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* | |||||||||
| Jun 09, 2025 | Edreams Odigeo S.A. | EUR375 mil 5.50% callable nts due 07/15/2027 | 2 | 2,250,000 | B+/Stable | B/Stable | Yes | |||||||||
| Jun 06, 2025 | Air Baltic Corp As | EUR340 mil 14.50% Callable bnds due 08/14/2029 | 1 | 2,000,000 | B/Negative | B+/Stable | Yes | |||||||||
| Jun 05, 2025 | Odido Group Holding B.V. | EUR550 mil 5.50% nts due 01/15/2030 | 33 | 43,140,000 | B/Positive | B/Stable | No | |||||||||
| Jun 03, 2025 | Autokiniton Us Holdings, Inc. | US$1.155 bil fltg rate Term B bank ln due 04/06/2028 | 2 | 3,299,100 | B/Negative | B/Stable | No | |||||||||
| Jun 02, 2025 | Chrome Holdco Sas | EUR525 mil 5.00% nts due 05/17/2029 | 51 | 71,362,000 | CCC+/Stable | B-/Stable | Yes | |||||||||
| May 30, 2025 | First Brands Group, Llc | US$2.083 bil 1st lien term bank ln due 03/30/2027 | 2 | 845,725 | B+/Stable | B+/Positive | No | |||||||||
| May 30, 2025 | First Brands Group, Llc | EUR525 mil bank ln due 03/30/2027 | 130 | 339,053,711 | B+/Stable | B+/Positive | No | |||||||||
| May 28, 2025 | Pearls (Netherlands) Bidco B.V. | EUR780 mil fltg rate Term Loan B bank ln due 02/23/2029 | 205 | 452,948,564 | B-/Stable | B/Stable | Yes | |||||||||
| May 28, 2025 | Rain Carbon Gmbh | EUR353.5 mil fltg rate Term Loan bank ln due 10/31/2028 | 78 | 188,817,553 | B/Stable | B+/Negative | Yes | |||||||||
| May 28, 2025 | Iqera Group Sas | EUR270 mil 4.25% nts due 09/30/2024 | 3 | 1,900,000 | CCC+/Stable | D | Yes | |||||||||
| May 28, 2025 | Iqera Group Sas | EUR200 mil 6.50% nts due 09/30/2024 | 2 | 1,665,597 | CCC+/Stable | D | Yes | |||||||||
| May 28, 2025 | Iqera Group Sas | EUR87.895 mil fltg rate callable nts due 02/15/2027 | 66 | 150,199,429 | CCC+/Stable | D | Yes | |||||||||
| May 23, 2025 | Plt Vii Finance S.A R.L. | EUR420 mil 6.00% Callable nts due 06/15/2031 | 6 | 10,000,000 | B/Stable | B/Positive | No | |||||||||
| May 23, 2025 | Plt Vii Finance S.A R.L. | EUR500 mil fltg rate callable nts due 06/15/2031 | 174 | 254,480,000 | B/Stable | B/Positive | No | |||||||||
| May 22, 2025 | Finco Utilitas B.V. | EUR750 mil fltg rate TL B bank ln due 09/26/2030 | 223 | 419,933,520 | B/Stable | B/Positive | No | |||||||||
| May 21, 2025 | Eos Finco S.A R.L. | EUR840 mil fltg rate TL B-2 bank ln due 10/06/2029 | 40 | 88,078,763 | CCC+/Negative | SD | Yes | |||||||||
| May 21, 2025 | Great Outdoors Group, Llc | US$4.915 bil fltg rate term B3 bank ln due 01/23/2032 | 1 | 901,959 | BB-/Negative | BB-/Stable | No | |||||||||
| May 20, 2025 | Dedalus Finance Gmbh | EUR1.23 bil fltg rate Term B bank ln due 05/04/2027 | 246 | 619,285,430 | B-/Stable | B-/Negative | No | |||||||||
| May 19, 2025 | Victoria Plc | EUR500 mil 3.625% nts due 08/24/2026 | 31 | 46,234,000 | CCC+/Negative | B-/Negative | Yes | |||||||||
| May 19, 2025 | Victoria Plc | EUR250 mil 3.75% nts due 03/15/2028 | 27 | 46,098,000 | CCC+/Negative | B-/Negative | Yes | |||||||||
| May 16, 2025 | Ep Bco S.A. | EUR73 mil fltg rate Second Lien Term bank ln due 06/30/2030 | 8 | 13,000,000 | BB-/Watch Neg | BB-/Stable | Yes | |||||||||
| May 16, 2025 | Ep Bco S.A. | EUR515 mil fltg rate First lien Term B3 bank ln due 06/30/2029 | 84 | 229,563,243 | BB-/Watch Neg | BB-/Stable | Yes | |||||||||
| May 16, 2025 | Altice France Holding S.A. | EUR1.4 bil 8.00% nts due 05/15/2027 | 2 | 3,015,000 | D | CC/Negative | Yes | |||||||||
| May 16, 2025 | Altice France Holding S.A. | EUR500 mil 4.00% nts due 02/15/2028 | 1 | 1,780,000 | D | CC/Negative | Yes | |||||||||
| May 15, 2025 | Anarafe, S.L.U. | EUR194.174 mil fltg rate nts due 12/31/2026 | 4 | 1,285,214 | CCC/Watch Neg | CCC+/Stable | Yes | |||||||||
| May 14, 2025 | Colisee Group Sas | EUR875 mil fltg rate B2 Term bank ln due 09/09/2027 | 237 | 593,385,040 | CCC-/Watch Dev | SD | Yes | |||||||||
| May 13, 2025 | Ion Trading Finance Ltd. | EUR2.137 bil fltg rate TLB bank ln due 04/01/2028 | 338 | 1,067,605,982 | B-/Watch Pos | B-/Stable | Yes | |||||||||
| May 13, 2025 | Cerved Group S.P.A. | EUR350 mil 6.00% callable nts due 02/15/2029 | 222 | 565,348,000 | B-/Watch Pos | B-/Stable | Yes | |||||||||
| May 13, 2025 | Cerved Group S.P.A. | EUR1.245 bil fltg rate nts due 02/15/2029 | 40 | 50,503,000 | B-/Watch Pos | B-/Stable | Yes | |||||||||
| May 12, 2025 | Centrient Holding B.V. | EUR515 mil fltg rate Term Loan B2 bank ln due 10/31/2027 | 99 | 235,333,611 | B/Stable | B-/Stable | Yes | |||||||||
| May 12, 2025 | Hunter Douglas Finance B.V. | EUR1.1 bil fltg rate term bank ln due 01/17/2032 | 206 | 569,409,270 | B/Negative | B/Stable | No | |||||||||
| May 12, 2025 | Cullinan Holdco Scsp | EUR250 mil fltg rate callable bnds due 10/15/2026 | 75 | 91,316,000 | B-/Negative | B/Watch Neg | No | |||||||||
| May 12, 2025 | Cullinan Holdco Scsp | EUR380 mil 4.625% callable bnds due 10/15/2026 | 39 | 37,518,000 | B-/Negative | B/Watch Neg | 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 | ||||||||
| Jun 09, 2025 | Cobham Ultra Seniorco S.A.R.L. | EUR450 mil fltg rate TL B bank ln due 12/24/2028 | 83 | 206,399,246.39 | 3(60%) | 3(65%) | ||||||||
| Jun 09, 2025 | Warnermedia Holdings, Inc. | EUR850 mil 4.693% callable nts due 05/17/2033 | 2 | 4,325,000.00 | 5(10%) | 3(55%) | ||||||||
| Jun 06, 2025 | Edreams Odigeo S.A. | EUR375 mil 5.50% callable nts due 07/15/2027 | 2 | 2,250,000.00 | NR | 3(55%) | ||||||||
| Jun 05, 2025 | Mehilainen Yhtiot Oy | EUR1.75 bil fltg rate B5 bank ln due 07/23/2031 | 333 | 1,020,795,749.34 | 3(65%) | 3(55%) | ||||||||
| Jun 05, 2025 | Mehilainen Yhtiot Oy | EUR110 mil fltg rate B6 bank ln due 07/23/2031 | 51 | 20,085,259.85 | 3(65%) | 3(55%) | ||||||||
| Jun 02, 2025 | Chrome Bidco Sas | EUR720 mil 3.50% nts due 05/17/2028 | 53 | 63,102,000.00 | 3(50%) | 3(55%) | ||||||||
| Jun 02, 2025 | Chrome Bidco Sas | EUR220 mil bank ln due 02/16/2029 | 49 | 87,964,113.96 | 3(50%) | 3(55%) | ||||||||
| Jun 02, 2025 | Chrome Bidco Sas | EUR1.875 bil fltg rate TL B bank ln due 05/24/2028 | 254 | 639,766,702.12 | 3(50%) | 3(55%) | ||||||||
| Jun 02, 2025 | Chrome Bidco Sas | EUR570 mil fltg rate bank ln due 02/16/2029 | 132 | 257,352,401.94 | 3(50%) | 3(55%) | ||||||||
| Jun 02, 2025 | Allied Universal Holdco Llc | EUR813 mil 3.625% callable nts due 06/01/2028 | 163 | 395,922,000.00 | 3(50%) | 3(55%) | ||||||||
| Jun 02, 2025 | Vincent Bidco Bv (Nl) | EUR320 mil fltg rate Term bank ln due 12/16/2026 | 63 | 149,355,647.06 | 3(50%) | 3(55%) | ||||||||
| Jun 02, 2025 | Allied Universal Holdco Llc | EUR715 mil fltg rate 1st lien term bank ln due 05/12/2028 | 162 | 374,864,551.23 | 3(50%) | 3(55%) | ||||||||
| Jun 02, 2025 | Playtech Plc | EUR150 mil 4.25% nts due 03/07/2026 | 5 | 6,764,000.00 | NR | 3(65%) | ||||||||
| May 30, 2025 | First Brands Group, Llc | EUR525 mil bank ln due 03/30/2027 | 130 | 339,053,711.33 | 3(55%) | 3(60%) | ||||||||
| May 30, 2025 | First Brands Group, Llc | US$2.083 bil 1st lien term bank ln due 03/30/2027 | 2 | 845,725.21 | 3(55%) | 3(60%) | ||||||||
| May 27, 2025 | Iqvia Inc. | EUR583 mil fltg rate Term B-2 bank ln due 06/11/2025 | 12 | 31,482,629.11 | NR | 2(75%) | ||||||||
| May 27, 2025 | Tui Cruises Gmbh | EUR375 mil 5.00% Callable nts due 05/15/2030 | 1 | 470,000.00 | 5(25%) | 5(15%) | ||||||||
| May 27, 2025 | Iqvia Inc. | EUR403.3 mil fltg rate term A bank ln due 08/2026 | 3 | 8,468,463.72 | NR | 2(75%) | ||||||||
| May 23, 2025 | Cooper Consumer Health | EUR2.23 bil fltg rate 1st Lien Term B bank ln due 11/01/2028 | 353 | 1,097,833,285.96 | 3(55%) | 3(60%) | ||||||||
| May 21, 2025 | Finco Utilitas B.V. | EUR750 mil fltg rate TL B bank ln due 09/26/2030 | 224 | 422,933,520.46 | 3(60%) | 3(65%) | ||||||||
| May 21, 2025 | Indicor, Llc | EUR296 mil fltg rate Tranche D bank ln due 11/22/2029 | 104 | 197,965,769.83 | 3(50%) | 3(60%) | ||||||||
| May 19, 2025 | Financiere N | EUR625 mil fltg rate TL EUR B bank ln due 01/22/2029 | 163 | 348,978,803.97 | NR | 3(55%) | ||||||||
| May 19, 2025 | Eos Finco S.A R.L. | EUR840 mil fltg rate TL B-2 bank ln due 10/06/2029 | 20 | 44,039,381.43 | 4(45%) | 3(55%) | ||||||||
