This report does not constitute a rating action.
In response to investors' growing interest following the coronavirus pandemic and ongoing credit effects on companies and European CLOs, S&P Global Ratings is publishing a regularly updated list of rating and recovery actions we have taken globally on nonfinancial corporations that have affected European CLOs, and a summary of how European CLOs have been affected with key benchmarks.
Table 1
Rating actions on global nonfinancial corporations over the past 30 days | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Date | Obligor | Asset | No. of affected CLOs | Notional exposure in CLOs (€) | Rating | Previous rating | Rating impact for CDO Evaluator* | |||||||||
Apr 25, 2024 | Ardagh Metal Packaging Finance Plc | EUR450 mil 2.00% nts due 09/01/2028 | 8 | 12,000,000 | CCC+/Stable | B-/Negative | Yes | |||||||||
Apr 25, 2024 | Ardagh Metal Packaging Finance Plc | EUR500 mil 3.00% nts due 09/01/2029 | 18 | 19,050,000 | CCC+/Stable | B-/Negative | Yes | |||||||||
Apr 25, 2024 | Geo Group (The) Inc. | US$857.18 mil fltg rate tranche 1 exchange term bank ln due 03/23/2027 | 1 | 3,589,848 | B+/Stable | B/Watch Pos | No | |||||||||
Apr 25, 2024 | La Financiere Atalian Sa | EUR625 mil 4.00% nts due 05/15/2024 | 3 | 3,858,000 | CCC+/Stable | D | Yes | |||||||||
Apr 25, 2024 | La Financiere Atalian Sa | EUR350 mil 5.125% nts due 05/15/2025 | 2 | 4,000,000 | CCC+/Stable | D | Yes | |||||||||
Apr 25, 2024 | Casino Guichard - Perrachon S.A. | EUR900 mil 2.798% callable med-term nts ser 32 due 08/05/2026 | 16 | 22,400,000 | D | CCC- | Yes | |||||||||
Apr 25, 2024 | Casino Guichard - Perrachon S.A. | EUR800 mil Term B bank ln due 08/31/2025 | 180 | 489,076,000 | D | CCC- | Yes | |||||||||
Apr 23, 2024 | Kloeckner Pentaplast Of America Inc. | EUR600 mil fltg rate Term Loan Facility B bank ln due 02/19/2026 | 117 | 261,033,077 | B-/Negative | B-/Stable | No | |||||||||
Apr 23, 2024 | Kleopatra Finco S.A R.L. | EUR400 mil 4.25% nts due 03/01/2026 | 17 | 12,199,000 | B-/Negative | B-/Stable | No | |||||||||
Apr 23, 2024 | Kleopatra Holdings 2 S.C.A. | EUR300 mil 6.50% nts due 09/01/2026 | 14 | 6,892,000 | B-/Negative | B-/Stable | No | |||||||||
Apr 22, 2024 | Marcolin Spa | EUR350 mil 6.125% callable nts due 11/15/2026 | 19 | 38,003,000 | B/Stable | B-/Stable | Yes | |||||||||
Apr 17, 2024 | The Chemours Company | EUR515 mil fltg rate term b-3 bank ln due 08/18/2028 | 82 | 188,352,529 | BB-/Negative | BB-/Watch Neg | Yes | |||||||||
Apr 17, 2024 | Arvos Bidco S.A.R.L. | EUR288.925 mil fltg rate First Lien TL B bank ln due 08/29/2021 | 21 | 53,908,957 | B-/Stable | D | Yes | |||||||||
Apr 16, 2024 | Aventiv Technologies, Llc | US$1.382 bil fltg rate 1st lien Term Loan bank ln due 11/01/2024 | 2 | 6,743,709 | CCC/Negative | SD | Yes | |||||||||
Apr 16, 2024 | Vallourec | EUR1.023 bil 8.50% Callable nts due 06/30/2026 | 7 | 21,350,000 | BB+/Stable | BB/Positive | Yes | |||||||||
Apr 12, 2024 | Phm Netherlands Midco B.V. | EUR186 mil fltg rate 1st Lien Term bank ln due 07/31/2026 | 16 | 43,092,235 | CCC+/Negative | SD | Yes | |||||||||
Apr 12, 2024 | Compact Bidco B.V. | EUR300 mil 5.75% callable nts due 05/01/2026 | 12 | 15,906,000 | CCC-/Negative | CCC+/Negative | Yes | |||||||||
Apr 11, 2024 | Atos Se | EUR800 mil 1.00% callable Sustainability-Linked bnds due 11/12/2029 | 4 | 14,000,000 | CCC-/Negative | CCC/Negative | Yes | |||||||||
Apr 09, 2024 | Tele Columbus Ag | EUR503.2 mil fltg rate TL B bank ln due 01/01/2029 | 83 | 185,341,531 | CCC+/Negative | D | Yes | |||||||||
Apr 09, 2024 | Oq Chemicals Holding Drei Gmbh | EUR475 mil fltg rate Term Loan B-1 bank ln due 10/11/2024 due 10/11/2024 | 70 | 195,748,959 | CCC-/Negative | B/Watch Neg | Yes | |||||||||
Apr 09, 2024 | Tui Cruises Gmbh | EUR300 mil nts | 7 | 11,739,000 | B+/Stable | CCC+ | Yes | |||||||||
Apr 05, 2024 | Ardagh Metal Packaging Finance Plc | EUR450 mil 2.00% nts due 09/01/2028 | 8 | 11,250,000 | B-/Negative | B/Stable | Yes | |||||||||
Apr 05, 2024 | Ardagh Metal Packaging Finance Plc | EUR500 mil 3.00% nts due 09/01/2029 | 18 | 19,050,000 | B-/Negative | B/Stable | Yes | |||||||||
Apr 05, 2024 | Cgg | EUR585 mil 7.75% callable nts due 04/01/2027 | 14 | 33,270,000 | B-/Stable | CCC+/Positive | Yes | |||||||||
Apr 05, 2024 | Ard Finance S.A. | EUR1 bil 5.00% nts due 06/30/2027 | 2 | 3,592,000 | B-/Negative | B/Stable | Yes | |||||||||
Apr 02, 2024 | Ontex Group N.V. | EUR580 mil 3.50% callable nts due 07/15/2026 | 10 | 17,603,000 | B/Stable | B/Negative | No | |||||||||
Apr 01, 2024 | Geo Group (The) Inc. | US$857.18 mil fltg rate tranche 1 exchange term bank ln due 03/23/2027 | 1 | 3,652,353 | B/Watch Pos | B/Stable | Yes | |||||||||
Mar 29, 2024 | Granite France Bidco Sas | EUR1.10 bil fltg rate TL B bank ln due 10/17/2028 | 199 | 476,056,712 | B/Negative | B/Stable | No | |||||||||
Mar 29, 2024 | Aventiv Technologies, Llc | US$1.382 bil fltg rate 1st lien Term Loan bank ln due 11/01/2024 | 2 | 6,852,205 | SD | CC/Negative | Yes | |||||||||
Mar 29, 2024 | La Financiere Atalian Sa | EUR625 mil 4.00% nts due 05/15/2024 | 3 | 3,858,000 | D | CC/Negative | Yes | |||||||||
Mar 29, 2024 | La Financiere Atalian Sa | EUR350 mil 5.125% nts due 05/15/2025 | 2 | 4,000,000 | D | CC/Negative | Yes | |||||||||
Mar 28, 2024 | Altice France S.A. | EUR1.15 bil TL B11 bank ln due 07/31/2025 | 38 | 77,596,191 | CCC+/Developing | B-/Stable | Yes | |||||||||
Mar 28, 2024 | Altice France S.A. | EUR1 bil EUR TL B12 bank ln due 01/31/2026 | 25 | 69,111,466 | CCC+/Developing | B-/Stable | Yes | |||||||||
Mar 28, 2024 | Altice France S.A. | EUR1 bil 5.875% callable nts due 02/01/2027 | 18 | 18,370,000 | CCC+/Developing | B-/Stable | Yes | |||||||||
Mar 28, 2024 | Altice France S.A. | EUR1 bil 3.375% callable bnds due 01/15/2028 | 64 | 117,419,000 | CCC+/Developing | B-/Stable | Yes | |||||||||
Mar 28, 2024 | Altice France S.A. | EUR550 mil 2.50% callable nts due 01/15/2025 | 4 | 5,605,000 | CCC+/Developing | B-/Stable | Yes | |||||||||
Mar 28, 2024 | Altice France S.A. | EUR500 mil 2.125% nts due 02/15/2025 | 14 | 12,570,000 | CCC+/Developing | B-/Stable | Yes | |||||||||
Mar 28, 2024 | Altice France S.A. | EUR500 mil 4.125% callable nts due 01/15/2029 | 56 | 96,245,000 | CCC+/Developing | B-/Stable | Yes | |||||||||
Mar 28, 2024 | Altice France S.A. | EUR400 mil 4.00% callable nts due 07/15/2029 | 53 | 79,802,000 | CCC+/Developing | B-/Stable | Yes | |||||||||
Mar 28, 2024 | Altice France S.A. | EUR800 mil 4.25% callable nts due 10/15/2029 | 149 | 290,313,000 | CCC+/Developing | B-/Stable | Yes | |||||||||
Mar 28, 2024 | Altice France S.A. | EUR0 mil term loan bank ln | 223 | 687,182,805 | CCC+/Developing | B-/Stable | Yes | |||||||||
Mar 28, 2024 | Altice France S.A. | EUR350 mil 11.50% nts due 02/01/2027 | 6 | 13,605,000 | CCC+/Developing | B-/Stable | Yes | |||||||||
Mar 28, 2024 | Samhallsbyggnadsbolaget I Norden Ab (Publ) | EUR500 mil 1.75% nts due 01/14/2025 | 5 | 7,613,000 | CCC/Negative | SD | Yes | |||||||||
Mar 28, 2024 | Sbb Treasury Oyj | EUR700 mil 0.75% med-term nts ser 23 due 12/14/2028 | 5 | 8,794,000 | CCC/Negative | SD | Yes | |||||||||
Mar 28, 2024 | Sbb Treasury Oyj | EUR750 mil 1.125% callable Social med-term nts ser 27 due 11/26/2029 | 5 | 6,212,000 | CCC/Negative | SD | Yes | |||||||||
