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Diff |
Monroe Capital BSL CLO 2015-1, Ltd DR | Monroe Capital BSL CLO 2015-1, Ltd | B (sf) | BBB- | | 16.26 | 109.94 | 109.77 | 1 | 110 | 258.79 | 2.35 | 10/29/20 |
Monroe Capital BSL CLO 2015-1, Ltd E | Monroe Capital BSL CLO 2015-1, Ltd | D (sf) | B+ | | 8.38 | 104.99 | 100.33 | 0.96 | | | | 10/29/20 |
Monroe Capital BSL CLO 2015-1, Ltd F | Monroe Capital BSL CLO 2015-1, Ltd | D (sf) | CCC- | | 5.52 | | | | | | | 10/29/20 |
OZLM VI CLO A2BS | OZLM VI | A- (sf) | AA | | 24.63 | 117.11 | 119.26 | 1.02 | 110 | 274.58 | 2.5 | 10/29/20 |
OZLM VI CLO B1S | OZLM VI | BB- (sf) | A | | 18.18 | 117.11 | 119.26 | 1.02 | 110 | 274.58 | 2.5 | 10/29/20 |
OZLM VI CLO B2S | OZLM VI | BB- (sf) | A | | 18.18 | 117.11 | 119.26 | 1.02 | 110 | 274.58 | 2.5 | 10/29/20 |
ROMARK CLO-2 B | ROMARK CLO-2 | BB- (sf) | A | | 17.99 | 115.4 | 120.98 | 1.05 | 115 | 281.69 | 2.45 | 10/29/20 |
Octagon Investment Partners 28 CLO BR | Octagon Investment Partners 28 | A- (sf) | AA | | 22.87 | 121.58 | 128.61 | 1.06 | 120 | 309.09 | 2.58 | 10/29/20 |
Madison Park Funding XXVIII CLO B | Madison Park Funding XXVIII | BBB- (sf) | AA | | 25.02 | 124.3 | 130.89 | 1.05 | 120 | 379.78 | 3.16 | 10/29/20 |
Park Avenue Institutional Advisers CLO 2017-1 B | Park Avenue Institutional Advisers CLO 2017-1 | BB- (sf) | A | | 17.84 | 114.45 | 120.75 | 1.06 | 105 | 280.58 | 2.67 | 10/29/20 |
Dryden 72 CLO B | Dryden 72 CLO | BBB- (sf) | AA | | 23.78 | 121.6 | 129.94 | 1.07 | 120 | 294.38 | 2.45 | 10/29/20 |
OZLM Funding III CLO A2BRR | OZLM Funding III | A- (sf) | AA | | 23.46 | 113.23 | 116.9 | 1.03 | 110 | 253.42 | 2.3 | 10/29/20 |
OZLM Funding III CLO BRR | OZLM Funding III | BB- (sf) | A | | 15.79 | 113.23 | 116.9 | 1.03 | 110 | 253.42 | 2.3 | 10/29/20 |
RR 3 (previously ALM XIV) CLO BR2 | RR 3 (previously ALM XIV) | BB- (sf) | A | | 16.87 | | | | | | | 10/29/20 |
Race Point X CLO B1R | Race Point X CLO | BB+ (sf) | AA | | 21.85 | 121.1 | 126.4 | 1.04 | 120 | 332.76 | 2.77 | 10/29/20 |
Race Point X CLO B2R | Race Point X CLO | BB+ (sf) | AA | | 21.85 | 121.1 | 126.4 | 1.04 | 120 | 332.76 | 2.77 | 10/29/20 |
KVK CLO 2013-1 BR | KVK CLO 2013-1 | A- (sf) | AA | | 29.4 | 122 | 133.65 | 1.1 | 117.5 | 420.6 | 3.58 | 10/29/20 |
Oaktree CLO 2019-3 B | Oaktree CLO 2019-3 | BBB- (sf) | AA | | 23.06 | 122.5 | 128.62 | 1.05 | 120 | 289.55 | 2.41 | 10/29/20 |
Octagon Loan Funding CLO BRR | Octagon Loan Funding | A- (sf) | AA | | 22.86 | 122.6 | 129.42 | 1.06 | 115 | 319.5 | 2.78 | 10/29/20 |
Magnetite XII CLO BRRA | Magnetite XII | BBB- (sf) | AA | | 24.17 | | | | | | | 10/29/20 |
Magnetite XII CLO BRRB | Magnetite XII | BBB- (sf) | AA | | 24.17 | | | | | | | 10/29/20 |
OCP CLO 2017-13 A1B | OCP CLO 2017-13 | A (sf) | AAA | | 32.64 | 113.21 | 119.93 | 1.06 | 115 | 244.98 | 2.13 | 10/29/20 |
OCP CLO 2017-13 A2B | OCP CLO 2017-13 | BBB- (sf) | AA | | 24.1 | 113.21 | 119.93 | 1.06 | 115 | 244.98 | 2.13 | 10/29/20 |
OCP CLO 2017-13 B | OCP CLO 2017-13 | BB- (sf) | A | | 17.06 | 113.21 | 119.93 | 1.06 | 115 | 244.98 | 2.13 | 10/29/20 |
Nassau 2017-I CLO A1BR | Nassau 2017-I CLO | AA (sf) | AAA | | 37.35 | 113.22 | 117.11 | 1.03 | 115 | 279.48 | 2.43 | 10/29/20 |
Nassau 2017-I CLO B | Nassau 2017-I CLO | BB- (sf) | A | | 15.94 | 113.22 | 117.11 | 1.03 | 115 | 279.48 | 2.43 | 10/29/20 |