| May 19, 2025 | Coty Inc. | EUR700 mil 3.875% sr nts due 04/15/2026 | 14 | 20,675,000.00 | 2(70%) | 2(80%) | ||||||||
| May 19, 2025 | Coty Inc. | EUR500 mil 4.50% nts due 05/30/2027 | 4 | 4,200,000.00 | 2(70%) | 2(80%) | ||||||||
| May 19, 2025 | Tui Cruises Gmbh | EUR473.5 mil 6.50% nts due 05/15/2026 | 4 | 940,783.20 | NR | 5(15%) | ||||||||
| May 19, 2025 | Coty Inc. | EUR500 mil 5.75% Callable nts due 09/15/2028 | 4 | 2,725,000.00 | 2(70%) | 2(80%) | ||||||||
| May 16, 2025 | Anqore Holding Bv | EUR300 mil fltg rate Term B2 Loan bank ln due 12/31/2027 | 53 | 127,163,869.20 | 3(55%) | 3(50%) | ||||||||
| May 16, 2025 | Pro.Gest Spa | EUR250 mil 3.25% nts due 12/15/2024 | 1 | 2,500,000.00 | NR | 5(10%) | ||||||||
| May 15, 2025 | Anarafe, S.L.U. | EUR194.174 mil fltg rate nts due 12/31/2026 | 4 | 1,285,213.67 | 3(50%) | 2(80%) | ||||||||
| May 14, 2025 | Cirsa Finance International S.A R.L. | EUR615 mil 4.50% nts due 03/15/2027 | 53 | 91,379,000.00 | 3(65%) | 3(60%) | ||||||||
| May 14, 2025 | Cirsa Finance International S.A R.L. | EUR375 mil 7.875% callable nts due 07/31/2028 | 110 | 180,347,000.00 | 3(65%) | 3(60%) | ||||||||
| May 14, 2025 | Cirsa Finance International S.A R.L. | EUR425 mil 10.375% nts due 11/30/2027 | 6 | 1,604,700.00 | 3(65%) | 3(60%) | ||||||||
| May 14, 2025 | Cirsa Finance International S.A R.L. | EUR450 mil 6.50% callable nts due 03/15/2029 | 1 | 250,000.00 | 3(65%) | 3(60%) | ||||||||
| May 13, 2025 | Albion Financing 3 S.A.R.L. (Lux) | EUR1.318 bil fltg rate TLB bank ln due 08/16/2029 | 175 | 513,616,456.56 | 4(40%) | 3(55%) | ||||||||
| May 13, 2025 | Castle Us Holding Corporation | EUR500 mil fltg rate term B bank ln due 01/29/2027 | 63 | 151,985,754.58 | NR | 3(50%) | ||||||||
| May 13, 2025 | Screenvision, Llc | US$175 mil fltg rate term B bank ln due 07/02/2025 | 2 | 1,418,396.33 | NR | 3(55%) | ||||||||
| May 13, 2025 | Albion Financing 1 S.A.R.L. (Lux) | EUR450 mil 5.25% callable nts due 10/15/2026 | 7 | 8,225,000.00 | 4(40%) | 3(55%) | ||||||||
| 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 | May 06, 2025 | OC | Class F Par Value Test | 100.08% | 103.53% | -3.45% | Fail | |||||||||
| Man GLG Euro CLO III DAC | Mar 10, 2025 | OC | Class F Par Value Test | 102.40% | 103.50% | -1.10% | Fail | |||||||||
| Newhaven CLO DAC | Apr 07, 2025 | OC | Class F-R Par Value Test | 103.65% | 103.81% | -0.16% | Fail | |||||||||
| Carlyle Euro CLO 2018-1 DAC | Apr 14, 2025 | OC | Class E Par Value Test | 103.97% | 104.00% | -0.03% | Fail | |||||||||
| Accunia European CLO IV DAC | Apr 07, 2025 | OC | Class F Par Value Test | 103.38% | 103.35% | 0.03% | Pass | |||||||||
| Invesco Euro CLO II DAC | Mar 18, 2025 | OC | Class F Par Value Test | 103.90% | 103.53% | 0.37% | Pass | |||||||||
| Carlyle Euro CLO 2017-3 DAC | Mar 20, 2025 | OC | Class E Par Value Test | 104.62% | 104.10% | 0.52% | Pass | |||||||||
| Madison Park Euro Funding X DAC | May 12, 2025 | OC | Class E Par Value Test | 107.31% | 106.61% | 0.70% | Pass | |||||||||
| Newhaven CLO DAC | Apr 07, 2025 | OC | Class E-R Par Value Test | 106.81% | 106.11% | 0.70% | Pass | |||||||||
| Northwoods Capital 21 Euro DAC | Apr 08, 2025 | OC | Class F Par Value Test | 104.03% | 103.32% | 0.71% | Pass | |||||||||
| AlbaCore Euro CLO I DAC | Apr 08, 2025 | OC | Class F Par Value Test | 104.85% | 104.11% | 0.74% | Pass | |||||||||
| Invesco Euro CLO II DAC | Mar 18, 2025 | OC | Class E Par Value Test | 107.36% | 106.61% | 0.75% | Pass | |||||||||
| Accunia European CLO IV DAC | Apr 07, 2025 | OC | Class E Par Value Test | 107.01% | 106.11% | 0.90% | Pass | |||||||||
| Madison Park Euro Funding VIII DAC | Apr 04, 2025 | OC | Class E Par Value Test | 106.92% | 106.00% | 0.92% | 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 June 10, 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 | 11-Apr-2025 | 2,821 | 13.33 | 24.59 | 3.58 | 0.00 | 0.60 | 14.49 | |||||||||||
| Ab Carval Euro CLO II-C DAC | CarVal | 09-Apr-2025 | 2,782 | 12.59 | 22.84 | 1.42 | 0.00 | 0.00 | 13.17 | |||||||||||
| Accunia European CLO IV DAC | Accunia | 07-Apr-2025 | 3,092 | 11.20 | 29.59 | 7.11 | 1.69 | 0.76 | 17.14 | |||||||||||
| Adagio IV CLO DAC | AXA | 03-Apr-2025 | 2,793 | 17.26 | 17.72 | 7.15 | 0.58 | 0.00 | 17.95 | |||||||||||
| Adagio VI CLO DAC | AXA | 20-Mar-2025 | 3,258 | 0.00 | 18.55 | 22.21 | 0.00 | 0.00 | 11.81 | |||||||||||
| Adagio X EUR CLO DAC | AXA | 08-Apr-2025 | 2,793 | 16.49 | 20.84 | 5.48 | 0.63 | 0.00 | 17.81 | |||||||||||
| Adagio XI EUR CLO DAC | AXA | 22-Apr-2025 | 2,749 | 14.85 | 21.11 | 2.50 | 0.00 | 0.00 | 12.59 | |||||||||||
| Adagio XII EUR CLO DAC | AXA | 20-Mar-2025 | 2,751 | 14.89 | 19.79 | 3.58 | 0.00 | 0.29 | 13.03 | |||||||||||
| AlbaCore Euro CLO I DAC | AlbaCore | 08-Apr-2025 | 2,919 | 14.59 | 22.38 | 5.01 | 1.58 | 0.95 | 9.54 | |||||||||||
| AlbaCore Euro CLO II DAC | AlbaCore | 15-Apr-2025 | 2,909 | 14.25 | 21.04 | 5.10 | 1.56 | 0.95 | 10.56 | |||||||||||
| AlbaCore Euro CLO III DAC | AlbaCore | 15-Apr-2025 | 2,886 | 14.87 | 21.69 | 5.15 | 1.23 | 0.96 | 10.12 | |||||||||||
| AlbaCore Euro CLO IV DAC | AlbaCore | 03-Apr-2025 | 2,879 | 14.12 | 21.65 | 4.87 | 1.09 | 1.09 | 10.59 | |||||||||||
| AlbaCore Euro CLO V DAC | AlbaCore | 03-Apr-2025 | 2,877 | 14.50 | 24.35 | 4.43 | 0.69 | 0.70 | 9.33 | |||||||||||
| AlbaCore Euro CLO VI DAC | AlbaCore | 03-Apr-2025 | 2,921 | 11.76 | 23.99 | 3.67 | 0.98 | 0.49 | 9.79 | |||||||||||
| Anchorage Capital Europe CLO 10 DAC | Anchorage | 08-Apr-2025 | 2,871 | 9.44 | 22.67 | 2.82 | 0.70 | 0.00 | 10.73 | |||||||||||
| Anchorage Capital Europe CLO 2 DAC | Anchorage | 03-Apr-2025 | 2,919 | 10.40 | 21.98 | 4.11 | 1.38 | 0.00 | 12.11 | |||||||||||
| Anchorage Capital Europe CLO 2021-4 DAC | Anchorage | 12-Mar-2025 | 2,933 | 10.13 | 22.82 | 4.15 | 1.42 | 0.00 | 11.11 | |||||||||||
| Anchorage Capital Europe CLO 3 DAC | Anchorage | 03-Apr-2025 | 2,952 | 8.78 | 22.94 | 4.17 | 1.36 | 0.00 | 12.07 | |||||||||||
| Anchorage Capital Europe CLO 6 DAC | Anchorage | 08-Apr-2025 | 2,948 | 10.23 | 22.19 | 3.94 | 1.67 | 0.00 | 11.91 | |||||||||||
| Anchorage Capital Europe CLO 8 DAC | Anchorage | 05-Mar-2025 | 2,956 | 10.23 | 23.81 | 3.94 | 1.71 | 0.00 | 11.60 | |||||||||||
| Aqueduct European CLO 10 DAC | HPS | 08-Apr-2025 | 2,882 | 10.86 | 25.81 | 4.09 | 0.00 | 1.19 | 11.07 | |||||||||||
| Aqueduct European CLO 5-2020 DAC | HPS | 07-Mar-2025 | 2,918 | 11.69 | 21.55 | 7.32 | 0.16 | 1.20 | 10.16 | |||||||||||
| Aqueduct European CLO 6-2021 DAC | HPS | 03-Apr-2025 | 2,943 | 9.14 | 22.47 | 7.15 | 0.00 | 1.31 | 10.25 | |||||||||||
| Aqueduct European CLO 7-2022 DAC | HPS | 03-Apr-2025 | 2,978 | 9.26 | 24.87 | 7.61 | 0.00 | 1.44 | 10.61 | |||||||||||
| Aqueduct European CLO 8 DAC | HPS | 03-Apr-2025 | 2,954 | 10.40 | 24.00 | 6.92 | 0.00 | 1.20 | 10.36 | |||||||||||
| Arbour CLO II DAC | Oaktree | 31-Mar-2025 | 2,838 | 17.82 | 20.61 | 5.19 | 1.70 | 0.00 | 14.22 | |||||||||||
| Arbour CLO III DAC | Oaktree | 31-Mar-2025 | 2,878 | 14.61 | 20.84 | 5.68 | 1.72 | 0.00 | 14.23 | |||||||||||
| Arbour CLO IV DAC | Oaktree | 31-Mar-2025 | 2,887 | 16.43 | 23.60 | 5.16 | 1.70 | 0.00 | 14.29 | |||||||||||
| Arbour CLO IX DAC | Oaktree | 31-Mar-2025 | 2,828 | 15.42 | 22.71 | 5.14 | 0.97 | 0.00 | 14.04 | |||||||||||
| Arbour CLO VI DAC | Oaktree | 31-Mar-2025 | 2,801 | 18.10 | 20.32 | 3.32 | 1.91 | 0.00 | 14.03 | |||||||||||
| Arbour CLO VII DAC | Oaktree | 28-Feb-2025 | 2,930 | 11.69 | 24.01 | 4.46 | 1.50 | 0.00 | 14.70 | |||||||||||
| Arbour CLO XI DAC | Oaktree | 31-Mar-2025 | 2,916 | 10.71 | 22.64 | 4.99 | 0.97 | 0.00 | 13.56 | |||||||||||
| Arbour CLO XII DAC | Oaktree | 31-Mar-2025 | 2,852 | 12.38 | 22.01 | 3.98 | 0.91 | 0.00 | 13.55 | |||||||||||
| Arbour CLO XIII DAC | Oaktree | 31-Mar-2025 | 2,721 | 13.34 | 19.83 | 1.63 | 0.00 | 0.00 | 11.42 | |||||||||||
| Ares European CLO VIII DAC | Ares | 06-Mar-2025 | 2,966 | 8.30 | 26.73 | 6.87 | 0.00 | 0.00 | 18.19 | |||||||||||
| Ares European CLO XIII DAC | Ares | 08-Apr-2025 | 3,034 | 8.43 | 26.13 | 8.94 | 0.00 | 0.00 | 14.97 | |||||||||||
| Ares European CLO XIX DAC | Ares | 03-Apr-2025 | 2,925 | 5.88 | 27.73 | 1.48 | 0.00 | 0.00 | 12.29 | |||||||||||