*See paragraph 6 of our guidance "Global Methodology And Assumptions For CLOs And Corporate CDOs," published on June 21, 2019. N/A--Not available. Table does not include withdrawn ratings. |
Table 2
Recovery actions on global nonfinancial corporations over the past 30 days | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Date | Obligor | Asset | No. of affected CLOs | Total notional in CLOs (€) | Recovery* | Previous recovery | ||||||||
Apr 25, 2024 | Tvl Finance Plc | EUR250 mil fltg rate Callable nts due 04/28/2028 | 38 | 64,526,000.00 | 3(65%) | 3(55%) | ||||||||
Apr 25, 2024 | Geo Group (The) Inc. | US$857.18 mil fltg rate tranche 1 exchange term bank ln due 03/23/2027 | 1 | 3,589,847.82 | NR | 1(95%) | ||||||||
Apr 25, 2024 | La Financiere Atalian Sa | EUR625 mil 4.00% nts due 05/15/2024 | 3 | 3,858,000.00 | NR | 4(30%) | ||||||||
Apr 25, 2024 | La Financiere Atalian Sa | EUR350 mil 5.125% nts due 05/15/2025 | 2 | 4,000,000.00 | NR | 4(30%) | ||||||||
Apr 24, 2024 | Verisure Holding Ab | EUR800 mil 3.875% callable nts due 07/15/2026 | 15 | 20,975,000.00 | 3(65%) | 3(60%) | ||||||||
Apr 22, 2024 | Hnvr Holdco Ltd. | EUR760.286 mil fltg rate TLB bank ln due 09/12/2028 | 154 | 415,921,053.75 | NR | 3(55%) | ||||||||
Apr 22, 2024 | Marcolin Spa | EUR350 mil 6.125% callable nts due 11/15/2026 | 19 | 38,003,000.00 | 4(45%) | 4(35%) | ||||||||
Apr 22, 2024 | Hnvr Holdco Ltd. | EUR147.31 mil fltg rate Term loan B bank ln due 09/12/2025 | 17 | 29,296,284.36 | NR | 3(55%) | ||||||||
Apr 22, 2024 | Hnvr Holdco Ltd. | EUR400 mil fltg rate Term Loan C bank ln due 09/12/2027 | 78 | 143,735,976.71 | NR | 3(55%) | ||||||||
Apr 17, 2024 | Ct Investment Gmbh | EUR470 mil 5.50% callable nts due 04/15/2026 | 20 | 25,125,000.00 | NR | 3(50%) | ||||||||
Apr 16, 2024 | Douglas Finance Bv | EUR130.272 mil fltg rate Term B1 bank ln due 03/26/2026 | 121 | 78,034,947.56 | NR | 3(60%) | ||||||||
Apr 16, 2024 | Groupe Nocibe France S.A.S | EUR230.312 mil fltg rate Term B4 bank ln due 03/26/2026 | 121 | 131,153,113.45 | NR | 3(60%) | ||||||||
Apr 16, 2024 | Kirk Beauty Netherlands B.V. | EUR74.921 mil TL B2 bank ln due 04/08/2026 | 120 | 42,094,358.15 | NR | 3(60%) | ||||||||
Apr 16, 2024 | Nocibe France S.A.S. | EUR51.181 mil fltg rate Facility B5 bank ln due 03/26/2026 | 121 | 29,024,243.46 | NR | 3(60%) | ||||||||
Apr 16, 2024 | Parfumerie Douglas International Gmbh | EUR188.313 mil TL B3 bank ln due 08/04/2026 | 124 | 120,591,216.57 | NR | 3(60%) | ||||||||
Apr 16, 2024 | Douglas Gmbh | EUR1.305 bil 6.00% nts due 04/08/2026 | 72 | 136,825,000.00 | NR | 3(60%) | ||||||||
Apr 16, 2024 | Kirk Beauty Sun Gmbh | EUR475 mil 9.00% callable nts due 10/01/2026 | 11 | 13,045,761.00 | NR | 6(0%) | ||||||||
Apr 16, 2024 | Aventiv Technologies, Llc | US$1.382 bil fltg rate 1st lien Term Loan bank ln due 11/01/2024 | 2 | 6,743,709.17 | NR | 3(55%) | ||||||||
Apr 15, 2024 | Carnival Corp. | EUR600 mil 1.00% nts due 10/28/2029 | 49 | 124,077,000.00 | 4(40%) | 5(25%) | ||||||||
Apr 15, 2024 | Carnival Corp. | EUR500 mil 7.625% sr nts due 03/01/2026 | 3 | 1,400,000.00 | 3(60%) | 4(45%) | ||||||||
Apr 12, 2024 | Phm Netherlands Midco B.V. | EUR186 mil fltg rate 1st Lien Term bank ln due 07/31/2026 | 16 | 43,092,234.60 | 6(0%) | 3(60%) | ||||||||
Apr 12, 2024 | Synthomer Plc | EUR520 mil 3.875% nts due 07/01/2025 | 2 | 2,000,000.00 | 3(65%) | 3(55%) | ||||||||
Apr 11, 2024 | Telecom Italia Spa | EUR1.25 bil 4.00% med-term nts ser 42 due 04/11/2024 | 4 | 12,274,000.00 | NR | 3(50%) | ||||||||
Apr 11, 2024 | Ai Alpine At Bidco | EUR322 mil fltg rate TL B2 bank ln due 11/02/2028 | 2 | 6,812,839.86 | NR | 3(60%) | ||||||||
Apr 09, 2024 | Tele Columbus Ag | EUR503.2 mil fltg rate TL B bank ln due 01/01/2029 | 83 | 185,341,530.83 | 3(55%) | 3(65%) | ||||||||
Apr 09, 2024 | Tendam Brands S.A.U. | EUR300 mil fltg rate callable nts due 03/31/2028 | 44 | 29,673,236.36 | NR | 3(65%) | ||||||||
Apr 05, 2024 | Ardagh Packaging Finance Plc | EUR440 mil 2.125% nts due 08/15/2026 | 4 | 900,000.00 | 3(60%) | 2(70%) | ||||||||
Apr 05, 2024 | Ardagh Packaging Finance Plc | EUR790 mil 2.125% callable nts due 08/15/2026 | 18 | 26,044,000.00 | 3(60%) | 2(70%) | ||||||||
Apr 05, 2024 | Nassa Topco As | EUR400 mil 2.875% nts due 04/06/2024 | 5 | 13,500,000.00 | NR | 3(55%) | ||||||||
Apr 05, 2024 | Ardagh Metal Packaging Finance Plc | EUR500 mil 3.00% nts due 09/01/2029 | 18 | 19,050,000.00 | 4(30%) | 3(50%) | ||||||||
Apr 04, 2024 | Cgg | EUR585 mil 7.75% callable nts due 04/01/2027 | 14 | 33,170,000.00 | 3(65%) | 3(60%) | ||||||||
Apr 02, 2024 | Volvo Car Ab | EUR600 mil 2.125% callable nts ser 3 due 04/02/2024 | 1 | 400,000.00 | NR | 3(65%) | ||||||||
Apr 01, 2024 | Ontex Group N.V. | EUR580 mil 3.50% callable nts due 07/15/2026 | 10 | 17,603,000.00 | 3(65%) | 3(55%) | ||||||||
Apr 01, 2024 | Poseidon Bidco S.A.S. | EUR1.05 bil fltg rate term b bank ln due 09/28/2028 | 6 | 18,000,000.00 | NR | 3(60%) | ||||||||
Mar 28, 2024 | Sunshine Luxembourg Vii S.A R.L. | EUR470 mil fltg rate Term Facility B4 bank ln due 09/25/2026 | 65 | 154,483,476.53 | NR | 3(65%) | ||||||||
Mar 28, 2024 | Tcg Acquisitionco Bv | EUR719.3 mil fltg rate Term B bank ln due 09/10/2028 | 86 | 198,387,515.14 | NR | 3(50%) | ||||||||
*See paragraph 14 of our guidance "Global Methodology And Assumptions For CLOs And Corporate CDOs," published on June 21, 2019. NR--Not rated. |
Table 3
Interest coverage or par value test with less than 100 basis points difference between the result and test | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLO | Latest report date | Test type | Test name | Result | Test | Difference | Pass/fail | |||||||||
Black Diamond CLO 2015-1 DAC | Mar 22, 2024 | IC | Class E Interest Coverage Test | 74.76% | 101.00% | -26.24% | Fail | |||||||||
Accunia European CLO II DAC | Feb 29, 2024 | OC | Class F Par Value Test | 102.30% | 104.63% | -2.33% | Fail | |||||||||
Man GLG Euro CLO III DAC | Mar 08, 2024 | OC | Class F Par Value Test | 102.58% | 103.50% | -0.92% | Fail | |||||||||
Bain Capital Euro CLO 2017-1 DAC | Mar 06, 2024 | OC | Class F Par Value Test | 102.99% | 103.53% | -0.54% | Fail | |||||||||
Carlyle Euro CLO 2013-1 DAC | Mar 15, 2024 | OC | Class E Par Value Test | 104.11% | 104.40% | -0.29% | Fail | |||||||||
Barings Euro CLO 2018-1 DAC | Feb 29, 2024 | OC | Class F Par Value Test | 103.92% | 104.11% | -0.19% | Fail | |||||||||
GLG Euro CLO IV DAC | Mar 08, 2024 | OC | Class F Par Value Test | 103.88% | 104.00% | -0.12% | Fail | |||||||||
Carlyle Euro CLO 2018-1 DAC | Mar 11, 2024 | OC | Class E Par Value Test | 104.10% | 104.00% | 0.10% | Pass | |||||||||
Carlyle Euro CLO 2017-3 DAC | Mar 20, 2024 | OC | Class E Par Value Test | 104.30% | 104.10% | 0.20% | Pass | |||||||||
Dryden 29 Euro CLO 2013 DAC | Feb 29, 2024 | OC | Class F Par Value Test | 104.30% | 103.49% | 0.81% | Pass | |||||||||
Segovia European CLO 4-2017 DAC | Mar 06, 2024 | OC | Class F Par Value Test | 104.63% | 103.80% | 0.83% | Pass | |||||||||
Carlyle Euro CLO 2017-2 DAC | Mar 15, 2024 | OC | Class E Par Value Test | 104.58% | 103.66% | 0.92% | Pass | |||||||||
Carlyle Euro CLO 2013-1 DAC | Mar 15, 2024 | OC | Class D Par Value Test | 107.37% | 106.40% | 0.97% | Pass | |||||||||
