | Hayfin | Mar 03, 2025 | 2,793 | 22.18 | 19.82 | 2.76 | 2.99 | 0.00 | 14.42 | |||||||||||
| Hayfin Emerald CLO VI DAC | Hayfin | Feb 18, 2025 | 2,848 | 21.02 | 19.95 | 3.81 | 3.15 | 0.00 | 14.48 | |||||||||||
| Hayfin Emerald CLO VII DAC | Hayfin | Apr 03, 2025 | 2,747 | 21.89 | 18.20 | 3.96 | 2.28 | 0.00 | 14.11 | |||||||||||
| Hayfin Emerald CLO VIII DAC | Hayfin | Apr 07, 2025 | 2,763 | 22.31 | 19.55 | 3.63 | 2.37 | 0.00 | 14.23 | |||||||||||
| Hayfin Emerald CLO X DAC | Hayfin | Jan 31, 2025 | 2,753 | 22.38 | 19.06 | 3.54 | 2.37 | 0.00 | 14.55 | |||||||||||
| Hayfin Emerald CLO XI DAC | Hayfin | Mar 03, 2025 | 2,732 | 20.99 | 20.10 | 1.16 | 2.35 | 0.00 | 12.92 | |||||||||||
| Hayfin Emerald CLO XII DAC | Hayfin | Mar 03, 2025 | 2,693 | 19.98 | 20.53 | 1.50 | 1.67 | 0.00 | 13.36 | |||||||||||
| Hayfin Emerald CLO XIII DAC | Hayfin | Apr 03, 2025 | 2,603 | 22.62 | 18.31 | 0.51 | 1.01 | 0.00 | 10.63 | |||||||||||
| Hayfin Emerald CLO XIV DAC | Hayfin | Apr 01, 2025 | 2,644 | 18.82 | 17.37 | 0.00 | 1.06 | 0.00 | 9.57 | |||||||||||
| Henley CLO I DAC | Napier Park | Feb 18, 2025 | 2,896 | 7.78 | 23.11 | 2.42 | 0.53 | 0.76 | 9.50 | |||||||||||
| Henley CLO II DAC | Napier Park | Mar 18, 2025 | 2,964 | 3.37 | 24.83 | 2.35 | 0.25 | 0.77 | 11.24 | |||||||||||
| Henley CLO III DAC | Napier Park | Mar 18, 2025 | 2,973 | 4.97 | 24.09 | 2.55 | 0.70 | 1.02 | 10.80 | |||||||||||
| Henley CLO IV DAC | Napier Park | Feb 18, 2025 | 2,932 | 5.88 | 22.89 | 2.04 | 0.74 | 0.77 | 9.78 | |||||||||||
| Henley CLO V DAC | Napier Park | Mar 18, 2025 | 2,950 | 3.80 | 22.88 | 2.30 | 0.51 | 0.77 | 11.30 | |||||||||||
| Henley CLO VI DAC | Napier Park | Feb 18, 2025 | 3,006 | 4.23 | 24.75 | 3.34 | 0.42 | 1.54 | 10.38 | |||||||||||
| Henley CLO VII DAC | Napier Park | Mar 18, 2025 | 2,896 | 6.48 | 22.08 | 2.15 | 0.25 | 1.01 | 8.04 | |||||||||||
| Henley CLO X DAC | Napier Park | Apr 08, 2025 | 2,970 | 2.15 | 23.64 | 1.39 | 0.00 | 0.95 | 5.80 | |||||||||||
| Henley CLO XII DAC | Napier Park | Feb 18, 2025 | 2,965 | 4.18 | 28.33 | 0.75 | 0.00 | 0.50 | 9.27 | |||||||||||
| Holland Park CLO DAC | Blackstone | Feb 04, 2025 | 3,074 | 13.10 | 27.90 | 6.42 | 2.59 | 0.63 | 17.80 | |||||||||||
| ICG Euro CLO 2021-1 DAC | Intermediate | Apr 03, 2025 | 3,000 | 16.11 | 30.59 | 6.11 | 1.51 | 0.00 | 17.61 | |||||||||||
| ICG Euro CLO 2022-1 DAC | Intermediate | Feb 05, 2025 | 3,029 | 14.55 | 33.87 | 3.56 | 1.63 | 0.00 | 16.67 | |||||||||||
| ICG Euro CLO 2023-2 DAC | Intermediate | Mar 12, 2025 | 3,079 | 16.14 | 32.36 | 2.14 | 3.55 | 0.00 | 19.06 | |||||||||||
| ICG Euro CLO 2024-1 DAC | Intermediate | Mar 12, 2025 | 2,803 | 19.14 | 30.70 | 3.82 | 0.00 | 0.00 | 13.62 | |||||||||||
| Indigo Credit Management I DAC | Pemberton | Feb 10, 2025 | 2,477 | 21.31 | 8.19 | 0.00 | 0.00 | 0.00 | 16.77 | |||||||||||
| Indigo Credit Management II DAC | Pemberton | Mar 10, 2025 | 2,472 | 21.95 | 6.48 | 0.00 | 0.00 | 0.00 | 12.74 | |||||||||||
| Invesco Euro CLO II DAC | Invesco | Feb 05, 2025 | 3,252 | 14.54 | 29.97 | 6.10 | 4.47 | 0.00 | 21.21 | |||||||||||
| Invesco Euro CLO III DAC | Invesco | Feb 18, 2025 | 3,177 | 14.15 | 33.99 | 4.60 | 3.45 | 0.00 | 21.41 | |||||||||||
| Invesco Euro CLO IV DAC | Invesco | Feb 18, 2025 | 3,344 | 10.22 | 34.41 | 5.73 | 4.38 | 0.00 | 22.72 | |||||||||||
| Invesco Euro CLO IX DAC | Invesco | Feb 18, 2025 | 3,174 | 14.61 | 30.74 | 4.45 | 3.73 | 0.00 | 21.10 | |||||||||||
| Invesco Euro CLO Issuer X DAC | Invesco | Feb 18, 2025 | 3,070 | 16.73 | 30.03 | 3.23 | 3.17 | 0.00 | 20.94 | |||||||||||
| Invesco Euro CLO VI DAC | Invesco | Apr 03, 2025 | 3,072 | 16.31 | 28.52 | 3.54 | 3.87 | 0.00 | 17.86 | |||||||||||