Northwoods Capital XVI CLO B | Northwoods Capital XVI | BBB- (sf) | AA | | 23.82 | 122.5 | 128.5 | 1.05 | 120 | 354.21 | 2.95 | 10/29/20 |
OHA Loan Funding 2013-2 CLO BR | OHA Loan Funding 2013-2 | BBB+ (sf) | AA | | 26.56 | 126.9 | 134.34 | 1.06 | 120 | 344.66 | 2.87 | 10/29/20 |
KKR CLO 23 B | KKR CLO 23 | BBB- (sf) | AA | | 25.05 | 124.14 | 131.07 | 1.06 | 120 | 327.14 | 2.73 | 10/29/20 |
Madison Park Funding XXXIV CLO B | Madison Park Funding XXXIV | BBB- (sf) | AA | | 25.86 | 124.8 | 132.18 | 1.06 | 120 | 296.52 | 2.47 | 10/29/20 |
Elevation CLO 2017-8 B | Elevation CLO 2017-8 | BBB- (sf) | AA | | 22.79 | 122 | 128.77 | 1.06 | 120 | 330.46 | 2.75 | 10/29/20 |
KKR CLO 18 B | KKR CLO 18 | BBB- (sf) | AA | | 23.17 | 121.6 | 128.02 | 1.05 | 120 | 310.87 | 2.59 | 10/29/20 |
Neuberger Berman Loan Advisers CLO 25 A1 | Neuberger Berman Loan Advisers CLO 25 | AA (sf) | AAA | | 39.94 | 123.33 | 132.35 | 1.07 | 120 | 322.39 | 2.69 | 10/29/20 |
Neuberger Berman Loan Advisers CLO 25 A2 | Neuberger Berman Loan Advisers CLO 25 | AA- (sf) | AAA | | 32.93 | 123.33 | 132.35 | 1.07 | 120 | 322.39 | 2.69 | 10/29/20 |
Neuberger Berman Loan Advisers CLO 25 B | Neuberger Berman Loan Advisers CLO 25 | BBB- (sf) | AA | | 24.92 | 123.33 | 132.35 | 1.07 | 120 | 322.39 | 2.69 | 10/29/20 |
Neuberger Berman Loan Advisers CLO 25 C | Neuberger Berman Loan Advisers CLO 25 | BB- (sf) | A | | 18.72 | 115.15 | 122.25 | 1.06 | 115 | 284.82 | 2.48 | 10/29/20 |
Neuberger Berman Loan Advisers CLO 25 D | Neuberger Berman Loan Advisers CLO 25 | B (sf) | BBB- | | 12.51 | 108.42 | 113.57 | 1.05 | 110 | 243.55 | 2.21 | 10/29/20 |
Neuberger Berman Loan Advisers CLO 25 E | Neuberger Berman Loan Advisers CLO 25 | CCC- (sf) | BB- | | 7.91 | 104.7 | 107.9 | 1.03 | 105 | 203.63 | 1.94 | 10/29/20 |
Palmer Square CLO 2014-1 BR2 | Palmer Square CLO 2014-1 | BB- (sf) | A | | 17.18 | 114.38 | 119.52 | 1.04 | 115 | 283.3 | 2.46 | 10/29/20 |
Salem Fields CLO B | Salem Fields CLO | BB+ (sf) | A | | 17.47 | 116.6 | 120.29 | 1.03 | 115 | 265.06 | 2.3 | 10/29/20 |
Ocean Trails CLO VI BR | Ocean Trails CLO VI | A- (sf) | AA | | 23.08 | 121.6 | 125.29 | 1.03 | 120 | 313.79 | 2.61 | 10/29/20 |
OZLM XX CLO B | OZLM XX | BB- (sf) | A | | 18.02 | 116.38 | 120.25 | 1.03 | 115 | 322.18 | 2.8 | 10/29/20 |
OZLM XV CLO A1BR | OZLM XV | AA (sf) | AAA | | 36.25 | 116.6 | 121.06 | 1.04 | 115 | 241.68 | 2.1 | 10/29/20 |
OZLM XV CLO A2BR | OZLM XV | BBB- (sf) | AA | | 23.61 | 116.6 | 121.06 | 1.04 | 115 | 241.68 | 2.1 | 10/29/20 |
OZLM XV CLO BR | OZLM XV | BB- (sf) | A | | 18.8 | 116.6 | 121.06 | 1.04 | 115 | 241.68 | 2.1 | 10/29/20 |
Galaxy XXV CLO B | Galaxy XXV CLO | BBB- (sf) | AA | | 23.76 | 122.3 | 131.06 | 1.07 | 120 | 273.98 | 2.28 | 10/29/20 |
Dryden 41 Senior Loan Fund CLO BR | Dryden 41 Senior Loan Fund | BBB- (sf) | AA | | 22.38 | 121.1 | 128.59 | 1.06 | 120 | 370.65 | 3.09 | 10/29/20 |
Palmer Square CLO 2015-2 BR2 | Palmer Square CLO 2015-2 | BB- (sf) | A | | 17.61 | 114 | 120.9 | 1.06 | 115 | 294.84 | 2.56 | 10/29/20 |
Neuberger Berman CLO XXI A1R | Neuberger Berman CLO XXI | AA (sf) | AAA | | 38.49 | 121.6 | 129.56 | 1.07 | 120 | 431.24 | 3.59 | 10/29/20 |
Neuberger Berman CLO XXI A2R | Neuberger Berman CLO XXI | AA- (sf) | AAA | | 35.13 | 121.6 | 129.56 | 1.07 | 120 | 431.24 | 3.59 | 10/29/20 |