Bp--Basis point. IC--Interest coverage. OC--Overcollateralization. |
Chart 1
Chart 2
Table 4
European CLOs snapshot as of April 26, 2024 | ||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLO | Collateral manager | Latest report date | SPWARF | 'BB-' and above (%) | 'B-' (%) | 'CCC' category | Non-performing category (%) | CreditWatch negative (%) | Negative outlook (%) | |||||||||||
AB Carval Euro CLO I-C DAC | CarVal | Mar 08, 2024 | 2,696 | 14.99 | 23.43 | 1.20 | 0.00 | 0.59 | 10.55 | |||||||||||
Accunia European CLO II DAC | Accunia | Feb 29, 2024 | 3,308 | 11.66 | 27.98 | 20.37 | 0.00 | 0.50 | 6.96 | |||||||||||
Accunia European CLO IV DAC | Accunia | Feb 29, 2024 | 3,099 | 8.32 | 29.47 | 10.98 | 0.00 | 1.45 | 10.26 | |||||||||||
Adagio IV CLO DAC | AXA | Feb 20, 2024 | 2,883 | 14.32 | 23.67 | 6.02 | 0.83 | 0.21 | 18.60 | |||||||||||
Adagio VI CLO DAC | AXA | Mar 20, 2024 | 2,943 | 16.04 | 25.65 | 6.80 | 1.09 | 0.40 | 17.16 | |||||||||||
Adagio X EUR CLO DAC | AXA | Feb 20, 2024 | 2,876 | 10.76 | 26.85 | 3.83 | 0.00 | 0.60 | 20.20 | |||||||||||
AlbaCore Euro CLO I DAC | AlbaCore | Mar 07, 2024 | 2,903 | 11.46 | 25.45 | 3.74 | 1.24 | 0.99 | 14.29 | |||||||||||
AlbaCore Euro CLO II DAC | AlbaCore | Mar 05, 2024 | 2,877 | 12.45 | 23.80 | 3.60 | 1.31 | 0.91 | 15.11 | |||||||||||
AlbaCore Euro CLO III DAC | AlbaCore | Mar 05, 2024 | 2,862 | 12.08 | 24.05 | 2.85 | 1.20 | 0.48 | 14.65 | |||||||||||
Albacore Euro CLO IV DAC | AlbaCore | Mar 15, 2024 | 2,848 | 11.58 | 24.28 | 2.68 | 1.06 | 0.39 | 15.58 | |||||||||||
Albacore Euro CLO V DAC | AlbaCore | Mar 15, 2024 | 2,778 | 12.30 | 25.40 | 1.67 | 0.00 | 0.56 | 14.54 | |||||||||||
Anchorage Capital Europe CLO 2 DAC | Anchorage | Mar 05, 2024 | 2,912 | 10.34 | 25.52 | 7.01 | 0.00 | 1.50 | 9.04 | |||||||||||
Anchorage Capital Europe CLO 2021-4 DAC | Anchorage | Mar 12, 2024 | 2,898 | 10.27 | 26.23 | 6.48 | 0.00 | 2.02 | 8.49 | |||||||||||
Anchorage Capital Europe CLO 3 DAC | Anchorage | Mar 11, 2024 | 2,913 | 10.44 | 25.84 | 6.98 | 0.00 | 1.64 | 9.07 | |||||||||||
Anchorage Capital Europe CLO 6 DAC | Anchorage | Mar 11, 2024 | 2,861 | 11.14 | 25.96 | 5.31 | 0.00 | 2.09 | 8.49 | |||||||||||
Anchorage Capital Europe CLO 8 DAC | Anchorage | Mar 05, 2024 | 2,889 | 9.53 | 25.66 | 5.90 | 0.00 | 1.58 | 8.11 | |||||||||||
Aqueduct European CLO 1-2017 DAC | HPS | Feb 29, 2024 | 2,931 | 14.60 | 29.64 | 8.61 | 0.00 | 2.55 | 11.67 | |||||||||||
Aqueduct European CLO 2-2017 DAC | HPS | Feb 29, 2024 | 2,901 | 16.21 | 26.37 | 11.05 | 0.00 | 0.63 | 13.76 | |||||||||||
Aqueduct European CLO 5-2020 DAC | HPS | Mar 07, 2024 | 2,831 | 12.70 | 25.98 | 4.96 | 0.00 | 0.31 | 12.21 | |||||||||||
Aqueduct European CLO 6-2021 DAC | HPS | Mar 28, 2024 | 2,895 | 9.45 | 30.56 | 3.28 | 0.00 | 0.74 | 11.03 | |||||||||||
Aqueduct European CLO 7-2022 DAC | HPS | Mar 05, 2024 | 2,885 | 9.96 | 33.62 | 2.27 | 0.00 | 0.33 | 11.62 | |||||||||||
Arbour CLO II DAC | Oaktree | Mar 28, 2024 | 2,827 | 16.72 | 24.80 | 5.50 | 0.66 | 0.49 | 16.18 | |||||||||||
Arbour CLO III DAC | Oaktree | Feb 29, 2024 | 2,880 | 13.83 | 24.34 | 5.49 | 1.24 | 0.59 | 15.83 | |||||||||||
Arbour CLO IV DAC | Oaktree | Feb 29, 2024 | 2,910 | 15.27 | 26.99 | 5.56 | 1.20 | 0.49 | 15.56 | |||||||||||
Arbour CLO IX DAC | Oaktree | Feb 29, 2024 | 2,811 | 13.91 | 25.70 | 5.04 | 0.00 | 0.49 | 15.85 | |||||||||||
Arbour CLO VII DAC | Oaktree | Feb 29, 2024 | 2,903 | 12.85 | 26.83 | 5.81 | 0.57 | 0.68 | 15.99 | |||||||||||
Arbour CLO XI DAC | Oaktree | Mar 28, 2024 | 2,954 | 8.35 | 32.17 | 3.91 | 0.00 | 0.00 | 13.05 | |||||||||||
Arbour CLO XII DAC | Oaktree | Mar 28, 2024 | 2,811 | 10.93 | 29.34 | 1.37 | 0.00 | 0.00 | 12.92 | |||||||||||
Ares European CLO IX DAC | Ares | Apr 02, 2024 | 3,083 | 13.16 | 26.68 | 11.94 | 0.76 | 0.38 | 19.75 | |||||||||||
Ares European CLO VI DAC | Ares | Mar 12, 2024 | 2,557 | 28.42 | 16.61 | 7.63 | 0.00 | 1.12 | 19.03 | |||||||||||
Ares European CLO VII DAC | Ares | Mar 12, 2024 | 2,881 | 16.54 | 24.78 | 9.49 | 0.60 | 1.06 | 16.08 | |||||||||||
Ares European CLO VIII DAC | Ares | Mar 06, 2024 | 3,020 | 7.06 | 24.86 | 6.84 | 0.53 | 0.35 | 16.73 | |||||||||||
Ares European CLO XIII DAC | Ares | Mar 06, 2024 | 3,068 | 7.09 | 28.24 | 7.03 | 0.50 | 0.25 | 15.66 | |||||||||||
Ares European CLO XIV DAC | Ares | Mar 06, 2024 | 3,078 | 7.68 | 29.22 | 7.56 | 0.84 | 0.36 | 17.74 | |||||||||||
Ares European CLO XVI DAC | Ares | Mar 05, 2024 | 3,099 | 4.33 | 31.34 | 6.04 | 0.73 | 0.00 | 15.56 | |||||||||||
Ares European CLO XVII DAC | Ares | Mar 12, 2024 | 2,958 | 4.08 | 29.22 | 1.22 | 0.00 | 0.00 | 11.70 | |||||||||||
Arini European CLO I DAC | Squarepoint | Mar 28, 2024 | 2,740 | 13.38 | 19.03 | 3.20 | 0.00 | 0.99 | 9.38 | |||||||||||
Armada Euro CLO I DAC | Brigade | Mar 15, 2024 | 2,785 | 11.05 | 20.50 | 5.16 | 0.00 | 1.25 | 13.27 | |||||||||||
Armada Euro CLO IV DAC | Brigade | Mar 15, 2024 | 2,769 | 12.52 | 20.18 | 4.93 | 0.00 | 1.63 | 14.85 | |||||||||||
Armada Euro CLO V DAC | Brigade | Mar 15, 2024 | 2,764 | 8.58 | 18.65 | 4.38 | 0.00 | 1.60 | 16.72 | |||||||||||
Aurium CLO I DAC | Spire | Feb 29, 2024 | 2,744 | 16.42 | 24.64 | 3.76 | 0.00 | 1.64 | 11.11 | |||||||||||
Aurium CLO II DAC | Spire | Mar 13, 2024 | 2,776 | 16.50 | 25.33 | 4.39 | 0.00 | 1.68 | 11.40 | |||||||||||
Aurium CLO III DAC | Spire | Feb 29, 2024 | 2,547 | 27.21 | 23.06 | 4.14 | 0.00 | 2.35 | 12.55 | |||||||||||
Aurium CLO IV DAC | Spire | Feb 29, 2024 | 2,723 | 20.16 | 24.80 | 4.19 | 0.00 | 1.62 | 12.85 | |||||||||||
Aurium CLO IX DAC | Spire | Feb 29, 2024 | 2,816 | 12.56 | 26.66 | 2.31 | 0.00 | 1.45 | 10.20 | |||||||||||
Aurium CLO V DAC | Spire | Mar 07, 2024 | 2,757 | 16.00 | 23.91 | 3.66 | 0.00 | 1.48 | 11.47 | |||||||||||
Aurium CLO VI DAC | Spire | Feb 29, 2024 | 2,764 | 16.12 | 24.60 | 3.81 | 0.00 | 1.47 | 11.69 | |||||||||||
Aurium CLO VII DAC | Spire | Mar 07, 2024 | 2,772 | 15.48 | 25.11 | 3.47 | 0.00 | 1.61 | 10.70 | |||||||||||
Aurium CLO VIII DAC | Spire | Mar 14, 2024 | 2,748 | 16.30 | 24.69 | 3.47 | 0.00 | 1.01 | 12.34 | |||||||||||
Aurium CLO X DAC | Spire | Feb 29, 2024 | 2,776 | 13.67 | 26.42 | 1.96 | 0.00 | 1.48 | 9.61 | |||||||||||
Aurium CLO XI DAC | Spire | Feb 20, 2024 | 2,773 | 12.90 | 25.29 | 1.34 | 0.00 | 0.92 | 9.49 | |||||||||||
Avoca CLO XI DAC | KKR | Feb 29, 2024 | 2,871 | 12.90 | 25.79 | 7.15 | 0.37 | 0.84 | 16.80 | |||||||||||
Avoca CLO XIV Ltd. | KKR | Feb 29, 2024 | 2,784 | 15.28 | 25.50 | 4.94 | 0.00 | 1.27 | 14.41 | |||||||||||
Avoca CLO XVII DAC | KKR | Feb 29, 2024 | 2,834 | 10.15 | 24.57 | 3.50 | 0.00 | 0.18 | 13.47 | |||||||||||
Avoca CLO XVIII DAC | KKR | Feb 29, 2024 | 2,806 | 14.06 | 31.22 | 4.32 | 0.20 | 1.56 | 13.55 | |||||||||||
Avoca CLO XXI DAC | KKR | Feb 29, 2024 | 2,870 | 10.43 | 27.05 | 3.93 | 0.00 | 0.15 | 14.37 | |||||||||||
Avoca CLO XXII DAC | KKR | Feb 29, 2024 | 2,849 | 10.87 | 27.10 | 2.83 | 0.00 | 0.41 | 14.70 | |||||||||||
Avoca CLO XXIII DAC | KKR | Mar 28, 2024 | 2,871 | 8.97 | 27.50 | 2.29 | 0.00 | 0.30 | 14.94 | |||||||||||
Avoca CLO XXIV DAC | KKR | Feb 29, 2024 | 2,865 | 9.50 | 26.63 | 3.22 | 0.00 | 0.20 | 14.71 | |||||||||||
Avoca CLO XXVIII DAC | KKR | Feb 29, 2024 | 2,900 | 6.37 | 25.60 | 2.78 | 0.00 | 0.00 | 13.68 | |||||||||||