| Invesco Euro CLO XI DAC | Invesco | Feb 18, 2025 | 3,002 | 17.31 | 29.11 | 2.64 | 2.58 | 0.00 | 21.12 | |||||||||||
| Invesco Euro CLO XII DAC | Invesco | Feb 18, 2025 | 2,915 | 13.27 | 31.74 | 1.88 | 0.41 | 0.00 | 17.64 | |||||||||||
| Invesco Euro CLO XIV DAC | Invesco | Mar 18, 2025 | 2,781 | 17.83 | 32.41 | 0.00 | 0.00 | 0.00 | 15.47 | |||||||||||
| Jubilee CLO 2013-X DAC | Alcentra | Feb 05, 2025 | 2,970 | 18.58 | 29.96 | 4.51 | 2.58 | 0.00 | 15.59 | |||||||||||
| Jubilee CLO 2014-XII DAC | Alcentra | Feb 05, 2025 | 3,003 | 14.18 | 33.09 | 3.47 | 1.99 | 0.00 | 14.34 | |||||||||||
| Jubilee CLO 2018-XX DAC | Alcentra | Feb 07, 2025 | 2,957 | 15.63 | 33.91 | 2.14 | 1.99 | 0.00 | 14.33 | |||||||||||
| Jubilee CLO 2019-XXII DAC | Alcentra | Apr 08, 2025 | 2,865 | 18.23 | 29.17 | 3.37 | 1.17 | 0.00 | 15.31 | |||||||||||
| Jubilee CLO 2019-XXIII DAC | Alcentra | Feb 07, 2025 | 2,902 | 17.07 | 30.71 | 3.72 | 1.19 | 0.00 | 15.09 | |||||||||||
| Jubilee CLO 2020-XXIV DAC | Alcentra | Feb 07, 2025 | 3,018 | 14.53 | 29.93 | 4.34 | 2.49 | 0.00 | 17.14 | |||||||||||
| Jubilee CLO 2022-XXVI DAC | Alcentra | Feb 07, 2025 | 2,952 | 18.70 | 29.23 | 3.29 | 2.65 | 0.00 | 16.69 | |||||||||||
| Jubilee CLO 2023-XXVII DAC | Alcentra | Feb 07, 2025 | 2,993 | 18.29 | 31.08 | 3.01 | 3.12 | 0.00 | 16.50 | |||||||||||
| Jubilee CLO 2024-XXIX DAC | Alcentra | Feb 07, 2025 | 2,763 | 16.12 | 28.40 | 1.57 | 0.00 | 0.00 | 10.51 | |||||||||||
| Jubilee CLO 2024-XXVIII DAC | Alcentra | Apr 08, 2025 | 2,779 | 17.31 | 31.47 | 1.71 | 0.24 | 0.00 | 11.72 | |||||||||||
| MAN GLG Euro CLO VI DAC | GLG | Feb 10, 2025 | 2,992 | 10.87 | 30.69 | 6.69 | 0.42 | 1.73 | 15.78 | |||||||||||
| MV Credit Euro CLO III DAC | MV | Mar 18, 2025 | 2,911 | 8.05 | 21.15 | 2.80 | 0.00 | 0.00 | 17.45 | |||||||||||
| Madison Park Euro Funding IX DAC | Credit Suisse | Mar 06, 2025 | 3,083 | 12.54 | 19.45 | 5.32 | 3.79 | 0.09 | 14.84 | |||||||||||
| Madison Park Euro Funding VIII DAC | Credit Suisse | Feb 20, 2025 | 3,044 | 11.34 | 21.40 | 6.98 | 2.54 | 0.00 | 14.22 | |||||||||||
| Madison Park Euro Funding X DAC | Credit Suisse | Feb 12, 2025 | 2,898 | 23.83 | 17.33 | 6.09 | 3.93 | 0.46 | 16.50 | |||||||||||
| Madison Park Euro Funding XIX DAC | Credit Suisse | Feb 05, 2025 | 2,873 | 9.70 | 24.95 | 2.62 | 0.00 | 0.37 | 10.92 | |||||||||||
| Madison Park Euro Funding XV DAC | Credit Suisse | Jan 06, 2025 | 3,082 | 10.96 | 24.76 | 5.02 | 2.61 | 0.17 | 14.24 | |||||||||||
| Madison Park Euro Funding XVI DAC | Credit Suisse | Jan 06, 2025 | 3,071 | 10.94 | 24.34 | 3.83 | 2.99 | 0.09 | 13.52 | |||||||||||
| Madison Park Euro Funding XVII DAC | Credit Suisse | Mar 20, 2025 | 3,066 | 8.72 | 24.60 | 5.80 | 1.57 | 0.07 | 14.17 | |||||||||||
| Madison Park Euro Funding XVIII DAC | Credit Suisse | Feb 05, 2025 | 2,828 | 10.74 | 25.03 | 1.12 | 0.00 | 0.00 | 9.86 | |||||||||||
| Madison Park Euro Funding XX DAC | Credit Suisse | Feb 05, 2025 | 3,214 | 6.34 | 23.39 | 4.87 | 3.80 | 1.00 | 14.88 | |||||||||||
| Man Euro CLO 2023-1 DAC | GLG | Apr 03, 2025 | 2,815 | 9.92 | 22.51 | 1.17 | 0.00 | 1.17 | 6.79 | |||||||||||
| Man GLG Euro CLO III DAC | GLG | Mar 10, 2025 | 3,712 | 7.49 | 25.63 | 10.04 | 8.67 | 0.89 | 24.39 | |||||||||||
| Margay CLO I DAC | M&G | Feb 17, 2025 | 2,636 | 17.14 | 17.75 | 1.25 | 0.00 | 0.00 | 13.33 | |||||||||||
| Margay CLO II DAC | M&G | Feb 17, 2025 | 2,632 | 16.23 | 16.13 | 1.25 | 0.00 | 0.00 | 13.58 | |||||||||||
| Marino Park CLO DAC | Blackstone | Mar 20, 2025 | 2,874 | 11.54 | 30.24 | 3.79 | 0.00 | 0.89 | 15.50 | |||||||||||
| Montmartre Euro CLO 2020-2 DAC | CELF | Apr 03, 2025 | 2,845 | 12.77 | 25.02 | 4.88 | 0.00 | 0.00 | 16.16 | |||||||||||
