Crescent Capital Group | FLCN1901 | FLCN1901 | 10/2/2023 | 1.80 | 0.95 | -2.69 | 1.72 | -4.41 | 2.14 | 8.29 | 3.84 | 4.45 | 2.14 | 8.29 | 3.84 | 4.45 | 3.19 | 3.83 | 5.74 | -1.91 |
Vista Credit | VCPC2 | VCP 2021-2A | 10/3/2023 | 0.94 | 0.69 | 1.39 | 0.65 | 0.74 | 3.05 | 4.85 | 2.87 | 1.98 | 6.22 | 8.73 | 5.85 | 2.88 | 11.86 | 12.75 | 11.17 | 1.59 |
Marathon Asset Management | MARATH5 | MCLO 2013-5A | 10/12/2023 | 1.13 | 0.36 | 1.40 | 0.41 | 0.99 | 2.61 | 4.82 | 2.96 | 1.86 | 6.28 | 9.03 | 7.11 | 1.91 | 12.02 | 13.38 | 13.61 | -0.23 |
Marathon Asset Management | MARATH6 | MCLO 2014-6A | 10/4/2023 | 1.26 | 0.53 | 1.67 | 0.67 | 1.00 | 2.88 | 4.97 | 3.64 | 1.33 | 5.55 | 7.63 | 7.01 | 0.62 | 10.85 | 8.92 | 13.72 | -4.80 |
Canaras Capital Management | SARC3 | SRANC 2014-3A | 10/12/2023 | 1.13 | 0.34 | 0.80 | 0.38 | 0.42 | 2.53 | 4.03 | 2.86 | 1.17 | 6.15 | 8.48 | 6.95 | 1.53 | 12.28 | 13.01 | 13.88 | -0.87 |
Angelo, Gordon & Co | NWOODS20 | WOODS 2019-20A | 10/17/2023 | 0.99 | 0.69 | 1.30 | 0.69 | 0.61 | 2.57 | 3.66 | 2.55 | 1.11 | 6.08 | 7.66 | 6.03 | 1.63 | 12.26 | 13.35 | 12.17 | 1.18 |
Fortress Investment Group | FORTCB8 | FCBSL 2019-2A | 10/6/2023 | 0.90 | 0.41 | 0.78 | 0.37 | 0.41 | 2.73 | 3.56 | 2.47 | 1.09 | 6.03 | 6.98 | 5.46 | 1.52 | 11.60 | 12.86 | 10.49 | 2.36 |
Fortress Investment Group | FORTCB16 | FCBSL 2022-3A | 10/6/2023 | 0.74 | 0.33 | 0.41 | 0.25 | 0.16 | 2.74 | 3.11 | 2.03 | 1.08 | 6.03 | 5.90 | 4.48 | 1.42 | | | | |
Blue Owl | WELF171 | WELF 2017-1A | 10/10/2023 | 1.06 | 0.46 | 0.63 | 0.49 | 0.14 | 2.83 | 4.05 | 2.99 | 1.06 | 6.07 | 7.57 | 6.42 | 1.16 | 11.64 | 10.22 | 12.31 | -2.09 |
Fortress Investment Group | FORTCB7 | FCBSL 2019-1A | 10/10/2023 | 0.93 | 0.46 | 0.75 | 0.43 | 0.33 | 2.76 | 3.62 | 2.56 | 1.06 | 6.14 | 6.94 | 5.69 | 1.25 | 11.75 | 12.51 | 10.89 | 1.62 |
Blue Owl | TRALE4 | TRAL 2017-4A | 10/5/2023 | 1.08 | 0.42 | 0.74 | 0.45 | 0.29 | 2.89 | 4.12 | 3.11 | 1.01 | 6.08 | 7.04 | 6.56 | 0.49 | 11.61 | 11.27 | 12.53 | -1.26 |
Canyon Capital Advisors | CANY162 | CANYC 2016-2A | 10/2/2023 | 0.97 | 0.95 | 1.19 | 0.93 | 0.26 | 3.38 | 4.28 | 3.28 | 0.99 | 6.66 | 8.09 | 6.46 | 1.62 | 12.73 | 14.50 | 12.37 | 2.13 |
Hayfin Capital Management | HAFKNG11 | HAYFN 2019-2A | 10/5/2023 | 0.93 | 0.31 | 0.56 | 0.29 | 0.27 | 2.78 | 3.58 | 2.59 | 0.99 | 6.06 | 6.95 | 5.65 | 1.31 | 11.58 | 12.49 | 10.79 | 1.70 |
Hayfin Capital Management | HAFU12 | HAYFN 2020-12A | 10/5/2023 | 0.98 | 0.43 | 0.74 | 0.42 | 0.32 | 2.78 | 3.66 | 2.73 | 0.93 | 6.06 | 7.02 | 5.94 | 1.07 | 11.64 | 13.12 | 11.43 | 1.69 |
First Eagle Private Credit | KVK131 | KVK 2013-1A | 10/3/2023 | 0.97 | 0.71 | 0.97 | 0.69 | 0.28 | 3.26 | 4.08 | 3.16 | 0.93 | 6.17 | 6.09 | 5.97 | 0.13 | 12.56 | 10.79 | 12.15 | -1.36 |
Bardin Hill Investment Partners | BRDH211 | BARDN 2021-1A | 10/6/2023 | 1.05 | 0.44 | 0.60 | 0.46 | 0.14 | 2.61 | 3.67 | 2.75 | 0.92 | 5.95 | 7.28 | 6.27 | 1.01 | 11.52 | 13.16 | 12.13 | 1.03 |
Hayfin Capital Management | HAFKNG10 | HAYFN 2019-1A | 10/16/2023 | 0.87 | 0.45 | 0.66 | 0.39 | 0.27 | 2.64 | 3.22 | 2.30 | 0.91 | 6.23 | 6.66 | 5.43 | 1.22 | 12.35 | 12.83 | 10.78 | 2.05 |
Guggenheim Partners | GUGC1901 | GUGG 2019-1A | 10/4/2023 | 0.89 | 0.54 | 0.66 | 0.48 | 0.18 | 2.87 | 3.45 | 2.55 | 0.91 | 6.11 | 6.98 | 5.42 | 1.56 | 11.63 | 12.40 | 10.32 | 2.08 |
Generate Advisors | YRKL7 | GNRT 7A | 10/11/2023 | 0.99 | 0.64 | 0.95 | 0.63 | 0.32 | 2.58 | 3.44 | 2.54 | 0.90 | 6.17 | 7.66 | 6.08 | 1.58 | 11.96 | 14.48 | 11.79 | 2.69 |
Bardin Hill Investment Partners | HALCL171 | HLA 2017-1A | 10/11/2023 | 1.06 | 0.40 | 0.65 | 0.43 | 0.22 | 2.82 | 3.86 | 2.97 | 0.88 | 6.27 | 6.95 | 6.62 | 0.33 | 11.80 | 11.30 | 12.45 | -1.15 |
Angelo, Gordon & Co | NWOODS22 | WOODS 2020-22A | 9/27/2023 | 0.99 | 1.25 | 1.59 | 1.24 | 0.35 | 3.83 | 4.69 | 3.81 | 0.88 | 7.29 | 8.35 | 7.24 | 1.11 | 12.17 | 12.69 | 12.10 | 0.59 |
First Eagle Private Credit | WNDRV211 | WINDR 2021-1A | 10/6/2023 | 1.02 | 0.33 | 0.72 | 0.34 | 0.38 | 2.70 | 3.63 | 2.75 | 0.88 | 5.43 | 6.73 | 5.52 | 1.21 | 10.93 | 11.93 | 11.11 | 0.81 |
Generate Advisors | YRKL6 | GNRT 6A | 10/11/2023 | 1.04 | 0.53 | 0.61 | 0.55 | 0.06 | 2.58 | 3.53 | 2.68 | 0.84 | 6.16 | 7.74 | 6.42 | 1.32 | 11.93 | 14.72 | 12.43 | 2.30 |
Generate Advisors | YRKL3 | GNRT 3A | 10/10/2023 | 0.96 | 0.46 | 0.54 | 0.44 | 0.10 | 2.81 | 3.51 | 2.70 | 0.82 | 6.11 | 7.05 | 5.87 | 1.18 | 11.68 | 13.50 | 11.22 | 2.28 |
Palmer Square Capital Management | PALML204 | PSTAT 2020-4A | 10/18/2023 | 0.83 | 0.11 | 0.35 | 0.09 | 0.26 | 2.56 | 2.93 | 2.11 | 0.82 | 6.06 | 5.67 | 5.01 | 0.67 | 12.16 | 10.48 | 10.05 | 0.43 |
Hayfin Capital Management | HAFKNG8 | HAYFN 2018-8A | 10/5/2023 | 0.93 | 0.32 | 0.56 | 0.30 | 0.27 | 2.80 | 3.42 | 2.62 | 0.81 | 6.08 | 6.68 | 5.68 | 1.00 | 11.60 | 12.34 | 10.84 | 1.50 |
ZAIS Group | ZAIS17 | ZAIS 2021-17A | 10/10/2023 | 0.88 | 0.38 | 0.74 | 0.34 | 0.41 | 2.76 | 3.22 | 2.43 | 0.79 | 6.14 | 6.82 | 5.40 | 1.41 | 11.75 | 13.12 | 10.33 | 2.79 |
First Eagle Private Credit | WNDRV201 | WINDR 2020-1A | 10/10/2023 | 1.02 | 0.46 | 0.80 | 0.47 | 0.33 | 2.76 | 3.62 | 2.83 | 0.79 | 6.14 | 6.93 | 6.29 | 0.64 | 11.77 | 12.49 | 12.06 | 0.43 |
Onex Credit Partners | OCP1304 | OCP 2013-4A | 10/13/2023 | 0.97 | 0.29 | 0.53 | 0.28 | 0.25 | 2.69 | 3.41 | 2.62 | 0.79 | 6.27 | 6.15 | 6.11 | 0.04 | 12.17 | 11.82 | 11.85 | -0.03 |
Blue Owl | WELF151 | WELF 2015-1A | 10/6/2023 | 1.05 | 0.34 | 0.61 | 0.36 | 0.25 | 2.78 | 3.69 | 2.91 | 0.78 | 5.48 | 5.04 | 5.74 | -0.70 | 10.84 | 9.46 | 11.35 | -1.89 |
Generate Advisors | YRKL2 | GNRT 2A | 10/11/2023 | 0.98 | 0.37 | 0.44 | 0.36 | 0.08 | 2.59 | 3.29 | 2.53 | 0.76 | 6.19 | 7.30 | 6.03 | 1.27 | 11.88 | 14.03 | 11.59 | 2.44 |
Blue Owl | WELF172 | WELF 2017-2A | 10/10/2023 | 0.98 | 0.46 | 0.52 | 0.45 | 0.07 | 2.80 | 3.49 | 2.73 | 0.75 | 6.10 | 7.14 | 5.95 | 1.19 | 11.70 | 9.89 | 11.42 | -1.54 |
Generate Advisors | YRKL4 | GNRT 4A | 10/10/2023 | 0.98 | 0.46 | 0.37 | 0.45 | -0.09 | 2.76 | 3.46 | 2.72 | 0.73 | 6.13 | 7.49 | 6.04 | 1.45 | 11.75 | 14.14 | 11.57 | 2.57 |
ZAIS Group | ZAIS5 | ZAIS5 2016-2A | 10/3/2023 | 1.23 | 0.72 | 1.49 | 0.88 | 0.61 | 3.08 | 4.50 | 3.77 | 0.72 | 6.13 | 5.54 | 7.51 | -1.97 | 11.77 | 10.50 | 14.43 | -3.93 |
Blue Owl | WELF201 | WELF 2020-1A | 10/3/2023 | 0.97 | 0.69 | 0.87 | 0.67 | 0.19 | 3.04 | 3.67 | 2.96 | 0.71 | 6.21 | 6.57 | 6.04 | 0.53 | 11.89 | 11.62 | 11.57 | 0.05 |
Black Diamond Capital Management | BDIAM211 | BLACK 2021-1A | 10/11/2023 | 0.83 | 0.41 | 0.46 | 0.34 | 0.12 | 2.58 | 2.84 | 2.14 | 0.70 | 6.25 | 6.40 | 5.19 | 1.21 | 11.88 | 12.10 | 9.86 | 2.24 |
Bardin Hill Investment Partners | BRDH212 | BARDN 2021-2A | 10/11/2023 | 1.05 | 0.40 | 0.37 | 0.42 | -0.05 | 2.73 | 3.56 | 2.86 | 0.69 | 6.24 | 7.21 | 6.54 | 0.67 | 11.91 | 13.39 | 12.47 | 0.92 |
Blue Owl | WELF212 | WELF 2021-2A | 10/3/2023 | 1.06 | 0.69 | 0.98 | 0.73 | 0.25 | 3.04 | 3.90 | 3.21 | 0.68 | 6.21 | 7.08 | 6.57 | 0.51 | 11.89 | 12.24 | 12.58 | -0.34 |
Bardin Hill Investment Partners | HALCL182 | HLA 2018-2A | 10/6/2023 | 1.09 | 0.34 | 0.43 | 0.37 | 0.06 | 2.68 | 3.59 | 2.92 | 0.67 | 5.97 | 6.68 | 6.52 | 0.16 | 11.51 | 11.64 | 12.56 | -0.92 |
Bardin Hill Investment Partners | HALCL172 | HLA 2017-2A | 10/2/2023 | 1.08 | 0.96 | 1.14 | 1.04 | 0.10 | 3.42 | 4.37 | 3.70 | 0.67 | 6.41 | 6.85 | 6.93 | -0.09 | 12.67 | 12.05 | 13.70 | -1.66 |
Voya Alternative Asset Management | VOY1501 | VOYA 2015-1A | 10/5/2023 | 0.99 | 0.58 | 1.14 | 0.58 | 0.56 | 2.84 | 3.46 | 2.81 | 0.66 | 5.96 | 5.94 | 5.90 | 0.04 | 11.51 | 10.72 | 11.38 | -0.66 |
Guggenheim Partners | GUGC2001 | GUGG 2020-1A | 10/4/2023 | 0.85 | 0.42 | 0.40 | 0.36 | 0.04 | 2.91 | 3.12 | 2.47 | 0.65 | 6.22 | 6.63 | 5.28 | 1.35 | 11.51 | 11.98 | 9.76 | 2.21 |
Blue Owl | WELF161 | WELF 2016-1A | 10/10/2023 | 1.09 | 0.46 | 0.53 | 0.50 | 0.03 | 2.85 | 3.75 | 3.11 | 0.64 | 6.04 | 7.60 | 6.59 | 1.02 | 11.61 | 9.93 | 12.66 | -2.73 |
Blue Owl | WELF191 | WELF 2019-1A | 10/10/2023 | 0.99 | 0.46 | 0.56 | 0.46 | 0.10 | 2.76 | 3.38 | 2.74 | 0.64 | 6.14 | 7.14 | 6.10 | 1.04 | 11.77 | 11.26 | 11.69 | -0.43 |
Guggenheim Partners | AUBCL | AUBRN 2017-1A | 10/11/2023 | 0.87 | 0.40 | 0.60 | 0.35 | 0.25 | 2.79 | 3.07 | 2.43 | 0.64 | 6.23 | 6.32 | 5.45 | 0.87 | 11.89 | 11.52 | 10.39 | 1.13 |
Black Diamond Capital Management | BDIAM192 | BLACK 2019-2A | 10/11/2023 | 0.84 | 0.41 | 0.48 | 0.34 | 0.13 | 2.58 | 2.78 | 2.16 | 0.63 | 6.25 | 6.35 | 5.23 | 1.12 | 11.89 | 11.57 | 9.95 | 1.62 |
Bardin Hill Investment Partners | HALCL181 | HLA 2018-1A | 10/5/2023 | 1.10 | 0.43 | 0.53 | 0.48 | 0.06 | 2.79 | 3.69 | 3.08 | 0.61 | 6.07 | 7.00 | 6.70 | 0.31 | 11.66 | 12.35 | 12.86 | -0.51 |
Jefferies Finance | APEXC201 | APEXC 2020-1A | 10/10/2023 | 0.97 | 0.46 | 0.58 | 0.45 | 0.13 | 2.76 | 3.30 | 2.68 | 0.61 | 6.14 | 6.62 | 5.97 | 0.65 | 11.77 | 12.08 | 11.43 | 0.64 |
Onex Credit Partners | OCP1815 | OCP 2018-15A | 10/10/2023 | 0.96 | 0.46 | 0.50 | 0.44 | 0.06 | 2.77 | 3.25 | 2.64 | 0.61 | 6.15 | 6.44 | 5.88 | 0.57 | 11.78 | 12.87 | 11.27 | 1.60 |
MJX Asset Management | VENT42 | VENTR 2021-42A | 10/3/2023 | 0.98 | 0.69 | 0.77 | 0.67 | 0.09 | 3.04 | 3.59 | 2.99 | 0.60 | 6.20 | 7.00 | 6.09 | 0.91 | 11.84 | 12.47 | 11.64 | 0.83 |
Angelo, Gordon & Co | NWOODS27 | WOODS 2021-27A | 10/6/2023 | 1.05 | 0.41 | 0.54 | 0.43 | 0.11 | 2.70 | 3.44 | 2.84 | 0.60 | 5.46 | 6.69 | 5.74 | 0.94 | 10.94 | 11.89 | 11.50 | 0.40 |
Elmwood Asset Management | ELMW11 | ELM11 2021-4A | 10/6/2023 | 0.87 | 0.34 | 0.57 | 0.29 | 0.28 | 2.70 | 2.93 | 2.34 | 0.59 | 5.42 | 5.50 | 4.70 | 0.80 | 10.93 | 11.30 | 9.47 | 1.83 |
Fortress Investment Group | FORTCB11 | FCBSL 2021-3A | 10/6/2023 | 0.84 | 0.41 | 0.75 | 0.35 | 0.40 | 2.73 | 2.88 | 2.30 | 0.59 | 6.03 | 5.90 | 5.07 | 0.84 | 11.60 | 11.89 | 9.75 | 2.15 |
Hayfin Capital Management | HAFU14 | HAYFN 2021-14A | 10/5/2023 | 1.00 | 0.43 | 0.61 | 0.43 | 0.18 | 2.78 | 3.35 | 2.77 | 0.58 | 6.06 | 6.86 | 6.04 | 0.82 | 11.64 | 13.09 | 11.62 | 1.48 |
Crescent Capital Group | ATLSLF8 | ATCLO 2017-8A | 10/4/2023 | 1.18 | 0.55 | 1.22 | 0.65 | 0.57 | 2.94 | 4.02 | 3.46 | 0.57 | 6.09 | 7.64 | 7.17 | 0.48 | 11.59 | 12.61 | 13.65 | -1.04 |
Brigade Capital Management | BATTL12 | BATLN 2018-12A | 10/4/2023 | 1.03 | 0.54 | 0.61 | 0.56 | 0.06 | 2.88 | 3.53 | 2.97 | 0.56 | 6.09 | 6.96 | 6.28 | 0.69 | 11.84 | 11.89 | 12.20 | -0.31 |
Blue Owl | WELF181 | WELF 2018-1A | 10/4/2023 | 1.00 | 0.52 | 0.65 | 0.52 | 0.13 | 2.91 | 3.46 | 2.91 | 0.56 | 6.12 | 6.61 | 6.12 | 0.49 | 11.85 | 10.91 | 11.84 | -0.92 |
Bain Capital Credit | RACEPNT8 | RACEP 2013-8A | 10/6/2023 | 1.06 | 0.37 | 0.53 | 0.39 | 0.14 | 2.70 | 3.42 | 2.88 | 0.55 | 5.49 | 6.37 | 5.84 | 0.53 | 10.92 | 11.27 | 11.62 | -0.35 |
Generate Advisors | YRKL5 | GNRT 5A | 10/11/2023 | 1.02 | 0.37 | 0.29 | 0.38 | -0.08 | 2.58 | 3.17 | 2.63 | 0.54 | 6.17 | 7.25 | 6.30 | 0.95 | 11.86 | 13.93 | 12.12 | 1.82 |
Blue Owl | WELF173 | WELF 2017-3A | 10/4/2023 | 1.03 | 0.52 | 0.67 | 0.54 | 0.13 | 2.91 | 3.53 | 2.99 | 0.54 | 6.11 | 6.91 | 6.28 | 0.63 | 11.84 | 10.67 | 12.16 | -1.48 |
Black Diamond Capital Management | BDIAM171 | BLACK 2017-1A | 10/12/2023 | 0.94 | 0.41 | 0.41 | 0.39 | 0.02 | 2.64 | 3.02 | 2.48 | 0.54 | 6.24 | 5.74 | 5.85 | -0.11 | 11.94 | 10.25 | 11.21 | -0.96 |
Blue Owl | WELF213 | WELF 2021-3A | 10/3/2023 | 1.05 | 0.69 | 0.97 | 0.72 | 0.24 | 3.04 | 3.70 | 3.17 | 0.53 | 6.21 | 6.89 | 6.49 | 0.40 | 11.89 | 12.16 | 12.43 | -0.27 |
Canyon Capital Advisors | CANY171 | CANYC 2017-1A | 10/2/2023 | 0.97 | 0.95 | 0.83 | 0.92 | -0.09 | 3.39 | 3.81 | 3.28 | 0.52 | 6.65 | 7.26 | 6.44 | 0.81 | 12.73 | 13.31 | 12.33 | 0.99 |
Apollo Global Management | RRCL24 | RRAM 2022-24A | 10/6/2023 | 0.77 | 0.34 | 0.15 | 0.26 | -0.10 | 2.62 | 2.53 | 2.02 | 0.52 | 5.93 | 5.69 | 4.57 | 1.12 | | | | |
40/86 Advisors | CLRCK | CLRCK 2015-1A | 10/5/2023 | 0.88 | 0.58 | 0.77 | 0.51 | 0.25 | 2.81 | 2.97 | 2.46 | 0.51 | 5.92 | 5.83 | 5.20 | 0.63 | 11.59 | 11.48 | 10.17 | 1.31 |
First Eagle Private Credit | FEBC1901 | FEIM 2019-1A | 10/6/2023 | 1.04 | 0.41 | 0.79 | 0.43 | 0.37 | 2.73 | 3.35 | 2.84 | 0.51 | 6.03 | 6.70 | 6.26 | 0.44 | 11.60 | 12.02 | 12.05 | -0.04 |
Fortress Investment Group | FORTCB5 | FCBSL 2017-2A | 9/25/2023 | 0.91 | 1.39 | 1.40 | 1.27 | 0.13 | 4.10 | 4.25 | 3.75 | 0.50 | 7.74 | 7.10 | 7.07 | 0.03 | 11.78 | 11.02 | 10.77 | 0.25 |