Avondale Park CLO DAC | Blackstone | Mar 07, 2024 | 2,855 | 10.17 | 25.77 | 3.88 | 0.24 | 1.43 | 12.81 | |||||||||||
BBAM European CLO I DAC | BlueBay | Mar 11, 2024 | 2,823 | 10.15 | 17.73 | 3.48 | 0.81 | 0.25 | 8.57 | |||||||||||
BBAM European CLO II DAC | BlueBay | Mar 11, 2024 | 2,839 | 10.18 | 18.04 | 3.85 | 0.81 | 0.18 | 8.35 | |||||||||||
Bain Capital Euro CLO 2017-1 DAC | Bain | Mar 06, 2024 | 3,005 | 17.96 | 27.10 | 10.70 | 1.93 | 3.52 | 21.20 | |||||||||||
Bain Capital Euro CLO 2019-1 DAC | Bain | Apr 03, 2024 | 2,845 | 12.86 | 23.24 | 4.86 | 0.72 | 0.94 | 15.26 | |||||||||||
Bain Capital Euro CLO 2020-1 DAC | Bain | Mar 06, 2024 | 2,947 | 11.08 | 23.30 | 4.58 | 1.82 | 0.87 | 16.89 | |||||||||||
Bain Capital Euro CLO 2021-1 DAC | Bain | Mar 06, 2024 | 2,981 | 11.30 | 24.06 | 4.58 | 2.14 | 1.61 | 15.75 | |||||||||||
Bain Capital Euro CLO 2021-2 DAC | Bain | Mar 06, 2024 | 2,994 | 10.24 | 25.91 | 4.00 | 2.02 | 0.94 | 15.11 | |||||||||||
Bain Capital Euro CLO 2022-1 DAC | Bain | Mar 06, 2024 | 2,883 | 10.64 | 25.26 | 4.19 | 0.61 | 0.83 | 16.62 | |||||||||||
Bain Capital Euro CLO 2022-2 DAC | Bain | Mar 11, 2024 | 2,854 | 8.71 | 25.62 | 3.37 | 0.00 | 0.69 | 15.00 | |||||||||||
Bain Capital Euro CLO 2023-1 DAC | Bain | Mar 08, 2024 | 2,803 | 10.61 | 25.10 | 2.45 | 0.00 | 0.52 | 14.67 | |||||||||||
Barings Euro CLO 2018-1 DAC | Barings | Feb 29, 2024 | 3,110 | 13.37 | 26.67 | 16.41 | 0.70 | 2.34 | 15.63 | |||||||||||
Barings Euro CLO 2020-1 DAC | Barings | Mar 11, 2024 | 2,827 | 15.39 | 24.81 | 4.41 | 1.17 | 1.22 | 15.23 | |||||||||||
Barings Euro CLO 2021-1 DAC | Barings | Mar 13, 2024 | 2,889 | 13.88 | 26.08 | 4.71 | 1.28 | 1.03 | 14.75 | |||||||||||
Barings Euro CLO 2021-2 DAC | Barings | Mar 05, 2024 | 2,846 | 15.93 | 25.86 | 3.99 | 1.27 | 1.08 | 15.79 | |||||||||||
Barings Euro CLO 2023-1 DAC | Barings | Mar 19, 2024 | 2,694 | 15.74 | 21.75 | 3.22 | 0.00 | 1.40 | 12.30 | |||||||||||
Barings Euro CLO 2023-2 DAC | Barings | Mar 07, 2024 | 2,758 | 15.38 | 24.76 | 3.67 | 0.00 | 1.50 | 16.27 | |||||||||||
Bastille Euro CLO 2020-3 DAC | CELF | Mar 05, 2024 | 3,088 | 8.17 | 31.81 | 4.74 | 1.40 | 0.00 | 15.31 | |||||||||||
Bilbao CLO III DAC | Guggenheim | Mar 06, 2024 | 3,021 | 3.83 | 34.11 | 4.81 | 0.00 | 0.82 | 11.36 | |||||||||||
Bilbao CLO IV DAC | Guggenheim | Mar 06, 2024 | 2,933 | 4.67 | 31.06 | 2.55 | 0.00 | 0.74 | 11.61 | |||||||||||
Black Diamond CLO 2015-1 DAC | Black Diamond | Mar 22, 2024 | 3,659 | 0.00 | 0.00 | 30.16 | 3.68 | 0.00 | 0.00 | |||||||||||
Black Diamond CLO 2017-2 DAC | Black Diamond | Mar 12, 2024 | 3,029 | 12.40 | 21.96 | 10.62 | 0.43 | 1.44 | 16.69 | |||||||||||
Black Diamond CLO 2019-1 DAC | Black Diamond | Mar 12, 2024 | 2,975 | 9.47 | 22.96 | 8.21 | 0.25 | 0.76 | 13.18 | |||||||||||
BlackRock European CLO I DAC | BlackRock | Mar 05, 2024 | 2,867 | 17.49 | 29.00 | 8.71 | 0.20 | 1.56 | 15.16 | |||||||||||
BlackRock European CLO II DAC | BlackRock | Mar 05, 2024 | 2,790 | 14.32 | 22.61 | 5.25 | 0.16 | 0.96 | 11.23 | |||||||||||
BlackRock European CLO III DAC | BlackRock | Mar 06, 2024 | 2,804 | 14.75 | 23.70 | 5.29 | 0.16 | 1.11 | 11.25 | |||||||||||
BlackRock European CLO IV DAC | BlackRock | Mar 11, 2024 | 2,711 | 21.14 | 23.08 | 7.04 | 0.18 | 1.66 | 14.52 | |||||||||||
BlackRock European CLO IX DAC | BlackRock | Mar 05, 2024 | 2,818 | 13.84 | 24.62 | 5.23 | 0.16 | 1.24 | 12.75 | |||||||||||
BlackRock European CLO X DAC | BlackRock | Mar 20, 2024 | 2,791 | 14.42 | 22.85 | 5.34 | 0.00 | 0.93 | 13.16 | |||||||||||
BlackRock European CLO XI DAC | BlackRock | Mar 11, 2024 | 2,785 | 13.38 | 22.71 | 5.64 | 0.00 | 0.99 | 13.16 | |||||||||||
BlackRock European CLO XII DAC | BlackRock | Mar 06, 2024 | 2,807 | 13.42 | 23.86 | 4.68 | 0.00 | 0.99 | 13.54 | |||||||||||
Blackrock European CLO XIII DAC | BlackRock | Mar 15, 2024 | 2,785 | 13.82 | 23.68 | 4.48 | 0.00 | 1.25 | 12.69 | |||||||||||
Blackrock European CLO XIV DAC | BlackRock | Mar 11, 2024 | 2,752 | 12.87 | 24.16 | 2.06 | 0.00 | 1.13 | 9.93 | |||||||||||
BlueMountain EUR 2021-1 CLO DAC | Sound Point | Mar 07, 2024 | 2,867 | 12.85 | 32.81 | 2.01 | 0.00 | 0.29 | 16.67 | |||||||||||
BlueMountain EUR 2021-2 CLO DAC | Sound Point | Feb 07, 2024 | 2,891 | 13.13 | 32.11 | 3.52 | 0.00 | 0.43 | 16.23 | |||||||||||
BlueMountain EUR CLO 2016-1 DAC | Sound Point | Feb 29, 2024 | 2,977 | 10.68 | 33.95 | 7.70 | 0.00 | 0.48 | 18.73 | |||||||||||
BlueMountain Fuji EUR CLO II DAC | Sound Point | Mar 11, 2024 | 2,990 | 13.25 | 32.79 | 9.09 | 0.00 | 0.98 | 18.20 | |||||||||||
BlueMountain Fuji EUR CLO IV DAC | Sound Point | Mar 07, 2024 | 2,880 | 11.51 | 32.31 | 2.42 | 0.00 | 0.00 | 15.24 | |||||||||||
BlueMountain Fuji EUR CLO V DAC | Sound Point | Mar 11, 2024 | 2,834 | 14.23 | 32.81 | 1.12 | 0.00 | 0.00 | 15.37 | |||||||||||
Bosphorus CLO VI DAC | Cross Ocean | Feb 29, 2024 | 2,803 | 13.25 | 26.38 | 3.18 | 0.00 | 0.55 | 17.49 | |||||||||||
Bridgepoint CLO 1 DAC | Bridgepoint | Mar 05, 2024 | 2,897 | 6.70 | 25.11 | 4.75 | 0.00 | 1.09 | 13.97 | |||||||||||
Bridgepoint CLO 2 DAC | Bridgepoint | Mar 05, 2024 | 2,899 | 6.99 | 24.31 | 5.89 | 0.00 | 1.24 | 10.57 | |||||||||||
Bridgepoint CLO IV DAC | Bridgepoint | Mar 11, 2024 | 2,965 | 5.47 | 22.91 | 6.57 | 0.00 | 0.00 | 10.06 | |||||||||||
Bridgepoint CLO V DAC | Bridgepoint | Mar 05, 2024 | 2,892 | 6.14 | 28.55 | 2.43 | 0.00 | 0.00 | 7.74 | |||||||||||
Bushy Park CLO DAC | Blackstone | Mar 12, 2024 | 2,886 | 7.84 | 28.64 | 1.87 | 0.24 | 1.33 | 13.14 | |||||||||||
CVC Cordatus Loan Fund IV DAC | CVC | Feb 09, 2024 | 2,985 | 11.58 | 29.02 | 3.92 | 1.70 | 0.23 | 13.17 | |||||||||||
CVC Cordatus Loan Fund IX DAC | CVC | Feb 07, 2024 | 2,984 | 12.98 | 27.24 | 4.87 | 1.67 | 0.71 | 14.68 | |||||||||||
CVC Cordatus Loan Fund V DAC | CVC | Feb 29, 2024 | 2,875 | 18.58 | 22.55 | 6.35 | 1.60 | 0.00 | 13.94 | |||||||||||
CVC Cordatus Loan Fund VIII DAC | CVC | Feb 29, 2024 | 2,988 | 12.34 | 24.11 | 5.12 | 2.11 | 0.39 | 14.90 | |||||||||||
CVC Cordatus Loan Fund X DAC | CVC | Feb 29, 2024 | 2,828 | 18.75 | 23.47 | 5.03 | 1.59 | 0.00 | 14.83 | |||||||||||
CVC Cordatus Loan Fund XIX DAC | CVC | Mar 13, 2024 | 2,979 | 11.14 | 28.92 | 2.87 | 1.85 | 0.40 | 13.55 | |||||||||||
CVC Cordatus Loan Fund XVI DAC | CVC | Mar 06, 2024 | 3,002 | 10.48 | 28.29 | 4.40 | 1.44 | 0.00 | 13.55 | |||||||||||
CVC Cordatus Loan Fund XVII DAC | CVC | Feb 07, 2024 | 2,999 | 10.72 | 28.97 | 3.97 | 1.44 | 0.19 | 13.69 | |||||||||||
CVC Cordatus Loan Fund XVIII DAC | CVC | Feb 16, 2024 | 3,005 | 10.56 | 28.32 | 4.43 | 1.45 | 0.00 | 13.52 | |||||||||||
CVC Cordatus Loan Fund XX DAC | CVC | Mar 12, 2024 | 3,025 | 9.31 | 31.22 | 3.41 | 1.52 | 0.00 | 14.39 | |||||||||||
CVC Cordatus Loan Fund XXI DAC | CVC | Mar 12, 2024 | 3,051 | 8.27 | 28.58 | 3.56 | 1.72 | 0.25 | 15.11 | |||||||||||
CVC Cordatus Loan Fund XXIV DAC | CVC | Mar 07, 2024 | 2,997 | 7.21 | 36.81 | 3.26 | 0.00 | 0.00 | 16.03 | |||||||||||
CVC Cordatus Loan Fund XXIX DAC | CVC | Mar 11, 2024 | 2,974 | 8.20 | 33.44 | 1.82 | 0.87 | 0.00 | 11.54 | |||||||||||
CVC Cordatus Loan Fund XXV DAC | CVC | Mar 11, 2024 | 2,969 | 7.53 | 31.39 | 3.17 | 0.00 | 0.00 | 13.36 | |||||||||||
CVC Cordatus Loan Fund XXVI DAC | CVC | Mar 15, 2024 | 2,962 | 8.92 | 33.68 | 2.30 | 0.48 | 0.00 | 12.96 | |||||||||||