| Monument CLO 1 DAC | Serone | Feb 05, 2025 | 2,748 | 11.18 | 17.28 | 1.36 | 0.00 | 0.00 | 10.12 | |||||||||||
| Monument CLO 2 DAC | Serone | Feb 18, 2025 | 2,768 | 12.03 | 19.52 | 1.89 | 0.00 | 0.00 | 9.18 | |||||||||||
| Nassau Euro CLO III DAC | NCC | Feb 07, 2025 | 2,843 | 10.77 | 21.45 | 2.26 | 0.53 | 0.00 | 13.48 | |||||||||||
| Nassau Euro CLO IV DAC | NCC | Apr 08, 2025 | 2,779 | 10.34 | 20.93 | 1.22 | 0.00 | 0.00 | 11.82 | |||||||||||
| Neuberger Berman Loan Advisers Euro CLO 1 DAC | Neuberger Berman | Feb 18, 2025 | 2,810 | 11.58 | 19.37 | 2.24 | 0.75 | 0.18 | 15.14 | |||||||||||
| Neuberger Berman Loan Advisers Euro CLO 2 DAC | Neuberger Berman | Apr 03, 2025 | 2,845 | 9.75 | 20.21 | 1.98 | 0.96 | 0.18 | 14.33 | |||||||||||
| Neuberger Berman Loan Advisers Euro CLO 3 DAC | Neuberger Berman | Feb 18, 2025 | 2,826 | 11.40 | 18.64 | 2.34 | 0.92 | 0.18 | 15.14 | |||||||||||
| Neuberger Berman Loan Advisers Euro CLO 5 DAC | Neuberger Berman | Apr 08, 2025 | 2,823 | 9.71 | 19.68 | 2.21 | 0.99 | 0.19 | 16.15 | |||||||||||
| Neuberger Berman Loan Advisers Euro CLO 6 DAC | Neuberger Berman | Feb 18, 2025 | 2,803 | 9.64 | 18.76 | 1.92 | 0.50 | 0.20 | 15.84 | |||||||||||
| Newhaven CLO DAC | Bain | Feb 04, 2025 | 3,145 | 14.10 | 25.44 | 4.74 | 4.25 | 0.16 | 18.28 | |||||||||||
| North Westerly VI ESG CLO DAC | NIBC | Feb 10, 2025 | 2,962 | 12.80 | 24.52 | 4.86 | 1.45 | 0.00 | 19.16 | |||||||||||
| North Westerly VII ESG CLO DAC | NIBC | Feb 05, 2025 | 2,872 | 14.89 | 20.93 | 4.63 | 1.62 | 0.00 | 15.46 | |||||||||||
| North Westerly VIII 2024 ESG CLO DAC | NIBC | Apr 03, 2025 | 2,726 | 14.30 | 21.20 | 1.00 | 0.00 | 0.00 | 8.39 | |||||||||||
| Northwoods Capital 19 Euro DAC | Northwoods | Feb 28, 2025 | 3,065 | 9.81 | 26.91 | 6.43 | 2.04 | 0.00 | 20.06 | |||||||||||
| Northwoods Capital 21 Euro DAC | Northwoods | Apr 08, 2025 | 2,886 | 13.54 | 25.07 | 3.54 | 1.19 | 0.00 | 15.93 | |||||||||||
| Northwoods Capital 23 Euro DAC | Northwoods | Jan 31, 2025 | 2,967 | 14.98 | 24.90 | 5.71 | 1.84 | 0.00 | 19.40 | |||||||||||
| Northwoods Capital 24 Euro DAC | Northwoods | Apr 03, 2025 | 2,913 | 13.85 | 25.85 | 4.66 | 1.09 | 0.00 | 16.99 | |||||||||||
| Northwoods Capital 26 Euro DAC | Northwoods | Feb 04, 2025 | 3,006 | 12.80 | 26.00 | 5.77 | 1.51 | 0.00 | 20.73 | |||||||||||
| OCP EURO CLO 2022-5 DAC | Onex | Feb 06, 2025 | 2,890 | 15.25 | 31.40 | 5.81 | 0.00 | 0.50 | 17.80 | |||||||||||
| OCP Euro CLO 2017-1 DAC | Onex | Feb 06, 2025 | 2,842 | 16.20 | 29.66 | 5.83 | 0.00 | 0.44 | 16.04 | |||||||||||
| OCP Euro CLO 2017-2 DAC | Onex | Apr 03, 2025 | 2,761 | 18.73 | 29.55 | 3.40 | 0.00 | 0.00 | 16.19 | |||||||||||
| OCP Euro CLO 2019-3 DAC | Onex | Feb 06, 2025 | 2,846 | 14.06 | 28.08 | 4.77 | 0.00 | 0.35 | 16.24 | |||||||||||
| OCP Euro CLO 2020-4 DAC | Onex | Feb 06, 2025 | 2,880 | 16.16 | 29.79 | 6.93 | 0.00 | 1.10 | 18.95 | |||||||||||
| OCP Euro CLO 2022-6 DAC | Onex | Feb 06, 2025 | 2,931 | 14.95 | 33.35 | 6.03 | 0.00 | 0.50 | 16.39 | |||||||||||
| OCP Euro CLO 2023-8 DAC | Onex | Feb 06, 2025 | 2,901 | 12.62 | 32.39 | 4.85 | 0.00 | 0.00 | 17.29 | |||||||||||
| OCP Euro CLO 2024-10 DAC | Onex | Feb 06, 2025 | 2,848 | 12.76 | 27.29 | 4.03 | 0.00 | 0.34 | 13.77 | |||||||||||
| OCP Euro CLO 2024-11 DAC | Onex | Mar 06, 2025 | 2,817 | 13.67 | 29.24 | 2.71 | 0.00 | 0.00 | 13.23 | |||||||||||
| OCP Euro CLO 2024-9 DAC | Onex | Apr 08, 2025 | 2,797 | 15.71 | 29.08 | 2.76 | 0.00 | 0.20 | 14.61 | |||||||||||
| OCPE CLO 2023-7 DAC | Onex | Feb 06, 2025 | 2,890 | 13.81 | 31.52 | 5.03 | 0.00 | 0.00 | 17.05 | |||||||||||