Irradiant Partners | KAYNE11 | RAD 2021-11A | 10/3/2023 | 0.99 | 0.68 | 0.76 | 0.67 | 0.09 | 3.04 | 3.49 | 3.00 | 0.49 | 6.20 | 6.70 | 6.12 | 0.58 | 11.85 | 12.87 | 11.69 | 1.18 |
Blue Owl | WELF202 | WELF 2020-2A | 10/3/2023 | 1.00 | 0.69 | 1.02 | 0.69 | 0.33 | 3.04 | 3.53 | 3.04 | 0.49 | 6.21 | 6.55 | 6.22 | 0.33 | 11.89 | 11.26 | 11.91 | -0.65 |
Elmwood Asset Management | ELMW16 | ELM16 2022-3A | 10/6/2023 | 0.81 | 0.34 | 0.23 | 0.27 | -0.04 | 2.70 | 2.67 | 2.18 | 0.49 | 5.42 | 5.39 | 4.37 | 1.02 | | | | |
Golub Capital | GOLUP62B | GCBSL 2022-62A | 10/2/2023 | 0.77 | 0.89 | 0.81 | 0.68 | 0.13 | 3.31 | 3.04 | 2.55 | 0.49 | 6.39 | 6.10 | 4.93 | 1.17 | | | | |
Carlyle Group | CBAM2013 | CBAM 2020-13A | 10/6/2023 | 1.02 | 0.22 | 0.02 | 0.22 | -0.20 | 2.70 | 3.25 | 2.76 | 0.49 | 5.44 | 6.08 | 5.56 | 0.52 | 9.53 | 10.60 | 9.74 | 0.86 |
Angelo, Gordon & Co | NWOODS15 | WOODS 2017-15A | 10/10/2023 | 1.06 | 0.35 | 0.53 | 0.37 | 0.16 | 2.76 | 3.40 | 2.92 | 0.48 | 6.14 | 7.27 | 6.48 | 0.79 | 11.74 | 12.04 | 12.40 | -0.36 |
Elmwood Asset Management | ELMW12 | ELM12 2021-5A | 10/10/2023 | 0.89 | 0.46 | 0.61 | 0.41 | 0.20 | 2.76 | 2.93 | 2.45 | 0.48 | 6.14 | 6.11 | 5.45 | 0.67 | 11.77 | 12.26 | 10.44 | 1.83 |
MidOcean Credit Fund Management | MIDOCC2 | MIDO 2013-2A | 10/18/2023 | 1.04 | 0.17 | 0.30 | 0.17 | 0.12 | 2.73 | 3.31 | 2.83 | 0.48 | 6.18 | 7.39 | 6.42 | 0.98 | 11.88 | 12.77 | 12.33 | 0.44 |
Oak Hill Advisors | OHACP16 | OAKC 2021-16A | 10/6/2023 | 0.89 | 0.41 | 0.53 | 0.37 | 0.16 | 2.73 | 2.92 | 2.44 | 0.48 | 6.03 | 6.10 | 5.38 | 0.72 | 11.60 | 12.81 | 10.34 | 2.47 |
MJX Asset Management | VENT43 | VENTR 2021-43A | 10/3/2023 | 1.01 | 0.69 | 0.84 | 0.70 | 0.14 | 3.04 | 3.53 | 3.06 | 0.47 | 6.20 | 6.48 | 6.25 | 0.24 | 11.88 | 11.95 | 11.96 | -0.01 |
Guggenheim Partners | C1828 | GUGG4 2016-1A | 10/4/2023 | 0.96 | 0.54 | 0.61 | 0.52 | 0.09 | 2.87 | 3.22 | 2.75 | 0.47 | 6.11 | 6.60 | 5.84 | 0.76 | 11.63 | 12.40 | 11.12 | 1.28 |
ZAIS Group | ZAIS16 | ZAIS 2020-16A | 10/10/2023 | 0.89 | 0.38 | 0.35 | 0.34 | 0.01 | 2.76 | 2.93 | 2.47 | 0.47 | 6.14 | 6.50 | 5.49 | 1.02 | 11.75 | 12.69 | 10.50 | 2.19 |
Steele Creek Investment Management | STECR221 | STCR 2022-1A | 10/6/2023 | 0.91 | 0.56 | 0.68 | 0.51 | 0.17 | 2.61 | 2.84 | 2.38 | 0.46 | 5.94 | 6.08 | 5.41 | 0.67 | 11.50 | 11.56 | 10.48 | 1.08 |
Jefferies Finance | MPCF6 | APEXC 2020-2A | 10/4/2023 | 0.89 | 0.65 | 0.61 | 0.58 | 0.03 | 2.87 | 3.01 | 2.55 | 0.46 | 6.09 | 6.00 | 5.40 | 0.60 | 11.85 | 11.97 | 10.52 | 1.45 |
Investcorp Credit Management | ACASL152 | MP8 2015-2A | 10/16/2023 | 0.93 | 0.28 | 0.02 | 0.26 | -0.24 | 2.59 | 2.88 | 2.42 | 0.46 | 6.20 | 6.33 | 5.78 | 0.54 | 12.33 | 12.52 | 11.51 | 1.01 |
Angelo, Gordon & Co | NWOO14B | WOODS 2018-14BA | 9/29/2023 | 1.06 | 1.01 | 1.17 | 1.07 | 0.11 | 3.52 | 4.18 | 3.72 | 0.46 | 6.69 | 7.66 | 7.08 | 0.58 | 12.59 | 13.40 | 13.33 | 0.08 |
Black Diamond Capital Management | BDIAM161 | BLACK 2016-1A | 10/16/2023 | 0.88 | 0.38 | 0.37 | 0.33 | 0.04 | 2.62 | 2.77 | 2.32 | 0.45 | 6.22 | 6.30 | 5.50 | 0.80 | 12.36 | 11.67 | 10.93 | 0.74 |
ICG Debt Advisors | ICGU152R | ICG 2015-2RA | 10/5/2023 | 0.93 | 0.40 | 0.70 | 0.37 | 0.33 | 2.75 | 3.01 | 2.56 | 0.45 | 5.42 | 5.98 | 5.04 | 0.94 | 10.86 | 11.02 | 10.09 | 0.93 |
Crescent Capital Group | ATLSLF10 | ATCLO 2018-10A | 10/4/2023 | 1.17 | 0.54 | 1.00 | 0.63 | 0.36 | 2.91 | 3.85 | 3.39 | 0.45 | 6.10 | 7.44 | 7.12 | 0.32 | 11.62 | 12.64 | 13.57 | -0.93 |
Nassau Corporate Credit | NASS211 | NCC 2021-IA | 10/3/2023 | 1.05 | 0.69 | 0.88 | 0.73 | 0.15 | 3.04 | 3.64 | 3.18 | 0.45 | 6.21 | 7.49 | 6.51 | 0.98 | 11.89 | 13.19 | 12.47 | 0.72 |
Steele Creek Investment Management | STECR191 | STCR 2019-1A | 10/6/2023 | 1.04 | 0.56 | 0.77 | 0.59 | 0.18 | 2.61 | 3.17 | 2.72 | 0.44 | 5.94 | 6.56 | 6.20 | 0.36 | 11.49 | 11.24 | 12.00 | -0.76 |
ArrowMark Colorado Holdings | ELEV2112 | AWPT 2021-12A | 10/10/2023 | 0.94 | 0.46 | 0.49 | 0.43 | 0.06 | 2.76 | 3.03 | 2.59 | 0.44 | 6.14 | 6.32 | 5.77 | 0.56 | 11.77 | 11.28 | 11.05 | 0.23 |
Palmer Square Capital Management | PALMS221 | PLMRS 2022-1A | 10/10/2023 | 0.86 | 0.59 | 0.66 | 0.50 | 0.15 | 2.76 | 2.81 | 2.37 | 0.44 | 6.14 | 6.10 | 5.27 | 0.84 | | | | |
Blue Owl | WELF211 | WELF 2021-1A | 10/10/2023 | 1.03 | 0.59 | 0.76 | 0.60 | 0.15 | 2.76 | 3.28 | 2.84 | 0.44 | 6.14 | 6.69 | 6.30 | 0.38 | 11.78 | 12.05 | 12.09 | -0.04 |
Sound Point Capital Management | SOUPT15 | SNDPT 2017-1A | 10/5/2023 | 1.01 | 0.43 | 0.73 | 0.43 | 0.30 | 2.85 | 3.30 | 2.86 | 0.44 | 5.43 | 5.92 | 5.46 | 0.46 | 10.57 | 10.58 | 10.62 | -0.04 |
Benefit Street Partners | BENST6B | BSP 2015-6BR | 10/10/2023 | 1.02 | 0.46 | 0.30 | 0.47 | -0.17 | 2.76 | 3.25 | 2.81 | 0.44 | 6.14 | 6.62 | 6.25 | 0.38 | 11.77 | 12.35 | 11.97 | 0.38 |
Angelo, Gordon & Co | NWOODS25 | WOODS 2021-25A | 10/12/2023 | 1.02 | 0.34 | 0.44 | 0.35 | 0.09 | 2.61 | 3.11 | 2.67 | 0.44 | 6.22 | 7.52 | 6.37 | 1.15 | 12.02 | 13.43 | 12.31 | 1.13 |
Golub Capital | GOLUP55B | GCBSL 2021-55A | 10/4/2023 | 0.87 | 0.54 | 0.30 | 0.47 | -0.17 | 2.88 | 2.94 | 2.51 | 0.43 | 6.09 | 5.94 | 5.30 | 0.64 | 11.85 | 11.89 | 10.32 | 1.57 |
Ares Management | ARES28R | ARES 2018-28RA | 10/4/2023 | 1.00 | 0.53 | 0.89 | 0.53 | 0.36 | 2.88 | 3.32 | 2.89 | 0.43 | 6.09 | 6.11 | 6.11 | 0.00 | 11.84 | 12.35 | 11.89 | 0.46 |
Palmer Square Capital Management | PALML222 | PSTAT 2022-2A | 10/6/2023 | 0.83 | 0.34 | 0.37 | 0.28 | 0.09 | 2.63 | 2.59 | 2.17 | 0.42 | 5.96 | 5.71 | 4.92 | 0.79 | | | | |
BlueBay Asset Management | BBAMU1 | BBAM 2022-1A | 10/3/2023 | 0.84 | 0.69 | 0.65 | 0.58 | 0.07 | 3.04 | 2.96 | 2.54 | 0.42 | 6.21 | 6.19 | 5.19 | 0.99 | | | | |
ArrowMark Colorado Holdings | ARROP142 | AWPT 2014-2A | 10/3/2023 | 0.96 | 0.72 | 1.00 | 0.69 | 0.31 | 3.08 | 3.38 | 2.96 | 0.42 | 6.09 | 6.23 | 5.85 | 0.38 | 11.73 | 10.34 | 11.27 | -0.92 |
Golub Capital | GOLUP48B | GCBSL 2020-48A | 10/2/2023 | 0.82 | 0.90 | 0.86 | 0.74 | 0.12 | 3.39 | 3.20 | 2.79 | 0.42 | 6.51 | 6.00 | 5.35 | 0.65 | 12.71 | 12.05 | 10.44 | 1.61 |
Ares Management | ARES42 | ARES 2017-42A | 10/11/2023 | 1.03 | 0.40 | 0.50 | 0.42 | 0.08 | 2.62 | 3.13 | 2.71 | 0.42 | 6.17 | 6.93 | 6.38 | 0.55 | 11.86 | 12.80 | 12.26 | 0.54 |
ArrowMark Colorado Holdings | ELEV2011 | AWPT 2020-11A | 10/3/2023 | 0.88 | 0.78 | 0.77 | 0.69 | 0.08 | 3.04 | 3.10 | 2.69 | 0.41 | 6.21 | 6.07 | 5.49 | 0.58 | 11.87 | 10.74 | 10.50 | 0.24 |
Palmer Square Capital Management | PALML223 | PSTAT 2022-3A | 10/6/2023 | 0.78 | 0.34 | 0.38 | 0.26 | 0.12 | 2.62 | 2.44 | 2.03 | 0.41 | | | | | | | | |
CFI Partners | CFIP171 | CFIP 2017-1A | 10/2/2023 | 0.97 | 0.95 | 0.98 | 0.92 | 0.06 | 3.38 | 3.68 | 3.27 | 0.40 | 6.65 | 6.84 | 6.43 | 0.40 | 12.74 | 12.69 | 12.31 | 0.38 |
KKR Financial Advisors | KKR10 | KKR 10 | 9/29/2023 | 1.03 | 0.99 | 1.58 | 1.02 | 0.56 | 3.44 | 3.96 | 3.55 | 0.40 | 6.70 | 7.30 | 6.91 | 0.39 | 12.63 | 13.56 | 13.04 | 0.52 |
Palmer Square Capital Management | PALMS222 | PLMRS 2022-2A | 10/10/2023 | 0.85 | 0.59 | 0.63 | 0.50 | 0.13 | 2.76 | 2.75 | 2.35 | 0.40 | 6.14 | 6.05 | 5.23 | 0.82 | | | | |
Brigade Capital Management | BATTL19 | BATLN 2021-19A | 10/3/2023 | 1.04 | 0.69 | 0.77 | 0.72 | 0.05 | 3.04 | 3.54 | 3.14 | 0.40 | 6.21 | 6.99 | 6.43 | 0.56 | 11.89 | 11.97 | 12.31 | -0.35 |
CFI Partners | CFIP181 | CFIP 2018-1A | 10/2/2023 | 0.88 | 0.95 | 0.87 | 0.84 | 0.03 | 3.39 | 3.38 | 2.99 | 0.39 | 6.66 | 6.61 | 5.87 | 0.74 | 12.74 | 12.62 | 11.21 | 1.41 |
Sound Point Capital Management | SOUPT8R | SNDPT 2015-1RA | 10/2/2023 | 1.05 | 0.95 | 1.22 | 0.99 | 0.22 | 3.33 | 3.87 | 3.48 | 0.39 | 6.37 | 7.03 | 6.66 | 0.37 | 12.45 | 12.23 | 13.02 | -0.79 |
MJX Asset Management | VENT15 | VENTR 2013-15A | 10/3/2023 | 1.13 | 0.69 | 1.06 | 0.78 | 0.28 | 3.04 | 3.81 | 3.43 | 0.39 | 6.21 | 7.61 | 7.01 | 0.61 | 11.89 | 12.92 | 13.42 | -0.50 |
Oak Hill Advisors | OHACF9 | OAKC 2021-9A | 10/6/2023 | 0.90 | 0.41 | 0.49 | 0.37 | 0.12 | 2.73 | 2.85 | 2.47 | 0.39 | 6.03 | 6.00 | 5.45 | 0.55 | 11.60 | 12.56 | 10.48 | 2.08 |
American Money Management | AMMCCL23 | AMMC 2020-23A | 10/4/2023 | 0.97 | 0.54 | 0.80 | 0.52 | 0.28 | 2.88 | 3.18 | 2.79 | 0.39 | 6.09 | 6.38 | 5.90 | 0.49 | 11.84 | 12.17 | 11.46 | 0.71 |
Ares Management | ARES49 | ARES 2018-49A | 10/11/2023 | 0.96 | 0.64 | 0.86 | 0.62 | 0.24 | 2.58 | 2.86 | 2.48 | 0.39 | 6.16 | 5.76 | 5.93 | -0.17 | 11.94 | 12.42 | 11.48 | 0.94 |
Elmwood Asset Management | ELMW14 | ELM14 2022-1A | 10/6/2023 | 0.78 | 0.34 | 0.17 | 0.26 | -0.09 | 2.70 | 2.50 | 2.12 | 0.38 | 5.42 | 5.02 | 4.25 | 0.78 | | | | |
Elmwood Asset Management | ELMW15 | ELM15 2022-2A | 10/10/2023 | 0.83 | 0.35 | 0.21 | 0.29 | -0.08 | 2.68 | 2.60 | 2.21 | 0.38 | 6.15 | 5.99 | 5.08 | 0.91 | | | | |
New Mountain Capital | NWMTN1 | NMC CLO-1A | 10/6/2023 | 0.93 | 0.33 | 0.41 | 0.31 | 0.10 | 2.61 | 2.80 | 2.42 | 0.38 | 5.47 | 5.31 | 5.07 | 0.24 | 10.84 | 10.71 | 10.05 | 0.66 |
Oak Hill Advisors | OHACF11 | OAKC 2022-11A | 10/6/2023 | 0.85 | 0.41 | 0.37 | 0.35 | 0.02 | 2.71 | 2.69 | 2.31 | 0.38 | 6.03 | 6.00 | 5.14 | 0.86 | | | | |
ArrowMark Colorado Holdings | ELEV2113 | AWPT 2021-13A | 10/3/2023 | 0.95 | 0.78 | 0.91 | 0.74 | 0.17 | 3.04 | 3.26 | 2.88 | 0.38 | 6.21 | 6.20 | 5.90 | 0.31 | 11.88 | 11.57 | 11.27 | 0.30 |
Columbia Management | COLCT31 | CECLO 2021-31A | 10/10/2023 | 0.94 | 0.38 | 0.25 | 0.36 | -0.11 | 2.76 | 2.97 | 2.60 | 0.38 | 6.14 | 6.00 | 5.78 | 0.22 | 11.74 | 11.34 | 11.05 | 0.28 |
Ares Management | ARES40 | ARES 2016-40A | 10/3/2023 | 1.04 | 0.70 | 0.73 | 0.72 | 0.01 | 3.06 | 3.54 | 3.17 | 0.37 | 6.16 | 6.65 | 6.38 | 0.27 | 11.84 | 12.87 | 12.26 | 0.61 |
KKR Financial Advisors | KKR13 | KKR 13 | 10/2/2023 | 1.08 | 0.95 | 1.29 | 1.03 | 0.26 | 3.40 | 4.05 | 3.67 | 0.37 | 6.52 | 6.80 | 7.04 | -0.24 | 12.61 | 13.53 | 13.61 | -0.08 |
Generate Advisors | GNRT9 | GNRT 9A | 10/10/2023 | 0.96 | 0.46 | 0.51 | 0.44 | 0.07 | 2.76 | 3.02 | 2.64 | 0.37 | 6.14 | 6.96 | 5.88 | 1.08 | 11.77 | 13.43 | 11.26 | 2.16 |
Irradiant Partners | KAYNE9 | RAD 2020-9A | 10/3/2023 | 0.98 | 0.68 | 0.73 | 0.67 | 0.06 | 3.04 | 3.35 | 2.98 | 0.37 | 6.20 | 6.61 | 6.08 | 0.53 | 11.85 | 12.74 | 11.62 | 1.12 |
Irradiant Partners | KAYNE7 | RAD 2020-7A | 10/4/2023 | 0.99 | 0.51 | 0.61 | 0.50 | 0.11 | 2.88 | 3.21 | 2.84 | 0.37 | 6.09 | 6.52 | 6.00 | 0.51 | 11.82 | 12.64 | 11.66 | 0.98 |
Crescent Capital Group | ATLSLF9 | ATCLO 2018-9A | 10/11/2023 | 1.09 | 0.40 | 0.77 | 0.44 | 0.33 | 2.90 | 3.53 | 3.17 | 0.36 | 6.26 | 5.98 | 6.83 | -0.85 | 11.89 | 11.58 | 12.98 | -1.40 |
Canaras Capital Management | SARC2 | SRANC 2014-2A | 10/11/2023 | 1.24 | 0.40 | 0.78 | 0.50 | 0.28 | 2.74 | 3.74 | 3.38 | 0.36 | 6.27 | 7.65 | 7.74 | -0.10 | 11.91 | 10.97 | 14.72 | -3.74 |
Ares Management | ARES32R | ARES 2014-32RA | 10/5/2023 | 1.02 | 0.46 | 0.77 | 0.47 | 0.30 | 2.79 | 3.21 | 2.85 | 0.36 | 6.01 | 5.95 | 6.14 | -0.19 | 11.64 | 12.24 | 11.90 | 0.35 |
Columbia Management | COLCT32 | CECLO 2022-32A | 10/12/2023 | 0.94 | 0.27 | 0.09 | 0.25 | -0.16 | 2.59 | 2.79 | 2.43 | 0.36 | 6.22 | 6.21 | 5.83 | 0.38 | | | | |
Blue Owl | WELF162 | WELF 2016-2A | 10/6/2023 | 1.05 | 0.35 | 0.46 | 0.36 | 0.10 | 2.81 | 3.31 | 2.95 | 0.36 | 5.49 | 4.85 | 5.77 | -0.92 | 10.86 | 8.94 | 11.42 | -2.48 |
Brigade Capital Management | BATTL9 | BATLN 2015-9A | 10/3/2023 | 1.06 | 0.69 | 0.74 | 0.74 | 0.01 | 3.04 | 3.58 | 3.22 | 0.36 | 6.21 | 7.07 | 6.59 | 0.48 | 11.89 | 12.18 | 12.61 | -0.44 |
Jefferies Finance | APEXC192 | APEXC 2019-2A | 10/13/2023 | 0.99 | 0.30 | 0.40 | 0.30 | 0.10 | 2.55 | 2.87 | 2.52 | 0.35 | 6.19 | 6.47 | 6.12 | 0.35 | 12.36 | 12.24 | 12.21 | 0.03 |
Investcorp Credit Management | MBLPT10 | MP10 2017-1A | 10/3/2023 | 1.08 | 0.69 | 0.78 | 0.75 | 0.03 | 3.07 | 3.67 | 3.32 | 0.35 | 6.18 | 6.26 | 6.69 | -0.43 | 11.83 | 11.82 | 12.80 | -0.98 |
Oak Hill Advisors | OHACF6 | OAKC 2020-6A | 10/6/2023 | 0.92 | 0.41 | 0.51 | 0.38 | 0.13 | 2.73 | 2.86 | 2.50 | 0.35 | 6.03 | 5.96 | 5.52 | 0.44 | 11.60 | 12.53 | 10.62 | 1.91 |
Muzinich & Co | MUZCLO1 | MUZ88 2022-1A | 10/2/2023 | 0.84 | 0.95 | 0.74 | 0.80 | -0.06 | 3.31 | 3.14 | 2.78 | 0.35 | 6.51 | 6.06 | 5.48 | 0.58 | | | | |