| Ares European CLO XVI DAC | Ares | 03-Apr-2025 | 3,025 | 7.25 | 27.41 | 7.34 | 0.00 | 0.00 | 13.40 | |||||||||||
| Ares European CLO XVII DAC | Ares | 03-Apr-2025 | 3,022 | 4.71 | 28.80 | 4.55 | 0.00 | 0.00 | 12.78 | |||||||||||
| Ares European CLO XVIII DAC | Ares | 03-Apr-2025 | 2,940 | 5.90 | 25.12 | 3.52 | 0.00 | 0.00 | 13.68 | |||||||||||
| Ares European CLO XX DAC | Ares | 12-Mar-2025 | 2,875 | 7.61 | 25.21 | 1.40 | 0.00 | 0.46 | 12.66 | |||||||||||
| Arini European CLO I DAC | Squarepoint | 03-Apr-2025 | 2,830 | 16.54 | 20.27 | 2.66 | 1.84 | 0.00 | 11.69 | |||||||||||
| Arini European CLO II DAC | Arini | 03-Apr-2025 | 2,746 | 16.84 | 20.23 | 2.16 | 0.71 | 0.00 | 9.75 | |||||||||||
| Arini European CLO III DAC | Arini | 03-Apr-2025 | 2,704 | 16.93 | 22.18 | 2.17 | 0.00 | 0.00 | 9.50 | |||||||||||
| Arini European CLO IV DAC | Arini | 30-Apr-2025 | 2,684 | 16.40 | 20.84 | 1.74 | 0.00 | 0.00 | 9.91 | |||||||||||
| Armada Euro CLO I DAC | Brigade | 10-Apr-2025 | 2,826 | 14.02 | 20.29 | 5.30 | 0.83 | 1.47 | 14.43 | |||||||||||
| Armada Euro CLO III DAC | Brigade | 03-Apr-2025 | 2,771 | 15.12 | 19.93 | 3.75 | 0.58 | 0.00 | 13.38 | |||||||||||
| Armada Euro CLO IV DAC | Brigade | 03-Apr-2025 | 2,765 | 13.33 | 19.36 | 3.07 | 0.48 | 0.00 | 14.16 | |||||||||||
| Armada Euro CLO V DAC | Brigade | 14-Apr-2025 | 2,865 | 11.64 | 22.12 | 5.01 | 0.81 | 1.48 | 14.91 | |||||||||||
| Armada Euro CLO VI DAC | Brigade | 03-Apr-2025 | 2,760 | 12.07 | 20.42 | 2.94 | 0.00 | 1.47 | 11.14 | |||||||||||
| Aurium CLO I DAC | Spire | 15-Apr-2025 | 2,736 | 16.73 | 21.45 | 3.65 | 0.00 | 0.00 | 13.97 | |||||||||||
| Aurium CLO II DAC | Spire | 28-Feb-2025 | 2,792 | 18.21 | 22.25 | 4.56 | 0.62 | 0.00 | 16.34 | |||||||||||
| Aurium CLO III DAC | Spire | 09-Apr-2025 | 2,525 | 26.03 | 19.54 | 4.02 | 0.00 | 0.00 | 15.04 | |||||||||||
| Aurium CLO IV DAC | Spire | 09-Apr-2025 | 2,709 | 18.48 | 20.39 | 5.14 | 0.00 | 0.00 | 15.66 | |||||||||||
| Aurium CLO IX DAC | Spire | 31-Mar-2025 | 2,783 | 16.57 | 21.70 | 3.61 | 0.50 | 0.00 | 14.86 | |||||||||||
| Aurium CLO V DAC | Spire | 09-Apr-2025 | 2,769 | 17.80 | 21.41 | 5.31 | 0.23 | 0.00 | 14.57 | |||||||||||
| Aurium CLO VI DAC | Spire | 31-Mar-2025 | 2,782 | 17.38 | 21.86 | 4.67 | 0.56 | 0.00 | 15.30 | |||||||||||
| Aurium CLO VII DAC | Spire | 07-Apr-2025 | 2,763 | 17.38 | 21.41 | 5.37 | 0.00 | 0.00 | 15.07 | |||||||||||
| Aurium CLO VIII DAC | Spire | 13-Mar-2025 | 2,766 | 18.29 | 22.04 | 4.43 | 0.46 | 0.00 | 15.44 | |||||||||||
| Aurium CLO X DAC | Spire | 09-Apr-2025 | 2,792 | 16.01 | 22.36 | 3.44 | 0.50 | 0.00 | 14.78 | |||||||||||
| Aurium CLO XII DAC | Spire | 28-Feb-2025 | 2,712 | 16.97 | 21.62 | 2.15 | 0.00 | 0.00 | 13.53 | |||||||||||
| Avoca CLO XI DAC | KKR | 31-Mar-2025 | 2,820 | 9.45 | 22.52 | 2.85 | 0.00 | 0.50 | 11.97 | |||||||||||
| Avoca CLO XIV DAC | KKR | 31-Mar-2025 | 3,007 | 12.68 | 27.31 | 7.12 | 1.16 | 0.80 | 16.91 | |||||||||||
| Avoca CLO XVI DAC | KKR | 31-Mar-2025 | 2,840 | 9.67 | 24.22 | 3.60 | 0.00 | 0.32 | 12.07 | |||||||||||
| Avoca CLO XVII DAC | KKR | 31-Mar-2025 | 2,905 | 10.58 | 23.32 | 4.74 | 0.89 | 0.38 | 14.87 | |||||||||||
| Avoca CLO XVIII DAC | KKR | 31-Mar-2025 | 2,853 | 9.34 | 23.76 | 3.57 | 0.00 | 0.00 | 11.90 | |||||||||||
| Avoca CLO XXI DAC | KKR | 31-Mar-2025 | 2,987 | 9.33 | 26.31 | 6.69 | 1.03 | 0.52 | 15.62 | |||||||||||
| Avoca CLO XXII DAC | KKR | 31-Mar-2025 | 2,974 | 9.44 | 26.84 | 5.22 | 0.70 | 0.60 | 14.95 | |||||||||||
| Avoca CLO XXIII DAC | KKR | 31-Mar-2025 | 2,965 | 8.40 | 25.51 | 5.44 | 0.37 | 0.61 | 14.00 | |||||||||||
| Avoca CLO XXIV DAC | KKR | 31-Mar-2025 | 2,983 | 8.35 | 27.16 | 5.44 | 0.56 | 0.58 | 13.55 | |||||||||||
| Avoca CLO XXIX DAC | KKR | 28-Feb-2025 | 2,924 | 6.98 | 23.62 | 3.29 | 0.62 | 0.50 | 13.31 | |||||||||||
| Avoca CLO XXVIII DAC | KKR | 31-Mar-2025 | 2,928 | 7.50 | 24.16 | 3.66 | 0.46 | 0.45 | 13.62 | |||||||||||
| Avoca CLO XXX DAC | KKR | 31-Mar-2025 | 2,897 | 6.61 | 23.63 | 3.94 | 0.00 | 0.50 | 12.48 | |||||||||||
| Avoca CLO XXXI DAC | KKR | 31-Mar-2025 | 2,903 | 6.80 | 23.70 | 3.43 | 0.00 | 0.49 | 12.07 | |||||||||||
| Avondale Park CLO DAC | Blackstone | 07-Mar-2025 | 2,953 | 11.48 | 23.53 | 6.08 | 1.10 | 0.00 | 12.32 | |||||||||||
| BBAM European CLO I DAC | BlueBay | 08-Apr-2025 | 2,827 | 10.40 | 21.03 | 4.08 | 0.23 | 0.00 | 11.42 | |||||||||||
| BBAM European CLO II DAC | BlueBay | 12-May-2025 | 2,805 | 12.12 | 20.28 | 4.19 | 0.23 | 0.00 | 11.39 | |||||||||||
| BBAM European CLO IV DAC | RBC | 14-May-2025 | 2,751 | 9.55 | 18.24 | 1.86 | 0.00 | 0.00 | 8.50 | |||||||||||
| BBAM European CLO V DAC | RBC | 10-Apr-2025 | 2,729 | 9.82 | 19.13 | 0.91 | 0.00 | 0.00 | 6.95 | |||||||||||
| Bain Capital Euro CLO 2017-1 DAC | Bain | 06-May-2025 | 3,394 | 11.88 | 22.19 | 12.62 | 5.53 | 0.06 | 20.95 | |||||||||||
| Bain Capital Euro CLO 2019-1 DAC | Bain | 06-May-2025 | 2,982 | 14.86 | 18.33 | 6.96 | 2.61 | 0.20 | 14.13 | |||||||||||
| Bain Capital Euro CLO 2020-1 DAC | Bain | 06-May-2025 | 3,058 | 15.28 | 21.98 | 9.27 | 2.43 | 0.27 | 17.67 | |||||||||||
| Bain Capital Euro CLO 2021-1 DAC | Bain | 02-Apr-2025 | 2,978 | 13.91 | 20.96 | 5.60 | 2.19 | 0.30 | 14.76 | |||||||||||
| Bain Capital Euro CLO 2021-2 DAC | Bain | 04-Apr-2025 | 2,961 | 12.61 | 21.09 | 4.66 | 1.96 | 0.28 | 14.10 | |||||||||||
| Bain Capital Euro CLO 2022-1 DAC | Bain | 07-Apr-2025 | 2,856 | 12.87 | 21.53 | 4.39 | 0.58 | 0.00 | 13.80 | |||||||||||
| Bain Capital Euro CLO 2022-2 DAC | Bain | 12-May-2025 | 2,931 | 12.32 | 21.14 | 4.46 | 1.42 | 0.00 | 13.04 | |||||||||||
| Bain Capital Euro CLO 2023-1 DAC | Bain | 08-May-2025 | 2,802 | 12.58 | 23.83 | 2.63 | 0.28 | 0.00 | 11.28 | |||||||||||
| Bain Capital Euro CLO 2024-1 DAC | Bain | 09-Apr-2025 | 2,810 | 12.49 | 20.96 | 2.43 | 0.63 | 0.00 | 13.12 | |||||||||||
| Bain Capital Euro CLO 2024-2 DAC | Bain | 02-Apr-2025 | 2,760 | 12.91 | 22.63 | 1.59 | 0.00 | 0.00 | 10.84 | |||||||||||
| Bain Capital Euro CLO 2024-3 DAC | Bain | 08-Apr-2025 | 2,745 | 14.05 | 25.07 | 0.00 | 0.00 | 0.00 | 9.02 | |||||||||||
| Barings Euro CLO 2020-1 DAC | Barings | 08-Apr-2025 | 2,798 | 18.04 | 29.29 | 2.64 | 0.73 | 0.00 | 13.96 | |||||||||||
| Barings Euro CLO 2021-1 DAC | Barings | 12-Mar-2025 | 2,885 | 17.71 | 28.60 | 4.49 | 1.37 | 0.00 | 15.81 | |||||||||||
| Barings Euro CLO 2021-2 DAC | Barings | 03-Apr-2025 | 2,824 | 16.20 | 29.70 | 4.91 | 0.00 | 0.00 | 13.72 | |||||||||||
| Barings Euro CLO 2023-1 DAC | Barings | 19-Mar-2025 | 2,712 | 19.22 | 25.67 | 2.84 | 0.00 | 0.00 | 15.24 | |||||||||||
| Barings Euro CLO 2023-2 DAC | Barings | 07-Mar-2025 | 2,756 | 17.25 | 28.40 | 2.56 | 0.00 | 0.00 | 14.49 | |||||||||||
| Barings Euro CLO 2024-1 DAC | Barings | 08-May-2025 | 2,711 | 18.14 | 25.43 | 2.23 | 0.00 | 0.00 | 11.78 | |||||||||||
| Barings Euro CLO 2024-2 DAC | Barings | 08-Apr-2025 | 2,709 | 16.16 | 25.58 | 0.50 | 0.00 | 0.00 | 11.28 | |||||||||||
| Barings Euro Middle Market CLO 2024-1 DAC | Barings | 08-Apr-2025 | 3,783 | 2.66 | 53.39 | 22.31 | 0.00 | 0.00 | 1.68 | |||||||||||
| Bastille Euro CLO 2020-3 DAC | CELF | 10-Feb-2025 | 3,005 | 9.58 | 23.35 | 5.95 | 1.06 | 0.00 | 17.01 | |||||||||||
| Bilbao CLO III DAC | Guggenheim | 07-Apr-2025 | 3,125 | 4.74 | 23.53 | 6.81 | 1.76 | 0.99 | 9.94 | |||||||||||
| Bilbao CLO IV DAC | Guggenheim | 03-Apr-2025 | 2,999 | 6.95 | 19.31 | 6.09 | 1.13 | 0.85 | 10.30 | |||||||||||
| Black Diamond CLO 2017-2 DAC | Black Diamond | 08-Apr-2025 | 3,343 | 6.84 | 12.74 | 15.49 | 3.58 | 3.04 | 18.65 | |||||||||||
| Black Diamond CLO 2019-1 DAC | Black Diamond | 14-Apr-2025 | 3,074 | 11.11 | 18.97 | 11.23 | 0.98 | 1.79 | 15.85 | |||||||||||
| BlackRock European CLO II DAC | BlackRock | 03-Apr-2025 | 2,802 | 17.43 | 19.03 | 4.96 | 1.62 | 0.00 | 11.73 | |||||||||||
| BlackRock European CLO III DAC | BlackRock | 06-Mar-2025 | 2,902 | 16.16 | 20.04 | 5.45 | 2.12 | 0.00 | 14.05 | |||||||||||
| BlackRock European CLO IX DAC | BlackRock | 10-Apr-2025 | 2,859 | 13.25 | 18.47 | 4.39 | 2.01 | 0.00 | 11.96 | |||||||||||
| BlackRock European CLO X DAC | BlackRock | 03-Apr-2025 | 2,785 | 17.32 | 18.14 | 5.72 | 1.18 | 0.59 | 11.52 | |||||||||||