| OZLME III DAC | Sculptor | Mar 12, 2025 | 2,710 | 17.27 | 23.97 | 6.72 | 0.00 | 0.00 | 20.22 | |||||||||||
| Palmer Square European CLO 2021-1 DAC | Palmer Square | Jan 31, 2025 | 2,796 | 17.93 | 21.60 | 5.32 | 0.43 | 0.73 | 16.20 | |||||||||||
| Palmer Square European CLO 2021-2 DAC | Palmer Square | Feb 05, 2025 | 2,816 | 17.33 | 22.29 | 5.52 | 0.43 | 0.72 | 16.96 | |||||||||||
| Palmer Square European CLO 2022-1 DAC | Palmer Square | Jan 31, 2025 | 2,785 | 17.74 | 21.25 | 4.69 | 0.37 | 0.71 | 15.13 | |||||||||||
| Palmer Square European CLO 2022-2 DAC | Palmer Square | Feb 28, 2025 | 2,745 | 16.95 | 19.80 | 3.14 | 0.34 | 0.38 | 12.93 | |||||||||||
| Palmer Square European CLO 2023-1 DAC | Palmer Square | Feb 28, 2025 | 2,738 | 16.96 | 20.28 | 2.66 | 0.17 | 0.38 | 11.62 | |||||||||||
| Palmer Square European CLO 2023-2 DAC | Palmer Square | Feb 28, 2025 | 2,741 | 15.82 | 19.64 | 2.71 | 0.00 | 0.29 | 11.97 | |||||||||||
| Palmer Square European CLO 2024-1 DAC | Palmer Square | Feb 28, 2025 | 2,687 | 16.22 | 18.84 | 1.27 | 0.00 | 0.34 | 9.80 | |||||||||||
| Palmer Square European CLO 2024-2 DAC | Palmer Square | Feb 28, 2025 | 2,682 | 16.71 | 18.66 | 1.40 | 0.00 | 0.17 | 9.57 | |||||||||||
| Penta CLO 11 DAC | Partners | Feb 28, 2025 | 2,917 | 7.48 | 26.62 | 2.91 | 0.00 | 0.00 | 9.83 | |||||||||||
| Penta CLO 12 DAC | Partners | Mar 31, 2025 | 2,788 | 13.71 | 22.68 | 1.90 | 0.00 | 0.00 | 11.17 | |||||||||||
| Penta CLO 14 DAC | Partners | Feb 28, 2025 | 2,873 | 9.64 | 27.73 | 1.48 | 0.00 | 0.00 | 11.08 | |||||||||||
| Penta CLO 15 DAC | Partners | Apr 03, 2025 | 2,822 | 10.75 | 23.43 | 1.60 | 0.00 | 0.00 | 11.87 | |||||||||||
| Penta CLO 16 DAC | Partners | Feb 28, 2025 | 2,815 | 12.66 | 23.92 | 2.61 | 0.00 | 0.00 | 11.58 | |||||||||||
| Penta CLO 17 DAC | Partners | Mar 31, 2025 | 2,822 | 12.86 | 24.05 | 2.12 | 0.00 | 0.00 | 9.75 | |||||||||||
| Penta CLO 18 DAC | Partners | Feb 28, 2025 | 2,780 | 14.83 | 22.26 | 2.34 | 0.00 | 0.00 | 13.53 | |||||||||||
| Penta CLO 5 DAC | Partners | Jan 31, 2025 | 2,796 | 14.88 | 25.93 | 2.66 | 0.00 | 0.00 | 12.46 | |||||||||||
| Penta CLO 7 DAC | Partners | Mar 31, 2025 | 2,792 | 14.56 | 25.28 | 2.32 | 0.00 | 0.00 | 11.27 | |||||||||||
| Penta CLO 8 DAC | Partners | Jan 31, 2025 | 2,866 | 12.40 | 27.29 | 3.30 | 0.00 | 0.00 | 15.46 | |||||||||||
| Penta CLO 9 DAC | Partners | Feb 28, 2025 | 2,896 | 8.36 | 27.54 | 2.46 | 0.00 | 0.00 | 10.25 | |||||||||||
| Providus CLO I DAC | Permira | Feb 04, 2025 | 2,926 | 16.69 | 31.68 | 6.05 | 1.32 | 0.00 | 14.24 | |||||||||||
| Providus CLO II DAC | Permira | Feb 28, 2025 | 2,951 | 9.48 | 33.19 | 3.97 | 0.00 | 0.00 | 10.29 | |||||||||||
| Providus CLO III DAC | Permira | Jan 31, 2025 | 2,931 | 10.83 | 29.95 | 4.18 | 0.18 | 0.00 | 10.30 | |||||||||||
| Providus CLO IV DAC | Permira | Jan 31, 2025 | 2,944 | 9.74 | 31.27 | 3.70 | 0.19 | 0.00 | 11.19 | |||||||||||
| Providus CLO IX DAC | Permira | Jan 31, 2025 | 2,956 | 8.50 | 31.80 | 3.02 | 0.00 | 0.00 | 9.25 | |||||||||||
| Providus CLO V DAC | Permira | Jan 31, 2025 | 2,954 | 9.73 | 31.40 | 3.86 | 0.25 | 0.00 | 10.65 | |||||||||||
| Providus CLO VI DAC | Permira | Feb 05, 2025 | 2,953 | 10.29 | 30.76 | 4.03 | 0.42 | 0.00 | 10.42 | |||||||||||
| Providus CLO VII DAC | Permira | Feb 28, 2025 | 2,988 | 8.88 | 30.51 | 3.51 | 0.66 | 0.00 | 9.56 | |||||||||||
| Providus CLO VIII DAC | Permira | Feb 05, 2025 | 2,952 | 9.00 | 30.39 | 3.65 | 0.23 | 0.00 | 9.77 | |||||||||||
| Providus CLO X DAC | Permira | Jan 31, 2025 | 2,946 | 8.94 | 31.91 | 2.92 | 0.00 | 0.00 | 10.17 | |||||||||||
| Providus CLO XI DAC | Permira | Mar 31, 2025 | 2,869 | 10.94 | 29.72 | 1.86 | 0.00 | 0.00 | 9.35 | |||||||||||