ICG Debt Advisors | ICGU1701 | ICG 2017-1A | 10/20/2023 | 0.92 | -0.02 | 0.21 | -0.02 | 0.23 | 2.47 | 2.62 | 2.27 | 0.35 | 5.90 | 5.72 | 5.44 | 0.28 | 11.93 | 10.86 | 10.99 | -0.13 |
Brigade Capital Management | BATTL15 | BATLN 2020-15A | 10/4/2023 | 1.03 | 0.54 | 0.61 | 0.56 | 0.06 | 2.88 | 3.32 | 2.98 | 0.35 | 6.09 | 6.78 | 6.30 | 0.49 | 11.84 | 11.56 | 12.24 | -0.67 |
Benefit Street Partners | BENST19 | BSP 2019-19A | 10/3/2023 | 0.99 | 0.69 | 0.82 | 0.69 | 0.13 | 3.04 | 3.35 | 3.01 | 0.34 | 6.21 | 6.67 | 6.15 | 0.52 | 11.89 | 12.34 | 11.79 | 0.55 |
Investcorp Credit Management | MBLPT18 | MP18 2020-2A | 10/3/2023 | 0.96 | 0.71 | 0.72 | 0.68 | 0.04 | 3.04 | 3.27 | 2.92 | 0.34 | 6.20 | 5.98 | 5.98 | 0.00 | 11.88 | 11.61 | 11.44 | 0.17 |
Jefferies Finance | APEXC211 | APEXC 2021-1A | 10/5/2023 | 1.00 | 0.43 | 0.48 | 0.43 | 0.05 | 2.78 | 3.10 | 2.76 | 0.34 | 6.06 | 6.39 | 6.03 | 0.36 | 11.65 | 11.92 | 11.60 | 0.32 |
Irradiant Partners | RADCL14 | RAD 2021-14A | 10/3/2023 | 1.00 | 0.71 | 0.76 | 0.71 | 0.05 | 3.04 | 3.37 | 3.03 | 0.34 | 6.20 | 6.69 | 6.20 | 0.49 | 11.88 | 13.23 | 11.87 | 1.36 |
Jefferies Finance | MPCF7 | APEXC 2021-2A | 10/10/2023 | 0.86 | 0.69 | 0.63 | 0.59 | 0.03 | 2.75 | 2.70 | 2.36 | 0.34 | 6.14 | 5.88 | 5.26 | 0.62 | 11.78 | 11.95 | 10.09 | 1.86 |
HPS Investment Partners | HIBLM143 | HLM 3A-2014 | 10/5/2023 | 0.96 | 0.43 | 0.39 | 0.41 | -0.03 | 2.85 | 3.07 | 2.73 | 0.34 | 6.10 | 5.93 | 5.84 | 0.08 | 11.68 | 11.53 | 11.20 | 0.33 |
Ares Management | DENALI14 | DEN14 2016-1A | 10/10/2023 | 1.05 | 0.53 | 0.63 | 0.56 | 0.07 | 2.85 | 3.33 | 3.00 | 0.33 | 5.63 | 5.90 | 5.92 | -0.03 | 11.08 | 11.74 | 11.67 | 0.07 |
Pretium Credit Management | CROWPT8 | CRNPT 2019-8A | 10/10/2023 | 0.97 | 0.46 | 0.44 | 0.44 | 0.00 | 2.76 | 3.00 | 2.67 | 0.33 | 6.14 | 6.40 | 5.94 | 0.46 | 11.77 | 12.09 | 11.38 | 0.71 |
Blue Owl | WELF221 | WELF 2022-1A | 10/3/2023 | 1.06 | 0.69 | 0.84 | 0.73 | 0.11 | 3.04 | 3.54 | 3.21 | 0.33 | 6.21 | 6.50 | 6.56 | -0.06 | | | | |
Canaras Capital Management | SARC8 | SRANC 2020-8A | 10/11/2023 | 1.03 | 0.40 | 0.44 | 0.42 | 0.03 | 2.74 | 3.15 | 2.83 | 0.33 | 6.24 | 6.97 | 6.44 | 0.53 | 11.94 | 12.21 | 12.33 | -0.12 |
Golub Capital | GOLUP53B | GCBSL 2021-53A | 10/4/2023 | 0.89 | 0.54 | 0.59 | 0.48 | 0.11 | 2.88 | 2.88 | 2.55 | 0.32 | 6.09 | 6.00 | 5.40 | 0.60 | 11.84 | 11.77 | 10.49 | 1.28 |
Irradiant Partners | RADCL12 | RAD 2021-12A | 10/18/2023 | 1.01 | 0.20 | 0.15 | 0.20 | -0.05 | 2.60 | 2.96 | 2.64 | 0.32 | 6.08 | 6.52 | 6.16 | 0.36 | 11.94 | 13.04 | 12.10 | 0.94 |
MJX Asset Management | VENT19 | VENTR 2014-19A | 10/3/2023 | 1.12 | 0.71 | 0.93 | 0.79 | 0.14 | 3.04 | 3.72 | 3.40 | 0.32 | 6.20 | 7.23 | 6.94 | 0.29 | 11.86 | 12.29 | 13.29 | -1.00 |
Elmwood Asset Management | ELMW17 | ELM17 2022-4A | 10/3/2023 | 0.82 | 0.71 | 0.52 | 0.58 | -0.05 | 3.12 | 2.87 | 2.55 | 0.32 | 6.25 | 5.84 | 5.11 | 0.73 | | | | |
Elmwood Asset Management | ELMW20 | ELM20 2022-7A | 10/3/2023 | 0.80 | 0.71 | 0.51 | 0.57 | -0.06 | 3.12 | 2.82 | 2.51 | 0.32 | 6.25 | 5.76 | 5.02 | 0.74 | | | | |
Fortress Investment Group | FORTCB3 | FCBSL 2015-1A | 10/3/2023 | 0.95 | 0.76 | 0.86 | 0.72 | 0.14 | 3.14 | 3.29 | 2.97 | 0.32 | 6.31 | 5.86 | 5.97 | -0.11 | 12.51 | 10.57 | 11.83 | -1.26 |
Man Group | ECP157 | GLGU 2018-1A | 10/10/2023 | 1.01 | 0.46 | 0.33 | 0.47 | -0.14 | 2.79 | 3.15 | 2.83 | 0.32 | 6.16 | 6.53 | 6.25 | 0.28 | 11.78 | 11.85 | 11.95 | -0.10 |
Ares Management | DENALI12 | DEN12 2016-1A | 10/10/2023 | 1.12 | 0.53 | 0.66 | 0.60 | 0.07 | 2.87 | 3.51 | 3.20 | 0.31 | 5.63 | 6.06 | 6.29 | -0.22 | 11.09 | 11.80 | 12.37 | -0.57 |
Investcorp Credit Management | JAMES12 | JTWN 2019-1A | 10/10/2023 | 1.05 | 0.33 | 0.23 | 0.35 | -0.11 | 2.76 | 3.19 | 2.88 | 0.31 | 6.14 | 6.95 | 6.42 | 0.53 | 11.72 | 13.60 | 12.25 | 1.35 |
MJX Asset Management | VENT29 | VENTR 2017-29A | 10/3/2023 | 1.10 | 0.69 | 1.21 | 0.76 | 0.45 | 3.04 | 3.64 | 3.33 | 0.31 | 6.20 | 6.33 | 6.82 | -0.48 | 11.85 | 10.40 | 13.02 | -2.61 |
Ares Management | ARES31R | ARES 2014-31RA | 10/5/2023 | 1.04 | 0.46 | 0.99 | 0.48 | 0.51 | 2.78 | 3.20 | 2.89 | 0.31 | 6.03 | 5.91 | 6.26 | -0.35 | 11.65 | 12.04 | 12.10 | -0.06 |
Benefit Street Partners | BENST26 | BSP 2022-26A | 10/10/2023 | 0.90 | 0.46 | 0.29 | 0.41 | -0.12 | 2.76 | 2.79 | 2.48 | 0.31 | 6.14 | 5.99 | 5.52 | 0.47 | | | | |
Canyon Capital Advisors | CANY191 | CANYC 2019-1A | 10/2/2023 | 1.01 | 0.95 | 0.70 | 0.96 | -0.26 | 3.38 | 3.72 | 3.42 | 0.31 | 6.66 | 7.18 | 6.72 | 0.46 | 12.73 | 13.46 | 12.86 | 0.60 |
American Money Management | AMMCCL25 | AMMC 2022-25A | 10/3/2023 | 0.99 | 0.69 | 0.89 | 0.69 | 0.21 | 3.04 | 3.31 | 3.01 | 0.30 | 6.21 | 6.92 | 6.15 | 0.77 | | | | |
Ares Management | ARES35R | ARES 2015-35RA | 10/3/2023 | 1.02 | 0.69 | 0.94 | 0.71 | 0.23 | 3.04 | 3.40 | 3.09 | 0.30 | 6.21 | 6.04 | 6.32 | -0.28 | 11.88 | 12.23 | 12.10 | 0.13 |
MJX Asset Management | VENT35 | VENTR 2018-35A | 10/11/2023 | 1.13 | 0.37 | 0.63 | 0.42 | 0.21 | 2.58 | 3.21 | 2.91 | 0.30 | 6.17 | 7.42 | 6.97 | 0.45 | 11.86 | 12.46 | 13.40 | -0.94 |
Voya Alternative Asset Management | VOY1402 | VOYA 2014-2A | 10/4/2023 | 0.99 | 0.65 | 0.73 | 0.65 | 0.09 | 2.91 | 3.18 | 2.88 | 0.30 | 6.05 | 6.17 | 6.00 | 0.17 | 11.79 | 11.34 | 11.69 | -0.36 |
Voya Alternative Asset Management | INGIM141 | INGIM 2014-1A | 10/6/2023 | 1.05 | 0.56 | 0.93 | 0.59 | 0.34 | 2.72 | 3.15 | 2.85 | 0.30 | 5.36 | 5.78 | 5.62 | 0.16 | 10.80 | 11.06 | 11.34 | -0.27 |
Seix Advisors | MTNV15 | MVEW 2019-2A | 10/6/2023 | 0.97 | 0.44 | 0.61 | 0.43 | 0.18 | 2.61 | 2.84 | 2.54 | 0.30 | 5.95 | 6.39 | 5.80 | 0.58 | 11.52 | 11.66 | 11.23 | 0.43 |
MidOcean Credit Fund Management | MIDOCC5 | MIDO 2016-5A | 10/6/2023 | 1.07 | 0.37 | 0.41 | 0.39 | 0.02 | 2.81 | 3.30 | 3.00 | 0.30 | 5.52 | 5.49 | 5.90 | -0.41 | 10.87 | 10.93 | 11.61 | -0.68 |
Golub Capital | GOLUP50B | GCBSL 2020-50A | 10/4/2023 | 0.89 | 0.54 | 0.62 | 0.48 | 0.14 | 2.88 | 2.85 | 2.55 | 0.30 | 6.09 | 5.80 | 5.40 | 0.40 | 9.31 | 9.51 | 8.25 | 1.26 |
Oaktree Capital Management | OAKC201 | OAKCL 2020-1A | 10/2/2023 | 0.93 | 0.95 | 0.84 | 0.89 | -0.05 | 3.38 | 3.45 | 3.16 | 0.30 | 6.65 | 6.84 | 6.21 | 0.63 | 12.73 | 13.12 | 11.87 | 1.25 |
Ares Management | ARES48 | ARES 2018-48A | 10/10/2023 | 0.99 | 0.59 | 0.85 | 0.58 | 0.26 | 2.76 | 3.03 | 2.74 | 0.29 | 6.15 | 5.96 | 6.09 | -0.13 | 11.78 | 12.28 | 11.68 | 0.60 |
Ares Management | ARES34 | ARES 2015-2A | 10/5/2023 | 0.99 | 0.43 | 0.71 | 0.43 | 0.29 | 2.78 | 3.05 | 2.75 | 0.29 | 6.01 | 5.85 | 5.95 | -0.10 | 11.64 | 12.28 | 11.52 | 0.76 |
WhiteStar | TRNTS6 | TRNTS 2017-6A | 10/13/2023 | 1.04 | 0.76 | 1.01 | 0.79 | 0.21 | 2.55 | 2.93 | 2.64 | 0.29 | 6.19 | 5.98 | 6.41 | -0.44 | 12.42 | 12.09 | 12.87 | -0.78 |
AXA Investment Managers | ALLEG4 | ALLEG 2016-1A | 10/4/2023 | 0.97 | 0.55 | 0.89 | 0.53 | 0.36 | 2.93 | 3.13 | 2.84 | 0.29 | 6.13 | 6.31 | 5.94 | 0.37 | 11.65 | 10.93 | 11.29 | -0.36 |
Ares Management | ARES46 | ARES 2017-46A | 10/3/2023 | 1.03 | 0.70 | 0.87 | 0.72 | 0.15 | 3.06 | 3.45 | 3.16 | 0.29 | 6.17 | 7.08 | 6.37 | 0.71 | 11.83 | 12.27 | 12.22 | 0.05 |
Oaktree Capital Management | OAKC212 | OAKCL 2021-2A | 10/2/2023 | 0.98 | 0.95 | 0.82 | 0.93 | -0.11 | 3.38 | 3.60 | 3.32 | 0.29 | 6.65 | 7.17 | 6.52 | 0.65 | 12.73 | 13.36 | 12.47 | 0.89 |
Elmwood Asset Management | ELMW4 | ELMW4 2020-1A | 10/3/2023 | 0.86 | 0.69 | 0.54 | 0.60 | -0.06 | 3.04 | 2.91 | 2.62 | 0.29 | 6.21 | 5.87 | 5.36 | 0.51 | 11.89 | 11.87 | 10.27 | 1.61 |
Elmwood Asset Management | LOGN2 | LOGN2 2021-2A | 10/10/2023 | 0.79 | 0.46 | 0.17 | 0.36 | -0.20 | 2.76 | 2.48 | 2.19 | 0.29 | 6.14 | 5.60 | 4.87 | 0.73 | | | | |
Golub Capital | GOLP19BR | GOCAP 2017-19RA | 10/5/2023 | 0.91 | 0.43 | 0.56 | 0.39 | 0.17 | 2.78 | 2.82 | 2.53 | 0.29 | 6.06 | 5.90 | 5.52 | 0.37 | 11.64 | 11.38 | 10.62 | 0.76 |
First Eagle Private Credit | WNDRV183 | WINDR 2018-3A | 10/10/2023 | 0.98 | 0.46 | 0.59 | 0.45 | 0.14 | 2.76 | 3.00 | 2.72 | 0.29 | 6.14 | 6.37 | 6.04 | 0.33 | 11.77 | 11.73 | 11.58 | 0.15 |
Sound Point Capital Management | SOUPT3R | SNDPT 2013-2RA | 9/29/2023 | 1.02 | 0.99 | 0.91 | 1.01 | -0.10 | 3.46 | 3.81 | 3.52 | 0.29 | 6.31 | 6.14 | 6.41 | -0.27 | 12.47 | 11.02 | 12.68 | -1.66 |
Pretium Credit Management | CROWPT9 | CRNPT 2020-9A | 10/3/2023 | 0.95 | 0.76 | 0.75 | 0.72 | 0.02 | 3.11 | 3.25 | 2.97 | 0.29 | 6.25 | 6.45 | 5.96 | 0.50 | 12.54 | 12.68 | 11.95 | 0.73 |
Sculptor Loan Management | OZLMF4 | OZLMF 2013-4A | 10/13/2023 | 0.96 | 0.30 | 0.23 | 0.29 | -0.06 | 2.57 | 2.74 | 2.45 | 0.28 | 6.12 | 5.86 | 5.85 | 0.01 | 10.49 | 9.92 | 10.03 | -0.11 |
Columbia Management | CENT21 | CECLO 2014-21A | 10/17/2023 | 1.04 | 0.20 | 0.20 | 0.21 | -0.01 | 2.63 | 3.00 | 2.72 | 0.28 | 6.10 | 6.26 | 6.32 | -0.06 | 12.14 | 10.97 | 12.57 | -1.60 |
Generate Advisors | YRKL8 | GNRT 8A | 10/10/2023 | 0.98 | 0.46 | 0.49 | 0.45 | 0.04 | 2.76 | 2.98 | 2.70 | 0.28 | 6.14 | 6.72 | 6.01 | 0.70 | 11.77 | 13.55 | 11.53 | 2.03 |
First Eagle Private Credit | WNDRV221 | WINDR 2022-1A | 10/10/2023 | 0.97 | 0.46 | 0.57 | 0.45 | 0.12 | 2.76 | 2.96 | 2.69 | 0.27 | 6.14 | 6.47 | 5.98 | 0.49 | | | | |
Benefit Street Partners | SHAC145R | SHACK 2014-5RA | 9/28/2023 | 1.06 | 1.12 | 1.30 | 1.19 | 0.11 | 3.69 | 4.20 | 3.93 | 0.27 | 7.00 | 7.46 | 7.44 | 0.02 | 12.34 | 12.93 | 13.13 | -0.21 |
Benefit Street Partners | BENST20 | BSP 2020-20A | 10/3/2023 | 0.98 | 0.69 | 0.74 | 0.68 | 0.06 | 3.04 | 3.25 | 2.99 | 0.27 | 6.21 | 6.52 | 6.11 | 0.41 | 11.89 | 12.77 | 11.70 | 1.07 |
New Mountain Capital | NWMTN2 | NMC CLO-2A | 10/2/2023 | 0.91 | 0.95 | 0.89 | 0.87 | 0.02 | 3.38 | 3.35 | 3.08 | 0.26 | 6.66 | 6.43 | 6.06 | 0.37 | 12.73 | 12.96 | 11.60 | 1.36 |
Oak Hill Advisors | OHACF13 | OAKC 2022-13A | 10/6/2023 | 0.82 | 0.41 | 0.38 | 0.34 | 0.04 | 2.73 | 2.51 | 2.24 | 0.26 | 6.03 | 5.33 | 4.95 | 0.38 | | | | |
Steele Creek Investment Management | STECR192 | STCR 2019-2A | 10/3/2023 | 1.03 | 0.78 | 1.14 | 0.80 | 0.34 | 3.03 | 3.39 | 3.13 | 0.26 | 6.20 | 6.63 | 6.39 | 0.25 | 11.87 | 11.64 | 12.24 | -0.59 |
MJX Asset Management | VENT38 | VENTR 2019-38A | 10/18/2023 | 0.99 | 0.20 | 0.37 | 0.20 | 0.17 | 2.60 | 2.84 | 2.57 | 0.26 | 6.08 | 6.60 | 6.02 | 0.58 | 11.95 | 11.89 | 11.83 | 0.06 |
MJX Asset Management | VENT39 | VENTR 2020-39A | 10/3/2023 | 0.96 | 0.60 | 0.45 | 0.57 | -0.12 | 3.04 | 3.17 | 2.90 | 0.26 | 6.30 | 6.40 | 6.03 | 0.37 | 11.72 | 11.46 | 11.21 | 0.25 |
Oak Hill Advisors | OHACF3 | OAKC 2019-3A | 10/6/2023 | 0.96 | 0.41 | 0.39 | 0.39 | 0.00 | 2.73 | 2.89 | 2.62 | 0.26 | 6.03 | 6.06 | 5.79 | 0.27 | 11.59 | 12.49 | 11.14 | 1.35 |
MJX Asset Management | VENT28 | VENTR 2017-28A | 10/10/2023 | 1.08 | 0.38 | 0.75 | 0.42 | 0.33 | 2.77 | 3.26 | 3.00 | 0.26 | 6.13 | 6.71 | 6.64 | 0.07 | 11.74 | 10.90 | 12.72 | -1.82 |
Investcorp Credit Management | JAMES6R | JTWN 2018-6RA | 10/13/2023 | 1.03 | 0.30 | 0.19 | 0.31 | -0.12 | 2.57 | 2.91 | 2.65 | 0.26 | 6.20 | 6.70 | 6.40 | 0.30 | 12.35 | 13.99 | 12.74 | 1.25 |
Oak Hill Advisors | OHACF10 | OAKC 2021-10A | 10/6/2023 | 0.91 | 0.41 | 0.40 | 0.37 | 0.02 | 2.73 | 2.73 | 2.48 | 0.26 | 6.03 | 5.97 | 5.46 | 0.50 | 11.59 | 12.57 | 10.51 | 2.06 |
Generate Advisors | GNRT10 | GNRT 2022-10A | 10/11/2023 | 1.03 | 0.37 | 0.42 | 0.38 | 0.05 | 2.58 | 2.90 | 2.65 | 0.25 | | | | | | | | |
Elmwood Asset Management | LOGN3 | LOGN3 2022-1A | 10/11/2023 | 0.80 | 0.40 | 0.21 | 0.32 | -0.12 | 2.74 | 2.44 | 2.19 | 0.25 | 6.24 | 5.61 | 4.99 | 0.62 | | | | |
Angelo, Gordon & Co | NWOODS17 | WOODS 2018-17A | 10/13/2023 | 1.13 | 0.57 | 0.74 | 0.65 | 0.09 | 2.54 | 3.12 | 2.87 | 0.25 | 6.11 | 7.19 | 6.91 | 0.28 | 12.20 | 13.01 | 13.79 | -0.77 |
Palmer Square Capital Management | PALML212 | PSTAT 2021-2A | 10/13/2023 | 0.94 | 0.30 | 0.39 | 0.28 | 0.11 | 2.55 | 2.65 | 2.40 | 0.25 | 6.23 | 5.97 | 5.87 | 0.09 | 12.40 | 11.99 | 11.70 | 0.28 |
Bain Capital Credit | BAIC222 | BCC 2022-2A | 10/6/2023 | 0.97 | 0.26 | 0.35 | 0.25 | 0.10 | 2.61 | 2.78 | 2.53 | 0.25 | 5.94 | 6.07 | 5.77 | 0.30 | | | | |
Oak Hill Advisors | OHACP7 | OAKC 2012-7A | 10/6/2023 | 0.99 | 0.41 | 0.40 | 0.41 | -0.01 | 2.73 | 2.94 | 2.70 | 0.25 | 6.03 | 6.21 | 5.96 | 0.25 | 11.60 | 12.57 | 11.47 | 1.10 |
Ares Management | DENALI16 | DEN16 2018-1A | 10/10/2023 | 1.12 | 0.53 | 0.56 | 0.60 | -0.04 | 2.87 | 3.47 | 3.23 | 0.24 | 5.63 | 6.61 | 6.33 | 0.28 | 11.07 | 12.29 | 12.44 | -0.14 |