| BlackRock European CLO XI DAC | BlackRock | 07-Apr-2025 | 2,812 | 16.18 | 19.49 | 5.57 | 1.52 | 0.57 | 11.73 | |||||||||||
| BlackRock European CLO XII DAC | BlackRock | 07-Apr-2025 | 2,773 | 16.32 | 18.99 | 4.95 | 1.00 | 0.50 | 10.76 | |||||||||||
| BlackRock European CLO XIV DAC | BlackRock | 09-May-2025 | 2,667 | 16.43 | 19.44 | 3.54 | 0.00 | 0.25 | 9.99 | |||||||||||
| BlackRock European CLO XV DAC | BlackRock | 07-Apr-2025 | 2,701 | 14.67 | 19.29 | 2.50 | 0.00 | 0.72 | 10.61 | |||||||||||
| Blackrock European CLO XIII DAC | BlackRock | 08-Apr-2025 | 2,802 | 15.39 | 19.86 | 3.97 | 1.49 | 0.50 | 11.95 | |||||||||||
| BlueMountain EUR 2021-1 CLO DAC | Sound Point | 03-Apr-2025 | 2,958 | 9.93 | 25.13 | 6.43 | 0.00 | 0.69 | 12.04 | |||||||||||
| BlueMountain EUR 2021-2 CLO DAC | Sound Point | 03-Apr-2025 | 2,960 | 9.82 | 27.31 | 5.55 | 0.00 | 0.85 | 11.41 | |||||||||||
| BlueMountain EUR CLO 2016-1 DAC | Sound Point | 11-Apr-2025 | 3,070 | 8.18 | 31.63 | 10.47 | 0.00 | 0.00 | 18.81 | |||||||||||
| BlueMountain Fuji EUR CLO IV DAC | Sound Point | 07-Apr-2025 | 2,946 | 10.53 | 25.84 | 5.88 | 0.00 | 0.92 | 11.00 | |||||||||||
| BlueMountain Fuji EUR CLO V DAC | Sound Point | 03-Apr-2025 | 2,971 | 11.80 | 28.25 | 6.24 | 0.00 | 1.17 | 12.98 | |||||||||||
| Bosphorus CLO VI DAC | Cross Ocean | 31-Mar-2025 | 2,709 | 18.66 | 18.95 | 7.25 | 0.00 | 0.83 | 22.29 | |||||||||||
| Bridgepoint CLO 1 DAC | Bridgepoint | 06-May-2025 | 2,913 | 8.03 | 22.80 | 3.11 | 1.04 | 0.00 | 12.62 | |||||||||||
| Bridgepoint CLO 2 DAC | Bridgepoint | 03-Apr-2025 | 2,941 | 8.26 | 23.69 | 2.95 | 1.22 | 0.00 | 10.91 | |||||||||||
| Bridgepoint CLO IV DAC | Bridgepoint | 12-May-2025 | 2,856 | 8.14 | 23.56 | 1.67 | 0.00 | 0.00 | 9.38 | |||||||||||
| Bridgepoint CLO V DAC | Bridgepoint | 03-Apr-2025 | 2,917 | 5.66 | 26.40 | 2.18 | 0.00 | 0.00 | 9.52 | |||||||||||
| Bridgepoint CLO VI DAC | Bridgepoint | 07-Apr-2025 | 2,822 | 7.73 | 21.79 | 1.44 | 0.00 | 0.00 | 8.43 | |||||||||||
| Bridgepoint CLO VII DAC | Bridgepoint | 07-Apr-2025 | 2,823 | 6.64 | 22.91 | 0.00 | 0.00 | 0.00 | 7.14 | |||||||||||
| Bushy Park CLO DAC | Blackstone | 03-Apr-2025 | 2,991 | 10.92 | 24.09 | 5.25 | 1.43 | 0.00 | 13.71 | |||||||||||
| CIFC European Funding VI DAC | CIFC | 03-Apr-2025 | 2,876 | 10.13 | 29.72 | 2.55 | 0.00 | 0.94 | 11.13 | |||||||||||
| CVC Cordatus Loan Fund IV DAC | CVC | 31-Mar-2025 | 2,908 | 12.01 | 22.24 | 5.91 | 1.03 | 0.00 | 13.42 | |||||||||||
| CVC Cordatus Loan Fund IX DAC | CVC | 31-Mar-2025 | 2,964 | 10.79 | 22.74 | 6.49 | 1.15 | 0.00 | 15.12 | |||||||||||
| CVC Cordatus Loan Fund V DAC | CVC | 08-Apr-2025 | 3,099 | 13.37 | 26.99 | 7.15 | 2.97 | 0.00 | 16.84 | |||||||||||
| CVC Cordatus Loan Fund VI DAC | CVC | 10-Mar-2025 | 3,072 | 9.52 | 27.10 | 5.99 | 1.65 | 0.00 | 15.35 | |||||||||||
| CVC Cordatus Loan Fund VIII DAC | CVC | 03-Apr-2025 | 2,915 | 12.03 | 21.62 | 6.40 | 1.18 | 0.00 | 14.83 | |||||||||||
| CVC Cordatus Loan Fund X DAC | CVC | 09-Apr-2025 | 2,795 | 11.67 | 28.16 | 1.20 | 0.09 | 0.00 | 13.60 | |||||||||||
| CVC Cordatus Loan Fund XIX DAC | CVC | 12-Mar-2025 | 2,978 | 10.58 | 21.14 | 7.95 | 1.04 | 0.00 | 14.36 | |||||||||||
| CVC Cordatus Loan Fund XVI DAC | CVC | 05-Mar-2025 | 3,048 | 9.02 | 28.96 | 7.21 | 1.23 | 0.00 | 17.19 | |||||||||||
| CVC Cordatus Loan Fund XVII DAC | CVC | 31-Mar-2025 | 2,967 | 10.82 | 21.97 | 7.75 | 0.74 | 0.00 | 13.41 | |||||||||||
| CVC Cordatus Loan Fund XVIII DAC | CVC | 19-Mar-2025 | 2,988 | 9.75 | 22.00 | 7.11 | 0.86 | 0.00 | 13.14 | |||||||||||
| CVC Cordatus Loan Fund XX DAC | CVC | 30-Apr-2025 | 2,990 | 9.61 | 24.90 | 6.86 | 0.92 | 0.00 | 13.62 | |||||||||||
| CVC Cordatus Loan Fund XXI DAC | CVC | 28-Feb-2025 | 3,049 | 8.69 | 23.37 | 7.39 | 1.32 | 0.00 | 13.80 | |||||||||||
| CVC Cordatus Loan Fund XXIV DAC | CVC | 10-Apr-2025 | 3,117 | 6.57 | 28.86 | 9.22 | 0.91 | 0.00 | 16.73 | |||||||||||
| CVC Cordatus Loan Fund XXIX DAC | CVC | 09-Apr-2025 | 2,995 | 7.15 | 26.06 | 5.80 | 0.77 | 0.00 | 12.58 | |||||||||||
| CVC Cordatus Loan Fund XXVI DAC | CVC | 10-Mar-2025 | 2,968 | 9.01 | 26.62 | 4.66 | 0.60 | 0.00 | 12.55 | |||||||||||
| CVC Cordatus Loan Fund XXVIII DAC | CVC | 09-Apr-2025 | 3,016 | 7.15 | 24.17 | 6.06 | 1.06 | 0.00 | 13.80 | |||||||||||
| CVC Cordatus Loan Fund XXX DAC | CVC | 09-Apr-2025 | 2,947 | 9.16 | 26.49 | 4.44 | 0.64 | 0.00 | 13.47 | |||||||||||
| CVC Cordatus Loan Fund XXXI DAC | CVC | 05-Mar-2025 | 2,914 | 11.09 | 22.46 | 4.91 | 0.47 | 0.00 | 11.09 | |||||||||||
| CVC Cordatus Loan Fund XXXII DAC | CVC | 09-Apr-2025 | 2,761 | 12.90 | 21.12 | 2.26 | 0.00 | 0.00 | 10.18 | |||||||||||
| CVC Cordatus Loan Fund XXXIII DAC | CVC | 10-Mar-2025 | 2,811 | 11.54 | 21.04 | 2.54 | 0.00 | 0.00 | 11.72 | |||||||||||
| Cairn CLO VIII DAC | Cairn | 16-Apr-2025 | 3,120 | 15.81 | 29.79 | 8.16 | 2.85 | 2.46 | 14.53 | |||||||||||
| Cairn CLO XI DAC | Cairn | 03-Apr-2025 | 3,047 | 14.50 | 29.70 | 8.22 | 1.55 | 1.01 | 11.22 | |||||||||||
| Cairn CLO XIV DAC | Cairn | 18-Mar-2025 | 3,001 | 15.82 | 24.50 | 7.35 | 1.87 | 0.49 | 12.67 | |||||||||||
| Cairn CLO XIX DAC | Cairn | 04-Apr-2025 | 2,659 | 21.08 | 19.93 | 3.48 | 0.00 | 0.32 | 9.33 | |||||||||||
| Cairn CLO XVI DAC | Cairn | 03-Apr-2025 | 2,784 | 16.93 | 21.34 | 4.92 | 0.71 | 0.36 | 10.42 | |||||||||||
| Cairn CLO XVIII DAC | Cairn | 03-Apr-2025 | 2,766 | 18.21 | 24.66 | 4.63 | 0.00 | 0.48 | 7.23 | |||||||||||
| Canyon Euro CLO 2023-1 DAC | Canyon | 30-Apr-2025 | 2,777 | 11.06 | 17.44 | 3.44 | 0.00 | 1.05 | 11.37 | |||||||||||
| Capital Four CLO II DAC | Capital Four | 03-Apr-2025 | 2,945 | 13.31 | 26.35 | 6.11 | 1.01 | 0.00 | 14.38 | |||||||||||
| Capital Four CLO III DAC | Capital Four | 28-Feb-2025 | 2,953 | 12.37 | 26.81 | 5.82 | 0.97 | 0.00 | 13.25 | |||||||||||
| Capital Four CLO IV DAC | Capital Four | 03-Apr-2025 | 2,919 | 12.79 | 25.28 | 5.35 | 0.97 | 0.00 | 13.34 | |||||||||||
| Capital Four CLO V DAC | Capital Four | 14-May-2025 | 2,955 | 12.09 | 28.82 | 4.51 | 1.08 | 0.00 | 11.71 | |||||||||||
| Capital Four CLO VI DAC | Capital Four | 14-May-2025 | 2,857 | 13.98 | 24.16 | 3.72 | 1.04 | 0.00 | 8.78 | |||||||||||
| Capital Four CLO VII DAC | Capital Four | 14-May-2025 | 2,860 | 11.69 | 27.91 | 2.75 | 0.50 | 0.00 | 10.31 | |||||||||||
| Capital Four CLO VIII DAC | Capital Four | 14-May-2025 | 2,880 | 11.36 | 27.57 | 1.96 | 0.48 | 0.00 | 8.01 | |||||||||||
| Carlyle Euro CLO 2013-1 DAC | CELF | 03-Apr-2025 | 2,715 | 14.34 | 19.75 | 4.50 | 0.00 | 0.00 | 13.36 | |||||||||||
| Carlyle Euro CLO 2017-1 DAC | CELF | 03-Apr-2025 | 2,845 | 11.53 | 17.65 | 6.85 | 0.00 | 0.00 | 13.91 | |||||||||||
| Carlyle Euro CLO 2017-3 DAC | CELF | 20-Mar-2025 | 2,952 | 7.95 | 22.71 | 8.01 | 0.00 | 0.00 | 11.28 | |||||||||||
| Carlyle Euro CLO 2018-1 DAC | CELF | 14-Apr-2025 | 4,641 | 0.00 | 0.00 | 100.00 | 0.00 | 0.00 | 100.00 | |||||||||||
| Carlyle Euro CLO 2019-2 DAC | CELF | 22-Apr-2025 | 2,936 | 9.55 | 20.40 | 7.55 | 0.00 | 0.00 | 12.24 | |||||||||||
| Carlyle Euro CLO 2020-1 DAC | CELF | 03-Apr-2025 | 2,902 | 8.49 | 20.69 | 6.25 | 0.00 | 0.00 | 13.53 | |||||||||||
| Carlyle Euro CLO 2020-2 DAC | CELF | 03-Apr-2025 | 2,881 | 11.06 | 18.76 | 6.90 | 0.00 | 0.00 | 13.51 | |||||||||||
| Carlyle Euro CLO 2021-1 DAC | CELF | 03-Apr-2025 | 2,864 | 10.56 | 20.61 | 5.95 | 0.00 | 0.00 | 14.42 | |||||||||||
| Carlyle Euro CLO 2021-3 DAC | CELF | 14-Apr-2025 | 2,963 | 8.68 | 26.83 | 6.26 | 0.00 | 0.00 | 13.37 | |||||||||||
| Carlyle Euro CLO 2022-5 DAC | CELF | 20-Mar-2025 | 2,882 | 9.37 | 21.30 | 5.28 | 0.00 | 0.00 | 15.09 | |||||||||||
| Carlyle Euro CLO 2024-1 DAC | CELF | 03-Apr-2025 | 2,835 | 9.70 | 21.81 | 3.01 | 0.00 | 0.00 | 12.74 | |||||||||||
| Carlyle Euro CLO 2024-2 DAC | CELF | 10-Apr-2025 | 2,882 | 7.73 | 24.18 | 1.49 | 0.00 | 0.00 | 11.86 | |||||||||||
| Carlyle Global Market Strategies Euro CLO 2015-1 DAC | CELF | 04-Apr-2025 | 2,935 | 8.75 | 21.75 | 7.47 | 0.00 | 0.00 | 16.15 | |||||||||||
| Carlyle Global Market Strategies Euro CLO 2016-2 DAC | CELF | 03-Apr-2025 | 2,851 | 11.63 | 18.07 | 7.04 | 0.00 | 0.00 | 14.03 | |||||||||||