| Purple Finance CLO 2 DAC | Ostrum | Feb 18, 2025 | 3,063 | 3.61 | 30.26 | 5.24 | 0.00 | 0.00 | 18.09 | |||||||||||
| RRE 1 Loan Management DAC | Redding Ridge | Feb 28, 2025 | 2,762 | 13.14 | 22.74 | 2.73 | 0.00 | 0.00 | 9.70 | |||||||||||
| RRE 10 Loan Management DAC | Redding Ridge | Jan 31, 2025 | 2,769 | 13.56 | 23.21 | 2.71 | 0.00 | 0.00 | 9.20 | |||||||||||
| RRE 11 Loan Management DAC | Redding Ridge | Jan 31, 2025 | 2,785 | 11.15 | 23.28 | 2.08 | 0.00 | 0.00 | 9.59 | |||||||||||
| RRE 12 Loan Management DAC | Redding Ridge | Apr 08, 2025 | 2,746 | 13.44 | 20.86 | 2.28 | 0.00 | 0.00 | 8.95 | |||||||||||
| RRE 16 Loan Management DAC | Redding Ridge | Jan 31, 2025 | 2,802 | 9.91 | 22.81 | 2.14 | 0.00 | 0.00 | 9.26 | |||||||||||
| RRE 17 Loan Management DAC | Redding Ridge | Jan 31, 2025 | 2,813 | 8.43 | 24.40 | 1.53 | 0.00 | 0.00 | 9.45 | |||||||||||
| RRE 18 Loan Management DAC | Redding Ridge | Jan 31, 2025 | 2,811 | 9.75 | 24.43 | 1.81 | 0.00 | 0.00 | 9.23 | |||||||||||
| RRE 19 Loan Management DAC | Redding Ridge | Apr 08, 2025 | 2,819 | 9.16 | 24.27 | 1.54 | 0.00 | 0.00 | 8.62 | |||||||||||
| RRE 2 Loan Management DAC | Redding Ridge | Apr 08, 2025 | 2,765 | 13.02 | 22.46 | 2.36 | 0.00 | 0.00 | 8.72 | |||||||||||
| RRE 20 Loan Management DAC | Redding Ridge | Feb 28, 2025 | 2,868 | 7.63 | 24.84 | 2.06 | 0.00 | 0.00 | 7.28 | |||||||||||
| RRE 21 Loan Management DAC | Redding Ridge | Apr 08, 2025 | 2,845 | 9.13 | 23.20 | 3.07 | 0.00 | 0.00 | 8.99 | |||||||||||
| RRE 22 Loan Management DAC | Redding Ridge | Feb 28, 2025 | 2,807 | 8.43 | 22.22 | 1.43 | 0.00 | 0.00 | 8.71 | |||||||||||
| RRE 3 Loan Management DAC | Redding Ridge | Feb 28, 2025 | 2,779 | 11.58 | 21.31 | 2.26 | 0.00 | 0.00 | 9.57 | |||||||||||
| RRE 5 Loan Management DAC | Redding Ridge | Apr 08, 2025 | 2,752 | 14.01 | 22.50 | 2.63 | 0.00 | 0.00 | 9.28 | |||||||||||
| RRE 6 Loan Management DAC | Redding Ridge | Feb 28, 2025 | 2,772 | 12.45 | 22.93 | 2.50 | 0.00 | 0.00 | 9.64 | |||||||||||
| Rockfield Park CLO DAC | Blackstone | Feb 12, 2025 | 2,947 | 13.48 | 25.47 | 3.69 | 1.91 | 0.14 | 14.17 | |||||||||||
| Rockford Tower Europe CLO 2018-1 DAC | Rockford | Feb 18, 2025 | 2,871 | 18.27 | 33.20 | 4.58 | 0.64 | 1.35 | 14.74 | |||||||||||
| Rockford Tower Europe CLO 2019-1 DAC | Rockford | Feb 18, 2025 | 2,743 | 20.40 | 28.09 | 3.44 | 0.49 | 0.74 | 14.77 | |||||||||||
| Rockford Tower Europe CLO 2021-1 DAC | Rockford | Feb 18, 2025 | 2,760 | 21.04 | 26.02 | 4.74 | 0.87 | 0.82 | 13.89 | |||||||||||
| Rockford Tower Europe CLO 2021-2 DAC | Rockford | Feb 18, 2025 | 2,889 | 18.52 | 29.48 | 5.01 | 1.41 | 0.68 | 13.95 | |||||||||||
| Rockford Tower Europe CLO 2023-1 DAC | Rockford | Feb 18, 2025 | 2,800 | 17.00 | 29.19 | 3.89 | 0.00 | 0.52 | 13.36 | |||||||||||
| Rockford Tower Europe CLO 2024-1 DAC | Rockford | Feb 18, 2025 | 2,709 | 16.20 | 23.23 | 2.48 | 0.00 | 0.37 | 8.93 | |||||||||||
| Sculptor European CLO I DAC | Sculptor | Feb 10, 2025 | 2,825 | 18.49 | 22.70 | 4.98 | 1.28 | 0.00 | 14.68 | |||||||||||
| Sculptor European CLO II DAC | Sculptor | Feb 10, 2025 | 2,798 | 18.09 | 23.32 | 4.65 | 0.89 | 0.00 | 14.02 | |||||||||||
| Sculptor European CLO VI DAC | Sculptor | Feb 05, 2025 | 2,763 | 20.06 | 23.69 | 4.89 | 0.72 | 0.00 | 14.63 | |||||||||||
| Sculptor European CLO VII DAC | Sculptor | Feb 05, 2025 | 2,844 | 16.49 | 28.16 | 3.91 | 0.53 | 0.00 | 17.34 | |||||||||||
| Sculptor European CLO VIII DAC | Sculptor | Feb 05, 2025 | 2,860 | 15.77 | 24.31 | 5.00 | 0.94 | 0.00 | 15.87 | |||||||||||
| Sculptor European CLO XI DAC | Sculptor | Feb 05, 2025 | 2,800 | 15.07 | 25.19 | 4.18 | 0.00 | 0.00 | 15.88 | |||||||||||