Palmer Square Capital Management | PALMS223 | PLMRS 2022-3A | 10/10/2023 | 0.91 | 0.59 | 0.65 | 0.53 | 0.12 | 2.76 | 2.74 | 2.50 | 0.24 | 6.14 | 5.79 | 5.56 | 0.23 | | | | |
Golub Capital | GOLUP52B | GCBSL 2020-52A | 10/4/2023 | 0.87 | 0.54 | 0.54 | 0.47 | 0.07 | 2.88 | 2.75 | 2.51 | 0.24 | 6.09 | 5.78 | 5.31 | 0.48 | 11.85 | 11.59 | 10.32 | 1.27 |
MJX Asset Management | VENT45 | VENTR 2022-45A | 10/10/2023 | 1.06 | 0.46 | 0.57 | 0.49 | 0.08 | 2.76 | 3.16 | 2.92 | 0.24 | 6.14 | 6.92 | 6.49 | 0.43 | | | | |
Oak Hill Advisors | OHALF151 | OHALF 2015-1A | 10/6/2023 | 0.96 | 0.41 | 0.43 | 0.39 | 0.04 | 2.73 | 2.85 | 2.62 | 0.23 | 6.03 | 6.15 | 5.78 | 0.37 | 12.53 | 13.33 | 12.01 | 1.32 |
Elmwood Asset Management | ELMW1 | ELMW1 2019-1A | 10/6/2023 | 0.86 | 0.86 | 0.78 | 0.74 | 0.04 | 2.70 | 2.56 | 2.32 | 0.23 | 5.43 | 5.16 | 4.67 | 0.49 | 10.93 | 10.79 | 9.40 | 1.39 |
New Mountain Capital | NWMTN3 | NMC CLO-3A | 10/2/2023 | 0.92 | 0.95 | 0.87 | 0.88 | -0.01 | 3.38 | 3.35 | 3.12 | 0.23 | 6.65 | 6.43 | 6.14 | 0.29 | 12.73 | 12.94 | 11.74 | 1.20 |
ICG Debt Advisors | ICGU1601 | ICG 2016-1A | 10/20/2023 | 0.94 | 0.10 | 0.36 | 0.10 | 0.26 | 2.49 | 2.58 | 2.35 | 0.23 | 5.95 | 5.83 | 5.60 | 0.23 | 12.02 | 11.31 | 11.31 | 0.00 |
Palmer Square Capital Management | PALML211 | PSTAT 2021-1A | 10/13/2023 | 0.93 | 0.30 | 0.37 | 0.28 | 0.09 | 2.61 | 2.66 | 2.43 | 0.23 | 6.24 | 5.77 | 5.80 | -0.03 | 12.39 | 12.12 | 11.51 | 0.61 |
American Money Management | AMMCCL11 | AMMC 2012-11A | 9/22/2023 | 0.91 | 1.47 | 1.30 | 1.33 | -0.03 | 4.08 | 3.92 | 3.69 | 0.23 | 7.60 | 7.06 | 6.88 | 0.17 | 11.09 | 10.75 | 10.04 | 0.71 |
PPM America | PPMC2 | PPMC 2019-2A | 10/3/2023 | 1.07 | 0.78 | 0.91 | 0.83 | 0.08 | 3.04 | 3.46 | 3.23 | 0.23 | 6.20 | 7.02 | 6.61 | 0.42 | 11.88 | 12.24 | 12.66 | -0.42 |
Angelo, Gordon & Co | NWOODS18 | WOODS 2019-18A | 10/10/2023 | 1.16 | 0.46 | 0.53 | 0.53 | 0.00 | 2.76 | 3.42 | 3.19 | 0.23 | 6.14 | 7.34 | 7.09 | 0.24 | 11.77 | 12.40 | 13.60 | -1.19 |
Sound Point Capital Management | BLUMT132 | BLUEM 2013-2A | 10/10/2023 | 1.02 | 0.69 | 0.70 | 0.71 | 0.00 | 2.70 | 2.97 | 2.75 | 0.22 | 6.11 | 6.58 | 6.23 | 0.35 | 11.78 | 12.54 | 12.00 | 0.54 |
Irradiant Partners | RADCL15 | RAD 2021-15A | 10/10/2023 | 1.01 | 0.31 | 0.25 | 0.31 | -0.06 | 2.76 | 3.00 | 2.78 | 0.22 | 6.14 | 6.54 | 6.20 | 0.34 | 11.71 | 13.05 | 11.81 | 1.23 |
CFI Partners | CFIP211 | CFIP 2021-1A | 10/2/2023 | 1.04 | 0.95 | 1.00 | 0.99 | 0.01 | 3.38 | 3.73 | 3.51 | 0.22 | 6.65 | 7.11 | 6.90 | 0.20 | 12.73 | 13.67 | 13.20 | 0.47 |
Palmer Square Capital Management | PALMS191 | PLMRS 2019-1A | 10/3/2023 | 0.97 | 0.76 | 0.67 | 0.73 | -0.06 | 3.11 | 3.23 | 3.01 | 0.22 | 6.25 | 6.44 | 6.03 | 0.40 | 12.54 | 12.45 | 12.11 | 0.35 |
MJX Asset Management | VENT14 | VENTR 2013-14A | 10/16/2023 | 1.01 | 0.28 | 0.37 | 0.29 | 0.09 | 2.59 | 2.85 | 2.63 | 0.22 | 6.35 | 5.89 | 6.43 | -0.55 | 12.49 | 10.77 | 12.66 | -1.90 |
KKR Financial Advisors | KKR28 | KKR 28A | 9/29/2023 | 0.97 | 0.99 | 1.00 | 0.96 | 0.04 | 3.44 | 3.55 | 3.34 | 0.21 | 6.69 | 6.90 | 6.50 | 0.40 | 12.57 | 12.98 | 12.22 | 0.76 |
Ares Management | ARES47 | ARES 2018-47A | 10/3/2023 | 1.02 | 0.69 | 0.99 | 0.71 | 0.28 | 3.04 | 3.31 | 3.10 | 0.21 | 6.19 | 5.92 | 6.30 | -0.38 | 11.86 | 11.85 | 12.07 | -0.22 |
Marathon Asset Management | MARATH15 | MCLO 2020-15A | 10/4/2023 | 0.93 | 0.54 | 0.59 | 0.50 | 0.09 | 2.87 | 2.88 | 2.67 | 0.21 | 6.11 | 6.02 | 5.68 | 0.34 | 11.63 | 11.40 | 10.81 | 0.58 |
American Money Management | AMMCCL13 | AMMC 2013-13A | 10/12/2023 | 1.02 | 0.81 | 0.95 | 0.83 | 0.12 | 2.62 | 2.89 | 2.68 | 0.21 | 6.06 | 6.17 | 6.20 | -0.04 | 12.03 | 10.97 | 12.31 | -1.34 |
Man Group | MGUC211 | GLGU 2021-1A | 10/3/2023 | 0.94 | 0.69 | 0.79 | 0.65 | 0.14 | 3.04 | 3.07 | 2.86 | 0.21 | 6.21 | 6.01 | 5.85 | 0.16 | 11.89 | 11.98 | 11.21 | 0.76 |
Sound Point Capital Management | SOUPT2 | SNDPT 2013-1A | 10/5/2023 | 1.01 | 0.88 | 0.95 | 0.88 | 0.06 | 2.79 | 3.02 | 2.81 | 0.21 | 6.01 | 6.02 | 6.06 | -0.03 | 11.64 | 11.29 | 11.73 | -0.44 |
Sycamore Tree | STCP2101 | STCP 2021-1A | 10/11/2023 | 0.94 | 0.53 | 0.32 | 0.49 | -0.18 | 2.74 | 2.77 | 2.56 | 0.21 | 6.24 | 6.17 | 5.85 | 0.32 | 11.95 | 12.24 | 11.20 | 1.05 |
Sound Point Capital Management | SOUPT5R | SNDPT 2014-1RA | 10/3/2023 | 1.06 | 0.81 | 0.72 | 0.86 | -0.14 | 3.11 | 3.52 | 3.31 | 0.21 | 6.25 | 7.15 | 6.64 | 0.51 | 12.54 | 12.87 | 13.32 | -0.45 |
Ares Management | ARES52 | ARES 2019-52A | 10/11/2023 | 1.04 | 0.40 | 0.64 | 0.42 | 0.22 | 2.58 | 2.89 | 2.68 | 0.21 | 6.17 | 6.02 | 6.42 | -0.39 | 11.86 | 12.50 | 12.34 | 0.16 |
Golub Capital | GOLUP60B | GCBSL 2022-60A | 10/12/2023 | 0.80 | 0.45 | 0.35 | 0.36 | -0.01 | 2.61 | 2.30 | 2.09 | 0.21 | 6.22 | 5.65 | 4.99 | 0.66 | | | | |
CIFC Asset Management | CIFC191 | CIFC 2019-1A | 10/5/2023 | 0.97 | 0.43 | 0.56 | 0.42 | 0.14 | 2.78 | 2.89 | 2.68 | 0.21 | 6.06 | 5.92 | 5.85 | 0.07 | 11.65 | 12.09 | 11.25 | 0.84 |
Voya Alternative Asset Management | INGIM124 | INGIM 2012-4A | 10/4/2023 | 1.06 | 0.65 | 0.97 | 0.69 | 0.27 | 2.89 | 3.27 | 3.07 | 0.20 | 6.08 | 6.31 | 6.45 | -0.14 | 11.59 | 11.70 | 12.28 | -0.59 |
American Money Management | AMMCCL22 | AMMC 2018-22A | 10/13/2023 | 0.92 | 0.41 | 0.51 | 0.37 | 0.13 | 2.63 | 2.61 | 2.41 | 0.20 | 6.25 | 5.83 | 5.73 | 0.10 | 12.43 | 11.55 | 11.39 | 0.16 |
Sound Point Capital Management | SOUPT7R | SNDPT 2014-3RA | 10/6/2023 | 1.07 | 0.26 | 0.07 | 0.28 | -0.21 | 2.61 | 2.99 | 2.78 | 0.20 | 5.95 | 6.79 | 6.35 | 0.45 | 11.46 | 12.06 | 12.23 | -0.16 |
Crescent Capital Group | ATLSLF7 | ATCLO 2016-7A | 10/16/2023 | 1.09 | 0.28 | 0.01 | 0.31 | -0.30 | 2.59 | 3.02 | 2.82 | 0.20 | 6.20 | 7.24 | 6.74 | 0.49 | 12.33 | 12.92 | 13.43 | -0.51 |
Investcorp Credit Management | ACASL151 | MP7 2015-1A | 10/5/2023 | 1.07 | 0.41 | 0.40 | 0.44 | -0.04 | 2.82 | 3.21 | 3.01 | 0.20 | 6.09 | 5.87 | 6.49 | -0.63 | 11.66 | 11.70 | 12.44 | -0.73 |
Blackstone | STRAS223 | STRAS 2022-3A | 10/5/2023 | 0.80 | 0.43 | 0.44 | 0.35 | 0.10 | 2.81 | 2.45 | 2.25 | 0.20 | 6.06 | 5.18 | 4.85 | 0.33 | | | | |
Brigade Capital Management | BATTL11 | BATLN 2017-11A | 10/12/2023 | 1.02 | 0.34 | 0.10 | 0.34 | -0.24 | 2.61 | 2.86 | 2.66 | 0.20 | 6.22 | 6.68 | 6.36 | 0.33 | 12.02 | 11.87 | 12.28 | -0.41 |
Voya Alternative Asset Management | VOY1603 | VOYA 2016-3A | 10/6/2023 | 1.01 | 0.56 | 0.75 | 0.56 | 0.18 | 2.69 | 2.91 | 2.71 | 0.20 | 5.35 | 5.84 | 5.39 | 0.45 | 10.79 | 10.82 | 10.86 | -0.04 |
Oak Hill Advisors | OHACF5 | OAKC 2020-5A | 10/6/2023 | 0.93 | 0.41 | 0.34 | 0.38 | -0.05 | 2.73 | 2.73 | 2.53 | 0.20 | 6.03 | 5.87 | 5.58 | 0.29 | 11.59 | 12.20 | 10.74 | 1.46 |
Carlyle Group | CBAM2012 | CBAM 2020-12A | 10/6/2023 | 1.05 | 0.22 | -0.06 | 0.23 | -0.28 | 2.70 | 3.04 | 2.84 | 0.20 | 5.44 | 5.92 | 5.73 | 0.19 | 9.54 | 10.57 | 10.04 | 0.53 |
WhiteStar | TRNTS19 | TRNTS 2022-19A | 10/10/2023 | 0.93 | 0.69 | 0.72 | 0.65 | 0.07 | 2.75 | 2.76 | 2.56 | 0.20 | 6.14 | 5.79 | 5.71 | 0.08 | | | | |
Jefferies Finance | JMPCA4 | JMP 2017-1A | 10/4/2023 | 1.02 | 0.65 | 0.79 | 0.66 | 0.13 | 2.96 | 3.21 | 3.01 | 0.20 | 5.80 | 5.56 | 5.90 | -0.34 | 11.76 | 10.54 | 11.96 | -1.42 |
Goldentree Asset Management | GOLDMU12 | GLM 2022-12A | 10/5/2023 | 0.90 | 0.43 | 0.36 | 0.39 | -0.03 | 2.78 | 2.69 | 2.50 | 0.19 | 6.06 | 6.13 | 5.45 | 0.68 | | | | |
Irradiant Partners | KAYNE5 | RAD 2019-5A | 10/12/2023 | 1.00 | 0.97 | 1.11 | 0.96 | 0.15 | 2.61 | 2.80 | 2.61 | 0.19 | 6.22 | 6.56 | 6.20 | 0.35 | 12.07 | 13.12 | 12.03 | 1.09 |
Anchorage Capital Group | ANCH7 | ANCHC 2015-7A | 10/19/2023 | 0.95 | 0.05 | -0.01 | 0.05 | -0.06 | 2.57 | 2.64 | 2.45 | 0.19 | 6.00 | 6.23 | 5.71 | 0.52 | 12.01 | 12.79 | 11.43 | 1.36 |
KKR Financial Advisors | KKR39 | KKR 39A | 10/2/2023 | 1.00 | 0.95 | 1.11 | 0.96 | 0.16 | 3.38 | 3.59 | 3.40 | 0.19 | 6.65 | 7.07 | 6.68 | 0.40 | 12.73 | 13.70 | 12.77 | 0.92 |
Partners Group | PIKP2 | PIPK 2018-2A | 10/5/2023 | 0.99 | 0.27 | 0.19 | 0.27 | -0.08 | 2.77 | 2.94 | 2.75 | 0.19 | 6.06 | 6.42 | 6.01 | 0.42 | 11.54 | 12.52 | 11.45 | 1.07 |
LCM Asset Management | LCM13 | LCM 13A | 10/11/2023 | 1.00 | 0.53 | 1.07 | 0.53 | 0.54 | 2.84 | 3.02 | 2.83 | 0.19 | 6.24 | 6.27 | 6.24 | 0.03 | 11.87 | 11.15 | 11.86 | -0.71 |
Neuberger Berman | NEUB50 | NEUB 2022-50A | 10/12/2023 | 0.86 | 0.31 | 0.23 | 0.26 | -0.04 | 2.54 | 2.38 | 2.20 | 0.19 | 6.19 | 5.47 | 5.35 | 0.12 | | | | |
First Eagle Private Credit | CUTW1501 | CTWTR 2015-1A | 10/4/2023 | 1.20 | 0.55 | 1.14 | 0.65 | 0.49 | 2.91 | 3.67 | 3.49 | 0.19 | 6.11 | 6.90 | 7.31 | -0.41 | 11.56 | 12.17 | 13.84 | -1.67 |
Silver Rock Management | SLVRK2 | SLVRK 2021-2A | 10/6/2023 | 1.02 | 0.19 | 0.31 | 0.19 | 0.12 | 2.70 | 2.94 | 2.76 | 0.19 | 5.49 | 6.07 | 5.60 | 0.47 | 9.54 | 10.61 | 9.73 | 0.88 |
MJX Asset Management | VENT41 | VENTR 2021-41A | 10/10/2023 | 1.02 | 0.46 | 0.50 | 0.47 | 0.03 | 2.76 | 2.99 | 2.81 | 0.19 | 6.14 | 6.85 | 6.24 | 0.61 | 11.76 | 12.42 | 11.96 | 0.47 |
Palmer Square Capital Management | PALML214 | PSTAT 2021-4A | 10/6/2023 | 0.96 | 0.34 | 0.45 | 0.32 | 0.13 | 2.64 | 2.71 | 2.53 | 0.18 | 5.96 | 5.75 | 5.70 | 0.04 | 11.50 | 11.69 | 11.01 | 0.68 |
Investcorp Credit Management | MBLPT17 | MP17 2020-1A | 10/5/2023 | 0.97 | 0.88 | 0.90 | 0.85 | 0.05 | 2.78 | 2.87 | 2.69 | 0.18 | 6.06 | 5.66 | 5.86 | -0.20 | 11.65 | 11.38 | 11.27 | 0.11 |
Sound Point Capital Management | BLUMT182 | BLUEM 2018-2A | 9/29/2023 | 1.05 | 0.99 | 1.15 | 1.04 | 0.11 | 3.43 | 3.77 | 3.59 | 0.18 | 6.69 | 7.10 | 7.00 | 0.10 | 12.58 | 13.34 | 13.17 | 0.18 |
Sound Point Capital Management | SOUPT4R | SNDPT 2013-3RA | 10/3/2023 | 1.04 | 0.76 | 0.71 | 0.79 | -0.08 | 3.12 | 3.42 | 3.24 | 0.18 | 6.24 | 6.56 | 6.49 | 0.07 | 12.53 | 12.53 | 13.03 | -0.51 |
Columbia Management | COLCT29 | CECLO 2020-29A | 10/10/2023 | 0.98 | 0.38 | 0.29 | 0.37 | -0.08 | 2.76 | 2.87 | 2.69 | 0.18 | 6.14 | 5.88 | 5.99 | -0.11 | 11.74 | 11.44 | 11.46 | -0.03 |
Angelo, Gordon & Co | NWOO11B | WOODS 2018-11BA | 10/11/2023 | 1.14 | 0.59 | 0.72 | 0.67 | 0.05 | 2.74 | 3.29 | 3.11 | 0.18 | 6.23 | 7.24 | 7.08 | 0.17 | 11.95 | 12.48 | 13.57 | -1.09 |
Irradiant Partners | KAYNE1 | RAD 2018-1A | 10/3/2023 | 1.06 | 0.68 | 0.81 | 0.72 | 0.09 | 3.04 | 3.39 | 3.21 | 0.18 | 6.20 | 6.66 | 6.56 | 0.10 | 11.85 | 12.75 | 12.53 | 0.23 |
Oak Hill Advisors | OHACF7 | OAKC 2020-7A | 10/6/2023 | 0.93 | 0.41 | 0.38 | 0.38 | 0.00 | 2.73 | 2.71 | 2.53 | 0.18 | 6.03 | 5.73 | 5.58 | 0.14 | 11.60 | 12.25 | 10.74 | 1.51 |
Elmwood Asset Management | ELMW5 | ELMW5 2020-2A | 10/6/2023 | 0.87 | 0.34 | 0.17 | 0.29 | -0.13 | 2.70 | 2.54 | 2.36 | 0.17 | 5.42 | 5.14 | 4.74 | 0.39 | 10.93 | 10.82 | 9.55 | 1.26 |
CIFC Asset Management | CIFC185 | CIFC 2018-5A | 10/2/2023 | 0.96 | 0.95 | 0.87 | 0.91 | -0.04 | 3.31 | 3.34 | 3.17 | 0.17 | 6.52 | 6.31 | 6.24 | 0.07 | 12.58 | 12.86 | 12.05 | 0.81 |
Fortress Investment Group | HILDE4 | HLDN 2015-4A | 10/6/2023 | 1.00 | 0.56 | 0.73 | 0.56 | 0.17 | 2.74 | 2.90 | 2.73 | 0.17 | 6.04 | 5.34 | 6.02 | -0.69 | 11.62 | 9.99 | 11.58 | -1.58 |
Ares Management | ARES65 | ARES 2022-65A | 10/13/2023 | 0.99 | 0.67 | 0.90 | 0.66 | 0.23 | 2.56 | 2.69 | 2.52 | 0.17 | 6.19 | 5.57 | 6.10 | -0.52 | | | | |
Ballyrock Investment Advisors | BALLY192 | BALLY 2019-2A | 10/10/2023 | 0.94 | 0.46 | 0.46 | 0.43 | 0.03 | 2.76 | 2.76 | 2.59 | 0.17 | 6.17 | 6.22 | 5.78 | 0.44 | 11.76 | 12.21 | 11.02 | 1.19 |
Columbia Management | COLCT30 | CECLO 2020-30A | 10/10/2023 | 1.00 | 0.38 | 0.27 | 0.38 | -0.12 | 2.76 | 2.93 | 2.76 | 0.17 | 6.14 | 5.91 | 6.14 | -0.23 | 11.74 | 10.93 | 11.74 | -0.81 |
40/86 Advisors | SILVCRL | SLVER 2014-1A | 10/2/2023 | 0.89 | 0.95 | 1.03 | 0.85 | 0.18 | 3.40 | 3.21 | 3.04 | 0.17 | 6.52 | 6.04 | 5.82 | 0.22 | 12.65 | 11.81 | 11.29 | 0.52 |
Invesco | UPLND | UPLND 2016-1A | 10/6/2023 | 0.92 | 0.53 | 0.56 | 0.49 | 0.06 | 2.72 | 2.68 | 2.51 | 0.17 | 5.30 | 5.42 | 4.90 | 0.52 | 10.49 | 10.74 | 9.70 | 1.04 |
Ares Management | ARES27 | ARES 2013-2A | 10/18/2023 | 0.99 | 0.48 | 0.58 | 0.48 | 0.10 | 2.57 | 2.72 | 2.55 | 0.17 | 6.02 | 5.56 | 5.98 | -0.42 | 12.06 | 12.16 | 11.99 | 0.17 |
DoubleLine Capital | PARAL181 | PARL 2018-1A | 10/10/2023 | 1.10 | 0.46 | 0.28 | 0.51 | -0.23 | 2.80 | 3.25 | 3.08 | 0.17 | 6.16 | 6.15 | 6.79 | -0.64 | 11.77 | 11.69 | 12.99 | -1.30 |