CVC Cordatus Loan Fund XXVII DAC | CVC | Mar 11, 2024 | 2,884 | 8.71 | 26.42 | 1.80 | 0.22 | 0.00 | 12.43 | |||||||||||
CVC Cordatus Loan Fund XXVIII DAC | CVC | Mar 11, 2024 | 2,984 | 5.97 | 28.45 | 2.89 | 0.52 | 0.00 | 10.68 | |||||||||||
Cairn CLO VIII DAC | Cairn | Mar 20, 2024 | 2,848 | 16.60 | 30.71 | 6.65 | 0.00 | 0.31 | 19.04 | |||||||||||
Cairn CLO XI DAC | Cairn | Mar 05, 2024 | 3,004 | 11.21 | 32.48 | 5.29 | 1.08 | 0.00 | 13.68 | |||||||||||
Cairn CLO XIV DAC | Cairn | Feb 15, 2024 | 2,895 | 9.98 | 31.32 | 3.80 | 0.00 | 0.49 | 19.42 | |||||||||||
Cairn CLO XVI DAC | Cairn | Mar 01, 2024 | 2,654 | 14.17 | 22.38 | 0.87 | 0.00 | 0.00 | 13.74 | |||||||||||
Cairn CLO XVII DAC | Cairn | Mar 15, 2024 | 2,704 | 13.73 | 23.01 | 1.59 | 0.00 | 0.00 | 13.19 | |||||||||||
Canyon Euro CLO 2022-1 DAC | Canyon | Apr 03, 2024 | 2,710 | 13.92 | 20.38 | 2.69 | 0.00 | 1.22 | 8.58 | |||||||||||
Capital Four CLO I DAC | Capital Four | Feb 29, 2024 | 2,873 | 11.30 | 28.32 | 5.88 | 0.06 | 0.73 | 12.27 | |||||||||||
Capital Four CLO II DAC | Capital Four | Feb 29, 2024 | 2,856 | 11.73 | 29.11 | 4.38 | 0.06 | 1.03 | 12.52 | |||||||||||
Capital Four CLO III DAC | Capital Four | Feb 29, 2024 | 2,848 | 8.96 | 25.55 | 4.32 | 0.06 | 0.00 | 11.94 | |||||||||||
Capital Four CLO IV DAC | Capital Four | Feb 29, 2024 | 2,859 | 10.64 | 29.46 | 3.81 | 0.05 | 0.00 | 11.53 | |||||||||||
Capital Four CLO V DAC | Capital Four | Feb 09, 2024 | 2,895 | 7.99 | 30.34 | 3.09 | 0.00 | 0.99 | 12.44 | |||||||||||
Capital Four CLO VI DAC | Capital Four | Mar 11, 2024 | 2,846 | 7.93 | 25.92 | 2.51 | 0.00 | 0.84 | 10.77 | |||||||||||
Carlyle Euro CLO 2013-1 DAC | CELF | Mar 15, 2024 | 2,925 | 15.28 | 21.10 | 6.41 | 2.21 | 0.32 | 20.05 | |||||||||||
Carlyle Euro CLO 2017-1 DAC | CELF | Mar 15, 2024 | 3,076 | 9.07 | 24.36 | 6.77 | 1.86 | 0.00 | 19.17 | |||||||||||
Carlyle Euro CLO 2017-2 DAC | CELF | Mar 15, 2024 | 3,013 | 13.13 | 24.35 | 7.99 | 1.29 | 1.93 | 17.04 | |||||||||||
Carlyle Euro CLO 2017-3 DAC | CELF | Mar 20, 2024 | 3,000 | 11.39 | 27.04 | 5.73 | 1.71 | 0.00 | 18.42 | |||||||||||
Carlyle Euro CLO 2018-1 DAC | CELF | Mar 11, 2024 | 2,979 | 15.57 | 22.35 | 5.78 | 2.62 | 0.81 | 20.02 | |||||||||||
Carlyle Euro CLO 2019-2 DAC | CELF | Mar 19, 2024 | 3,135 | 5.28 | 27.94 | 5.16 | 1.97 | 0.00 | 17.21 | |||||||||||
Carlyle Euro CLO 2020-1 DAC | CELF | Apr 03, 2024 | 3,020 | 7.93 | 25.86 | 4.92 | 1.21 | 0.00 | 16.36 | |||||||||||
Carlyle Euro CLO 2020-2 DAC | CELF | Mar 19, 2024 | 3,065 | 8.22 | 28.51 | 5.71 | 1.36 | 0.00 | 13.60 | |||||||||||
Carlyle Euro CLO 2021-1 DAC | CELF | Mar 19, 2024 | 3,120 | 7.40 | 25.52 | 5.56 | 2.26 | 0.00 | 13.73 | |||||||||||
Carlyle Euro CLO 2021-3 DAC | CELF | Mar 12, 2024 | 3,236 | 6.31 | 30.07 | 5.97 | 3.00 | 0.00 | 17.45 | |||||||||||
Carlyle Euro CLO 2022-3 DAC | CELF | Mar 08, 2024 | 3,012 | 6.13 | 29.47 | 3.30 | 0.60 | 0.00 | 13.29 | |||||||||||
Carlyle Euro CLO 2022-5 DAC | CELF | Mar 20, 2024 | 3,036 | 7.63 | 31.10 | 4.17 | 0.56 | 0.00 | 13.93 | |||||||||||
Carlyle Global Market Strategies Euro CLO 2015-1 DAC | CELF | Mar 19, 2024 | 3,035 | 7.47 | 26.26 | 5.77 | 1.36 | 0.00 | 16.84 | |||||||||||
Carlyle Global Market Strategies Euro CLO 2015-3 DAC | CELF | Mar 20, 2024 | 3,040 | 13.90 | 26.36 | 6.73 | 2.18 | 1.10 | 18.72 | |||||||||||
Carlyle Global Market Strategies Euro CLO 2016-2 DAC | CELF | Mar 15, 2024 | 3,025 | 8.94 | 26.31 | 6.78 | 1.21 | 0.00 | 17.16 | |||||||||||
Carysfort Park CLO DAC | Blackstone | Feb 20, 2024 | 2,832 | 11.40 | 27.29 | 3.40 | 0.24 | 1.08 | 14.35 | |||||||||||
Clarinda Park CLO DAC | Blackstone | Mar 15, 2024 | 2,875 | 11.02 | 28.95 | 3.53 | 0.24 | 1.47 | 14.07 | |||||||||||
Clonmore Park CLO DAC | Blackstone | Mar 12, 2024 | 2,986 | 4.93 | 29.10 | 3.00 | 0.27 | 1.03 | 14.56 | |||||||||||
Clontarf Park CLO DAC | Blackstone | Mar 11, 2024 | 3,295 | 12.49 | 28.94 | 14.16 | 3.67 | 3.19 | 21.13 | |||||||||||
Contego CLO IV DAC | Five Arrows | Feb 29, 2024 | 3,041 | 6.30 | 33.14 | 5.89 | 0.00 | 1.06 | 13.36 | |||||||||||
Contego CLO IX DAC | Five Arrows | Feb 29, 2024 | 3,046 | 5.28 | 34.19 | 4.89 | 0.00 | 0.90 | 12.87 | |||||||||||
Contego CLO VII DAC | Five Arrows | Feb 29, 2024 | 2,982 | 8.30 | 30.70 | 5.42 | 0.00 | 0.89 | 11.76 | |||||||||||
Contego CLO VIII DAC | Five Arrows | Mar 15, 2024 | 2,984 | 6.42 | 30.56 | 5.05 | 0.00 | 0.83 | 11.91 | |||||||||||
Contego CLO X DAC | Five Arrows | Feb 29, 2024 | 3,039 | 4.05 | 34.22 | 3.55 | 0.00 | 0.63 | 13.14 | |||||||||||
Contego CLO XI DAC | Five Arrows | Feb 29, 2024 | 2,935 | 6.06 | 30.98 | 2.38 | 0.00 | 0.53 | 10.91 | |||||||||||
Contego CLO XII DAC | Five Arrows | Feb 29, 2024 | 2,935 | 5.16 | 29.85 | 2.22 | 0.00 | 0.49 | 11.80 | |||||||||||
Crosthwaite Park CLO DAC | Blackstone | Mar 05, 2024 | 2,848 | 11.36 | 27.32 | 4.06 | 0.00 | 2.24 | 14.19 | |||||||||||
Dartry Park CLO DAC | Blackstone | Mar 15, 2024 | 2,863 | 10.05 | 27.53 | 3.65 | 0.24 | 1.06 | 14.45 | |||||||||||
Deer Park CLO DAC | Blackstone | Feb 20, 2024 | 2,877 | 11.75 | 28.02 | 2.98 | 0.55 | 1.53 | 11.44 | |||||||||||
Dillons Park CLO DAC | Blackstone | Feb 20, 2024 | 2,924 | 7.91 | 26.72 | 4.39 | 0.24 | 0.79 | 13.10 | |||||||||||
Dryden 103 Euro CLO 2021 DAC | PGIM | Feb 29, 2024 | 2,933 | 8.11 | 32.52 | 4.67 | 0.00 | 0.00 | 12.46 | |||||||||||
Dryden 27 R Euro CLO 2017 DAC | PGIM | Feb 29, 2024 | 3,064 | 12.93 | 30.22 | 7.28 | 1.58 | 0.00 | 15.91 | |||||||||||
Dryden 29 Euro CLO 2013 DAC | PGIM | Feb 29, 2024 | 3,032 | 16.55 | 23.75 | 9.38 | 2.25 | 0.00 | 11.55 | |||||||||||
Dryden 35 Euro CLO 2014 DAC | PGIM | Feb 29, 2024 | 2,972 | 10.62 | 28.44 | 5.97 | 1.22 | 0.00 | 11.96 | |||||||||||
Dryden 39 Euro CLO 2015 DAC | PGIM | Feb 29, 2024 | 2,955 | 10.68 | 27.92 | 6.60 | 0.81 | 0.00 | 11.23 | |||||||||||
Dryden 44 Euro CLO 2015 DAC | PGIM | Feb 29, 2024 | 2,942 | 9.00 | 30.37 | 6.90 | 0.11 | 0.00 | 11.58 | |||||||||||
Dryden 46 Euro CLO 2016 DAC | PGIM | Feb 29, 2024 | 2,942 | 10.54 | 28.45 | 6.46 | 0.63 | 0.00 | 10.30 | |||||||||||
Dryden 48 Euro CLO 2016 DAC | PGIM | Feb 29, 2024 | 3,045 | 8.41 | 30.34 | 7.01 | 1.12 | 0.00 | 13.73 | |||||||||||
Dryden 51 Euro CLO 2017 DAC | PGIM | Feb 29, 2024 | 2,991 | 17.13 | 27.11 | 8.47 | 1.51 | 0.00 | 9.97 | |||||||||||
Dryden 52 Euro CLO 2017 DAC | PGIM | Feb 29, 2024 | 3,030 | 14.04 | 31.59 | 8.27 | 0.97 | 0.00 | 15.25 | |||||||||||
Dryden 56 Euro CLO 2017 DAC | PGIM | Feb 29, 2024 | 3,042 | 15.74 | 22.80 | 8.09 | 2.56 | 0.13 | 12.73 | |||||||||||
Dryden 73 Euro CLO 2018 DAC | PGIM | Feb 29, 2024 | 2,987 | 10.32 | 28.73 | 5.64 | 1.33 | 0.00 | 10.84 | |||||||||||
Dryden 74 Euro CLO 2020 DAC | PGIM | Feb 29, 2024 | 3,005 | 6.45 | 31.11 | 6.98 | 0.02 | 0.00 | 11.82 | |||||||||||
Dryden 88 Euro CLO 2020 DAC | PGIM | Feb 29, 2024 | 2,966 | 7.85 | 28.83 | 7.31 | 0.00 | 0.00 | 15.35 | |||||||||||
Dryden 89 Euro CLO 2020 DAC | PGIM | Feb 29, 2024 | 3,031 | 5.20 | 30.17 | 8.63 | 0.00 | 0.00 | 14.33 | |||||||||||
Dryden 96 Euro CLO 2021 DAC | PGIM | Feb 29, 2024 | 2,911 | 8.80 | 30.27 | 5.35 | 0.00 | 0.00 | 10.96 | |||||||||||
Dunedin Park CLO DAC | Blackstone | Mar 15, 2024 | 2,873 | 11.59 | 26.70 | 4.18 | 0.30 | 1.29 | 12.73 | |||||||||||
Edmondstown Park CLO DAC | Blackstone | Feb 12, 2024 | 2,884 | 7.45 | 26.89 | 3.00 | 0.00 | 0.60 | 12.64 | |||||||||||