| Carysfort Park CLO DAC | Blackstone | 14-Apr-2025 | 2,936 | 12.98 | 23.60 | 5.97 | 1.10 | 0.00 | 12.91 | |||||||||||
| Clarinda Park CLO DAC | Blackstone | 15-Apr-2025 | 2,939 | 13.08 | 23.78 | 6.27 | 1.26 | 0.00 | 14.33 | |||||||||||
| Clonkeen Park CLO DAC | Blackstone | 03-Apr-2025 | 2,892 | 10.10 | 27.67 | 3.32 | 0.00 | 0.00 | 11.29 | |||||||||||
| Clonmore Park CLO DAC | Blackstone | 14-Apr-2025 | 3,062 | 8.62 | 23.18 | 6.94 | 1.41 | 0.00 | 13.32 | |||||||||||
| Contego CLO IV DAC | Five Arrows | 09-Apr-2025 | 3,064 | 6.98 | 29.56 | 8.56 | 0.00 | 0.00 | 15.49 | |||||||||||
| Contego CLO IX DAC | Five Arrows | 10-Apr-2025 | 3,026 | 6.46 | 27.67 | 7.02 | 0.00 | 0.00 | 13.13 | |||||||||||
| Contego CLO VII DAC | Five Arrows | 09-Apr-2025 | 2,998 | 8.16 | 28.67 | 6.76 | 0.00 | 0.00 | 15.67 | |||||||||||
| Contego CLO VIII DAC | Five Arrows | 11-Apr-2025 | 3,026 | 6.23 | 29.25 | 7.19 | 0.00 | 0.00 | 13.77 | |||||||||||
| Contego CLO X DAC | Five Arrows | 31-Mar-2025 | 3,004 | 7.59 | 29.03 | 6.58 | 0.00 | 0.00 | 13.20 | |||||||||||
| Contego CLO XI DAC | Five Arrows | 28-Feb-2025 | 2,986 | 6.79 | 26.78 | 6.43 | 0.00 | 0.00 | 13.55 | |||||||||||
| Contego CLO XII DAC | Five Arrows | 11-Apr-2025 | 2,991 | 6.90 | 28.47 | 5.60 | 0.00 | 0.00 | 14.31 | |||||||||||
| Contego CLO XIII DAC | Five Arrows | 03-Apr-2025 | 2,933 | 5.82 | 27.23 | 3.81 | 0.00 | 0.00 | 11.87 | |||||||||||
| Cross Ocean Bosphorus CLO IX DAC | Cross Ocean | 03-Apr-2025 | 2,887 | 10.82 | 28.55 | 3.14 | 0.00 | 1.45 | 16.15 | |||||||||||
| Cross Ocean Bosphorus CLO X DAC | Cross Ocean | 31-Mar-2025 | 2,865 | 13.15 | 28.05 | 3.49 | 0.00 | 0.48 | 13.03 | |||||||||||
| Crosthwaite Park CLO DAC | Blackstone | 20-Feb-2025 | 2,936 | 14.67 | 23.13 | 6.62 | 1.35 | 0.00 | 14.22 | |||||||||||
| Dartry Park CLO DAC | Blackstone | 14-Apr-2025 | 2,921 | 11.51 | 23.97 | 5.33 | 0.97 | 0.00 | 13.19 | |||||||||||
| Deer Park CLO DAC | Blackstone | 03-Apr-2025 | 2,935 | 14.08 | 22.98 | 6.33 | 1.20 | 0.00 | 14.15 | |||||||||||
| Dillons Park CLO DAC | Blackstone | 18-Mar-2025 | 3,074 | 11.06 | 23.88 | 6.35 | 2.51 | 0.00 | 15.49 | |||||||||||
| Dryden 103 Euro CLO 2021 DAC | PGIM | 31-Mar-2025 | 2,746 | 15.20 | 27.74 | 2.82 | 0.00 | 0.00 | 12.16 | |||||||||||
| Dryden 27 R Euro CLO 2017 DAC | PGIM | 31-Mar-2025 | 2,893 | 13.94 | 27.27 | 8.96 | 0.00 | 0.00 | 14.24 | |||||||||||
| Dryden 29 Euro CLO 2013 DAC | PGIM | 31-Mar-2025 | 2,988 | 11.85 | 31.12 | 10.73 | 0.00 | 0.00 | 15.55 | |||||||||||
| Dryden 35 Euro CLO 2014 DAC | PGIM | 31-Mar-2025 | 2,880 | 12.28 | 28.77 | 7.80 | 0.00 | 0.00 | 13.24 | |||||||||||
| Dryden 39 Euro CLO 2015 DAC | PGIM | 31-Mar-2025 | 2,798 | 17.43 | 26.18 | 7.00 | 0.23 | 0.32 | 13.67 | |||||||||||
| Dryden 44 Euro CLO 2015 DAC | PGIM | 28-Feb-2025 | 2,878 | 15.04 | 28.49 | 8.57 | 0.25 | 0.33 | 12.52 | |||||||||||
| Dryden 46 Euro CLO 2016 DAC | PGIM | 31-Mar-2025 | 2,834 | 16.23 | 27.47 | 7.77 | 0.24 | 0.36 | 12.66 | |||||||||||
| Dryden 48 Euro CLO 2016 DAC | PGIM | 31-Mar-2025 | 2,863 | 11.98 | 25.01 | 8.81 | 0.00 | 0.00 | 12.26 | |||||||||||
| Dryden 52 Euro CLO 2017 DAC | PGIM | 30-Apr-2025 | 2,766 | 16.54 | 26.05 | 7.39 | 0.00 | 0.00 | 15.28 | |||||||||||
| Dryden 73 Euro CLO 2018 DAC | PGIM | 31-Mar-2025 | 2,799 | 16.67 | 24.35 | 8.45 | 0.00 | 0.00 | 12.76 | |||||||||||
| Dryden 74 Euro CLO 2020 DAC | PGIM | 28-Feb-2025 | 2,907 | 12.52 | 27.46 | 7.11 | 0.52 | 0.00 | 14.95 | |||||||||||
| Dryden 88 Euro CLO 2020 DAC | PGIM | 28-Feb-2025 | 2,875 | 15.26 | 28.12 | 8.26 | 0.25 | 0.33 | 13.17 | |||||||||||
| Dryden 89 Euro CLO 2020 DAC | PGIM | 31-Mar-2025 | 2,868 | 15.02 | 27.64 | 8.33 | 0.24 | 0.32 | 13.79 | |||||||||||
| Dryden 91 Euro CLO 2021 DAC | PGIM | 31-Mar-2025 | 2,796 | 13.58 | 28.01 | 3.88 | 0.23 | 0.09 | 13.80 | |||||||||||
| Dryden 96 Euro CLO 2021 DAC | PGIM | 31-Mar-2025 | 2,872 | 13.23 | 26.63 | 7.54 | 0.00 | 0.00 | 13.49 | |||||||||||
| Dunedin Park CLO DAC | Blackstone | 18-Mar-2025 | 2,923 | 11.79 | 22.67 | 5.95 | 0.72 | 0.00 | 12.71 | |||||||||||
| Elm Park CLO DAC | Blackstone | 03-Apr-2025 | 2,908 | 13.53 | 23.04 | 5.95 | 0.88 | 0.00 | 13.54 | |||||||||||
| Euro-Galaxy III CLO DAC | PineBridge | 10-Apr-2025 | 2,929 | 15.97 | 20.85 | 7.21 | 1.70 | 0.00 | 11.74 | |||||||||||
| Euro-Galaxy IV CLO DAC | PineBridge | 18-Mar-2025 | 2,953 | 13.11 | 24.48 | 6.36 | 1.64 | 0.00 | 12.18 | |||||||||||
| Euro-Galaxy V CLO DAC | PineBridge | 07-Apr-2025 | 2,933 | 13.66 | 24.36 | 5.57 | 1.78 | 0.00 | 11.75 | |||||||||||
| Fair Oaks Loan Funding I DAC | Fair Oaks | 03-Apr-2025 | 2,742 | 12.51 | 21.79 | 2.12 | 0.00 | 0.00 | 10.29 | |||||||||||
| Fair Oaks Loan Funding II DAC | Fair Oaks | 03-Apr-2025 | 2,784 | 11.78 | 23.57 | 2.99 | 0.00 | 0.00 | 10.30 | |||||||||||
| Fair Oaks Loan Funding III DAC | Fair Oaks | 03-Apr-2025 | 2,755 | 12.83 | 21.89 | 2.62 | 0.00 | 0.00 | 10.18 | |||||||||||
| Fair Oaks Loan Funding V DAC | Fair Oaks | 03-Apr-2025 | 2,749 | 12.22 | 21.83 | 1.41 | 0.00 | 0.00 | 7.70 | |||||||||||
| Fernhill Park CLO DAC | Blackstone | 03-Apr-2025 | 2,853 | 12.35 | 25.25 | 3.27 | 0.00 | 0.00 | 11.70 | |||||||||||
| Fidelity Grand Harbour CLO 2019-1 DAC | FMR | 03-Apr-2025 | 2,971 | 13.60 | 29.13 | 3.04 | 1.49 | 0.00 | 13.51 | |||||||||||
| Fidelity Grand Harbour CLO 2022-1 DAC | FMR | 03-Apr-2025 | 2,868 | 10.77 | 28.03 | 1.67 | 0.50 | 0.00 | 11.49 | |||||||||||
| Fidelity Grand Harbour CLO 2023-1 DAC | FMR | 02-May-2025 | 2,866 | 11.86 | 28.39 | 1.46 | 0.51 | 0.00 | 11.87 | |||||||||||
| Fidelity Grand Harbour CLO 2023-2 DAC | FMR | 03-Apr-2025 | 2,842 | 10.48 | 27.24 | 1.51 | 0.00 | 0.00 | 12.63 | |||||||||||
| Fidelity Grand Harbour CLO 2024-1 DAC | FMR | 03-Apr-2025 | 2,793 | 12.51 | 25.66 | 1.49 | 0.00 | 0.00 | 12.16 | |||||||||||
| Fortress Credit Europe BSL 2024-1 DAC | Fortress | 12-Mar-2025 | 2,815 | 8.44 | 19.05 | 1.98 | 0.00 | 0.00 | 8.15 | |||||||||||
| GoldenTree Loan Management EUR CLO 4 DAC | GoldenTree | 18-Mar-2025 | 2,781 | 14.26 | 20.37 | 4.39 | 0.00 | 0.65 | 13.73 | |||||||||||
| GoldenTree Loan Management EUR CLO 5 DAC | GoldenTree | 15-May-2025 | 2,767 | 13.53 | 20.82 | 3.25 | 0.00 | 0.65 | 13.76 | |||||||||||
| GoldenTree Loan Management EUR CLO 6 DAC | GoldenTree | 04-Apr-2025 | 2,781 | 12.36 | 19.49 | 3.10 | 0.00 | 0.91 | 13.20 | |||||||||||
| GoldenTree Loan Management EUR CLO 7 DAC | GoldenTree | 04-Apr-2025 | 2,737 | 12.89 | 18.84 | 1.73 | 0.00 | 0.67 | 12.06 | |||||||||||
| Grosvenor Place CLO 2022-1 DAC | CQS | 18-Mar-2025 | 2,862 | 10.52 | 25.70 | 3.84 | 0.00 | 0.00 | 7.97 | |||||||||||
| Grosvenor Place CLO 2024-2 DAC | CQS | 18-Mar-2025 | 2,702 | 15.80 | 23.89 | 1.47 | 0.00 | 0.00 | 8.16 | |||||||||||
| Harvest CLO XVII DAC | Investcorp | 31-Mar-2025 | 3,005 | 10.27 | 25.26 | 7.12 | 0.81 | 0.00 | 17.04 | |||||||||||
| Harvest CLO XXII DAC | Investcorp | 03-Apr-2025 | 2,966 | 9.77 | 24.90 | 4.74 | 1.07 | 0.00 | 14.22 | |||||||||||
| Harvest CLO XXIII DAC | Investcorp | 28-Feb-2025 | 2,956 | 10.86 | 25.52 | 5.52 | 0.74 | 0.00 | 15.71 | |||||||||||
| Harvest CLO XXIX DAC | Investcorp | 03-Apr-2025 | 3,011 | 11.48 | 28.18 | 5.13 | 1.05 | 0.00 | 13.20 | |||||||||||
| Harvest CLO XXV DAC | Investcorp | 08-Apr-2025 | 3,004 | 9.82 | 25.19 | 5.36 | 0.98 | 0.00 | 14.34 | |||||||||||
| Harvest CLO XXVI DAC | Investcorp | 03-Apr-2025 | 3,005 | 10.35 | 25.19 | 5.19 | 1.04 | 0.00 | 16.14 | |||||||||||
| Harvest CLO XXX DAC | Investcorp | 09-May-2025 | 2,995 | 9.67 | 26.95 | 4.62 | 0.73 | 0.00 | 15.04 | |||||||||||
| Harvest CLO XXXI DAC | Investcorp | 03-Apr-2025 | 2,944 | 14.59 | 26.08 | 3.84 | 1.24 | 0.00 | 14.66 | |||||||||||
| Harvest CLO XXXII DAC | Investcorp | 11-Apr-2025 | 2,895 | 10.44 | 26.19 | 3.37 | 0.00 | 0.00 | 11.36 | |||||||||||
| Harvest CLO XXXIII DAC | Investcorp | 03-Apr-2025 | 2,866 | 11.43 | 25.57 | 2.81 | 0.00 | 0.00 | 12.59 | |||||||||||
| Hayfin Emerald CLO IV DAC | Hayfin | 03-Apr-2025 | 2,790 | 20.42 | 19.12 | 4.30 | 2.25 | 0.00 | 15.07 | |||||||||||
| Hayfin Emerald CLO IX DAC | Hayfin | 15-Apr-2025 | 2,801 | 20.16 | 20.51 | 4.19 | 2.17 | 0.00 | 16.22 | |||||||||||
| Hayfin Emerald CLO V DAC | Hayfin | 03-Apr-2025 | 2,767 | 21.64 | 19.88 | 3.27 | 2.29 | 0.00 | 15.11 | |||||||||||