| Sculptor European CLO XII DAC | Sculptor | Feb 24, 2025 | 2,869 | 12.81 | 30.05 | 2.17 | 0.00 | 0.00 | 13.19 | |||||||||||
| Seapoint Park CLO DAC | Blackstone | Feb 11, 2025 | 2,924 | 13.43 | 26.03 | 5.43 | 1.21 | 0.80 | 13.47 | |||||||||||
| Segovia European CLO 1-2014 DAC | Segovia | Feb 05, 2025 | 2,995 | 10.71 | 23.99 | 5.35 | 1.10 | 0.61 | 11.70 | |||||||||||
| Signal Harmonic CLO II DAC | Signal | Feb 12, 2025 | 2,856 | 18.65 | 26.20 | 3.93 | 0.90 | 0.00 | 12.73 | |||||||||||
| Signal Harmonic CLO III DAC | Signal | Feb 05, 2025 | 2,848 | 17.47 | 25.25 | 4.09 | 0.77 | 0.00 | 10.83 | |||||||||||
| Sona Fios CLO I DAC | Sona | Feb 28, 2025 | 2,856 | 11.06 | 23.61 | 2.19 | 0.92 | 0.00 | 10.48 | |||||||||||
| Sona Fios CLO II DAC | Sona | Feb 28, 2025 | 2,759 | 11.80 | 22.67 | 2.07 | 0.00 | 0.00 | 8.60 | |||||||||||
| Sona Fios CLO III DAC | Sona | Apr 08, 2025 | 2,727 | 11.95 | 19.36 | 2.28 | 0.00 | 0.00 | 8.84 | |||||||||||
| Sound Point Euro CLO 10 Funding DAC | Sound Point | Feb 04, 2025 | 2,976 | 10.04 | 33.50 | 2.85 | 0.00 | 0.83 | 11.97 | |||||||||||
| Sound Point Euro CLO 11 Funding DAC | Sound Point | Feb 04, 2025 | 2,882 | 13.62 | 28.89 | 2.76 | 0.00 | 0.98 | 10.86 | |||||||||||
| Sound Point Euro CLO 12 Funding DAC | Sound Point | Feb 04, 2025 | 2,876 | 11.17 | 26.97 | 2.18 | 0.00 | 0.55 | 11.23 | |||||||||||
| Sound Point Euro CLO III Funding DAC | Sound Point | Feb 07, 2025 | 2,915 | 13.93 | 29.39 | 3.87 | 0.00 | 0.77 | 13.61 | |||||||||||
| St. Paul's CLO II DAC | Intermediate | Feb 10, 2025 | 3,130 | 15.36 | 30.06 | 5.34 | 3.43 | 0.00 | 19.90 | |||||||||||
| St. Paul's CLO IX DAC | Intermediate | Feb 07, 2025 | 3,106 | 15.48 | 30.33 | 5.42 | 2.97 | 0.00 | 18.38 | |||||||||||
| St. Paul's CLO VI DAC | Intermediate | Feb 07, 2025 | 3,126 | 16.35 | 31.03 | 5.92 | 3.14 | 0.00 | 17.86 | |||||||||||
| St. Paul's CLO VII DAC | Intermediate | Apr 08, 2025 | 3,104 | 18.85 | 29.92 | 5.62 | 3.58 | 0.00 | 17.20 | |||||||||||
| St. Paul's CLO X DAC | Intermediate | Feb 07, 2025 | 3,175 | 16.45 | 30.74 | 4.98 | 4.24 | 0.00 | 17.59 | |||||||||||
| St. Paul's CLO XII DAC | Intermediate | Feb 07, 2025 | 3,153 | 14.13 | 31.58 | 4.80 | 3.40 | 0.00 | 18.19 | |||||||||||
| Texas Debt Capital Euro CLO 2024-I DAC | CIFC | Feb 28, 2025 | 2,858 | 11.98 | 29.18 | 2.46 | 0.00 | 0.50 | 14.25 | |||||||||||
| Tikehau CLO III DAC | Tikehau | Mar 31, 2025 | 2,944 | 13.97 | 21.78 | 4.12 | 2.88 | 0.00 | 14.26 | |||||||||||
| Tikehau CLO IX DAC | Tikehau | Feb 28, 2025 | 2,884 | 12.43 | 25.55 | 1.76 | 1.15 | 0.00 | 11.09 | |||||||||||
| Tikehau CLO V DAC | Tikehau | Jan 31, 2025 | 2,963 | 14.17 | 29.16 | 3.53 | 2.02 | 0.00 | 17.61 | |||||||||||
| Tikehau CLO VII DAC | Tikehau | Feb 28, 2025 | 2,931 | 13.23 | 27.05 | 1.69 | 1.76 | 0.00 | 14.59 | |||||||||||
| Tikehau CLO VIII DAC | Tikehau | Feb 28, 2025 | 2,917 | 13.43 | 25.14 | 2.35 | 1.76 | 0.00 | 12.25 | |||||||||||
| Tikehau CLO X DAC | Tikehau | Jan 31, 2025 | 2,837 | 12.94 | 24.50 | 0.87 | 1.21 | 0.00 | 12.86 | |||||||||||
| Tikehau CLO XI DAC | Tikehau | Apr 03, 2025 | 2,858 | 10.38 | 28.96 | 0.00 | 0.58 | 0.00 | 7.90 | |||||||||||
| Tikehau CLO XII DAC | Tikehau | Feb 28, 2025 | 2,850 | 10.54 | 28.80 | 0.66 | 0.00 | 0.00 | 9.17 | |||||||||||
| Toro European CLO 2 DAC | Chenavari | Feb 17, 2025 | 2,900 | 13.98 | 23.76 | 6.44 | 0.42 | 0.00 | 19.25 | |||||||||||
| Toro European CLO 3 DAC | Chenavari | Apr 03, 2025 | 2,855 | 14.59 | 24.41 | 5.36 | 0.50 | 0.00 | 19.77 | |||||||||||
| Toro European CLO 5 DAC | Chenavari | Jan 03, 2025 | 2,904 | 13.72 | 19.86 | 3.85 | 2.16 | 0.00 | 26.60 | |||||||||||