Elm Park CLO DAC | Blackstone | Feb 15, 2024 | 2,840 | 11.05 | 26.25 | 3.96 | 0.00 | 1.54 | 14.65 | |||||||||||
Euro-Galaxy III CLO DAC | PineBridge | Mar 05, 2024 | 2,826 | 13.83 | 24.81 | 5.01 | 0.00 | 1.14 | 11.09 | |||||||||||
Euro-Galaxy IV CLO DAC | PineBridge | Mar 15, 2024 | 2,833 | 12.45 | 22.51 | 5.45 | 0.00 | 0.27 | 12.18 | |||||||||||
Euro-Galaxy V CLO DAC | PineBridge | Mar 05, 2024 | 2,845 | 13.38 | 23.13 | 6.66 | 0.00 | 0.76 | 12.00 | |||||||||||
Fair Oaks Loan Funding I DAC | Fair Oaks | Apr 03, 2024 | 2,694 | 13.06 | 19.60 | 3.35 | 0.00 | 1.00 | 12.29 | |||||||||||
Fair Oaks Loan Funding II DAC | Fair Oaks | Apr 03, 2024 | 2,738 | 13.90 | 22.36 | 3.98 | 0.00 | 0.43 | 11.86 | |||||||||||
Fair Oaks Loan Funding III DAC | Fair Oaks | Apr 03, 2024 | 2,668 | 15.13 | 19.29 | 2.82 | 0.00 | 0.57 | 10.73 | |||||||||||
Fidelity Grand Harbour CLO 2023-1 DAC | FIL | Mar 05, 2024 | 2,857 | 11.12 | 29.07 | 2.65 | 0.00 | 0.00 | 12.62 | |||||||||||
GLG Euro CLO IV DAC | GLG | Mar 08, 2024 | 2,809 | 14.79 | 28.47 | 4.77 | 0.00 | 0.85 | 8.54 | |||||||||||
Glenbrook Park CLO DAC | Blackstone | Mar 08, 2024 | 2,888 | 7.40 | 28.20 | 1.77 | 0.00 | 1.49 | 14.02 | |||||||||||
GoldenTree Loan Management EUR CLO 3 DAC | GoldenTree | Mar 15, 2024 | 2,743 | 17.50 | 24.03 | 3.88 | 0.22 | 1.48 | 10.77 | |||||||||||
GoldenTree Loan Management EUR CLO 4 DAC | GoldenTree | Mar 15, 2024 | 2,715 | 17.86 | 24.91 | 3.55 | 0.00 | 1.34 | 11.70 | |||||||||||
GoldenTree Loan Management EUR CLO 5 DAC | GoldenTree | Mar 15, 2024 | 2,742 | 16.41 | 24.97 | 3.58 | 0.00 | 1.67 | 11.53 | |||||||||||
GoldenTree Loan Management EUR CLO 6 DAC | GoldenTree | Mar 15, 2024 | 2,714 | 16.99 | 25.94 | 2.58 | 0.00 | 1.06 | 12.09 | |||||||||||
Grosvenor Place CLO 2022-1 DAC | CQS | Mar 15, 2024 | 2,769 | 11.63 | 27.21 | 1.75 | 0.00 | 0.00 | 9.52 | |||||||||||
Harvest CLO VII DAC | Investcorp | Feb 29, 2024 | 4,191 | 0.00 | 43.66 | 56.34 | 0.00 | 0.00 | 4.79 | |||||||||||
Harvest CLO VIII DAC | Investcorp | Feb 29, 2024 | 2,892 | 15.18 | 24.37 | 8.54 | 0.00 | 0.70 | 20.11 | |||||||||||
Harvest CLO XI DAC | Investcorp | Mar 15, 2024 | 2,798 | 19.14 | 24.63 | 6.88 | 0.00 | 0.62 | 20.20 | |||||||||||
Harvest CLO XVII DAC | Investcorp | Feb 29, 2024 | 2,990 | 8.10 | 25.14 | 5.22 | 0.93 | 0.00 | 15.86 | |||||||||||
Harvest CLO XVIII DAC | Investcorp | Feb 29, 2024 | 2,901 | 14.74 | 23.14 | 9.54 | 0.00 | 1.40 | 21.48 | |||||||||||
Harvest CLO XXII DAC | Investcorp | Feb 29, 2024 | 2,959 | 7.83 | 27.92 | 2.94 | 0.93 | 0.00 | 14.82 | |||||||||||
Harvest CLO XXIII DAC | Investcorp | Feb 29, 2024 | 2,989 | 7.41 | 28.63 | 2.95 | 0.97 | 0.00 | 15.39 | |||||||||||
Harvest CLO XXIX DAC | Investcorp | Mar 08, 2024 | 2,902 | 6.65 | 27.79 | 1.87 | 0.00 | 0.00 | 16.04 | |||||||||||
Harvest CLO XXV DAC | Investcorp | Mar 11, 2024 | 2,962 | 7.83 | 26.59 | 2.50 | 0.92 | 0.00 | 16.28 | |||||||||||
Harvest CLO XXVI DAC | Investcorp | Feb 29, 2024 | 2,977 | 7.78 | 26.75 | 2.94 | 0.82 | 0.00 | 15.94 | |||||||||||
Harvest CLO XXX DAC | Investcorp | Mar 08, 2024 | 2,850 | 6.90 | 24.67 | 0.85 | 0.00 | 0.00 | 16.22 | |||||||||||
Harvest CLO XXXI DAC | Investcorp | Mar 08, 2024 | 2,823 | 8.63 | 23.64 | 1.47 | 0.00 | 0.00 | 14.25 | |||||||||||
Hayfin Emerald CLO IV DAC | Hayfin | Mar 05, 2024 | 2,980 | 12.58 | 28.48 | 4.71 | 1.70 | 0.88 | 12.63 | |||||||||||
Hayfin Emerald CLO IX DAC | Hayfin | Mar 15, 2024 | 2,938 | 12.75 | 26.10 | 4.34 | 1.73 | 0.00 | 12.28 | |||||||||||
Hayfin Emerald CLO V DAC | Hayfin | Mar 15, 2024 | 2,981 | 12.98 | 31.15 | 3.78 | 1.73 | 0.54 | 12.71 | |||||||||||
Hayfin Emerald CLO VI DAC | Hayfin | Mar 15, 2024 | 2,973 | 13.13 | 29.05 | 4.68 | 1.73 | 0.69 | 11.54 | |||||||||||
Hayfin Emerald CLO VII DAC | Hayfin | Mar 05, 2024 | 3,000 | 12.80 | 29.24 | 4.68 | 1.94 | 1.14 | 10.87 | |||||||||||
Hayfin Emerald CLO VIII DAC | Hayfin | Mar 15, 2024 | 2,983 | 13.20 | 27.03 | 4.83 | 1.72 | 0.46 | 12.45 | |||||||||||
Hayfin Emerald CLO X DAC | Hayfin | Feb 02, 2024 | 2,951 | 12.26 | 29.39 | 2.76 | 1.77 | 0.44 | 11.49 | |||||||||||
Hayfin Emerald CLO XI DAC | Hayfin | Mar 05, 2024 | 2,809 | 10.60 | 28.88 | 1.99 | 0.00 | 1.00 | 10.47 | |||||||||||
Henley CLO I DAC | Napier Park | Mar 15, 2024 | 2,944 | 7.32 | 33.16 | 1.89 | 0.00 | 0.00 | 7.36 | |||||||||||
Henley CLO II DAC | Napier Park | Mar 15, 2024 | 3,005 | 3.64 | 34.10 | 1.53 | 0.00 | 0.12 | 9.86 | |||||||||||
Henley CLO III DAC | Napier Park | Mar 15, 2024 | 2,999 | 5.01 | 34.22 | 2.11 | 0.00 | 0.00 | 9.90 | |||||||||||
Henley CLO IV DAC | Napier Park | Mar 15, 2024 | 2,963 | 5.76 | 33.35 | 2.00 | 0.00 | 0.99 | 8.54 | |||||||||||
Henley CLO V DAC | Napier Park | Mar 15, 2024 | 2,975 | 3.89 | 30.74 | 2.02 | 0.00 | 0.00 | 8.17 | |||||||||||
Henley CLO VI DAC | Napier Park | Mar 15, 2024 | 3,009 | 5.03 | 32.90 | 2.20 | 0.00 | 0.00 | 9.00 | |||||||||||
Henley CLO VII DAC | Napier Park | Mar 15, 2024 | 2,916 | 6.30 | 29.33 | 1.58 | 0.00 | 0.00 | 10.11 | |||||||||||
Holland Park CLO DAC | Blackstone | Mar 20, 2024 | 2,830 | 12.64 | 27.76 | 3.59 | 0.00 | 1.45 | 13.26 | |||||||||||
ICG Euro CLO 2021-1 DAC | Intermediate | Mar 07, 2024 | 3,026 | 7.94 | 29.03 | 4.20 | 1.49 | 0.24 | 12.79 | |||||||||||
ICG Euro CLO 2022-1 DAC | Intermediate | Mar 15, 2024 | 3,076 | 7.99 | 28.52 | 5.00 | 1.70 | 0.76 | 15.47 | |||||||||||
ICG Euro CLO 2023-1 DAC | Intermediate | Mar 12, 2024 | 3,015 | 6.49 | 26.86 | 6.69 | 0.47 | 0.10 | 17.44 | |||||||||||
ICG Euro CLO 2023-2 DAC | Intermediate | Feb 21, 2024 | 2,957 | 7.82 | 28.56 | 4.03 | 0.48 | 0.72 | 14.72 | |||||||||||
Indigo Credit Management I DAC | Pemberton | Mar 11, 2024 | 2,287 | 26.71 | 1.70 | 0.00 | 0.00 | 0.00 | 11.58 | |||||||||||
Invesco Euro CLO II DAC | Invesco | Mar 15, 2024 | 2,958 | 14.71 | 27.56 | 7.13 | 1.37 | 0.00 | 22.62 | |||||||||||
Invesco Euro CLO III DAC | Invesco | Mar 15, 2024 | 2,961 | 14.05 | 26.84 | 6.70 | 1.37 | 0.00 | 20.13 | |||||||||||
Invesco Euro CLO IV DAC | Invesco | Mar 15, 2024 | 2,929 | 14.58 | 24.61 | 7.35 | 1.13 | 0.00 | 18.07 | |||||||||||
Invesco Euro CLO IX DAC | Invesco | Mar 15, 2024 | 2,849 | 14.18 | 26.47 | 5.44 | 0.00 | 0.00 | 16.65 | |||||||||||
Invesco Euro CLO Issuer X DAC | Invesco | Mar 15, 2024 | 2,791 | 16.83 | 25.65 | 4.41 | 0.00 | 0.00 | 20.43 | |||||||||||
Invesco Euro CLO VI DAC | Invesco | Mar 15, 2024 | 2,972 | 14.41 | 25.51 | 7.14 | 1.58 | 0.00 | 22.02 | |||||||||||
Invesco Euro CLO XI DAC | Invesco | Mar 15, 2024 | 2,876 | 13.69 | 24.08 | 4.29 | 0.72 | 0.00 | 19.18 | |||||||||||
Jubilee CLO 2013-X DAC | Alcentra | Mar 05, 2024 | 2,828 | 14.57 | 30.15 | 3.89 | 0.00 | 0.00 | 12.86 | |||||||||||
Jubilee CLO 2014-XI DAC | Alcentra | Mar 05, 2024 | 2,828 | 18.61 | 27.70 | 8.09 | 0.00 | 0.63 | 13.82 | |||||||||||
Jubilee CLO 2017-XIX DAC | Alcentra | Mar 05, 2024 | 2,833 | 17.08 | 31.69 | 4.79 | 0.00 | 0.44 | 15.59 | |||||||||||
Jubilee CLO 2019-XXII DAC | Alcentra | Mar 08, 2024 | 2,791 | 17.49 | 28.75 | 3.84 | 0.00 | 0.96 | 14.83 | |||||||||||
Jubilee CLO 2019-XXIII DAC | Alcentra | Mar 08, 2024 | 2,850 | 13.99 | 29.81 | 4.04 | 0.00 | 0.24 | 14.97 | |||||||||||
Jubilee CLO 2020-XXIV DAC | Alcentra | Mar 08, 2024 | 2,803 | 12.59 | 28.04 | 2.99 | 0.00 | 0.32 | 15.17 | |||||||||||
Jubilee CLO 2023-XXVII DAC | Alcentra | Mar 08, 2024 | 2,872 | 10.59 | 31.81 | 2.25 | 0.00 | 0.00 | 14.73 | |||||||||||