TCW Asset Management | TCW171 | TAMCO 2017-1A | 10/16/2023 | 0.94 | 0.37 | 0.36 | 0.35 | 0.02 | 2.58 | 2.60 | 2.43 | 0.16 | 6.18 | 5.88 | 5.82 | 0.06 | 12.16 | 12.05 | 11.45 | 0.61 |
ArrowMark Colorado Holdings | ELEV1708 | AWPT 2017-8A | 10/13/2023 | 0.99 | 0.30 | 0.51 | 0.30 | 0.21 | 2.60 | 2.73 | 2.56 | 0.16 | 6.22 | 6.18 | 6.13 | 0.05 | 12.36 | 10.96 | 12.18 | -1.22 |
Brigade Capital Management | BATTL8 | BATLN 2015-8A | 10/5/2023 | 1.08 | 0.43 | 0.44 | 0.47 | -0.02 | 2.80 | 3.18 | 3.02 | 0.16 | 6.06 | 7.05 | 6.54 | 0.51 | 11.65 | 11.95 | 12.57 | -0.61 |
Angelo, Gordon & Co | NWOO12B | WOODS 2018-12BA | 10/3/2023 | 1.13 | 0.70 | 0.78 | 0.80 | -0.02 | 3.04 | 3.61 | 3.44 | 0.16 | 6.20 | 7.01 | 7.03 | -0.02 | 11.87 | 12.31 | 13.46 | -1.15 |
Shenkman Capital Management | JEFFM | JEFFM 2015-1A | 10/12/2023 | 1.04 | 0.67 | 0.72 | 0.69 | 0.03 | 2.62 | 2.87 | 2.71 | 0.16 | 6.22 | 6.55 | 6.44 | 0.10 | 12.08 | 12.70 | 12.52 | 0.18 |
King Street Capital Management | ROCT201 | ROCKT 2020-1A | 10/10/2023 | 1.07 | 0.31 | 0.21 | 0.33 | -0.12 | 2.76 | 3.10 | 2.94 | 0.16 | 6.14 | 6.99 | 6.55 | 0.44 | 11.71 | 12.58 | 12.49 | 0.09 |
Ares Management | ARES45 | ARES 2017-45A | 10/3/2023 | 1.03 | 0.64 | 0.67 | 0.65 | 0.01 | 3.07 | 3.31 | 3.15 | 0.16 | 6.23 | 6.31 | 6.40 | -0.09 | 11.75 | 12.39 | 12.08 | 0.32 |
Brigade Capital Management | BATTL10 | BATLN 2016-10A | 10/12/2023 | 1.01 | 0.34 | -0.01 | 0.34 | -0.35 | 2.61 | 2.79 | 2.63 | 0.16 | 6.22 | 6.58 | 6.28 | 0.30 | 12.02 | 11.63 | 12.14 | -0.51 |
Apollo Global Management | RRCL20 | RRAM 2022-20A | 10/6/2023 | 0.94 | 0.33 | 0.20 | 0.31 | -0.11 | 2.61 | 2.61 | 2.45 | 0.16 | 5.94 | 5.79 | 5.58 | 0.21 | | | | |
Vibrant Capital Partners | VIBR3 | VIBR 2015-3A | 10/10/2023 | 1.05 | 0.33 | 0.44 | 0.34 | 0.09 | 2.76 | 3.06 | 2.90 | 0.16 | 6.14 | 6.64 | 6.47 | 0.17 | 11.72 | 12.07 | 12.35 | -0.29 |
Napier Park Global Capital | REGATF18 | REG18 2021-1A | 10/5/2023 | 0.92 | 0.58 | 0.66 | 0.54 | 0.13 | 2.75 | 2.68 | 2.52 | 0.16 | 5.35 | 5.05 | 4.91 | 0.14 | 10.72 | 10.76 | 9.83 | 0.92 |
First Eagle Private Credit | WNDRV174 | WINDR 2017-4A | 10/6/2023 | 1.01 | 0.34 | 0.34 | 0.34 | 0.00 | 2.71 | 2.89 | 2.74 | 0.16 | 5.46 | 5.46 | 5.52 | -0.07 | 10.80 | 10.15 | 10.92 | -0.77 |
Blackstone | STKPK | STKPK 2022-1A | 9/29/2023 | 0.93 | 0.96 | 0.87 | 0.89 | -0.02 | 3.43 | 3.36 | 3.21 | 0.15 | | | | | | | | |
Sculptor Loan Management | OZLM7 | OZLM 2014-7A | 10/5/2023 | 0.95 | 0.43 | 0.50 | 0.41 | 0.08 | 2.80 | 2.83 | 2.68 | 0.15 | 5.96 | 5.35 | 5.69 | -0.35 | 11.52 | 11.03 | 11.00 | 0.03 |
Partners Group | PIKP4 | PIPK 2019-4A | 10/3/2023 | 1.00 | 0.57 | 0.37 | 0.57 | -0.20 | 3.04 | 3.17 | 3.02 | 0.15 | 6.29 | 6.62 | 6.26 | 0.36 | 11.70 | 12.08 | 11.64 | 0.44 |
Irradiant Partners | KAYNE10 | RAD 2021-10A | 10/11/2023 | 1.05 | 0.53 | 0.39 | 0.55 | -0.16 | 2.58 | 2.84 | 2.70 | 0.14 | 6.16 | 6.66 | 6.44 | 0.21 | 11.93 | 13.23 | 12.48 | 0.75 |
Sound Point Capital Management | SOUPT9 | SNDPT 2015-2A | 10/5/2023 | 1.05 | 0.43 | 0.42 | 0.45 | -0.03 | 2.78 | 3.05 | 2.91 | 0.14 | 6.06 | 6.76 | 6.34 | 0.42 | 11.64 | 12.18 | 12.18 | 0.00 |
Investcorp Credit Management | JAMES15 | JTWN 2020-15A | 10/3/2023 | 1.03 | 0.59 | 0.55 | 0.61 | -0.05 | 3.04 | 3.26 | 3.11 | 0.14 | 6.29 | 6.79 | 6.45 | 0.34 | 11.74 | 13.19 | 12.04 | 1.15 |
KKR Financial Advisors | KKR27 | KKR 27A | 10/2/2023 | 1.01 | 0.95 | 1.17 | 0.96 | 0.21 | 3.38 | 3.56 | 3.42 | 0.14 | 6.65 | 7.10 | 6.73 | 0.38 | 12.73 | 13.54 | 12.86 | 0.67 |
Oak Hill Advisors | OHACF8 | OAKC 2021-8A | 10/6/2023 | 0.95 | 0.41 | 0.39 | 0.39 | 0.00 | 2.73 | 2.74 | 2.60 | 0.14 | 6.03 | 5.91 | 5.74 | 0.17 | 11.59 | 12.46 | 11.04 | 1.41 |
CIFC Asset Management | CIFC184 | CIFC 2018-4A | 10/2/2023 | 0.98 | 0.96 | 0.92 | 0.94 | -0.01 | 3.39 | 3.47 | 3.33 | 0.14 | 6.52 | 6.44 | 6.40 | 0.04 | 12.74 | 13.03 | 12.51 | 0.52 |
TCW Asset Management | TCW181 | TCW 2018-1A | 10/11/2023 | 0.96 | 0.34 | 0.38 | 0.32 | 0.06 | 2.77 | 2.80 | 2.66 | 0.14 | 6.27 | 6.46 | 6.02 | 0.44 | 11.91 | 11.93 | 11.42 | 0.51 |
AXA Investment Managers | ALLEG10 | ALLEG 2019-1A | 10/11/2023 | 1.02 | 0.40 | 0.37 | 0.41 | -0.05 | 2.73 | 2.93 | 2.79 | 0.14 | 6.24 | 6.36 | 6.36 | 0.01 | 11.93 | 11.93 | 12.16 | -0.23 |
Anchorage Capital Group | ANCH4R | ANCHC 2014-4RA | 10/19/2023 | 0.94 | 0.05 | 0.09 | 0.05 | 0.04 | 2.60 | 2.58 | 2.44 | 0.14 | 6.01 | 6.29 | 5.66 | 0.63 | 7.70 | 8.28 | 7.25 | 1.04 |
Birch Grove Capital | BIRCHGR2 | BGCLO 2021-2A | 10/10/2023 | 0.94 | 0.46 | 0.34 | 0.43 | -0.10 | 2.76 | 2.75 | 2.61 | 0.14 | 6.14 | 6.24 | 5.81 | 0.44 | 11.78 | 12.40 | 11.13 | 1.27 |
Onex Credit Partners | OCP1714 | OCP 2017-14A | 10/6/2023 | 0.95 | 0.33 | 0.27 | 0.32 | -0.05 | 2.70 | 2.71 | 2.57 | 0.14 | 5.44 | 5.55 | 5.18 | 0.38 | 10.85 | 11.56 | 10.33 | 1.23 |
Brigade Capital Management | BATTL18 | BATLN 2020-18A | 10/3/2023 | 1.04 | 0.69 | 0.64 | 0.72 | -0.08 | 3.04 | 3.30 | 3.16 | 0.14 | 6.21 | 6.57 | 6.46 | 0.11 | 11.89 | 11.29 | 12.38 | -1.09 |
Investcorp Credit Management | JAMES11 | JTWN 2018-11A | 10/3/2023 | 1.09 | 0.49 | 0.43 | 0.54 | -0.11 | 3.11 | 3.53 | 3.40 | 0.14 | 6.25 | 6.99 | 6.83 | 0.16 | 12.39 | 14.34 | 13.54 | 0.80 |
Whitebox Capital Management | WHTBX2 | WBOX 2020-2A | 10/12/2023 | 0.90 | 0.34 | 0.54 | 0.30 | 0.24 | 2.61 | 2.48 | 2.34 | 0.14 | 6.22 | 5.64 | 5.58 | 0.05 | 12.02 | 11.59 | 10.79 | 0.80 |
King Street Capital Management | ROCT221 | ROCKT 2022-1A | 10/10/2023 | 1.01 | 0.39 | 0.25 | 0.40 | -0.15 | 2.76 | 2.91 | 2.78 | 0.14 | 6.14 | 6.77 | 6.19 | 0.58 | | | | |
Marathon Asset Management | MARATH14 | MCLO 2019-2A | 10/11/2023 | 0.95 | 0.40 | 0.37 | 0.38 | -0.02 | 2.73 | 2.73 | 2.60 | 0.13 | 6.24 | 6.20 | 5.92 | 0.28 | 11.93 | 11.67 | 11.33 | 0.34 |
Sculptor Loan Management | OZLM16 | OZLM 2017-16A | 10/4/2023 | 1.00 | 0.54 | 0.52 | 0.54 | -0.01 | 2.87 | 3.00 | 2.87 | 0.13 | 6.11 | 6.12 | 6.10 | 0.02 | 11.49 | 11.56 | 11.47 | 0.09 |
Ares Management | ARES64 | ARES 2022-64A | 10/3/2023 | 0.91 | 0.69 | 0.74 | 0.63 | 0.11 | 3.04 | 2.90 | 2.77 | 0.13 | 6.20 | 4.83 | 5.66 | -0.83 | | | | |
Oaktree Capital Management | OAKC221 | OAKCL 2022-1A | 9/29/2023 | 1.02 | 0.99 | 0.70 | 1.01 | -0.31 | 3.43 | 3.64 | 3.50 | 0.13 | 6.69 | 7.16 | 6.83 | 0.34 | | | | |
Sculptor Loan Management | OZLMF2 | OZLMF 2012-2A | 9/21/2023 | 1.02 | 1.54 | 1.52 | 1.57 | -0.05 | 4.11 | 4.31 | 4.18 | 0.13 | 7.72 | 7.66 | 7.85 | -0.19 | 11.02 | 11.29 | 11.21 | 0.08 |
Investcorp Credit Management | JAMES17 | JTWN 2021-17A | 10/11/2023 | 0.97 | 0.40 | 0.35 | 0.39 | -0.04 | 2.73 | 2.79 | 2.66 | 0.13 | 6.24 | 6.60 | 6.07 | 0.53 | | | | |
Sculptor Loan Management | OZLM11 | OZLM 2015-11A | 10/19/2023 | 1.02 | 0.24 | 0.23 | 0.24 | -0.02 | 2.61 | 2.79 | 2.66 | 0.13 | 6.08 | 6.03 | 6.19 | -0.16 | 11.80 | 11.77 | 12.01 | -0.24 |
Sound Point Capital Management | SOUPT14 | SNDPT 2016-3A | 10/6/2023 | 0.94 | 0.41 | 0.28 | 0.39 | -0.11 | 2.70 | 2.68 | 2.55 | 0.13 | 5.82 | 4.51 | 5.49 | -0.98 | 11.37 | 8.91 | 10.73 | -1.82 |
Benefit Street Partners | BENST21 | BSP 2020-21A | 10/3/2023 | 1.02 | 0.69 | 0.70 | 0.71 | -0.01 | 3.04 | 3.23 | 3.10 | 0.13 | 6.21 | 6.62 | 6.33 | 0.29 | 11.89 | 12.49 | 12.13 | 0.36 |
Benefit Street Partners | BENST23 | BSP 2021-23A | 10/10/2023 | 1.02 | 0.46 | 0.34 | 0.47 | -0.13 | 2.76 | 2.95 | 2.82 | 0.13 | 6.14 | 6.31 | 6.28 | 0.04 | 11.77 | 12.32 | 12.03 | 0.30 |
Golub Capital | GOLUP41B | GCBSL 2019-41A | 10/5/2023 | 0.98 | 0.43 | 0.54 | 0.42 | 0.12 | 2.78 | 2.84 | 2.71 | 0.13 | 6.06 | 6.00 | 5.92 | 0.08 | 11.64 | 11.53 | 11.38 | 0.15 |
Investcorp Credit Management | JAMES9 | JTWN 2016-9A | 10/11/2023 | 1.04 | 0.40 | 0.37 | 0.42 | -0.05 | 2.73 | 2.96 | 2.84 | 0.13 | 6.24 | 6.68 | 6.47 | 0.21 | 11.90 | 13.19 | 12.35 | 0.84 |
King Street Capital Management | ROCT181 | ROCKT 2018-1A | 10/16/2023 | 1.08 | 0.28 | 0.16 | 0.31 | -0.15 | 2.58 | 2.91 | 2.79 | 0.13 | 6.16 | 7.09 | 6.65 | 0.44 | 12.12 | 13.09 | 13.08 | 0.01 |
Five Arrows Managers | OCEANT5 | OCTR 2014-5A | 10/5/2023 | 1.02 | 0.43 | 0.69 | 0.44 | 0.26 | 2.78 | 2.95 | 2.82 | 0.13 | 6.05 | 6.24 | 6.15 | 0.09 | 11.64 | 11.14 | 11.83 | -0.69 |
Anchorage Capital Group | ANCH1810 | ANCHC 2018-10A | 10/4/2023 | 1.03 | 0.54 | 0.87 | 0.56 | 0.31 | 2.87 | 3.09 | 2.97 | 0.13 | 6.10 | 6.49 | 6.31 | 0.18 | 11.62 | 12.80 | 12.00 | 0.79 |
Elmwood Asset Management | ELMW6 | ELMW6 2020-3A | 10/6/2023 | 0.89 | 0.34 | 0.16 | 0.30 | -0.14 | 2.70 | 2.53 | 2.40 | 0.12 | 5.42 | 5.10 | 4.82 | 0.27 | 10.93 | 10.82 | 9.72 | 1.10 |
MidOcean Credit Fund Management | MIDOCC10 | MIDO 2019-10A | 10/11/2023 | 1.04 | 0.35 | 0.37 | 0.37 | 0.00 | 2.58 | 2.81 | 2.69 | 0.12 | 6.24 | 6.32 | 6.51 | -0.18 | 11.88 | 12.16 | 12.39 | -0.23 |
Canaras Capital Management | SARC1 | SRANC 2013-1A | 10/17/2023 | 1.11 | 0.21 | 0.39 | 0.24 | 0.15 | 2.61 | 3.01 | 2.88 | 0.12 | 6.09 | 8.16 | 6.74 | 1.42 | 12.02 | 12.71 | 13.29 | -0.58 |
Sculptor Loan Management | OZLM17 | OZLM 2017-17A | 10/11/2023 | 0.98 | 0.40 | 0.35 | 0.40 | -0.04 | 2.75 | 2.81 | 2.69 | 0.12 | 6.18 | 6.10 | 6.04 | 0.06 | 11.84 | 12.03 | 11.58 | 0.45 |
Bain Capital Credit | BAIC214 | BCC 2021-4A | 10/5/2023 | 1.01 | 0.43 | 0.57 | 0.44 | 0.13 | 2.78 | 2.92 | 2.80 | 0.12 | 6.06 | 6.06 | 6.10 | -0.04 | 11.64 | 11.67 | 11.72 | -0.05 |
Ares Management | ARESLF3 | ARES 2022-ALF3A | 10/13/2023 | 1.00 | 0.67 | 0.88 | 0.67 | 0.20 | 2.56 | 2.67 | 2.55 | 0.12 | 6.19 | 5.81 | 6.17 | -0.36 | | | | |
CIFC Asset Management | CIFC183 | CIFC 2018-3A | 10/3/2023 | 0.99 | 0.76 | 0.70 | 0.75 | -0.05 | 3.12 | 3.21 | 3.09 | 0.12 | 6.25 | 6.12 | 6.18 | -0.06 | 12.54 | 12.89 | 12.41 | 0.49 |
Investcorp Credit Management | MBLPT21 | MP21 2021-3A | 10/4/2023 | 0.99 | 0.45 | 0.41 | 0.44 | -0.03 | 2.88 | 2.96 | 2.84 | 0.12 | 6.09 | 5.89 | 6.01 | -0.12 | 11.76 | 11.82 | 11.61 | 0.21 |
WhiteStar | TRNTS20 | TRNTS 2022-20A | 10/10/2023 | 0.96 | 0.69 | 0.65 | 0.67 | -0.01 | 2.75 | 2.76 | 2.64 | 0.11 | 6.14 | 6.02 | 5.90 | 0.12 | | | | |
Oak Hill Advisors | OHACP11 | OAKC 2015-11A | 10/6/2023 | 0.97 | 0.41 | 0.38 | 0.40 | -0.02 | 2.73 | 2.76 | 2.65 | 0.11 | 6.03 | 6.19 | 5.84 | 0.35 | 11.60 | 12.48 | 11.24 | 1.24 |
Ares Management | ARES58 | ARES 2020-58A | 10/3/2023 | 1.06 | 0.69 | 0.86 | 0.74 | 0.13 | 3.04 | 3.33 | 3.22 | 0.11 | 6.20 | 5.76 | 6.58 | -0.83 | 11.87 | 11.70 | 12.60 | -0.90 |
Sound Point Capital Management | BLUMT142 | BLUEM 2014-2A | 10/6/2023 | 1.02 | 0.56 | 0.57 | 0.57 | 0.00 | 2.69 | 2.86 | 2.75 | 0.11 | 5.35 | 5.55 | 5.47 | 0.08 | 10.78 | 10.98 | 11.03 | -0.05 |
Investcorp Credit Management | JAMES14 | JTWN 2019-14A | 10/5/2023 | 1.01 | 0.43 | 0.41 | 0.43 | -0.02 | 2.78 | 2.91 | 2.80 | 0.11 | 6.06 | 6.37 | 6.10 | 0.27 | 11.65 | 13.06 | 11.74 | 1.32 |
Crescent Capital Group | ATLSLF18 | ATCLO 2021-18A | 10/4/2023 | 1.14 | 0.53 | 0.63 | 0.60 | 0.03 | 2.88 | 3.38 | 3.27 | 0.11 | 6.09 | 6.70 | 6.92 | -0.22 | 11.85 | 12.12 | 13.46 | -1.33 |
Ares Management | ARES38 | ARES 2015-38A | 10/10/2023 | 1.08 | 0.41 | 0.61 | 0.44 | 0.17 | 2.78 | 3.12 | 3.00 | 0.11 | 6.16 | 6.04 | 6.66 | -0.62 | 11.74 | 12.34 | 12.69 | -0.35 |
First Eagle Private Credit | WNDRV171 | WINDR 2017-1A | 10/5/2023 | 0.99 | 0.40 | 0.41 | 0.40 | 0.01 | 2.78 | 2.85 | 2.74 | 0.11 | 6.06 | 6.27 | 5.98 | 0.29 | 11.63 | 11.25 | 11.48 | -0.23 |
WhiteStar | TRNTS9 | TRNTS 2018-9A | 10/10/2023 | 1.03 | 0.69 | 0.92 | 0.71 | 0.21 | 2.75 | 2.94 | 2.83 | 0.11 | 6.14 | 5.86 | 6.32 | -0.46 | 11.78 | 11.25 | 12.12 | -0.87 |
Golub Capital | GOLP26BR | GOCAP 2015-26A | 10/4/2023 | 1.00 | 0.54 | 0.64 | 0.54 | 0.11 | 2.89 | 2.99 | 2.88 | 0.11 | 6.09 | 6.07 | 6.07 | 0.00 | 11.84 | 11.50 | 11.81 | -0.30 |
Elmwood Asset Management | ELMW8 | ELMW8 2021-1A | 10/6/2023 | 0.89 | 0.34 | 0.17 | 0.30 | -0.13 | 2.70 | 2.52 | 2.41 | 0.11 | 5.42 | 5.04 | 4.83 | 0.20 | 10.93 | 10.80 | 9.74 | 1.06 |
Whitebox Capital Management | WHTBX1 | WBOX 2019-1A | 10/12/2023 | 0.89 | 0.34 | 0.45 | 0.30 | 0.15 | 2.61 | 2.43 | 2.32 | 0.11 | 6.22 | 5.64 | 5.55 | 0.09 | 12.02 | 11.66 | 10.72 | 0.94 |
Ares Management | ARES39 | ARES 2016-39A | 10/5/2023 | 1.08 | 0.36 | 0.63 | 0.39 | 0.24 | 2.77 | 3.11 | 3.00 | 0.11 | 6.06 | 5.92 | 6.55 | -0.63 | 11.57 | 12.06 | 12.52 | -0.46 |