| Toro European CLO 6 DAC | Chenavari | Feb 17, 2025 | 2,848 | 14.59 | 23.71 | 5.16 | 0.62 | 0.00 | 20.91 | |||||||||||
| Toro European CLO 7 DAC | Chenavari | Feb 05, 2025 | 2,868 | 14.85 | 22.54 | 4.40 | 1.71 | 0.00 | 24.75 | |||||||||||
| Toro European CLO 8 DAC | Chenavari | Feb 17, 2025 | 2,987 | 12.00 | 28.57 | 5.68 | 0.57 | 0.00 | 22.97 | |||||||||||
| Toro European CLO 9 DAC | Chenavari | Feb 17, 2025 | 2,879 | 12.45 | 25.74 | 4.29 | 0.45 | 0.00 | 18.76 | |||||||||||
| Trinitas Euro CLO I DAC | WhiteStar | Feb 18, 2025 | 2,987 | 11.26 | 30.34 | 4.81 | 0.63 | 0.00 | 20.53 | |||||||||||
| Trinitas Euro CLO II DAC | Trinitas | Feb 10, 2025 | 2,744 | 17.24 | 21.30 | 3.12 | 0.25 | 0.00 | 13.12 | |||||||||||
| Trinitas Euro CLO III DAC | Trinitas | Feb 18, 2025 | 2,725 | 16.51 | 20.49 | 2.63 | 0.00 | 0.00 | 13.32 | |||||||||||
| Trinitas Euro CLO IV DAC | Trinitas | Mar 18, 2025 | 2,701 | 16.92 | 18.40 | 3.10 | 0.00 | 0.00 | 14.51 | |||||||||||
| Trinitas Euro CLO V DAC | WhiteStar | Feb 18, 2025 | 2,654 | 17.90 | 17.31 | 2.14 | 0.00 | 0.00 | 13.57 | |||||||||||
| Trinitas Euro CLO VI DAC | WhiteStar | Feb 18, 2025 | 2,644 | 17.41 | 18.56 | 2.15 | 0.00 | 0.00 | 14.16 | |||||||||||
| Trinitas Euro CLO VII DAC | Trinitas | Feb 18, 2025 | 2,636 | 18.44 | 17.66 | 1.81 | 0.00 | 0.00 | 12.32 | |||||||||||
| Trinitas Euro CLO VIII DAC | Trinitas | Mar 18, 2025 | 2,602 | 18.07 | 18.28 | 1.10 | 0.00 | 0.00 | 11.64 | |||||||||||
| Tymon Park CLO DAC | Blackstone | Feb 18, 2025 | 3,035 | 10.64 | 27.11 | 5.65 | 1.88 | 0.17 | 14.92 | |||||||||||
| Vendome Funding CLO 2020-1 DAC | CELF | Apr 08, 2025 | 2,927 | 7.71 | 26.12 | 4.00 | 0.00 | 0.00 | 14.18 | |||||||||||
| Vesey Park CLO DAC | Blackstone | Feb 05, 2025 | 2,967 | 11.53 | 26.23 | 4.78 | 1.39 | 0.39 | 15.63 | |||||||||||
| Victory Street CLO I DAC | CIC | Mar 31, 2025 | 2,702 | 10.25 | 17.99 | 0.00 | 0.00 | 0.00 | 7.74 | |||||||||||
| Voya Euro CLO I DAC | Voya | Feb 05, 2025 | 3,016 | 11.44 | 25.54 | 4.18 | 1.97 | 0.00 | 14.47 | |||||||||||
| Voya Euro CLO III DAC | Voya | Apr 03, 2025 | 3,019 | 11.15 | 27.36 | 5.02 | 1.47 | 0.00 | 14.82 | |||||||||||
| Voya Euro CLO IV DAC | Voya | Apr 03, 2025 | 3,048 | 11.19 | 27.49 | 4.47 | 1.84 | 0.00 | 14.73 | |||||||||||
| Voya Euro CLO V DAC | Voya | Apr 03, 2025 | 3,064 | 11.57 | 26.95 | 5.31 | 1.90 | 0.00 | 15.68 | |||||||||||
| Voya Euro CLO VI DAC | Voya | Feb 18, 2025 | 2,978 | 10.87 | 26.64 | 3.80 | 1.18 | 0.00 | 14.72 | |||||||||||
| Voya Euro CLO VIII DAC | Voya | Mar 05, 2025 | 2,872 | 7.16 | 25.71 | 0.61 | 0.00 | 0.00 | 9.61 | |||||||||||
| Waterstown Park CLO DAC | Blackstone | Mar 10, 2025 | 2,844 | 13.80 | 26.57 | 2.49 | 0.24 | 0.00 | 14.85 | |||||||||||
| Wilton Park CLO DAC | Blackstone | Feb 12, 2025 | 2,955 | 11.71 | 26.90 | 2.88 | 1.63 | 0.12 | 12.94 | |||||||||||
| 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 |
No content (including ratings, credit-related analyses and data, valuations, model, software, or other application or output therefrom) or any part thereof (Content) may be modified, reverse engineered, reproduced, or distributed in any form by any means, or stored in a database or retrieval system, without the prior written permission of Standard & Poor’s Financial Services LLC or its affiliates (collectively, S&P). The Content shall not be used for any unlawful or unauthorized purposes. S&P and any third-party providers, as well as their directors, officers, shareholders, employees, or agents (collectively S&P Parties) do not guarantee the accuracy, completeness, timeliness, or availability of the Content. S&P Parties are not responsible for any errors or omissions (negligent or otherwise), regardless of the cause, for the results obtained from the use of the Content, or for the security or maintenance of any data input by the user. The Content is provided on an “as is” basis. S&P PARTIES DISCLAIM ANY AND ALL EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE, FREEDOM FROM BUGS, SOFTWARE ERRORS OR DEFECTS, THAT THE CONTENT’S FUNCTIONING WILL BE UNINTERRUPTED, OR THAT THE CONTENT WILL OPERATE WITH ANY SOFTWARE OR HARDWARE CONFIGURATION. In no event shall S&P Parties be liable to any party for any direct, indirect, incidental, exemplary, compensatory, punitive, special or consequential damages, costs, expenses, legal fees, or losses (including, without limitation, lost income or lost profits and opportunity costs or losses caused by negligence) in connection with any use of the Content even if advised of the possibility of such damages.
Credit-related and other analyses, including ratings, and statements in the Content are statements of opinion as of the date they are expressed and not statements of fact. S&P’s opinions, analyses, and rating acknowledgment decisions (described below) are not recommendations to purchase, hold, or sell any securities or to make any investment decisions, and do not address the suitability of any security. S&P assumes no obligation to update the Content following publication in any form or format. The Content should not be relied on and is not a substitute for the skill, judgment, and experience of the user, its management, employees, advisors, and/or clients when making investment and other business decisions. S&P does not act as a fiduciary or an investment advisor except where registered as such. While S&P has obtained information from sources it believes to be reliable, S&P does not perform an audit and undertakes no duty of due diligence or independent verification of any information it receives. Rating-related publications may be published for a variety of reasons that are not necessarily dependent on action by rating committees, including, but not limited to, the publication of a periodic update on a credit rating and related analyses.
To the extent that regulatory authorities allow a rating agency to acknowledge in one jurisdiction a rating issued in another jurisdiction for certain regulatory purposes, S&P reserves the right to assign, withdraw, or suspend such acknowledgement at any time and in its sole discretion. S&P Parties disclaim any duty whatsoever arising out of the assignment, withdrawal, or suspension of an acknowledgment as well as any liability for any damage alleged to have been suffered on account thereof.
S&P keeps certain activities of its business units separate from each other in order to preserve the independence and objectivity of their respective activities. As a result, certain business units of S&P may have information that is not available to other S&P business units. S&P has established policies and procedures to maintain the confidentiality of certain nonpublic information received in connection with each analytical process.
S&P may receive compensation for its ratings and certain analyses, normally from issuers or underwriters of securities or from obligors. S&P reserves the right to disseminate its opinions and analyses. S&P's public ratings and analyses are made available on its Web sites, www.spglobal.com/ratings (free of charge), and www.ratingsdirect.com (subscription), and may be distributed through other means, including via S&P publications and third-party redistributors. Additional information about our ratings fees is available at www.spglobal.com/usratingsfees.