MV Credit Euro CLO III DAC | MV | Mar 15, 2024 | 2,731 | 9.50 | 13.39 | 0.59 | 0.00 | 0.00 | 15.42 | |||||||||||
Madison Park Euro Funding IX DAC | Credit Suisse | Mar 06, 2024 | 2,879 | 12.51 | 20.47 | 5.46 | 1.46 | 0.84 | 10.39 | |||||||||||
Madison Park Euro Funding VIII DAC | Credit Suisse | Mar 20, 2024 | 2,936 | 11.81 | 21.48 | 5.43 | 1.73 | 0.00 | 13.36 | |||||||||||
Madison Park Euro Funding X DAC | Credit Suisse | Feb 12, 2024 | 2,857 | 20.83 | 22.00 | 7.68 | 1.57 | 0.81 | 12.61 | |||||||||||
Madison Park Euro Funding XIX DAC | Credit Suisse | Mar 20, 2024 | 2,865 | 7.14 | 22.39 | 3.56 | 0.00 | 0.00 | 10.13 | |||||||||||
Madison Park Euro Funding XV DAC | Credit Suisse | Mar 20, 2024 | 2,942 | 12.87 | 25.38 | 5.63 | 1.41 | 0.06 | 13.85 | |||||||||||
Madison Park Euro Funding XVI DAC | Credit Suisse | Feb 20, 2024 | 2,861 | 12.31 | 21.88 | 4.72 | 1.08 | 0.86 | 11.10 | |||||||||||
Madison Park Euro Funding XVII DAC | Credit Suisse | Feb 20, 2024 | 2,995 | 9.54 | 22.55 | 6.09 | 1.68 | 0.15 | 12.70 | |||||||||||
Man Euro CLO 2023-1 DAC | GLG | Mar 08, 2024 | 2,737 | 10.24 | 23.90 | 0.57 | 0.00 | 0.54 | 8.68 | |||||||||||
Man GLG Euro CLO III DAC | GLG | Mar 08, 2024 | 2,865 | 16.37 | 25.88 | 8.03 | 0.00 | 0.36 | 12.04 | |||||||||||
Man GLG Euro CLO VI DAC | GLG | Mar 08, 2024 | 2,839 | 13.94 | 26.25 | 5.88 | 0.00 | 1.69 | 12.92 | |||||||||||
Margay CLO I DAC | M&G | Mar 15, 2024 | 2,631 | 16.55 | 17.62 | 1.59 | 0.00 | 0.77 | 12.02 | |||||||||||
Marino Park CLO DAC | Blackstone | Feb 20, 2024 | 2,924 | 10.86 | 29.98 | 3.64 | 0.60 | 1.72 | 17.02 | |||||||||||
Montmartre Euro CLO 2020-2 DAC | CELF | Mar 05, 2024 | 3,011 | 9.58 | 29.30 | 4.05 | 1.37 | 0.00 | 14.47 | |||||||||||
Nassau Euro CLO III DAC | NCC | Mar 07, 2024 | 2,766 | 9.87 | 19.08 | 1.09 | 0.00 | 0.00 | 14.59 | |||||||||||
Neuberger Berman Loan Advisers Euro CLO 1 DAC | Neuberger Berman | Mar 15, 2024 | 2,776 | 10.46 | 21.93 | 2.43 | 0.00 | 0.90 | 10.79 | |||||||||||
Neuberger Berman Loan Advisers Euro CLO 2 DAC | Neuberger Berman | Mar 19, 2024 | 2,788 | 9.23 | 22.52 | 2.61 | 0.00 | 0.50 | 11.34 | |||||||||||
Neuberger Berman Loan Advisers Euro CLO 3 DAC | Neuberger Berman | Mar 19, 2024 | 2,789 | 9.32 | 20.65 | 2.69 | 0.00 | 0.82 | 12.72 | |||||||||||
Neuberger Berman Loan Advisers Euro CLO 5 DAC | Neuberger Berman | Mar 19, 2024 | 2,730 | 10.86 | 20.60 | 1.69 | 0.00 | 0.82 | 11.99 | |||||||||||
Newhaven CLO DAC | Bain | Mar 06, 2024 | 3,038 | 13.75 | 23.63 | 4.12 | 3.48 | 0.45 | 16.57 | |||||||||||
North Westerly VI ESG CLO DAC | NIBC | Feb 29, 2024 | 2,785 | 16.15 | 24.98 | 4.55 | 0.48 | 1.29 | 15.93 | |||||||||||
North Westerly VII ESG CLO DAC | NIBC | Feb 29, 2024 | 2,843 | 12.61 | 26.55 | 4.66 | 0.31 | 1.97 | 17.78 | |||||||||||
Northwoods Capital 19 Euro DAC | Northwoods | Feb 29, 2024 | 2,920 | 8.79 | 22.18 | 6.95 | 0.54 | 0.00 | 16.44 | |||||||||||
Northwoods Capital 21 Euro DAC | Northwoods | Mar 11, 2024 | 2,960 | 8.34 | 22.54 | 6.95 | 0.51 | 0.00 | 14.60 | |||||||||||
Northwoods Capital 23 Euro DAC | Northwoods | Mar 05, 2024 | 2,957 | 8.24 | 22.61 | 7.14 | 0.54 | 0.00 | 14.81 | |||||||||||
Northwoods Capital 24 Euro DAC | Northwoods | Mar 04, 2024 | 2,980 | 8.05 | 21.91 | 7.74 | 0.54 | 0.00 | 15.38 | |||||||||||
Northwoods Capital 26 Euro DAC | Northwoods | Mar 04, 2024 | 2,932 | 10.10 | 22.25 | 6.74 | 0.47 | 0.00 | 15.35 | |||||||||||
OCP EURO CLO 2022-5 DAC | Onex | Mar 06, 2024 | 2,828 | 15.34 | 33.66 | 1.70 | 0.00 | 0.30 | 16.31 | |||||||||||
OCP Euro CLO 2017-1 DAC | Onex | Mar 06, 2024 | 2,739 | 18.20 | 29.32 | 1.71 | 0.00 | 0.34 | 15.16 | |||||||||||
OCP Euro CLO 2017-2 DAC | Onex | Mar 06, 2024 | 2,744 | 18.94 | 30.93 | 1.44 | 0.00 | 2.01 | 16.43 | |||||||||||
OCP Euro CLO 2019-3 DAC | Onex | Mar 06, 2024 | 2,781 | 14.49 | 28.35 | 1.73 | 0.00 | 0.28 | 15.44 | |||||||||||
OCP Euro CLO 2020-4 DAC | Onex | Feb 06, 2024 | 2,852 | 14.07 | 33.17 | 2.00 | 0.00 | 0.40 | 17.50 | |||||||||||
OCP Euro CLO 2023-8 DAC | Onex | Mar 06, 2024 | 2,889 | 9.83 | 31.71 | 1.11 | 0.00 | 0.28 | 13.43 | |||||||||||
OCPE CLO 2023-7 DAC | Onex | Feb 06, 2024 | 2,919 | 11.06 | 34.66 | 1.94 | 0.00 | 0.00 | 15.68 | |||||||||||
OZLME III DAC | Sculptor | Feb 13, 2024 | 2,795 | 19.44 | 18.06 | 6.28 | 1.94 | 0.76 | 15.21 | |||||||||||
Oak Hill European Credit Partners VIII DAC | Oak Hill | Mar 06, 2024 | 2,832 | 12.06 | 23.97 | 4.61 | 0.00 | 1.60 | 9.63 | |||||||||||
Palmer Square European CLO 2021-1 DAC | Palmer Square | Feb 29, 2024 | 2,811 | 10.70 | 24.58 | 3.57 | 0.00 | 0.85 | 14.15 | |||||||||||
Palmer Square European CLO 2021-2 DAC | Palmer Square | Feb 06, 2024 | 2,811 | 10.82 | 24.54 | 3.54 | 0.00 | 0.86 | 14.24 | |||||||||||
Palmer Square European CLO 2022-1 DAC | Palmer Square | Jan 31, 2024 | 2,792 | 11.40 | 23.98 | 2.75 | 0.00 | 0.50 | 14.25 | |||||||||||
Palmer Square European CLO 2022-2 DAC | Palmer Square | Feb 29, 2024 | 2,754 | 11.82 | 23.20 | 1.70 | 0.00 | 0.50 | 10.69 | |||||||||||
Palmer Square European CLO 2023-1 DAC | Palmer Square | Feb 29, 2024 | 2,670 | 15.79 | 21.35 | 1.08 | 0.00 | 0.50 | 11.03 | |||||||||||
Palmer Square European CLO 2023-2 DAC | Palmer Square | Mar 01, 2024 | 2,722 | 13.83 | 22.04 | 1.62 | 0.00 | 0.85 | 10.37 | |||||||||||
Penta CLO 12 DAC | Partners | Feb 29, 2024 | 2,905 | 10.22 | 31.21 | 2.83 | 0.00 | 0.39 | 12.35 | |||||||||||
Penta CLO 14 DAC | Partners | Feb 29, 2024 | 2,920 | 8.85 | 30.84 | 2.55 | 0.00 | 0.59 | 10.97 | |||||||||||
Penta CLO 15 DAC | Partners | Mar 28, 2024 | 2,819 | 11.48 | 28.59 | 1.79 | 0.00 | 0.28 | 9.81 | |||||||||||
Penta CLO 5 DAC | Partners | Feb 29, 2024 | 2,930 | 12.43 | 29.92 | 6.30 | 0.00 | 0.99 | 13.87 | |||||||||||
Penta CLO 7 DAC | Partners | Mar 28, 2024 | 2,899 | 10.84 | 27.25 | 5.28 | 0.00 | 0.81 | 11.65 | |||||||||||
Penta CLO 8 DAC | Partners | Feb 29, 2024 | 2,959 | 9.41 | 31.88 | 5.81 | 0.00 | 0.33 | 15.97 | |||||||||||
Penta CLO 9 DAC | Partners | Feb 29, 2024 | 2,890 | 10.61 | 27.55 | 5.22 | 0.00 | 1.62 | 9.18 | |||||||||||
Providus CLO I DAC | Permira | Feb 29, 2024 | 2,837 | 14.42 | 33.24 | 4.17 | 0.00 | 2.25 | 10.20 | |||||||||||
Providus CLO III DAC | Permira | Feb 29, 2024 | 2,920 | 8.99 | 33.55 | 2.57 | 0.00 | 1.02 | 8.85 | |||||||||||
Providus CLO IV DAC | Permira | Feb 29, 2024 | 2,932 | 7.37 | 33.78 | 2.58 | 0.00 | 0.36 | 9.65 | |||||||||||
Providus CLO V DAC | Permira | Feb 29, 2024 | 2,945 | 7.91 | 33.07 | 3.09 | 0.00 | 0.61 | 9.27 | |||||||||||
Providus CLO VI DAC | Permira | Feb 29, 2024 | 2,948 | 8.00 | 33.49 | 3.20 | 0.00 | 0.48 | 9.70 | |||||||||||
Providus CLO VII DAC | Permira | Feb 29, 2024 | 2,943 | 8.27 | 33.14 | 2.52 | 0.00 | 0.14 | 8.46 | |||||||||||
Providus CLO VIII DAC | Permira | Feb 29, 2024 | 2,960 | 7.05 | 33.68 | 2.71 | 0.00 | 0.61 | 9.39 | |||||||||||
Purple Finance CLO 1 DAC | Ostrum | Mar 15, 2024 | 2,679 | 19.10 | 26.68 | 1.88 | 0.00 | 0.96 | 16.42 | |||||||||||
Purple Finance CLO 2 DAC | Ostrum | Mar 15, 2024 | 2,820 | 8.13 | 20.97 | 1.50 | 0.00 | 0.00 | 17.58 | |||||||||||
RRE 1 Loan Management DAC | Redding Ridge | Feb 29, 2024 | 2,819 | 11.11 | 23.20 | 3.74 | 0.00 | 0.00 | 11.13 | |||||||||||
RRE 10 Loan Management DAC | Redding Ridge | Feb 29, 2024 | 2,809 | 11.08 | 23.91 | 3.34 | 0.00 | 0.00 | 10.46 | |||||||||||