| Hayfin Emerald CLO VI DAC | Hayfin | 18-Mar-2025 | 2,783 | 21.59 | 19.61 | 4.09 | 2.34 | 0.00 | 14.99 | |||||||||||
| Hayfin Emerald CLO VII DAC | Hayfin | 03-Apr-2025 | 2,752 | 21.89 | 17.74 | 4.43 | 2.28 | 0.00 | 14.80 | |||||||||||
| Hayfin Emerald CLO VIII DAC | Hayfin | 07-Apr-2025 | 2,765 | 22.31 | 19.29 | 3.88 | 2.37 | 0.00 | 15.01 | |||||||||||
| Hayfin Emerald CLO X DAC | Hayfin | 08-Apr-2025 | 2,708 | 22.14 | 18.00 | 3.66 | 1.74 | 0.00 | 14.17 | |||||||||||
| Hayfin Emerald CLO XI DAC | Hayfin | 03-Mar-2025 | 2,740 | 20.99 | 19.84 | 1.67 | 2.35 | 0.00 | 13.69 | |||||||||||
| Hayfin Emerald CLO XII DAC | Hayfin | 11-Apr-2025 | 2,677 | 21.69 | 20.25 | 1.98 | 1.62 | 0.00 | 15.02 | |||||||||||
| Hayfin Emerald CLO XIII DAC | Hayfin | 03-Apr-2025 | 2,616 | 22.62 | 17.02 | 1.80 | 1.01 | 0.00 | 10.63 | |||||||||||
| Hayfin Emerald CLO XIV DAC | Hayfin | 01-Apr-2025 | 2,652 | 18.82 | 16.56 | 0.81 | 1.06 | 0.00 | 10.38 | |||||||||||
| Henley CLO I DAC | Napier Park | 18-Mar-2025 | 2,911 | 7.84 | 23.52 | 2.70 | 0.53 | 0.77 | 7.82 | |||||||||||
| Henley CLO II DAC | Napier Park | 18-Mar-2025 | 2,970 | 3.37 | 24.63 | 2.61 | 0.25 | 0.77 | 9.48 | |||||||||||
| Henley CLO III DAC | Napier Park | 18-Mar-2025 | 2,984 | 4.97 | 24.49 | 2.81 | 0.70 | 1.02 | 8.91 | |||||||||||
| Henley CLO IV DAC | Napier Park | 18-Mar-2025 | 2,941 | 5.87 | 22.90 | 2.29 | 0.74 | 0.77 | 8.14 | |||||||||||
| Henley CLO V DAC | Napier Park | 18-Mar-2025 | 2,950 | 3.80 | 22.96 | 2.30 | 0.51 | 0.77 | 9.42 | |||||||||||
| Henley CLO VI DAC | Napier Park | 18-Mar-2025 | 3,032 | 3.96 | 26.17 | 3.63 | 0.42 | 1.54 | 7.95 | |||||||||||
| Henley CLO VII DAC | Napier Park | 11-Apr-2025 | 2,897 | 5.19 | 20.96 | 1.88 | 0.25 | 1.00 | 6.85 | |||||||||||
| Henley CLO X DAC | Napier Park | 08-Apr-2025 | 2,991 | 2.15 | 23.01 | 2.28 | 0.00 | 0.95 | 5.09 | |||||||||||
| Henley CLO XII DAC | Napier Park | 12-Mar-2025 | 3,003 | 3.43 | 28.33 | 1.50 | 0.00 | 0.50 | 6.54 | |||||||||||
| Holland Park CLO DAC | Blackstone | 20-Mar-2025 | 2,997 | 12.65 | 26.13 | 7.97 | 1.49 | 0.00 | 17.38 | |||||||||||
| ICG Euro CLO 2021-1 DAC | Intermediate | 03-Apr-2025 | 2,986 | 15.23 | 27.52 | 8.15 | 1.05 | 0.88 | 16.50 | |||||||||||
| ICG Euro CLO 2022-1 DAC | Intermediate | 14-Apr-2025 | 2,936 | 16.49 | 29.29 | 5.57 | 0.69 | 0.88 | 16.69 | |||||||||||
| ICG Euro CLO 2023-1 DAC | Intermediate | 14-Apr-2025 | 2,922 | 14.78 | 29.39 | 5.98 | 0.43 | 0.89 | 15.48 | |||||||||||
| ICG Euro CLO 2023-2 DAC | Intermediate | 12-Mar-2025 | 3,052 | 14.31 | 29.02 | 4.87 | 2.43 | 1.83 | 17.14 | |||||||||||
| ICG Euro CLO 2024-1 DAC | Intermediate | 12-Mar-2025 | 2,813 | 18.69 | 28.20 | 4.93 | 0.00 | 0.46 | 13.18 | |||||||||||
| Indigo Credit Management I DAC | Pemberton | 03-Apr-2025 | 2,554 | 17.31 | 8.68 | 0.00 | 0.00 | 0.00 | 16.10 | |||||||||||
| Indigo Credit Management II DAC | Pemberton | 10-Mar-2025 | 2,472 | 21.95 | 6.48 | 0.00 | 0.00 | 0.00 | 13.73 | |||||||||||
| Invesco Euro CLO II DAC | Invesco | 18-Mar-2025 | 3,207 | 14.91 | 24.86 | 5.90 | 4.41 | 0.00 | 21.57 | |||||||||||
| Invesco Euro CLO III DAC | Invesco | 16-Apr-2025 | 3,108 | 15.00 | 27.83 | 5.02 | 3.49 | 0.00 | 20.05 | |||||||||||
| Invesco Euro CLO IV DAC | Invesco | 03-Apr-2025 | 3,364 | 8.66 | 29.98 | 7.01 | 4.49 | 0.00 | 20.64 | |||||||||||
| Invesco Euro CLO IX DAC | Invesco | 18-Mar-2025 | 3,141 | 15.72 | 24.89 | 6.25 | 3.81 | 0.00 | 20.52 | |||||||||||
| Invesco Euro CLO Issuer X DAC | Invesco | 03-Apr-2025 | 3,069 | 15.09 | 25.44 | 4.56 | 3.24 | 0.00 | 19.11 | |||||||||||
| Invesco Euro CLO VI DAC | Invesco | 03-Apr-2025 | 3,061 | 16.31 | 25.04 | 4.34 | 3.87 | 0.00 | 18.38 | |||||||||||
| Invesco Euro CLO XI DAC | Invesco | 18-Mar-2025 | 2,976 | 17.76 | 23.74 | 4.25 | 2.60 | 0.00 | 19.26 | |||||||||||
| Invesco Euro CLO XII DAC | Invesco | 03-Apr-2025 | 2,921 | 13.51 | 29.05 | 2.65 | 0.90 | 0.00 | 16.75 | |||||||||||
| Invesco Euro CLO XIV DAC | Invesco | 15-Apr-2025 | 2,818 | 13.29 | 32.73 | 0.00 | 0.00 | 0.00 | 15.38 | |||||||||||
| Jubilee CLO 2013-X DAC | Alcentra | 05-Mar-2025 | 2,927 | 17.53 | 29.11 | 6.61 | 1.35 | 0.75 | 13.80 | |||||||||||
| Jubilee CLO 2014-XII DAC | Alcentra | 03-Apr-2025 | 2,926 | 14.08 | 31.76 | 4.32 | 0.66 | 0.00 | 12.68 | |||||||||||
| Jubilee CLO 2018-XX DAC | Alcentra | 10-Mar-2025 | 2,877 | 15.64 | 33.30 | 2.65 | 0.73 | 0.00 | 12.57 | |||||||||||
| Jubilee CLO 2019-XXII DAC | Alcentra | 08-Apr-2025 | 2,853 | 18.23 | 27.48 | 5.18 | 0.68 | 0.00 | 13.88 | |||||||||||
| Jubilee CLO 2019-XXIII DAC | Alcentra | 08-May-2025 | 2,890 | 16.49 | 29.12 | 5.18 | 0.74 | 0.40 | 13.12 | |||||||||||
| Jubilee CLO 2020-XXIV DAC | Alcentra | 04-Apr-2025 | 2,938 | 15.20 | 30.85 | 6.56 | 0.75 | 0.80 | 14.95 | |||||||||||
| Jubilee CLO 2022-XXVI DAC | Alcentra | 08-May-2025 | 2,876 | 18.54 | 27.85 | 4.94 | 1.29 | 0.61 | 14.59 | |||||||||||
| Jubilee CLO 2023-XXVII DAC | Alcentra | 08-Apr-2025 | 2,915 | 18.04 | 29.11 | 5.32 | 1.57 | 0.60 | 14.47 | |||||||||||
| Jubilee CLO 2024-XXIX DAC | Alcentra | 10-Mar-2025 | 2,772 | 16.36 | 27.91 | 1.69 | 0.00 | 0.35 | 9.42 | |||||||||||
| Jubilee CLO 2024-XXVIII DAC | Alcentra | 08-Apr-2025 | 2,796 | 16.60 | 29.29 | 3.53 | 0.00 | 0.71 | 10.09 | |||||||||||
| MV Credit Euro CLO III DAC | MV | 15-Apr-2025 | 2,937 | 6.31 | 19.30 | 3.99 | 0.00 | 1.18 | 14.84 | |||||||||||
| Madison Park Euro Funding IX DAC | Credit Suisse | 06-Mar-2025 | 3,037 | 12.54 | 18.11 | 7.82 | 2.58 | 0.00 | 15.15 | |||||||||||
| Madison Park Euro Funding VIII DAC | Credit Suisse | 04-Apr-2025 | 2,999 | 12.12 | 20.53 | 8.87 | 1.65 | 0.00 | 14.40 | |||||||||||
| Madison Park Euro Funding X DAC | Credit Suisse | 12-May-2025 | 2,840 | 23.41 | 16.91 | 7.30 | 2.71 | 0.00 | 17.79 | |||||||||||
| Madison Park Euro Funding XIX DAC | Credit Suisse | 05-Mar-2025 | 2,960 | 8.57 | 24.70 | 4.37 | 0.24 | 0.00 | 10.26 | |||||||||||
| Madison Park Euro Funding XV DAC | Credit Suisse | 20-Mar-2025 | 3,078 | 10.90 | 22.29 | 7.14 | 2.19 | 0.00 | 13.10 | |||||||||||
| Madison Park Euro Funding XVI DAC | Credit Suisse | 20-Mar-2025 | 3,040 | 11.24 | 22.15 | 5.90 | 2.26 | 0.00 | 13.35 | |||||||||||
| Madison Park Euro Funding XVII DAC | Credit Suisse | 20-Mar-2025 | 3,068 | 8.72 | 23.97 | 7.15 | 1.27 | 0.00 | 13.72 | |||||||||||
| Madison Park Euro Funding XVIII DAC | Credit Suisse | 05-Mar-2025 | 2,874 | 9.94 | 24.50 | 2.70 | 0.00 | 0.00 | 8.11 | |||||||||||
| Madison Park Euro Funding XX DAC | Credit Suisse | 04-Apr-2025 | 3,213 | 5.27 | 22.64 | 6.88 | 3.01 | 0.49 | 12.21 | |||||||||||
| Man Euro CLO 2023-1 DAC | GLG | 03-Apr-2025 | 2,850 | 9.92 | 22.07 | 2.49 | 0.00 | 0.00 | 6.51 | |||||||||||
| Man GLG Euro CLO III DAC | GLG | 10-Mar-2025 | 3,665 | 7.49 | 24.58 | 10.48 | 8.23 | 0.00 | 22.51 | |||||||||||
| Margay CLO I DAC | M&G | 17-Mar-2025 | 2,642 | 17.25 | 17.52 | 1.87 | 0.00 | 0.00 | 13.51 | |||||||||||
| Margay CLO II DAC | M&G | 03-Apr-2025 | 2,614 | 16.69 | 16.87 | 0.99 | 0.00 | 0.00 | 13.43 | |||||||||||
| Marino Park CLO DAC | Blackstone | 20-Mar-2025 | 2,884 | 11.54 | 27.37 | 5.26 | 0.00 | 0.00 | 14.93 | |||||||||||
| Montmartre Euro CLO 2020-2 DAC | CELF | 03-Apr-2025 | 2,849 | 12.77 | 21.62 | 6.43 | 0.00 | 0.00 | 16.49 | |||||||||||
| Monument CLO 1 DAC | Serone | 15-Apr-2025 | 2,793 | 9.24 | 17.36 | 1.95 | 0.00 | 0.00 | 9.77 | |||||||||||
| Monument CLO 2 DAC | Serone | 18-Mar-2025 | 2,794 | 10.23 | 18.99 | 1.91 | 0.00 | 0.00 | 8.43 | |||||||||||
| Nassau Euro CLO II DAC | NCC | 11-Apr-2025 | 2,841 | 9.99 | 23.11 | 2.37 | 0.00 | 0.00 | 13.43 | |||||||||||
| Nassau Euro CLO III DAC | NCC | 03-Apr-2025 | 2,814 | 9.20 | 21.97 | 2.15 | 0.00 | 0.27 | 14.08 | |||||||||||
| Nassau Euro CLO IV DAC | NCC | 08-Apr-2025 | 2,790 | 10.34 | 20.31 | 1.86 | 0.00 | 0.00 | 12.33 | |||||||||||
| Neuberger Berman Loan Advisers Euro CLO 1 DAC | Neuberger Berman | 18-Mar-2025 | 2,821 | 11.01 | 17.96 | 2.96 | 0.74 | 0.00 | 15.27 | |||||||||||
| Neuberger Berman Loan Advisers Euro CLO 2 DAC | Neuberger Berman | 03-Apr-2025 | 2,846 | 9.75 | 19.56 | 2.31 | 0.96 | 0.00 | 14.84 | |||||||||||