Nuveen | TIAAC3 | TIA 2017-2A | 10/4/2023 | 1.05 | 0.54 | 0.50 | 0.57 | -0.07 | 2.89 | 3.14 | 3.04 | 0.11 | 6.09 | 6.04 | 6.39 | -0.36 | 11.60 | 10.82 | 12.19 | -1.37 |
Apollo Global Management | RRCL3 | RRAM 2018-3A | 10/6/2023 | 1.03 | 0.34 | 0.30 | 0.35 | -0.04 | 2.65 | 2.82 | 2.71 | 0.11 | 5.98 | 6.08 | 6.13 | -0.05 | 11.55 | 11.74 | 11.84 | -0.10 |
Oak Hill Advisors | OHALF161 | OHALF 2016-1A | 10/6/2023 | 0.98 | 0.41 | 0.38 | 0.40 | -0.03 | 2.73 | 2.79 | 2.69 | 0.11 | 6.03 | 6.19 | 5.93 | 0.26 | 11.60 | 12.61 | 11.41 | 1.20 |
Investcorp Credit Management | MBLPT19 | MP19 2020-3A | 10/4/2023 | 0.96 | 0.54 | 0.45 | 0.52 | -0.07 | 2.88 | 2.87 | 2.76 | 0.10 | 6.09 | 5.54 | 5.84 | -0.30 | 11.85 | 11.55 | 11.36 | 0.19 |
Irradiant Partners | KAYNE2 | RAD 2018-2A | 10/3/2023 | 1.05 | 0.68 | 0.77 | 0.71 | 0.05 | 3.04 | 3.29 | 3.19 | 0.10 | 6.20 | 6.65 | 6.51 | 0.14 | 11.85 | 12.68 | 12.43 | 0.25 |
King Street Capital Management | ROCT192 | ROCKT 2019-2A | 10/10/2023 | 1.04 | 0.38 | 0.35 | 0.40 | -0.04 | 2.76 | 2.96 | 2.86 | 0.10 | 6.14 | 6.88 | 6.36 | 0.53 | 11.71 | 12.37 | 12.12 | 0.24 |
ZAIS Group | ZAIS8 | ZAIS8 2018-1A | 10/3/2023 | 1.26 | 0.71 | 1.23 | 0.90 | 0.33 | 3.07 | 3.97 | 3.87 | 0.10 | 6.14 | 6.73 | 7.73 | -0.99 | 11.82 | 11.33 | 14.88 | -3.55 |
Irradiant Partners | KAYNE4 | RAD 2019-4A | 10/13/2023 | 1.03 | 0.96 | 1.12 | 0.99 | 0.14 | 2.56 | 2.73 | 2.63 | 0.10 | 6.19 | 6.52 | 6.36 | 0.16 | 12.41 | 13.25 | 12.75 | 0.50 |
ZAIS Group | ZAIS18 | ZAIS 2022-18A | 10/13/2023 | 0.94 | 0.27 | 0.18 | 0.26 | -0.08 | 2.55 | 2.49 | 2.39 | 0.10 | 6.19 | 6.58 | 5.80 | 0.78 | 12.35 | 13.08 | 11.57 | 1.51 |
Sound Point Capital Management | BLUMT154 | BLUEM 2015-4A | 10/6/2023 | 1.06 | 0.56 | 0.65 | 0.59 | 0.06 | 2.72 | 2.97 | 2.87 | 0.10 | 5.36 | 5.82 | 5.67 | 0.15 | 10.80 | 11.03 | 11.43 | -0.40 |
Brigade Capital Management | BATTL20 | BATLN 2021-20A | 10/3/2023 | 1.05 | 0.71 | 0.64 | 0.75 | -0.11 | 3.04 | 3.30 | 3.20 | 0.10 | 6.20 | 6.59 | 6.53 | 0.06 | 11.87 | 11.55 | 12.50 | -0.95 |
KKR Financial Advisors | KKR32 | KKR 32A | 10/2/2023 | 0.98 | 0.95 | 1.16 | 0.93 | 0.23 | 3.38 | 3.40 | 3.30 | 0.10 | 6.65 | 6.78 | 6.50 | 0.28 | 12.73 | 13.27 | 12.42 | 0.84 |
Tikehau Capital | TIKEU1 | TKO 2021-1A | 10/5/2023 | 0.99 | 0.43 | 0.37 | 0.43 | -0.05 | 2.78 | 2.85 | 2.75 | 0.10 | 6.06 | 6.39 | 5.99 | 0.41 | 11.64 | 11.46 | 11.50 | -0.04 |
ArrowMark Colorado Holdings | ARROP165 | AWPT 2016-5A | 10/13/2023 | 1.02 | 0.67 | 0.83 | 0.69 | 0.14 | 2.56 | 2.70 | 2.60 | 0.10 | 6.19 | 6.51 | 6.29 | 0.22 | 12.42 | 12.09 | 12.64 | -0.54 |
Elmwood Asset Management | ELMW2 | ELMW2 2019-2A | 10/10/2023 | 0.86 | 0.46 | 0.19 | 0.39 | -0.20 | 2.76 | 2.47 | 2.37 | 0.10 | 6.14 | 5.65 | 5.28 | 0.38 | 11.77 | 11.53 | 10.11 | 1.42 |
Elmwood Asset Management | ELMW21 | ELM21 2022-8A | 10/6/2023 | 0.83 | 0.34 | 0.17 | 0.28 | -0.11 | 2.70 | 2.34 | 2.24 | 0.10 | | | | | | | | |
Elmwood Asset Management | ELMW10 | ELM10 2021-3A | 10/6/2023 | 0.89 | 0.34 | 0.15 | 0.30 | -0.15 | 2.70 | 2.50 | 2.41 | 0.10 | 5.42 | 5.02 | 4.83 | 0.19 | 10.93 | 10.81 | 9.74 | 1.07 |
Sound Point Capital Management | SOUPT12 | SNDPT 2016-2A | 10/5/2023 | 1.01 | 0.43 | 0.53 | 0.44 | 0.10 | 2.91 | 3.03 | 2.93 | 0.10 | 6.01 | 4.83 | 6.07 | -1.24 | 11.60 | 9.34 | 11.72 | -2.38 |
Crescent Capital Group | ATLSLF3 | ATCLO 2013-1A | 10/5/2023 | 1.15 | 0.43 | 0.75 | 0.50 | 0.25 | 2.78 | 3.30 | 3.21 | 0.10 | 6.10 | 6.45 | 7.05 | -0.60 | 11.49 | 11.19 | 13.26 | -2.07 |
King Street Capital Management | ROCT212 | ROCKT 2021-2A | 10/10/2023 | 1.10 | 0.31 | 0.22 | 0.34 | -0.11 | 2.76 | 3.13 | 3.03 | 0.09 | 6.14 | 7.04 | 6.75 | 0.29 | 11.71 | 13.21 | 12.87 | 0.34 |
New York Life Investment Management | FLTIR171 | FLAT 2017-1A | 10/6/2023 | 0.99 | 0.41 | 0.52 | 0.41 | 0.11 | 2.73 | 2.80 | 2.71 | 0.09 | 6.04 | 5.88 | 5.99 | -0.11 | 11.55 | 12.04 | 11.46 | 0.58 |
Canyon Capital Advisors | CANY161 | CANYC 2016-1A | 10/2/2023 | 1.00 | 1.01 | 1.06 | 1.02 | 0.04 | 3.39 | 3.49 | 3.40 | 0.09 | 6.67 | 7.75 | 6.70 | 1.05 | 12.74 | 14.07 | 12.80 | 1.26 |
CIFC Asset Management | CIFC143 | CIFC 2014-3A | 10/10/2023 | 0.99 | 0.46 | 0.38 | 0.46 | -0.07 | 2.76 | 2.84 | 2.74 | 0.09 | 6.14 | 6.11 | 6.10 | 0.00 | 11.77 | 11.87 | 11.69 | 0.18 |
40/86 Advisors | BECR151 | BCRK 2015-1A | 10/2/2023 | 0.93 | 0.95 | 1.00 | 0.89 | 0.11 | 3.40 | 3.25 | 3.16 | 0.09 | 6.58 | 5.87 | 6.12 | -0.25 | 12.63 | 12.05 | 11.74 | 0.31 |
KKR Financial Advisors | KKR9 | KKR 9 | 10/2/2023 | 1.05 | 0.95 | 1.30 | 1.00 | 0.30 | 3.40 | 3.67 | 3.58 | 0.09 | 6.63 | 7.27 | 6.98 | 0.28 | 12.74 | 13.56 | 13.42 | 0.14 |
WhiteStar | CATLK8 | CATLK 2021-8A | 10/11/2023 | 1.00 | 0.40 | 0.43 | 0.41 | 0.02 | 2.73 | 2.83 | 2.74 | 0.09 | 6.24 | 6.58 | 6.26 | 0.32 | 11.93 | 12.08 | 11.97 | 0.12 |
Sculptor Loan Management | OZLM21 | OZLM 2017-21A | 10/11/2023 | 0.98 | 0.40 | 0.30 | 0.39 | -0.09 | 2.75 | 2.78 | 2.68 | 0.09 | 6.20 | 5.94 | 6.05 | -0.10 | 11.87 | 11.92 | 11.59 | 0.33 |
Oaktree Capital Management | OAKC222 | OAKCL 2022-2A | 10/2/2023 | 0.95 | 0.95 | 0.64 | 0.90 | -0.26 | 3.38 | 3.30 | 3.21 | 0.09 | 6.66 | 6.73 | 6.31 | 0.42 | | | | |
Anchorage Capital Group | ANCH3R | ANCHC 2014-3RA | 10/19/2023 | 0.92 | 0.05 | 0.05 | 0.05 | 0.00 | 2.58 | 2.47 | 2.38 | 0.09 | 6.02 | 6.27 | 5.56 | 0.71 | 7.72 | 8.30 | 7.13 | 1.18 |
ORIX Advisers | MARIL163 | SPEAK 2016-3A | 10/11/2023 | 0.99 | 0.36 | 0.42 | 0.36 | 0.07 | 2.63 | 2.68 | 2.60 | 0.09 | 6.23 | 5.42 | 6.14 | -0.72 | 11.78 | 10.21 | 11.61 | -1.40 |
Ares Management | ARES51 | ARES 2019-51A | 10/3/2023 | 1.02 | 0.69 | 0.86 | 0.70 | 0.16 | 3.04 | 3.20 | 3.11 | 0.09 | 6.20 | 5.77 | 6.35 | -0.58 | 11.88 | 11.97 | 12.16 | -0.19 |
Birch Grove Capital | BIRCHGR3 | BGCLO 2021-3A | 10/10/2023 | 0.96 | 0.46 | 0.36 | 0.44 | -0.09 | 2.76 | 2.75 | 2.66 | 0.09 | 6.14 | 6.27 | 5.91 | 0.36 | 11.78 | 12.47 | 11.34 | 1.13 |
Voya Alternative Asset Management | VOY1503 | VOYA 2015-3A | 10/11/2023 | 1.00 | 0.74 | 0.87 | 0.74 | 0.13 | 2.73 | 2.82 | 2.73 | 0.09 | 6.24 | 6.66 | 6.25 | 0.40 | 11.96 | 12.21 | 11.98 | 0.23 |
Irradiant Partners | KAYNE6 | RAD 2019-6A | 10/10/2023 | 1.02 | 0.46 | 0.36 | 0.47 | -0.11 | 2.76 | 2.90 | 2.82 | 0.09 | 6.14 | 6.45 | 6.26 | 0.19 | 11.77 | 12.53 | 12.00 | 0.53 |
ArrowMark Colorado Holdings | ARROP131 | AWPT 2013-1A | 10/4/2023 | 1.01 | 0.54 | 0.64 | 0.55 | 0.10 | 2.87 | 2.99 | 2.91 | 0.09 | 6.11 | 6.13 | 6.18 | -0.05 | 11.62 | 11.09 | 11.76 | -0.67 |
Ares Management | ARES50 | ARES 2018-50A | 10/3/2023 | 1.06 | 0.69 | 0.95 | 0.72 | 0.22 | 3.04 | 3.29 | 3.20 | 0.09 | 6.20 | 5.89 | 6.55 | -0.65 | 11.87 | 11.98 | 12.54 | -0.56 |
WhiteStar | CATLK5 | CATLK 2018-5A | 10/11/2023 | 1.11 | 0.40 | 0.48 | 0.45 | 0.04 | 2.79 | 3.17 | 3.08 | 0.08 | 6.27 | 6.53 | 6.93 | -0.40 | 11.95 | 12.37 | 13.21 | -0.84 |
Jefferies Finance | APEXC221 | APEXC 2022-1A | 10/11/2023 | 1.10 | 0.37 | 0.45 | 0.40 | 0.05 | 2.58 | 2.91 | 2.82 | 0.08 | 6.17 | 6.61 | 6.76 | -0.16 | | | | |
PPM America | PPMC181 | PPMC 2018-1A | 10/3/2023 | 1.10 | 0.78 | 0.90 | 0.86 | 0.05 | 3.04 | 3.43 | 3.35 | 0.08 | 6.21 | 7.04 | 6.83 | 0.21 | 11.89 | 12.09 | 13.07 | -0.98 |
Oak Hill Advisors | OHACP13 | OAKC 2016-13A | 10/6/2023 | 0.99 | 0.41 | 0.43 | 0.41 | 0.02 | 2.73 | 2.79 | 2.71 | 0.08 | 6.03 | 5.97 | 5.97 | 0.00 | 11.60 | 12.51 | 11.49 | 1.02 |
Credit Suisse First Boston | MADPK47 | MDPK 2020-47A | 10/10/2023 | 1.00 | 0.53 | 0.48 | 0.53 | -0.05 | 2.76 | 2.83 | 2.75 | 0.08 | 6.14 | 6.23 | 6.12 | 0.12 | 11.78 | 12.71 | 11.73 | 0.98 |
ArrowMark Colorado Holdings | ELEV2114 | AWPT 2021-14A | 10/10/2023 | 0.98 | 0.57 | 0.62 | 0.56 | 0.06 | 2.76 | 2.79 | 2.71 | 0.08 | 6.14 | 6.20 | 6.03 | 0.18 | 11.78 | 11.75 | 11.56 | 0.19 |
Bain Capital Credit | BAIC217 | BCC 2021-7A | 10/6/2023 | 1.07 | 0.26 | 0.24 | 0.28 | -0.04 | 2.61 | 2.87 | 2.79 | 0.08 | 5.94 | 6.13 | 6.35 | -0.22 | 11.46 | 11.98 | 12.25 | -0.26 |
MidOcean Credit Fund Management | MIDOCC6 | MIDO 2016-6A | 10/10/2023 | 1.05 | 0.46 | 0.34 | 0.48 | -0.14 | 2.76 | 2.97 | 2.89 | 0.08 | 6.14 | 6.21 | 6.43 | -0.22 | 11.77 | 12.20 | 12.33 | -0.13 |
ZAIS Group | ZAIS15 | ZAIS 2020-15A | 10/18/2023 | 0.94 | 0.15 | 0.30 | 0.14 | 0.16 | 2.56 | 2.48 | 2.40 | 0.08 | 6.02 | 5.43 | 5.64 | -0.21 | 12.08 | 12.46 | 11.32 | 1.14 |
Oak Hill Advisors | OHACP14 | OAKC 2017-14A | 10/6/2023 | 0.99 | 0.41 | 0.46 | 0.41 | 0.05 | 2.73 | 2.80 | 2.72 | 0.08 | 6.02 | 5.99 | 5.99 | 0.00 | 11.59 | 12.32 | 11.52 | 0.80 |
Oak Hill Advisors | OHACP15 | OAKC 2017-15A | 10/6/2023 | 1.00 | 0.41 | 0.45 | 0.41 | 0.04 | 2.73 | 2.81 | 2.73 | 0.08 | 6.03 | 6.07 | 6.03 | 0.04 | 11.59 | 12.49 | 11.60 | 0.89 |
Oak Hill Advisors | OHACF4 | OAKC 2019-4A | 10/6/2023 | 0.95 | 0.41 | 0.35 | 0.39 | -0.04 | 2.73 | 2.68 | 2.61 | 0.08 | 6.03 | 5.86 | 5.75 | 0.10 | 11.59 | 12.32 | 11.07 | 1.25 |
Sculptor Loan Management | OZLM8 | OZLM 2014-8A | 10/5/2023 | 0.97 | 0.43 | 0.32 | 0.42 | -0.10 | 2.80 | 2.79 | 2.71 | 0.08 | 6.00 | 5.70 | 5.82 | -0.12 | 11.55 | 11.72 | 11.19 | 0.53 |
Investcorp Credit Management | JAMES18 | JTWN 2022-18A | 10/11/2023 | 0.96 | 0.40 | 0.25 | 0.39 | -0.13 | 2.73 | 2.69 | 2.61 | 0.08 | 6.24 | 6.21 | 5.96 | 0.25 | | | | |
Blue Owl | TRALE7 | TRAL 2021-7A | 10/10/2023 | 1.01 | 0.46 | 0.42 | 0.46 | -0.04 | 2.76 | 2.86 | 2.79 | 0.07 | 6.14 | 6.73 | 6.20 | 0.53 | 11.77 | 12.44 | 11.89 | 0.56 |
WhiteStar | TRNTS4 | TRNTS 2016-4A | 10/5/2023 | 1.12 | 0.58 | 0.76 | 0.65 | 0.11 | 2.77 | 3.16 | 3.09 | 0.07 | 6.05 | 6.06 | 6.76 | -0.70 | 11.64 | 11.28 | 12.99 | -1.71 |
Irradiant Partners | KAYNE3 | RAD 2019-3A | 10/3/2023 | 1.06 | 1.01 | 1.23 | 1.07 | 0.16 | 3.04 | 3.29 | 3.22 | 0.07 | 6.20 | 6.64 | 6.57 | 0.07 | 11.85 | 12.59 | 12.56 | 0.03 |
ORIX Advisers | MARIL151 | SPEAK 2015-1A | 10/10/2023 | 0.97 | 0.46 | 0.47 | 0.45 | 0.02 | 2.81 | 2.80 | 2.73 | 0.07 | 6.11 | 5.08 | 5.94 | -0.85 | 11.69 | 9.75 | 11.36 | -1.61 |
KKR Financial Advisors | KKR18 | KKR 18 | 10/2/2023 | 1.07 | 0.95 | 1.30 | 1.02 | 0.28 | 3.40 | 3.69 | 3.62 | 0.07 | 6.63 | 7.18 | 7.06 | 0.12 | 12.74 | 13.74 | 13.57 | 0.16 |
Jefferies Finance | APEXC172 | JFIN 2017-2A | 10/6/2023 | 1.17 | 0.33 | 0.68 | 0.39 | 0.29 | 2.61 | 3.12 | 3.05 | 0.07 | 5.93 | 6.23 | 6.93 | -0.70 | 11.54 | 11.85 | 13.47 | -1.62 |
Palmer Square Capital Management | PALML221 | PSTAT 2022-1A | 10/6/2023 | 1.00 | 0.34 | 0.37 | 0.34 | 0.04 | 2.64 | 2.69 | 2.62 | 0.07 | 5.96 | 5.80 | 5.93 | -0.13 | 11.50 | 11.77 | 11.44 | 0.33 |
Golub Capital | GOLUP58B | GCBSL 2021-58A | 10/11/2023 | 0.92 | 0.62 | 0.59 | 0.57 | 0.02 | 2.74 | 2.58 | 2.51 | 0.07 | 6.24 | 5.89 | 5.73 | 0.16 | 11.96 | 11.84 | 10.98 | 0.85 |
Steele Creek Investment Management | STECR182 | STCR 2018-2A | 9/29/2023 | 1.09 | 1.00 | 1.40 | 1.08 | 0.32 | 3.43 | 3.80 | 3.73 | 0.07 | 6.68 | 6.94 | 7.26 | -0.32 | 12.57 | 11.94 | 13.66 | -1.71 |
Seix Advisors | MTNV161 | MVEW 2016-1A | 10/6/2023 | 1.05 | 0.44 | 0.67 | 0.46 | 0.21 | 2.70 | 2.90 | 2.83 | 0.07 | 5.47 | 5.78 | 5.72 | 0.06 | 10.73 | 11.08 | 11.23 | -0.15 |
Irradiant Partners | RADCL16 | RAD 2022-16A | 10/3/2023 | 1.19 | 0.71 | 0.89 | 0.84 | 0.05 | 3.04 | 3.69 | 3.63 | 0.07 | | | | | | | | |
Voya Alternative Asset Management | INGIM133 | INGIM 2013-3A | 10/6/2023 | 1.01 | 0.56 | 0.75 | 0.57 | 0.18 | 2.69 | 2.80 | 2.73 | 0.07 | 5.36 | 5.74 | 5.42 | 0.32 | 10.79 | 10.68 | 10.93 | -0.25 |
Canyon Capital Advisors | CANY121R | CANYC 2012-1RA | 10/2/2023 | 0.97 | 0.95 | 0.73 | 0.92 | -0.20 | 3.40 | 3.36 | 3.29 | 0.07 | 6.66 | 6.96 | 6.45 | 0.51 | 12.74 | 13.17 | 12.33 | 0.85 |
Benefit Street Partners | BENST2 | BSP 2013-II | 10/3/2023 | 1.07 | 0.70 | 0.86 | 0.75 | 0.11 | 3.09 | 3.38 | 3.31 | 0.07 | 6.09 | 5.98 | 6.52 | -0.53 | 11.73 | 11.44 | 12.55 | -1.11 |
Pretium Credit Management | CROWPT4 | CRNPT 2018-4A | 10/10/2023 | 1.03 | 0.46 | 0.53 | 0.47 | 0.06 | 2.76 | 2.90 | 2.83 | 0.07 | 6.14 | 6.23 | 6.29 | -0.06 | 11.76 | 11.78 | 12.06 | -0.27 |
WhiteStar | TRNTS10 | TRNTS 2019-10A | 10/3/2023 | 0.96 | 0.78 | 0.83 | 0.75 | 0.08 | 3.04 | 2.97 | 2.90 | 0.07 | 6.20 | 5.69 | 5.93 | -0.24 | 11.88 | 11.05 | 11.36 | -0.31 |
Golub Capital | GOLUP22B | GOCAP 2015-22A | 10/4/2023 | 1.00 | 0.54 | 0.65 | 0.54 | 0.11 | 2.90 | 2.95 | 2.89 | 0.07 | 6.08 | 5.95 | 6.05 | -0.10 | 11.83 | 11.43 | 11.77 | -0.34 |