RRE 11 Loan Management DAC | Redding Ridge | Feb 29, 2024 | 2,798 | 9.54 | 23.01 | 2.60 | 0.00 | 0.00 | 11.99 | |||||||||||
RRE 12 Loan Management DAC | Redding Ridge | Feb 29, 2024 | 2,818 | 8.73 | 22.47 | 2.85 | 0.00 | 0.00 | 10.35 | |||||||||||
RRE 15 Loan Management DAC | Redding Ridge | Feb 29, 2024 | 2,825 | 8.41 | 21.63 | 2.58 | 0.00 | 0.24 | 10.88 | |||||||||||
RRE 16 Loan Management DAC | Redding Ridge | Feb 29, 2024 | 2,804 | 7.37 | 24.35 | 1.09 | 0.00 | 0.40 | 10.48 | |||||||||||
RRE 2 Loan Management DAC | Redding Ridge | Feb 29, 2024 | 2,796 | 11.50 | 22.90 | 3.18 | 0.00 | 0.00 | 11.01 | |||||||||||
RRE 3 Loan Management DAC | Redding Ridge | Feb 29, 2024 | 2,799 | 11.55 | 22.99 | 3.00 | 0.00 | 0.00 | 11.41 | |||||||||||
RRE 5 Loan Management DAC | Redding Ridge | Feb 29, 2024 | 2,807 | 10.43 | 23.70 | 3.14 | 0.00 | 0.00 | 11.24 | |||||||||||
RRE 6 Loan Management DAC | Redding Ridge | Feb 29, 2024 | 2,806 | 11.55 | 22.68 | 3.34 | 0.00 | 0.00 | 11.80 | |||||||||||
RRE 7 Loan Management DAC | Redding Ridge | Feb 29, 2024 | 2,809 | 10.88 | 22.81 | 3.61 | 0.00 | 0.00 | 11.28 | |||||||||||
RRE 8 Loan Management DAC | Redding Ridge | Feb 29, 2024 | 2,865 | 8.61 | 24.48 | 3.79 | 0.00 | 0.00 | 10.62 | |||||||||||
RRE 9 Loan Management DAC | Redding Ridge | Feb 29, 2024 | 2,876 | 9.08 | 24.70 | 4.44 | 0.00 | 0.00 | 10.93 | |||||||||||
Rockfield Park CLO DAC | Blackstone | Feb 12, 2024 | 2,835 | 9.80 | 27.08 | 2.46 | 0.25 | 0.86 | 14.27 | |||||||||||
Rockford Tower Europe CLO 2021-1 DAC | Rockford | Mar 15, 2024 | 2,782 | 18.68 | 24.29 | 7.02 | 0.00 | 1.36 | 11.80 | |||||||||||
Rockford Tower Europe CLO 2021-2 DAC | Rockford | Mar 15, 2024 | 2,848 | 15.43 | 26.38 | 5.95 | 0.00 | 1.16 | 13.56 | |||||||||||
Rockford Tower Europe CLO 2023-1 DAC | Rockford | Mar 15, 2024 | 2,777 | 16.38 | 22.68 | 4.34 | 0.00 | 1.36 | 11.18 | |||||||||||
Sculptor European CLO I DAC | Sculptor | Mar 11, 2024 | 2,804 | 16.47 | 19.37 | 3.85 | 1.52 | 0.34 | 13.95 | |||||||||||
Sculptor European CLO II DAC | Sculptor | Mar 11, 2024 | 2,787 | 16.42 | 20.06 | 3.32 | 1.38 | 0.13 | 13.87 | |||||||||||
Sculptor European CLO VI DAC | Sculptor | Feb 06, 2024 | 2,744 | 18.36 | 19.58 | 3.77 | 1.07 | 0.13 | 13.82 | |||||||||||
Sculptor European CLO VII DAC | Sculptor | Mar 15, 2024 | 2,848 | 16.75 | 23.79 | 3.00 | 1.85 | 0.86 | 18.10 | |||||||||||
Sculptor European CLO VIII DAC | Sculptor | Mar 05, 2024 | 2,807 | 13.94 | 21.78 | 1.90 | 1.27 | 0.63 | 15.49 | |||||||||||
Seapoint Park CLO DAC | Blackstone | Feb 09, 2024 | 2,852 | 12.18 | 26.13 | 3.30 | 0.49 | 0.86 | 11.79 | |||||||||||
Segovia European CLO 1-2014 DAC | Segovia | Mar 05, 2024 | 2,910 | 11.75 | 28.36 | 6.88 | 0.00 | 0.49 | 14.52 | |||||||||||
Segovia European CLO 3-2017 DAC | Segovia | Mar 12, 2024 | 2,939 | 10.01 | 28.74 | 5.83 | 0.00 | 0.00 | 14.16 | |||||||||||
Segovia European CLO 4-2017 DAC | Segovia | Mar 06, 2024 | 2,890 | 15.44 | 29.88 | 8.22 | 0.00 | 0.39 | 14.79 | |||||||||||
Sona Fios CLO I DAC | Sona | Mar 28, 2024 | 2,735 | 9.36 | 16.95 | 0.93 | 0.00 | 0.00 | 5.82 | |||||||||||
Sound Point Euro CLO III Funding DAC | Sound Point | Mar 08, 2024 | 2,830 | 12.78 | 30.14 | 1.50 | 0.00 | 0.00 | 14.25 | |||||||||||
Sound Point Euro CLO IV Funding DAC | Sound Point | Mar 01, 2024 | 2,829 | 13.63 | 31.37 | 1.21 | 0.00 | 0.00 | 14.32 | |||||||||||
St. Paul's CLO II DAC | Intermediate | Mar 11, 2024 | 3,089 | 10.33 | 23.31 | 6.61 | 2.95 | 0.32 | 15.67 | |||||||||||
St. Paul's CLO IX DAC | Intermediate | Feb 07, 2024 | 2,989 | 11.75 | 22.97 | 5.86 | 1.86 | 0.25 | 15.64 | |||||||||||
St. Paul's CLO VI DAC | Intermediate | Feb 07, 2024 | 3,051 | 11.34 | 27.08 | 4.34 | 2.52 | 0.49 | 15.39 | |||||||||||
St. Paul's CLO VII DAC | Intermediate | Mar 07, 2024 | 3,088 | 10.11 | 25.06 | 5.47 | 2.76 | 0.18 | 14.39 | |||||||||||
St. Paul's CLO X DAC | Intermediate | Mar 07, 2024 | 2,988 | 9.81 | 25.81 | 5.00 | 1.54 | 0.39 | 16.21 | |||||||||||
St. Paul's CLO XII DAC | Intermediate | Mar 07, 2024 | 3,008 | 10.81 | 25.53 | 7.77 | 1.25 | 0.48 | 15.75 | |||||||||||
Tikehau CLO III DAC | Tikehau | Feb 20, 2024 | 2,793 | 15.59 | 27.29 | 6.01 | 0.00 | 0.00 | 11.08 | |||||||||||
Tikehau CLO IX DAC | Tikehau | Feb 29, 2024 | 2,785 | 10.02 | 21.12 | 2.86 | 0.00 | 0.00 | 13.03 | |||||||||||
Tikehau CLO V DAC | Tikehau | Feb 29, 2024 | 2,864 | 11.06 | 28.99 | 4.38 | 0.00 | 0.67 | 11.50 | |||||||||||
Tikehau CLO VII DAC | Tikehau | Feb 29, 2024 | 2,841 | 10.10 | 25.70 | 3.34 | 0.00 | 0.40 | 12.69 | |||||||||||
Tikehau CLO VIII DAC | Tikehau | Feb 29, 2024 | 2,804 | 9.68 | 24.89 | 2.21 | 0.00 | 0.35 | 13.70 | |||||||||||
Tikehau CLO XI DAC | Tikehau | Feb 29, 2024 | 2,818 | 8.55 | 24.45 | 1.10 | 0.00 | 0.00 | 10.94 | |||||||||||
Toro European CLO 2 DAC | Chenavari | Mar 15, 2024 | 2,933 | 14.46 | 20.08 | 6.75 | 1.64 | 0.53 | 14.92 | |||||||||||
Toro European CLO 3 DAC | Chenavari | Mar 15, 2024 | 2,881 | 14.22 | 19.14 | 4.82 | 1.83 | 0.59 | 15.73 | |||||||||||
Toro European CLO 5 DAC | Chenavari | Mar 15, 2024 | 3,109 | 13.76 | 27.56 | 8.03 | 2.53 | 1.09 | 15.96 | |||||||||||
Toro European CLO 6 DAC | Chenavari | Mar 15, 2024 | 2,897 | 13.22 | 22.80 | 6.06 | 0.75 | 0.00 | 14.07 | |||||||||||
Toro European CLO 7 DAC | Chenavari | Mar 15, 2024 | 2,929 | 13.99 | 22.81 | 5.44 | 1.10 | 0.95 | 15.06 | |||||||||||
Toro European CLO 8 DAC | Chenavari | Mar 15, 2024 | 2,860 | 13.88 | 27.23 | 3.30 | 0.36 | 0.00 | 15.11 | |||||||||||
Trinitas EURO CLO II DAC | WhiteStar | Mar 15, 2024 | 2,675 | 16.89 | 20.99 | 1.38 | 0.00 | 0.97 | 12.43 | |||||||||||
Trinitas EURO CLO V DAC | WhiteStar | Mar 15, 2024 | 2,612 | 14.65 | 16.89 | 0.00 | 0.00 | 0.42 | 11.73 | |||||||||||
Trinitas Euro CLO I DAC | WhiteStar | Mar 15, 2024 | 2,684 | 14.88 | 19.31 | 1.59 | 0.00 | 1.11 | 14.39 | |||||||||||
Trinitas Euro CLO III DAC | WhiteStar | Mar 15, 2024 | 2,696 | 15.05 | 22.45 | 0.99 | 0.00 | 1.46 | 14.51 | |||||||||||
Trinitas Euro CLO IV DAC | WhiteStar | Mar 15, 2024 | 2,657 | 15.93 | 20.90 | 0.47 | 0.00 | 1.10 | 14.39 | |||||||||||
Tymon Park CLO DAC | Blackstone | Feb 15, 2024 | 2,911 | 10.65 | 28.19 | 5.15 | 0.24 | 1.31 | 13.85 | |||||||||||
Vendome Funding CLO 2020-1 DAC | CELF | Feb 07, 2024 | 3,051 | 9.04 | 29.67 | 4.60 | 1.28 | 0.00 | 14.15 | |||||||||||
Vesey Park CLO DAC | Blackstone | Mar 20, 2024 | 2,888 | 9.77 | 27.93 | 2.85 | 0.48 | 1.31 | 12.81 | |||||||||||
Voya Euro CLO I DAC | Voya | Mar 11, 2024 | 2,973 | 14.10 | 30.42 | 7.72 | 0.41 | 0.61 | 16.21 | |||||||||||
Voya Euro CLO III DAC | Voya | Mar 11, 2024 | 2,951 | 10.75 | 28.13 | 6.06 | 0.23 | 0.32 | 15.50 | |||||||||||
Voya Euro CLO IV DAC | Voya | Mar 05, 2024 | 2,897 | 10.98 | 25.18 | 5.02 | 0.09 | 0.00 | 17.52 | |||||||||||
Voya Euro CLO V DAC | Voya | Mar 05, 2024 | 2,891 | 10.24 | 24.66 | 4.74 | 0.00 | 0.00 | 17.36 | |||||||||||
Wilton Park CLO DAC | Blackstone | Mar 08, 2024 | 2,808 | 9.22 | 25.25 | 1.36 | 0.00 | 1.68 | 15.17 | |||||||||||
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 | |
Abhijit A Pawar, London + 44 20 7176 3774; abhijit.pawar@spglobal.com | |
Rebecca Mun, London + 44 20 7176 3613; rebecca.mun@spglobal.com | |
John Finn, Paris +33 144206767; john.finn@spglobal.com | |
David Maman, Paris +33 1 4075 2518; david.maman@spglobal.com |
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