| Neuberger Berman Loan Advisers Euro CLO 3 DAC | Neuberger Berman | 16-May-2025 | 2,811 | 10.73 | 16.93 | 2.03 | 0.90 | 0.00 | 15.23 | |||||||||||
| Neuberger Berman Loan Advisers Euro CLO 5 DAC | Neuberger Berman | 08-Apr-2025 | 2,818 | 9.71 | 19.03 | 2.21 | 0.99 | 0.00 | 16.67 | |||||||||||
| Neuberger Berman Loan Advisers Euro CLO 6 DAC | Neuberger Berman | 03-Apr-2025 | 2,800 | 8.53 | 16.80 | 1.72 | 0.50 | 0.00 | 15.37 | |||||||||||
| Newhaven CLO DAC | Bain | 07-Apr-2025 | 3,088 | 13.41 | 22.31 | 6.78 | 3.17 | 0.19 | 15.68 | |||||||||||
| North Westerly IX ESG CLO DAC | NIBC | 30-Apr-2025 | 2,703 | 13.08 | 18.95 | 0.49 | 0.00 | 0.00 | 12.05 | |||||||||||
| North Westerly VI ESG CLO DAC | NIBC | 31-Mar-2025 | 2,874 | 13.32 | 21.79 | 5.33 | 0.70 | 0.00 | 16.75 | |||||||||||
| North Westerly VII ESG CLO DAC | NIBC | 31-Mar-2025 | 2,802 | 14.81 | 18.55 | 6.14 | 0.59 | 0.00 | 14.54 | |||||||||||
| North Westerly VIII 2024 ESG CLO DAC | NIBC | 03-Apr-2025 | 2,724 | 14.30 | 19.01 | 1.49 | 0.00 | 0.00 | 8.39 | |||||||||||
| Northwoods Capital 19 Euro DAC | Northwoods | 31-Mar-2025 | 3,032 | 10.40 | 25.37 | 7.76 | 1.53 | 0.00 | 18.96 | |||||||||||
| Northwoods Capital 21 Euro DAC | Northwoods | 08-Apr-2025 | 2,915 | 13.54 | 23.10 | 6.03 | 1.19 | 0.00 | 16.02 | |||||||||||
| Northwoods Capital 23 Euro DAC | Northwoods | 31-Mar-2025 | 2,908 | 15.06 | 23.21 | 7.38 | 1.02 | 0.00 | 17.10 | |||||||||||
| Northwoods Capital 24 Euro DAC | Northwoods | 03-Apr-2025 | 2,943 | 13.85 | 23.82 | 7.23 | 1.09 | 0.00 | 16.09 | |||||||||||
| Northwoods Capital 26 Euro DAC | Northwoods | 03-Apr-2025 | 2,991 | 11.31 | 25.06 | 6.56 | 1.05 | 0.00 | 18.42 | |||||||||||
| OCP EURO CLO 2022-5 DAC | Onex | 06-May-2025 | 2,777 | 17.22 | 28.70 | 3.94 | 0.00 | 0.35 | 17.56 | |||||||||||
| OCP Euro CLO 2017-1 DAC | Onex | 02-Apr-2025 | 2,885 | 13.23 | 28.61 | 6.12 | 0.00 | 1.08 | 14.28 | |||||||||||
| OCP Euro CLO 2017-2 DAC | Onex | 03-Apr-2025 | 2,773 | 18.25 | 26.85 | 4.53 | 0.00 | 0.48 | 15.84 | |||||||||||
| OCP Euro CLO 2019-3 DAC | Onex | 06-May-2025 | 2,785 | 14.69 | 27.02 | 3.17 | 0.00 | 0.40 | 14.00 | |||||||||||
| OCP Euro CLO 2020-4 DAC | Onex | 06-May-2025 | 2,928 | 12.32 | 28.61 | 6.99 | 0.00 | 1.73 | 16.61 | |||||||||||
| OCP Euro CLO 2022-6 DAC | Onex | 09-Apr-2025 | 2,811 | 16.34 | 27.45 | 4.70 | 0.00 | 0.25 | 16.99 | |||||||||||
| OCP Euro CLO 2023-8 DAC | Onex | 07-Apr-2025 | 2,854 | 13.57 | 27.94 | 4.63 | 0.00 | 0.00 | 17.25 | |||||||||||
| OCP Euro CLO 2024-10 DAC | Onex | 08-Apr-2025 | 2,812 | 14.45 | 26.58 | 3.82 | 0.00 | 0.53 | 14.28 | |||||||||||
| OCP Euro CLO 2024-11 DAC | Onex | 08-Apr-2025 | 2,790 | 14.71 | 27.21 | 3.09 | 0.00 | 0.32 | 13.17 | |||||||||||
| OCP Euro CLO 2024-9 DAC | Onex | 08-Apr-2025 | 2,812 | 15.03 | 27.22 | 3.75 | 0.00 | 0.88 | 14.47 | |||||||||||
| OCPE CLO 2023-7 DAC | Onex | 06-May-2025 | 2,758 | 16.19 | 27.03 | 3.46 | 0.00 | 0.40 | 16.62 | |||||||||||
| OZLME III DAC | Sculptor | 14-Apr-2025 | 2,707 | 18.25 | 23.78 | 7.34 | 0.00 | 0.00 | 18.38 | |||||||||||
| Palmer Square European CLO 2021-1 DAC | Palmer Square | 30-Apr-2025 | 2,739 | 14.76 | 18.19 | 4.67 | 0.00 | 0.49 | 14.62 | |||||||||||
| Palmer Square European CLO 2021-2 DAC | Palmer Square | 03-Apr-2025 | 2,762 | 16.67 | 20.27 | 5.55 | 0.00 | 0.51 | 14.88 | |||||||||||
| Palmer Square European CLO 2022-1 DAC | Palmer Square | 08-Apr-2025 | 2,748 | 16.33 | 19.27 | 4.68 | 0.00 | 0.61 | 13.65 | |||||||||||
| Palmer Square European CLO 2022-2 DAC | Palmer Square | 03-Apr-2025 | 2,694 | 17.21 | 18.32 | 3.02 | 0.00 | 0.61 | 12.45 | |||||||||||
| Palmer Square European CLO 2023-1 DAC | Palmer Square | 03-Apr-2025 | 2,701 | 16.87 | 18.67 | 2.54 | 0.00 | 0.69 | 11.51 | |||||||||||
| Palmer Square European CLO 2023-2 DAC | Palmer Square | 03-Apr-2025 | 2,731 | 15.43 | 18.03 | 2.98 | 0.00 | 0.77 | 11.60 | |||||||||||
| Palmer Square European CLO 2024-1 DAC | Palmer Square | 28-Feb-2025 | 2,709 | 15.71 | 19.10 | 1.91 | 0.00 | 0.51 | 10.77 | |||||||||||
| Palmer Square European CLO 2024-2 DAC | Palmer Square | 03-Apr-2025 | 2,702 | 16.42 | 18.44 | 2.04 | 0.00 | 0.57 | 9.37 | |||||||||||
| Penta CLO 11 DAC | Partners | 28-Feb-2025 | 2,922 | 6.88 | 25.68 | 3.26 | 0.00 | 0.61 | 9.32 | |||||||||||
| Penta CLO 12 DAC | Partners | 31-Mar-2025 | 2,793 | 13.45 | 20.91 | 2.44 | 0.00 | 0.27 | 10.91 | |||||||||||
| Penta CLO 14 DAC | Partners | 08-Apr-2025 | 2,883 | 8.44 | 27.05 | 1.76 | 0.00 | 0.48 | 10.35 | |||||||||||
| Penta CLO 15 DAC | Partners | 03-Apr-2025 | 2,825 | 10.03 | 22.03 | 1.86 | 0.00 | 0.72 | 11.59 | |||||||||||
| Penta CLO 16 DAC | Partners | 08-Apr-2025 | 2,805 | 11.88 | 21.76 | 2.41 | 0.00 | 0.39 | 10.13 | |||||||||||
| Penta CLO 17 DAC | Partners | 31-Mar-2025 | 2,818 | 12.20 | 22.38 | 2.24 | 0.00 | 0.66 | 9.97 | |||||||||||
| Penta CLO 18 DAC | Partners | 30-Apr-2025 | 2,775 | 11.38 | 20.56 | 1.28 | 0.00 | 0.00 | 13.04 | |||||||||||
| Penta CLO 3 DAC | Partners | 30-Apr-2025 | 2,811 | 11.04 | 21.15 | 2.65 | 0.00 | 0.15 | 10.00 | |||||||||||
| Penta CLO 5 DAC | Partners | 08-Apr-2025 | 2,776 | 11.65 | 22.27 | 1.36 | 0.00 | 0.00 | 13.26 | |||||||||||
| Penta CLO 7 DAC | Partners | 31-Mar-2025 | 2,810 | 14.04 | 24.36 | 3.10 | 0.00 | 0.52 | 10.89 | |||||||||||
| Penta CLO 8 DAC | Partners | 03-Apr-2025 | 2,869 | 10.27 | 26.71 | 2.78 | 0.00 | 0.59 | 14.17 | |||||||||||
| Penta CLO 9 DAC | Partners | 11-Apr-2025 | 2,874 | 7.64 | 26.67 | 1.74 | 0.00 | 0.60 | 9.46 | |||||||||||
| Providus CLO II DAC | Permira | 03-Apr-2025 | 2,941 | 9.55 | 33.25 | 3.89 | 0.00 | 0.00 | 9.41 | |||||||||||
| Providus CLO III DAC | Permira | 04-Apr-2025 | 2,928 | 9.78 | 30.20 | 4.00 | 0.18 | 0.00 | 8.89 | |||||||||||
| Providus CLO IV DAC | Permira | 04-Apr-2025 | 2,937 | 9.16 | 30.77 | 3.76 | 0.19 | 0.00 | 9.67 | |||||||||||
| Providus CLO IX DAC | Permira | 04-Apr-2025 | 2,958 | 7.74 | 31.97 | 3.14 | 0.00 | 0.00 | 7.76 | |||||||||||
| Providus CLO V DAC | Permira | 31-Mar-2025 | 2,972 | 9.02 | 30.55 | 4.77 | 0.25 | 0.00 | 9.44 | |||||||||||
| Providus CLO VI DAC | Permira | 31-Mar-2025 | 2,983 | 9.22 | 30.06 | 5.02 | 0.43 | 0.00 | 9.16 | |||||||||||
| Providus CLO VII DAC | Permira | 03-Apr-2025 | 2,992 | 8.58 | 29.95 | 4.06 | 0.68 | 0.00 | 8.26 | |||||||||||
| Providus CLO VIII DAC | Permira | 31-Mar-2025 | 2,966 | 8.95 | 29.87 | 4.53 | 0.23 | 0.00 | 8.62 | |||||||||||
| Providus CLO X DAC | Permira | 31-Mar-2025 | 2,964 | 9.09 | 31.52 | 4.00 | 0.00 | 0.00 | 8.67 | |||||||||||
| Providus CLO XI DAC | Permira | 31-Mar-2025 | 2,888 | 10.94 | 28.84 | 2.98 | 0.00 | 0.00 | 8.12 | |||||||||||
| Purple Finance CLO 2 DAC | Ostrum | 08-Apr-2025 | 3,143 | 4.41 | 33.87 | 7.98 | 0.00 | 0.00 | 16.25 | |||||||||||
| RRE 1 Loan Management DAC | Redding Ridge | 08-Apr-2025 | 2,737 | 14.14 | 22.16 | 2.43 | 0.00 | 0.00 | 9.48 | |||||||||||
| RRE 10 Loan Management DAC | Redding Ridge | 08-Apr-2025 | 2,757 | 13.77 | 22.74 | 2.64 | 0.00 | 0.00 | 9.36 | |||||||||||
| RRE 11 Loan Management DAC | Redding Ridge | 08-Apr-2025 | 2,768 | 11.83 | 22.95 | 2.02 | 0.00 | 0.00 | 9.60 | |||||||||||
| RRE 12 Loan Management DAC | Redding Ridge | 08-Apr-2025 | 2,748 | 13.44 | 21.08 | 2.28 | 0.00 | 0.00 | 9.39 | |||||||||||
| RRE 17 Loan Management DAC | Redding Ridge | 08-Apr-2025 | 2,788 | 9.82 | 23.34 | 1.50 | 0.00 | 0.00 | 9.33 | |||||||||||
| RRE 18 Loan Management DAC | Redding Ridge | 28-Feb-2025 | 2,811 | 9.48 | 23.73 | 2.24 | 0.00 | 0.00 | 9.72 | |||||||||||
| RRE 19 Loan Management DAC | Redding Ridge | 08-Apr-2025 | 2,826 | 9.16 | 25.26 | 1.54 | 0.00 | 0.00 | 8.62 | |||||||||||
| RRE 2 Loan Management DAC | Redding Ridge | 08-Apr-2025 | 2,766 | 13.02 | 22.66 | 2.36 | 0.00 | 0.00 | 9.12 | |||||||||||
| RRE 20 Loan Management DAC | Redding Ridge | 03-Apr-2025 | 2,866 | 8.11 | 25.39 | 2.01 | 0.00 | 0.00 | 7.65 | |||||||||||
| RRE 21 Loan Management DAC | Redding Ridge | 08-Apr-2025 | 2,846 | 9.13 | 23.45 | 3.07 | 0.00 | 0.00 | 8.99 | |||||||||||
| RRE 22 Loan Management DAC | Redding Ridge | 03-Apr-2025 | 2,814 | 8.86 | 23.32 | 1.41 | 0.00 | 0.00 | 9.91 | |||||||||||
| RRE 3 Loan Management DAC | Redding Ridge | 28-Feb-2025 | 2,781 | 11.58 | 21.54 | 2.26 | 0.00 | 0.00 | 10.03 | |||||||||||