Golub Capital | GOLUP40B | GCBSL 2019-40A | 10/10/2023 | 0.95 | 0.38 | 0.35 | 0.36 | -0.02 | 2.76 | 2.68 | 2.62 | 0.06 | 6.14 | 5.82 | 5.82 | -0.01 | 11.72 | 11.39 | 11.11 | 0.28 |
KKR Financial Advisors | KKR12 | KKR 12 | 10/2/2023 | 1.05 | 0.95 | 1.22 | 1.00 | 0.22 | 3.39 | 3.62 | 3.56 | 0.06 | 6.62 | 7.00 | 6.95 | 0.05 | 12.70 | 13.44 | 13.33 | 0.11 |
Benefit Street Partners | BENST3 | BSP 2013-IIIA | 10/10/2023 | 1.08 | 0.46 | 0.59 | 0.50 | 0.09 | 2.85 | 3.14 | 3.07 | 0.06 | 6.15 | 6.26 | 6.64 | -0.37 | 11.76 | 11.35 | 12.70 | -1.35 |
Benefit Street Partners | SHACK133 | SHACK 2013-3A | 10/2/2023 | 1.08 | 0.95 | 1.02 | 1.03 | -0.01 | 3.32 | 3.65 | 3.59 | 0.06 | 6.46 | 6.51 | 6.98 | -0.47 | 12.58 | 12.64 | 13.59 | -0.95 |
Ares Management | ARES44 | ARES 2017-44A | 10/3/2023 | 1.03 | 0.69 | 0.86 | 0.71 | 0.15 | 3.04 | 3.18 | 3.12 | 0.06 | 6.20 | 5.83 | 6.37 | -0.54 | 11.87 | 11.93 | 12.21 | -0.28 |
Onex Credit Partners | OCP1407 | OCP 2014-7A | 10/10/2023 | 1.00 | 0.46 | 0.51 | 0.46 | 0.06 | 2.83 | 2.88 | 2.82 | 0.06 | 6.20 | 6.17 | 6.18 | -0.01 | 11.78 | 11.93 | 11.72 | 0.21 |
Palmer Square Capital Management | PALMS213 | PLMRS 2021-3A | 10/3/2023 | 0.98 | 0.69 | 0.72 | 0.68 | 0.04 | 3.04 | 3.04 | 2.97 | 0.06 | 6.21 | 6.17 | 6.08 | 0.08 | 11.89 | 12.04 | 11.65 | 0.39 |
Benefit Street Partners | BENST11 | BSP 2017-11A | 10/3/2023 | 1.04 | 0.70 | 0.80 | 0.72 | 0.08 | 3.07 | 3.24 | 3.18 | 0.06 | 6.18 | 6.02 | 6.41 | -0.39 | 11.85 | 11.66 | 12.30 | -0.64 |
Columbia Management | COLCT28 | CECLO 2018-28A | 10/16/2023 | 1.06 | 0.27 | 0.18 | 0.29 | -0.11 | 2.58 | 2.80 | 2.74 | 0.06 | 6.20 | 6.14 | 6.58 | -0.44 | 12.14 | 11.09 | 12.89 | -1.79 |
Octagon Credit Investors | OCTAG21 | OCT21 2014-1A | 10/6/2023 | 0.96 | 0.41 | 0.46 | 0.39 | 0.07 | 2.73 | 2.68 | 2.62 | 0.06 | 6.03 | 5.91 | 5.77 | 0.13 | 11.59 | 11.41 | 11.11 | 0.30 |
MJX Asset Management | VENT18 | VENTR 2014-18A | 10/5/2023 | 1.08 | 0.45 | 0.87 | 0.48 | 0.39 | 2.89 | 3.17 | 3.11 | 0.06 | 5.61 | 5.31 | 6.04 | -0.72 | 10.94 | 9.61 | 11.78 | -2.17 |
CIFC Asset Management | CIFC161 | CIFC 2016-1A | 10/6/2023 | 0.96 | 0.41 | 0.42 | 0.39 | 0.03 | 2.70 | 2.65 | 2.59 | 0.06 | 5.42 | 5.69 | 5.20 | 0.49 | 10.81 | 11.13 | 10.37 | 0.76 |
Bain Capital Credit | BAIC226 | BCC 2022-6A | 10/6/2023 | 0.97 | 0.26 | 0.31 | 0.26 | 0.06 | 2.61 | 2.59 | 2.54 | 0.06 | 5.94 | 5.71 | 5.78 | -0.07 | | | | |
Ballyrock Investment Advisors | BALLY191 | BALLY 2019-1A | 10/6/2023 | 0.93 | 0.63 | 0.63 | 0.59 | 0.04 | 2.61 | 2.48 | 2.42 | 0.06 | 5.94 | 6.01 | 5.52 | 0.49 | 11.50 | 11.96 | 10.69 | 1.27 |
MJX Asset Management | VENT22 | VENTR 2015-22A | 10/3/2023 | 1.08 | 0.71 | 0.83 | 0.77 | 0.06 | 3.04 | 3.34 | 3.29 | 0.06 | 6.20 | 6.44 | 6.70 | -0.26 | 11.87 | 11.05 | 12.83 | -1.78 |
Sculptor Loan Management | OZLM6 | OZLM 2014-6A | 10/5/2023 | 1.00 | 0.43 | 0.39 | 0.43 | -0.05 | 2.78 | 2.85 | 2.79 | 0.06 | 6.04 | 5.75 | 6.05 | -0.29 | 11.59 | 11.80 | 11.61 | 0.19 |
Oak Hill Advisors | OHACP12 | OAKC 2015-12A | 10/6/2023 | 0.99 | 0.41 | 0.41 | 0.41 | 0.01 | 2.73 | 2.75 | 2.69 | 0.06 | 6.03 | 6.20 | 5.94 | 0.25 | 11.60 | 12.47 | 11.43 | 1.04 |
MJX Asset Management | VENT25 | VENTR 2016-25A | 10/10/2023 | 1.09 | 0.39 | 0.80 | 0.42 | 0.37 | 2.83 | 3.14 | 3.08 | 0.06 | 6.13 | 6.50 | 6.68 | -0.18 | 11.67 | 10.43 | 12.72 | -2.29 |
TCW Asset Management | TCW2201 | TCW 2022-1A | 10/10/2023 | 0.93 | 0.38 | 0.39 | 0.36 | 0.03 | 2.68 | 2.56 | 2.50 | 0.06 | 6.15 | 5.81 | 5.74 | 0.07 | | | | |
Octagon Credit Investors | OCTAG59 | OCT59 2022-1A | 10/10/2023 | 0.95 | 0.53 | 0.45 | 0.51 | -0.06 | 2.85 | 2.77 | 2.71 | 0.06 | 5.67 | 5.71 | 5.39 | 0.32 | | | | |
CIFC Asset Management | CIFC134 | CIFC 2013-4A | 10/13/2023 | 0.96 | 0.30 | 0.23 | 0.29 | -0.06 | 2.55 | 2.50 | 2.44 | 0.05 | 6.19 | 5.98 | 5.93 | 0.06 | 12.37 | 12.48 | 11.84 | 0.63 |
New York Life Investment Management | TCIFL181 | TFLAT 2018-1X | 10/18/2023 | 0.91 | 0.65 | 0.59 | 0.59 | 0.00 | 2.60 | 2.41 | 2.36 | 0.05 | 6.02 | 5.51 | 5.46 | 0.05 | 12.00 | 11.95 | 10.87 | 1.08 |
Blue Owl | TRALE5 | TRAL 2018-5A | 10/5/2023 | 1.08 | 0.40 | 0.41 | 0.43 | -0.02 | 2.78 | 3.04 | 2.99 | 0.05 | 6.05 | 6.46 | 6.52 | -0.06 | 11.62 | 11.57 | 12.52 | -0.95 |
AXA Investment Managers | ALLEG6 | ALLEG 2017-2A | 10/5/2023 | 0.97 | 0.88 | 0.90 | 0.86 | 0.04 | 2.78 | 2.75 | 2.70 | 0.05 | 6.04 | 6.03 | 5.87 | 0.17 | 11.61 | 11.24 | 11.27 | -0.03 |
CIFC Asset Management | EWIM1901 | CIFC 2019-FAL | 10/5/2023 | 1.05 | 0.43 | 0.25 | 0.45 | -0.20 | 2.78 | 2.96 | 2.91 | 0.05 | 6.06 | 6.26 | 6.34 | -0.08 | 11.64 | 12.29 | 12.19 | 0.10 |
Blackstone | STRAS221 | STRAS 2022-1A | 10/5/2023 | 0.85 | 0.43 | 0.47 | 0.37 | 0.11 | 2.81 | 2.44 | 2.39 | 0.05 | 6.05 | 5.36 | 5.14 | 0.22 | | | | |
Sculptor Loan Management | OZLM18 | OZLM 2018-18A | 10/4/2023 | 1.00 | 0.54 | 0.54 | 0.54 | 0.00 | 2.88 | 2.93 | 2.88 | 0.05 | 6.07 | 5.85 | 6.07 | -0.22 | 11.57 | 11.78 | 11.56 | 0.22 |
Elmwood Asset Management | LOGN1 | LOGN1 2021-1A | 10/6/2023 | 0.91 | 0.34 | 0.15 | 0.30 | -0.16 | 2.70 | 2.50 | 2.45 | 0.05 | 5.42 | 5.03 | 4.91 | 0.11 | 10.93 | 10.85 | 9.90 | 0.95 |
AXA Investment Managers | ALLEG15 | ALLEG 2022-1A | 10/11/2023 | 0.94 | 0.53 | 0.45 | 0.50 | -0.05 | 2.74 | 2.63 | 2.58 | 0.05 | 6.24 | 5.80 | 5.88 | -0.07 | | | | |
King Street Capital Management | ROCT182 | ROCKT 2018-2A | 10/10/2023 | 1.09 | 0.31 | 0.27 | 0.34 | -0.07 | 2.76 | 3.06 | 3.01 | 0.05 | 6.14 | 7.22 | 6.70 | 0.51 | 11.71 | 12.76 | 12.78 | -0.02 |
Palmer Square Capital Management | PALMS182 | PLMRS 2018-2A | 10/3/2023 | 0.98 | 0.71 | 0.81 | 0.70 | 0.11 | 3.05 | 3.04 | 2.99 | 0.05 | 6.22 | 6.33 | 6.10 | 0.24 | 11.89 | 11.39 | 11.65 | -0.26 |
Goldentree Asset Management | GOLDMU14 | GLM 2022-14A | 10/5/2023 | 0.93 | 0.43 | 0.38 | 0.40 | -0.03 | 2.78 | 2.64 | 2.59 | 0.05 | 6.06 | 6.01 | 5.66 | 0.35 | | | | |
Bain Capital Credit | BAIC201 | BCC 2020-1A | 10/3/2023 | 1.00 | 0.69 | 0.88 | 0.69 | 0.18 | 3.12 | 3.16 | 3.11 | 0.05 | 6.25 | 6.25 | 6.23 | 0.03 | 12.52 | 12.38 | 12.49 | -0.10 |
Elmwood Asset Management | ELMW9 | ELMW9 2021-2A | 10/10/2023 | 0.89 | 0.46 | 0.19 | 0.41 | -0.22 | 2.76 | 2.52 | 2.47 | 0.05 | 6.14 | 5.67 | 5.48 | 0.18 | 11.77 | 11.82 | 10.51 | 1.31 |
Ares Management | ARES63 | ARES 2022-63A | 10/10/2023 | 0.96 | 0.59 | 0.71 | 0.57 | 0.15 | 2.76 | 2.70 | 2.66 | 0.05 | 6.14 | 5.58 | 5.91 | -0.33 | | | | |
ZAIS Group | ZAIS14 | ZAIS 2020-14A | 10/3/2023 | 0.98 | 0.70 | 0.82 | 0.68 | 0.14 | 3.06 | 3.03 | 2.99 | 0.05 | 6.18 | 5.90 | 6.04 | -0.14 | 11.84 | 11.62 | 11.56 | 0.06 |
Ares Management | ARES60 | ARES 2021-60A | 10/5/2023 | 1.06 | 0.46 | 0.61 | 0.49 | 0.12 | 2.78 | 3.00 | 2.95 | 0.05 | 6.05 | 5.64 | 6.44 | -0.80 | 11.64 | 11.77 | 12.38 | -0.62 |
Voya Alternative Asset Management | VOY1703 | VOYA 2017-3A | 10/11/2023 | 0.99 | 0.74 | 0.75 | 0.73 | 0.02 | 2.73 | 2.74 | 2.70 | 0.05 | 6.24 | 6.27 | 6.17 | 0.10 | 11.96 | 11.83 | 11.82 | 0.01 |
Benefit Street Partners | BENST28 | BSP 2022-28A | 10/10/2023 | 0.97 | 0.46 | 0.35 | 0.45 | -0.09 | 2.76 | 2.72 | 2.68 | 0.05 | 6.14 | 6.01 | 5.95 | 0.06 | | | | |
KKR Financial Advisors | KKR11 | KKR 11 | 10/2/2023 | 1.04 | 0.95 | 1.19 | 0.99 | 0.21 | 3.39 | 3.56 | 3.51 | 0.05 | 6.63 | 6.87 | 6.87 | 0.00 | 12.72 | 13.12 | 13.17 | -0.05 |
Ares Management | ARES56 | ARES 2020-56A | 10/13/2023 | 1.05 | 0.36 | 0.49 | 0.37 | 0.11 | 2.54 | 2.72 | 2.68 | 0.04 | 6.19 | 5.82 | 6.51 | -0.69 | 12.37 | 12.48 | 13.02 | -0.54 |
Partners Group | PIKP1 | PIPK 2018-1A | 10/12/2023 | 0.99 | 0.31 | 0.16 | 0.31 | -0.15 | 2.61 | 2.62 | 2.58 | 0.04 | 6.22 | 6.41 | 6.16 | 0.25 | 12.00 | 12.54 | 11.88 | 0.65 |
Ares Management | ARES57 | ARES 2020-57A | 10/13/2023 | 1.04 | 0.36 | 0.51 | 0.37 | 0.14 | 2.54 | 2.69 | 2.65 | 0.04 | 6.19 | 5.56 | 6.44 | -0.88 | 12.37 | 11.94 | 12.86 | -0.92 |
Palmer Square Capital Management | PALML213 | PSTAT 2021-3A | 10/13/2023 | 0.95 | 0.30 | 0.33 | 0.29 | 0.04 | 2.59 | 2.50 | 2.46 | 0.04 | 6.23 | 5.51 | 5.91 | -0.41 | 12.37 | 11.76 | 11.75 | 0.01 |
Apollo Global Management | RRCL4 | RRAM 2018-4A | 10/6/2023 | 1.01 | 0.34 | 0.31 | 0.34 | -0.03 | 2.64 | 2.71 | 2.67 | 0.04 | 5.98 | 6.01 | 6.03 | -0.03 | 11.52 | 11.59 | 11.63 | -0.04 |
Sculptor Loan Management | OZLM9 | OZLM 2014-9A | 10/11/2023 | 0.97 | 0.59 | 0.48 | 0.57 | -0.10 | 2.74 | 2.68 | 2.64 | 0.04 | 6.24 | 6.12 | 6.02 | 0.09 | 11.94 | 12.24 | 11.53 | 0.71 |
CVC Credit Partners | APIDO23 | APID 2015-23A | 10/3/2023 | 0.91 | 0.71 | 0.55 | 0.65 | -0.10 | 3.04 | 2.82 | 2.78 | 0.04 | 6.20 | 6.01 | 5.67 | 0.34 | 11.88 | 12.16 | 10.86 | 1.29 |
Steele Creek Investment Management | STECR171 | STCR 2017-1A | 10/3/2023 | 1.08 | 0.78 | 0.83 | 0.84 | -0.01 | 3.12 | 3.42 | 3.38 | 0.04 | 6.32 | 6.39 | 6.84 | -0.45 | 12.56 | 11.56 | 13.59 | -2.03 |
Columbia Management | COLCT27 | CECLO 2018-27A | 10/13/2023 | 1.04 | 0.26 | 0.27 | 0.27 | 0.00 | 2.55 | 2.68 | 2.64 | 0.04 | 6.19 | 6.01 | 6.42 | -0.40 | 8.08 | 7.43 | 8.37 | -0.94 |
Sound Point Capital Management | BLUMFU1 | BLUEM 2017-1A | 10/6/2023 | 1.05 | 0.56 | 0.62 | 0.59 | 0.03 | 2.71 | 2.90 | 2.86 | 0.04 | 5.36 | 5.59 | 5.65 | -0.06 | 10.80 | 10.42 | 11.38 | -0.96 |
New York Life Investment Management | TCIFL171 | TFLAT 2017-1A | 10/6/2023 | 0.96 | 0.41 | 0.44 | 0.39 | 0.05 | 2.73 | 2.65 | 2.61 | 0.04 | 6.04 | 5.61 | 5.77 | -0.17 | 11.56 | 11.73 | 11.04 | 0.69 |
Blackrock Financial Management | MAGNET12 | MAGNE 2015-12A | 10/6/2023 | 0.88 | 0.56 | 0.35 | 0.50 | -0.14 | 2.61 | 2.34 | 2.30 | 0.04 | 5.94 | 5.58 | 5.25 | 0.33 | 11.50 | 11.58 | 10.15 | 1.43 |
Neuberger Berman | NEUB49 | NEUB 2022-49A | 10/16/2023 | 0.89 | 0.28 | 0.12 | 0.25 | -0.13 | 2.59 | 2.36 | 2.32 | 0.04 | 6.20 | 5.58 | 5.54 | 0.04 | | | | |
Invesco | BETONY2 | BTNY2 2018-1A | 10/17/2023 | 0.96 | 0.76 | 0.72 | 0.73 | -0.01 | 2.60 | 2.54 | 2.50 | 0.04 | 6.08 | 5.85 | 5.83 | 0.02 | 12.05 | 11.79 | 11.56 | 0.23 |
Partners Group | PIKP10 | PIPK 2022-10A | 10/11/2023 | 1.03 | 0.24 | 0.32 | 0.24 | 0.07 | 2.57 | 2.68 | 2.65 | 0.04 | 6.22 | 6.68 | 6.40 | 0.28 | | | | |
ZAIS Group | ZAIS6 | ZAIS6 2017-1A | 10/3/2023 | 1.18 | 0.71 | 1.11 | 0.84 | 0.26 | 3.07 | 3.67 | 3.63 | 0.04 | 6.13 | 6.13 | 7.26 | -1.13 | 11.80 | 11.81 | 13.97 | -2.16 |
Oak Hill Advisors | OHACF1 | OAKC 2018-1A | 10/6/2023 | 1.00 | 0.88 | 0.85 | 0.87 | -0.03 | 2.73 | 2.76 | 2.72 | 0.04 | 6.03 | 6.24 | 6.00 | 0.24 | 11.59 | 12.59 | 11.54 | 1.05 |
Sound Point Capital Management | BLUMT23 | BLUEM 2018-23A | 10/6/2023 | 1.04 | 0.56 | 0.54 | 0.58 | -0.05 | 2.69 | 2.84 | 2.80 | 0.04 | 5.35 | 5.55 | 5.56 | -0.01 | 10.78 | 10.67 | 11.21 | -0.54 |
MidOcean Credit Fund Management | MIDOCC8 | MIDO 2018-8A | 10/3/2023 | 1.07 | 0.70 | 0.87 | 0.74 | 0.13 | 3.04 | 3.27 | 3.24 | 0.04 | 6.21 | 6.71 | 6.63 | 0.09 | 11.88 | 12.21 | 12.68 | -0.47 |
Ares Management | ARES53 | ARES 2019-53A | 10/12/2023 | 1.08 | 0.39 | 0.57 | 0.43 | 0.14 | 2.60 | 2.84 | 2.80 | 0.04 | 6.22 | 6.05 | 6.70 | -0.65 | 12.03 | 12.56 | 12.96 | -0.41 |
Allstate Investment Management | AIMCOC16 | AIMCO 2021-16A | 10/4/2023 | 0.91 | 0.54 | 0.37 | 0.49 | -0.12 | 2.88 | 2.65 | 2.62 | 0.03 | 6.09 | 5.74 | 5.53 | 0.20 | 11.84 | 11.75 | 10.76 | 0.99 |
Credit Suisse First Boston | MADPK20 | MDPK 2016-20A | 10/16/2023 | 0.98 | 0.29 | 0.28 | 0.28 | 0.00 | 2.60 | 2.58 | 2.55 | 0.03 | 6.20 | 5.90 | 6.09 | -0.18 | 12.32 | 13.04 | 12.10 | 0.94 |
Blue Owl | TRALE6 | TRAL 2019-6A | 10/10/2023 | 1.12 | 0.46 | 0.56 | 0.52 | 0.04 | 2.76 | 3.13 | 3.10 | 0.03 | 6.14 | 6.77 | 6.88 | -0.11 | 11.77 | 11.99 | 13.19 | -1.20 |
AXA Investment Managers | ALLEG5 | ALLEG 2017-1A | 10/4/2023 | 1.01 | 0.54 | 0.53 | 0.54 | -0.02 | 2.88 | 2.94 | 2.90 | 0.03 | 6.11 | 6.48 | 6.16 | 0.32 | 11.63 | 11.70 | 11.73 | -0.02 |
KKR Financial Advisors | KKR15 | KKR 15 | 10/2/2023 | 1.04 | 0.95 | 1.19 | 0.99 | 0.20 | 3.38 | 3.55 | 3.52 | 0.03 | 6.65 | 7.19 | 6.92 | 0.27 | 12.73 | 13.60 | 13.24 | 0.36 |
Investcorp Credit Management | MBLPT12 | MP12 2018-1A | 10/3/2023 | 1.09 | 0.68 | 0.69 | 0.74 | -0.05 | 3.04 | 3.34 | 3.31 | 0.03 | 6.20 | 6.31 | 6.76 | -0.45 | 11.85 | 11.84 | 12.92 | -1.08 |
WhiteStar | CATLK7 | CATLK 2021-7RA | 10/4/2023 | 0.99 | 0.54 | 0.41 | 0.53 | -0.12 | 2.87 | 2.87 | 2.84 | 0.03 | 6.11 | 6.23 | 6.04 | 0.19 | 11.62 | 11.27 | 11.49 | -0.22 |