| RRE 5 Loan Management DAC | Redding Ridge | 08-Apr-2025 | 2,753 | 14.01 | 22.68 | 2.63 | 0.00 | 0.00 | 9.64 | |||||||||||
| RRE 6 Loan Management DAC | Redding Ridge | 08-Apr-2025 | 2,769 | 12.44 | 22.76 | 2.39 | 0.00 | 0.00 | 9.80 | |||||||||||
| Rockfield Park CLO DAC | Blackstone | 04-Apr-2025 | 2,915 | 12.92 | 23.49 | 5.72 | 0.92 | 0.00 | 13.10 | |||||||||||
| Rockford Tower Europe CLO 2018-1 DAC | Rockford | 18-Mar-2025 | 2,872 | 18.23 | 28.16 | 6.67 | 0.66 | 0.00 | 15.80 | |||||||||||
| Rockford Tower Europe CLO 2019-1 DAC | Rockford | 08-Apr-2025 | 2,722 | 18.51 | 23.64 | 4.53 | 0.48 | 1.79 | 14.44 | |||||||||||
| Rockford Tower Europe CLO 2021-1 DAC | Rockford | 08-Apr-2025 | 2,765 | 16.45 | 24.05 | 4.83 | 0.88 | 1.58 | 14.27 | |||||||||||
| Rockford Tower Europe CLO 2021-2 DAC | Rockford | 10-Apr-2025 | 2,867 | 16.23 | 25.35 | 5.68 | 1.40 | 2.17 | 15.33 | |||||||||||
| Rockford Tower Europe CLO 2024-1 DAC | Rockford | 18-Mar-2025 | 2,706 | 14.81 | 22.62 | 2.39 | 0.00 | 0.99 | 9.56 | |||||||||||
| Sculptor European CLO I DAC | Sculptor | 08-Apr-2025 | 2,856 | 16.68 | 22.74 | 5.26 | 1.30 | 0.00 | 12.77 | |||||||||||
| Sculptor European CLO II DAC | Sculptor | 03-Apr-2025 | 2,821 | 16.88 | 22.64 | 5.27 | 0.90 | 0.00 | 12.23 | |||||||||||
| Sculptor European CLO VI DAC | Sculptor | 03-Apr-2025 | 2,789 | 18.24 | 23.84 | 4.99 | 0.73 | 0.00 | 12.92 | |||||||||||
| Sculptor European CLO VII DAC | Sculptor | 05-Mar-2025 | 2,853 | 15.80 | 27.26 | 3.99 | 0.53 | 0.00 | 14.51 | |||||||||||
| Sculptor European CLO VIII DAC | Sculptor | 07-Apr-2025 | 2,867 | 15.29 | 24.44 | 4.97 | 0.96 | 0.00 | 13.46 | |||||||||||
| Sculptor European CLO XI DAC | Sculptor | 03-Apr-2025 | 2,802 | 14.40 | 25.01 | 4.56 | 0.00 | 0.00 | 13.89 | |||||||||||
| Sculptor European CLO XII DAC | Sculptor | 24-Feb-2025 | 2,868 | 12.81 | 28.95 | 2.29 | 0.00 | 0.00 | 11.26 | |||||||||||
| Seapoint Park CLO DAC | Blackstone | 22-Apr-2025 | 2,866 | 13.30 | 25.03 | 6.77 | 0.29 | 0.00 | 13.56 | |||||||||||
| Segovia European CLO 1-2014 DAC | Segovia | 05-Mar-2025 | 3,011 | 9.52 | 21.87 | 6.69 | 1.11 | 1.22 | 10.14 | |||||||||||
| Signal Harmonic CLO II DAC | Signal | 03-Apr-2025 | 2,883 | 16.90 | 25.04 | 5.78 | 0.46 | 0.00 | 12.13 | |||||||||||
| Signal Harmonic CLO III DAC | Signal | 14-Apr-2025 | 2,897 | 15.27 | 24.54 | 5.69 | 0.53 | 0.00 | 10.38 | |||||||||||
| Sona Fios CLO I DAC | Sona | 03-Apr-2025 | 2,833 | 10.78 | 18.32 | 3.32 | 0.91 | 0.90 | 10.92 | |||||||||||
| Sona Fios CLO II DAC | Sona | 31-Mar-2025 | 2,752 | 11.04 | 19.30 | 3.03 | 0.00 | 0.84 | 9.51 | |||||||||||
| Sona Fios CLO III DAC | Sona | 08-Apr-2025 | 2,726 | 11.95 | 17.13 | 3.14 | 0.00 | 0.00 | 8.84 | |||||||||||
| Sound Point Euro CLO 10 Funding DAC | Sound Point | 02-Apr-2025 | 2,946 | 10.16 | 29.43 | 3.75 | 0.00 | 1.22 | 10.25 | |||||||||||
| Sound Point Euro CLO 11 Funding DAC | Sound Point | 03-Mar-2025 | 2,877 | 13.05 | 25.82 | 3.59 | 0.00 | 1.44 | 8.66 | |||||||||||
| Sound Point Euro CLO 12 Funding DAC | Sound Point | 03-Mar-2025 | 2,877 | 10.53 | 25.82 | 2.21 | 0.00 | 0.49 | 10.69 | |||||||||||
| Sound Point Euro CLO III Funding DAC | Sound Point | 01-Apr-2025 | 2,889 | 12.64 | 25.06 | 3.94 | 0.00 | 1.24 | 10.71 | |||||||||||
| St. Paul's CLO II DAC | Intermediate | 11-Apr-2025 | 3,060 | 15.85 | 25.35 | 7.16 | 2.61 | 0.89 | 19.39 | |||||||||||
| St. Paul's CLO IX DAC | Intermediate | 07-May-2025 | 3,001 | 17.07 | 27.63 | 6.96 | 1.74 | 0.90 | 17.30 | |||||||||||
| St. Paul's CLO VI DAC | Intermediate | 08-May-2025 | 2,944 | 17.82 | 28.57 | 7.92 | 0.74 | 0.94 | 16.22 | |||||||||||
| St. Paul's CLO VII DAC | Intermediate | 08-Apr-2025 | 3,062 | 17.96 | 26.87 | 8.30 | 2.56 | 0.89 | 16.38 | |||||||||||
| St. Paul's CLO X DAC | Intermediate | 07-Apr-2025 | 3,030 | 17.67 | 27.34 | 7.35 | 2.30 | 0.88 | 16.91 | |||||||||||
| St. Paul's CLO XII DAC | Intermediate | 03-Apr-2025 | 3,123 | 13.02 | 28.58 | 7.02 | 2.55 | 0.95 | 17.35 | |||||||||||
| Texas Debt Capital Euro CLO 2024-I DAC | CIFC | 04-Apr-2025 | 2,863 | 11.53 | 28.91 | 2.59 | 0.00 | 0.98 | 13.47 | |||||||||||
| Tikehau CLO III DAC | Tikehau | 31-Mar-2025 | 2,849 | 13.97 | 20.20 | 5.42 | 1.58 | 0.00 | 13.50 | |||||||||||
| Tikehau CLO IX DAC | Tikehau | 08-Apr-2025 | 2,853 | 11.54 | 26.01 | 2.15 | 0.50 | 0.00 | 12.18 | |||||||||||
| Tikehau CLO V DAC | Tikehau | 03-Apr-2025 | 2,951 | 10.66 | 27.98 | 3.84 | 1.31 | 0.00 | 13.68 | |||||||||||
| Tikehau CLO VII DAC | Tikehau | 08-Apr-2025 | 2,883 | 12.36 | 26.63 | 2.20 | 1.02 | 0.00 | 14.27 | |||||||||||
| Tikehau CLO VIII DAC | Tikehau | 11-Apr-2025 | 2,881 | 11.95 | 24.87 | 2.81 | 1.00 | 0.00 | 11.40 | |||||||||||
| Tikehau CLO X DAC | Tikehau | 08-Apr-2025 | 2,827 | 10.90 | 25.41 | 0.96 | 0.72 | 0.00 | 13.12 | |||||||||||
| Tikehau CLO XI DAC | Tikehau | 03-Apr-2025 | 2,818 | 10.38 | 28.42 | 0.58 | 0.00 | 0.00 | 8.10 | |||||||||||
| Tikehau CLO XII DAC | Tikehau | 08-Apr-2025 | 2,854 | 10.00 | 29.73 | 0.25 | 0.00 | 0.00 | 9.18 | |||||||||||
| Toro European CLO 2 DAC | Chenavari | 11-Apr-2025 | 2,939 | 14.43 | 25.01 | 7.88 | 0.45 | 0.52 | 17.26 | |||||||||||
| Toro European CLO 3 DAC | Chenavari | 03-Apr-2025 | 2,886 | 14.59 | 23.84 | 6.82 | 0.50 | 0.68 | 18.85 | |||||||||||
| Toro European CLO 6 DAC | Chenavari | 15-May-2025 | 2,879 | 13.03 | 23.81 | 6.06 | 0.65 | 0.00 | 18.99 | |||||||||||
| Toro European CLO 7 DAC | Chenavari | 02-May-2025 | 2,872 | 15.55 | 22.65 | 5.18 | 1.75 | 0.00 | 23.94 | |||||||||||
| Toro European CLO 8 DAC | Chenavari | 15-May-2025 | 2,988 | 12.20 | 28.62 | 6.44 | 0.59 | 0.00 | 22.21 | |||||||||||
| Toro European CLO 9 DAC | Chenavari | 03-Apr-2025 | 2,907 | 11.97 | 26.50 | 5.17 | 0.47 | 0.00 | 18.22 | |||||||||||
| Trinitas Euro CLO I DAC | WhiteStar | 08-Apr-2025 | 3,051 | 11.79 | 34.36 | 5.79 | 0.78 | 0.00 | 18.04 | |||||||||||
| Trinitas Euro CLO II DAC | Trinitas | 12-May-2025 | 2,727 | 17.47 | 19.91 | 3.08 | 0.25 | 0.00 | 11.49 | |||||||||||
| Trinitas Euro CLO III DAC | Trinitas | 08-Apr-2025 | 2,757 | 16.33 | 19.80 | 3.83 | 0.00 | 0.00 | 11.64 | |||||||||||
| Trinitas Euro CLO IV DAC | Trinitas | 15-Apr-2025 | 2,745 | 16.18 | 17.00 | 4.86 | 0.00 | 0.00 | 12.45 | |||||||||||
| Trinitas Euro CLO V DAC | WhiteStar | 11-Apr-2025 | 2,676 | 17.36 | 16.46 | 2.80 | 0.00 | 0.00 | 11.74 | |||||||||||
| Trinitas Euro CLO VI DAC | WhiteStar | 15-May-2025 | 2,653 | 17.73 | 18.65 | 2.36 | 0.00 | 0.00 | 12.45 | |||||||||||
| Trinitas Euro CLO VII DAC | Trinitas | 11-Apr-2025 | 2,640 | 18.06 | 17.72 | 1.48 | 0.00 | 0.00 | 11.16 | |||||||||||
| Trinitas Euro CLO VIII DAC | Trinitas | 18-Mar-2025 | 2,606 | 18.07 | 18.73 | 1.10 | 0.00 | 0.00 | 10.96 | |||||||||||
| Tymon Park CLO DAC | Blackstone | 18-Mar-2025 | 2,915 | 11.02 | 25.41 | 6.36 | 0.22 | 0.00 | 13.29 | |||||||||||
| Vendome Funding CLO 2020-1 DAC | CELF | 08-Apr-2025 | 2,942 | 7.71 | 23.50 | 5.72 | 0.00 | 0.00 | 14.73 | |||||||||||
| Vesey Park CLO DAC | Blackstone | 20-Mar-2025 | 2,876 | 12.06 | 23.82 | 5.92 | 0.37 | 0.00 | 15.52 | |||||||||||
| Victory Street CLO I DAC | CIC | 30-Apr-2025 | 2,719 | 9.87 | 16.72 | 0.90 | 0.00 | 0.00 | 7.70 | |||||||||||
| Voya Euro CLO I DAC | Voya | 03-Apr-2025 | 2,967 | 10.58 | 24.50 | 4.55 | 1.17 | 0.00 | 14.45 | |||||||||||
| Voya Euro CLO III DAC | Voya | 03-Apr-2025 | 2,987 | 10.89 | 25.63 | 5.89 | 0.99 | 0.26 | 13.79 | |||||||||||
| Voya Euro CLO IV DAC | Voya | 03-Apr-2025 | 2,976 | 10.96 | 26.32 | 5.07 | 0.84 | 0.24 | 14.70 | |||||||||||
| Voya Euro CLO V DAC | Voya | 03-Apr-2025 | 2,987 | 11.31 | 26.03 | 5.87 | 0.83 | 0.25 | 15.51 | |||||||||||
| Voya Euro CLO VI DAC | Voya | 03-Apr-2025 | 2,966 | 10.29 | 24.15 | 5.19 | 0.76 | 0.26 | 14.35 | |||||||||||
| Voya Euro CLO VIII DAC | Voya | 15-Apr-2025 | 2,882 | 6.33 | 23.68 | 1.18 | 0.00 | 0.17 | 9.34 | |||||||||||
| Waterstown Park CLO DAC | Blackstone | 10-Mar-2025 | 2,823 | 13.80 | 26.09 | 2.49 | 0.00 | 0.00 | 13.70 | |||||||||||
| Wilton Park CLO DAC | Blackstone | 08-Apr-2025 | 2,859 | 11.25 | 24.90 | 4.26 | 0.00 | 0.00 | 10.94 | |||||||||||
| 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 |
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