Barings | BAS211 | BABSN 2021-1A | 10/13/2023 | 1.08 | 0.30 | 0.33 | 0.33 | 0.01 | 2.55 | 2.78 | 2.75 | 0.03 | 6.19 | 6.68 | 6.67 | 0.01 | 12.36 | 13.62 | 13.33 | 0.29 |
Seix Advisors | MTNV172 | MVEW 2017-2A | 10/6/2023 | 1.03 | 0.44 | 0.61 | 0.45 | 0.15 | 2.65 | 2.76 | 2.73 | 0.03 | 6.00 | 6.13 | 6.19 | -0.06 | 11.57 | 11.19 | 11.93 | -0.75 |
KKR Financial Advisors | KKR21 | KKR 21 | 10/2/2023 | 1.09 | 0.95 | 1.51 | 1.04 | 0.47 | 3.39 | 3.73 | 3.69 | 0.03 | 6.65 | 7.19 | 7.25 | -0.07 | 12.72 | 13.54 | 13.87 | -0.33 |
Credit Suisse First Boston | MADPK34 | MDPK 2019-34A | 10/13/2023 | 0.97 | 0.30 | 0.30 | 0.29 | 0.01 | 2.55 | 2.51 | 2.48 | 0.03 | 6.19 | 6.05 | 6.03 | 0.02 | 12.36 | 12.96 | 12.05 | 0.91 |
American Money Management | AMMCCL18 | AMMC 2016-18A | 10/16/2023 | 0.93 | 0.28 | 0.34 | 0.26 | 0.08 | 2.60 | 2.45 | 2.42 | 0.03 | 6.23 | 5.99 | 5.80 | 0.19 | 12.36 | 11.57 | 11.51 | 0.06 |
AXA Investment Managers | ALLEG14 | ALLEG 2021-2A | 10/4/2023 | 0.95 | 0.54 | 0.51 | 0.51 | 0.00 | 2.87 | 2.75 | 2.72 | 0.03 | | | | | | | | |
Ballyrock Investment Advisors | BALLY14 | BALLY 2020-14A | 10/13/2023 | 0.96 | 0.57 | 0.54 | 0.55 | -0.01 | 2.55 | 2.47 | 2.44 | 0.03 | 6.19 | 6.01 | 5.92 | 0.08 | 12.41 | 12.91 | 11.87 | 1.04 |
CIFC Asset Management | CIFC213 | CIFC 2021-3A | 10/2/2023 | 1.05 | 0.95 | 0.85 | 1.00 | -0.15 | 3.31 | 3.52 | 3.49 | 0.03 | 6.52 | 6.51 | 6.87 | -0.36 | 12.58 | 13.53 | 13.27 | 0.26 |
MJX Asset Management | VENT28A | VENTR 2017-28AA | 10/10/2023 | 1.10 | 0.38 | 0.53 | 0.42 | 0.10 | 2.76 | 3.08 | 3.05 | 0.03 | 6.14 | 6.63 | 6.78 | -0.16 | 11.74 | 11.35 | 12.97 | -1.62 |
Shenkman Capital Management | ROMK3 | RMRK 2019-3A | 10/2/2023 | 0.96 | 0.96 | 0.82 | 0.92 | -0.10 | 3.31 | 3.21 | 3.19 | 0.03 | 6.40 | 6.29 | 6.16 | 0.13 | 12.58 | 12.88 | 12.11 | 0.77 |
MJX Asset Management | VENT46 | VENTR 2022-46A | 10/10/2023 | 1.04 | 0.46 | 0.48 | 0.48 | 0.00 | 2.76 | 2.91 | 2.88 | 0.03 | 6.14 | 6.86 | 6.41 | 0.45 | | | | |
Diameter Capital | DCLO3 | DCLO 2022-3A | 10/3/2023 | 1.00 | 0.69 | 0.67 | 0.69 | -0.02 | 3.04 | 3.06 | 3.04 | 0.03 | 6.21 | 6.26 | 6.22 | 0.05 | 11.89 | 13.12 | 11.91 | 1.21 |
Credit Suisse First Boston | MADPK51 | MDPK 2021-51A | 10/10/2023 | 0.99 | 0.53 | 0.43 | 0.53 | -0.10 | 2.76 | 2.77 | 2.74 | 0.03 | 6.14 | 6.24 | 6.10 | 0.15 | 11.78 | 12.81 | 11.70 | 1.11 |
Whitebox Capital Management | WHTBX3 | WBOX 2021-3A | 10/3/2023 | 0.84 | 0.69 | 0.55 | 0.58 | -0.03 | 3.04 | 2.58 | 2.55 | 0.02 | 6.21 | 5.42 | 5.22 | 0.20 | 11.89 | 11.21 | 10.00 | 1.21 |
HPS Investment Partners | HIBLM155 | HLM 5A-2015 | 10/3/2023 | 1.01 | 0.69 | 0.51 | 0.70 | -0.19 | 3.03 | 3.09 | 3.07 | 0.02 | 6.21 | 6.33 | 6.28 | 0.05 | 11.89 | 12.18 | 12.02 | 0.16 |
American Money Management | AMMCCL24 | AMMC 2021-24A | 10/10/2023 | 1.00 | 0.46 | 0.56 | 0.46 | 0.10 | 2.76 | 2.78 | 2.76 | 0.02 | 6.14 | 6.41 | 6.13 | 0.28 | 11.77 | 12.57 | 11.75 | 0.82 |
Oaktree Capital Management | OAKC223 | OAKCL 2022-3A | 10/2/2023 | 0.98 | 0.95 | 0.55 | 0.93 | -0.38 | 3.38 | 3.33 | 3.30 | 0.02 | 6.65 | 6.56 | 6.50 | 0.06 | | | | |
Napier Park Global Capital | REGATF17 | REG17 2020-1A | 10/4/2023 | 0.92 | 0.65 | 0.68 | 0.60 | 0.09 | 2.87 | 2.65 | 2.63 | 0.02 | 6.11 | 5.61 | 5.60 | 0.01 | 11.62 | 11.73 | 10.66 | 1.07 |
Nuveen | SYMPH17 | SYMP 2016-17A | 10/5/2023 | 0.93 | 0.46 | 0.60 | 0.43 | 0.17 | 2.82 | 2.63 | 2.61 | 0.02 | 5.30 | 5.22 | 4.92 | 0.30 | 10.37 | 9.66 | 9.63 | 0.04 |
Invesco | CARBO | CRBN 2017-1A | 10/6/2023 | 0.94 | 0.53 | 0.53 | 0.50 | 0.03 | 2.71 | 2.56 | 2.54 | 0.02 | 5.27 | 5.19 | 4.95 | 0.24 | 10.47 | 10.58 | 9.83 | 0.75 |
Onex Credit Partners | OCP1406 | OCP 2014-6A | 10/6/2023 | 0.98 | 0.37 | 0.35 | 0.36 | -0.01 | 2.73 | 2.70 | 2.69 | 0.02 | 5.50 | 5.66 | 5.41 | 0.24 | 10.88 | 11.58 | 10.71 | 0.86 |
Anchorage Capital Group | ANCH11 | ANCHC 2019-11A | 10/12/2023 | 0.97 | 0.34 | 0.43 | 0.33 | 0.11 | 2.54 | 2.49 | 2.47 | 0.02 | 6.20 | 6.11 | 6.02 | 0.09 | 12.22 | 13.11 | 11.87 | 1.24 |
Investcorp Credit Management | MBLPT22 | MP22 2021-2A | 10/11/2023 | 1.03 | 0.40 | 0.14 | 0.42 | -0.28 | 2.73 | 2.83 | 2.82 | 0.02 | 6.24 | 6.05 | 6.43 | -0.37 | 8.38 | 8.29 | 8.63 | -0.34 |
Crescent Capital Group | ATLSLF13 | ATCLO 2019-13A | 10/10/2023 | 1.21 | 0.39 | 0.58 | 0.47 | 0.11 | 2.72 | 3.31 | 3.30 | 0.02 | 6.19 | 7.38 | 7.51 | -0.12 | 11.79 | 12.96 | 14.31 | -1.35 |
Palmer Square Capital Management | PALMS225 | PLMRS 2022-5A | 10/10/2023 | 0.91 | 0.59 | 0.56 | 0.54 | 0.02 | 2.76 | 2.54 | 2.52 | 0.02 | 6.14 | 5.63 | 5.61 | 0.02 | | | | |
Voya Alternative Asset Management | VOY1701 | VOYA 2017-1A | 10/5/2023 | 1.00 | 0.82 | 0.84 | 0.83 | 0.01 | 2.78 | 2.81 | 2.79 | 0.02 | 5.99 | 5.72 | 6.01 | -0.30 | 11.55 | 10.83 | 11.60 | -0.77 |
Ares Management | ARES55 | ARES 2020-55A | 10/3/2023 | 1.02 | 0.66 | 0.76 | 0.68 | 0.09 | 3.04 | 3.12 | 3.11 | 0.01 | 6.33 | 5.75 | 6.48 | -0.73 | 11.71 | 11.54 | 12.00 | -0.46 |
KKR Financial Advisors | KKR22 | KKR 22A | 10/2/2023 | 1.08 | 0.95 | 1.48 | 1.03 | 0.46 | 3.39 | 3.66 | 3.65 | 0.01 | 6.66 | 7.16 | 7.17 | -0.01 | 12.73 | 13.60 | 13.71 | -0.10 |
KKR Financial Advisors | KKR16 | KKR 16 | 10/2/2023 | 1.04 | 0.95 | 0.61 | 0.99 | -0.38 | 3.38 | 3.54 | 3.52 | 0.01 | 6.65 | 7.05 | 6.93 | 0.12 | 12.73 | 13.60 | 13.25 | 0.35 |
WhiteStar | CATLK13 | CATLK 2013-1A | 10/4/2023 | 1.10 | 0.54 | 0.26 | 0.60 | -0.34 | 2.90 | 3.22 | 3.20 | 0.01 | 6.10 | 6.98 | 6.73 | 0.25 | 11.61 | 11.85 | 12.80 | -0.95 |
Partners Group | PIKP3 | PIPK 2019-3A | 10/13/2023 | 0.99 | 0.27 | 0.09 | 0.27 | -0.18 | 2.55 | 2.53 | 2.52 | 0.01 | 6.19 | 6.38 | 6.12 | 0.26 | 12.35 | 12.80 | 12.21 | 0.59 |
Invesco | INVES222 | INVCO 2022-2A | 10/6/2023 | 0.95 | 0.53 | 0.48 | 0.51 | -0.03 | 2.70 | 2.57 | 2.56 | 0.01 | 5.30 | 4.96 | 5.03 | -0.07 | | | | |
Shenkman Capital Management | ROMK2 | RMRK 2018-2A | 10/12/2023 | 1.05 | 0.67 | 0.72 | 0.70 | 0.02 | 2.62 | 2.76 | 2.74 | 0.01 | 6.23 | 6.59 | 6.52 | 0.07 | 12.09 | 12.69 | 12.65 | 0.04 |
Oaktree Capital Management | OAKC181 | OAKCL 2018-1A | 10/2/2023 | 1.10 | 0.95 | 1.08 | 1.05 | 0.03 | 3.38 | 3.73 | 3.72 | 0.01 | 6.65 | 7.24 | 7.33 | -0.09 | 12.73 | 13.29 | 14.02 | -0.73 |
HPS Investment Partners | HPSL1610 | HLM 10A-16 | 10/10/2023 | 0.95 | 0.46 | 0.18 | 0.44 | -0.26 | 2.76 | 2.63 | 2.62 | 0.01 | 6.14 | 5.78 | 5.82 | -0.04 | 11.76 | 10.99 | 11.15 | -0.16 |
TCW Asset Management | TCW1902 | TCW 2019-2A | 10/11/2023 | 0.99 | 0.40 | 0.44 | 0.40 | 0.04 | 2.73 | 2.72 | 2.71 | 0.01 | 6.24 | 6.29 | 6.19 | 0.11 | 11.93 | 12.03 | 11.83 | 0.21 |
Barings | BAS203 | BABSN 2020-3A | 10/3/2023 | 1.07 | 0.69 | 0.70 | 0.74 | -0.04 | 3.04 | 3.26 | 3.25 | 0.01 | 6.21 | 6.85 | 6.66 | 0.19 | 11.89 | 13.57 | 12.74 | 0.82 |
Golub Capital | GOLUP23B | GOCAP 2015-23A | 10/5/2023 | 0.99 | 0.43 | 0.57 | 0.43 | 0.15 | 2.80 | 2.79 | 2.78 | 0.01 | 6.06 | 5.77 | 6.01 | -0.24 | 11.64 | 11.18 | 11.55 | -0.37 |
CarVal | CARV6C | CARVL 2022-1A | 10/10/2023 | 0.90 | 0.38 | 0.21 | 0.34 | -0.14 | 2.76 | 2.49 | 2.48 | 0.01 | 6.14 | 5.58 | 5.51 | 0.07 | | | | |
Canyon Capital Advisors | CANY201 | CANYC 2020-1A | 10/2/2023 | 0.95 | 0.95 | 0.78 | 0.90 | -0.12 | 3.38 | 3.22 | 3.21 | 0.01 | 6.65 | 6.43 | 6.31 | 0.11 | 12.73 | 13.08 | 12.08 | 1.00 |
Sculptor Loan Management | OZLM19 | OZLM 2017-19A | 10/4/2023 | 1.00 | 0.54 | 0.43 | 0.54 | -0.11 | 2.87 | 2.87 | 2.86 | 0.01 | 6.11 | 5.86 | 6.08 | -0.22 | 11.62 | 11.70 | 11.57 | 0.13 |
Goldentree Asset Management | GOLDL12 | GLD12 2016-12A | 10/6/2023 | 0.95 | 0.37 | 0.31 | 0.35 | -0.04 | 2.71 | 2.58 | 2.57 | 0.01 | 5.43 | 5.40 | 5.17 | 0.24 | 10.90 | 11.30 | 10.37 | 0.93 |
Credit Suisse First Boston | MADPK45 | MDPK 2020-45A | 10/4/2023 | 1.00 | 0.53 | 0.49 | 0.53 | -0.04 | 2.87 | 2.87 | 2.87 | 0.01 | 6.11 | 6.21 | 6.10 | 0.11 | 11.64 | 12.69 | 11.62 | 1.07 |
Allstate Investment Management | AIMCOC12 | AIMCO 2020-12A | 10/4/2023 | 0.96 | 0.54 | 0.46 | 0.52 | -0.06 | 2.88 | 2.78 | 2.77 | 0.01 | 6.09 | 5.68 | 5.86 | -0.18 | 11.84 | 11.67 | 11.40 | 0.27 |
First Eagle Private Credit | WNDRV192 | WINDR 2019-2A | 10/2/2023 | 1.03 | 1.11 | 1.11 | 1.14 | -0.03 | 3.31 | 3.41 | 3.41 | 0.00 | 6.39 | 6.53 | 6.58 | -0.05 | 12.51 | 11.82 | 12.89 | -1.07 |
Irradiant Partners | RADCL17 | RAD 2022-17A | 10/10/2023 | 1.11 | 0.22 | 0.20 | 0.25 | -0.05 | 2.74 | 3.06 | 3.06 | 0.00 | 6.14 | 6.55 | 6.85 | -0.30 | | | | |
Octagon Credit Investors | OCTAG20R | OCT20 2019-4A | 10/10/2023 | 1.00 | 0.38 | 0.36 | 0.38 | -0.02 | 2.76 | 2.75 | 2.75 | 0.00 | 6.14 | 6.04 | 6.11 | -0.08 | 11.71 | 11.54 | 11.65 | -0.11 |
CIFC Asset Management | CIFC201 | CIFC 2020-1A | 10/2/2023 | 0.98 | 0.95 | 0.78 | 0.93 | -0.16 | 3.31 | 3.26 | 3.25 | 0.00 | 6.52 | 6.02 | 6.40 | -0.38 | 12.58 | 12.74 | 12.36 | 0.37 |
Brigade Capital Management | BATTL21 | BATLN 2021-21A | 10/3/2023 | 1.09 | 0.69 | 0.56 | 0.75 | -0.19 | 3.04 | 3.32 | 3.32 | 0.00 | 6.20 | 6.61 | 6.78 | -0.17 | 11.84 | 11.60 | 12.95 | -1.35 |
KKR Financial Advisors | KKR20 | KKR 20 | 10/2/2023 | 1.06 | 0.95 | 1.28 | 1.01 | 0.27 | 3.39 | 3.58 | 3.58 | 0.00 | 6.65 | 6.94 | 7.01 | -0.07 | 12.73 | 13.22 | 13.43 | -0.20 |
Brigade Capital Management | BATTL16 | BATLN 2019-16A | 10/10/2023 | 1.05 | 0.46 | 0.22 | 0.48 | -0.26 | 2.76 | 2.91 | 2.91 | 0.00 | 6.14 | 6.42 | 6.47 | -0.05 | 11.77 | 11.38 | 12.40 | -1.02 |
Birch Grove Capital | BIRCHGR4 | BGCLO 2022-4A | 10/10/2023 | 0.94 | 0.59 | 0.44 | 0.55 | -0.11 | 2.76 | 2.60 | 2.59 | 0.00 | 6.14 | 5.92 | 5.77 | 0.14 | | | | |
Sculptor Loan Management | OZLM14 | OZLM 2015-14A | 10/4/2023 | 0.98 | 0.54 | 0.45 | 0.53 | -0.08 | 2.87 | 2.82 | 2.82 | 0.00 | 6.11 | 5.81 | 6.00 | -0.18 | 11.62 | 11.66 | 11.41 | 0.25 |
Bain Capital Credit | BAIC205 | BCC 2020-5A | 10/6/2023 | 1.02 | 0.37 | 0.38 | 0.37 | 0.00 | 2.70 | 2.75 | 2.75 | 0.00 | 5.45 | 5.37 | 5.55 | -0.17 | 8.90 | 8.72 | 9.06 | -0.34 |
AXA Investment Managers | ALLEG9 | ALLEG 2018-3A | 10/4/2023 | 1.02 | 0.54 | 0.50 | 0.55 | -0.05 | 2.87 | 2.92 | 2.92 | 0.00 | 6.11 | 6.06 | 6.21 | -0.15 | 11.62 | 11.34 | 11.81 | -0.47 |
TCW Asset Management | TCW2102 | TCW 2021-2A | 10/12/2023 | 1.01 | 0.31 | 0.34 | 0.32 | 0.02 | 2.61 | 2.64 | 2.64 | 0.00 | 6.22 | 5.98 | 6.30 | -0.32 | 9.97 | 10.11 | 10.10 | 0.01 |
Sancus | TRYSL211 | TRYSL 2021-1A | 10/10/2023 | 0.96 | 0.53 | 0.42 | 0.51 | -0.10 | 2.76 | 2.65 | 2.65 | 0.00 | 6.14 | 6.15 | 5.90 | 0.25 | 11.78 | 12.30 | 11.32 | 0.98 |
Octagon Credit Investors | OCTAG58 | OCT58 2022-1A | 10/5/2023 | 0.96 | 0.33 | 0.24 | 0.32 | -0.09 | 2.75 | 2.65 | 2.65 | 0.00 | 5.42 | 5.29 | 5.23 | 0.06 | | | | |
Oak Hill Advisors | OHACP10R | OAKC 2014-10RA | 10/6/2023 | 0.99 | 0.41 | 0.37 | 0.41 | -0.04 | 2.73 | 2.71 | 2.71 | 0.00 | 6.03 | 6.12 | 5.99 | 0.13 | 11.60 | 12.41 | 11.52 | 0.89 |
Crescent Capital Group | ATST1 | ATSTC 2022-1A | 10/2/2023 | 1.07 | 0.96 | 1.00 | 1.03 | -0.02 | 3.32 | 3.55 | 3.55 | 0.00 | 6.37 | 6.95 | 6.83 | 0.12 | | | | |
Ares Management | ARES54 | ARES 2019-54A | 10/3/2023 | 1.08 | 0.69 | 0.93 | 0.75 | 0.18 | 3.04 | 3.28 | 3.28 | 0.00 | 6.20 | 6.08 | 6.71 | -0.63 | 11.87 | 12.29 | 12.84 | -0.55 |
HPS Investment Partners | HPSL1915 | HLM 15A-19 | 10/11/2023 | 0.96 | 0.37 | 0.11 | 0.35 | -0.24 | 2.58 | 2.46 | 2.46 | 0.00 | 6.17 | 6.20 | 5.90 | 0.30 | 11.86 | 12.15 | 11.35 | 0.80 |
WhiteStar | TRNTS15 | TRNTS 2021-15A | 10/11/2023 | 1.11 | 0.74 | 0.88 | 0.82 | 0.06 | 2.58 | 2.86 | 2.86 | 0.00 | 6.16 | 5.97 | 6.85 | -0.87 | 11.94 | 12.18 | 13.27 | -1.09 |
Ares Management | ARES43 | ARES 2017-43A | 10/3/2023 | 1.05 | 0.69 | 0.88 | 0.73 | 0.15 | 3.04 | 3.17 | 3.18 | 0.00 | 6.20 | 5.75 | 6.49 | -0.74 | 11.87 | 11.75 | 12.42 | -0.67 |
Investcorp Credit Management | ACASL131 | MP3 2013-1A | 10/5/2023 | 1.09 | 0.43 | 0.41 | 0.47 | -0.06 | 2.81 | 3.05 | 3.05 | 0.00 | 6.07 | 5.91 | 6.60 | -0.69 | 11.69 | 11.34 | 12.69 | -1.35 |
Golub Capital | GOLUP64B | GCBSL 2022-64A | 10/10/2023 | 0.88 | 0.38 | 0.38 | 0.34 | 0.04 | 2.76 | 2.42 | 2.43 | -0.01 | 6.14 | 5.47 | 5.41 | 0.06 | | | | |
Octagon Credit Investors | OCTAG26 | OCT26 2016-1A | 10/5/2023 | 0.99 | 0.43 | 0.46 | 0.43 | 0.03 | 2.76 | 2.73 | 2.74 | -0.01 | 5.44 | 5.66 | 5.40 | 0.27 | 10.84 | 10.79 | 10.76 | 0.03 |
Blackstone | SOUTHWPK | STHWK 2019-4A | 10/5/2023 | 1.01 | 0.43 | 0.32 | 0.43 | -0.12 | 2.78 | 2.80 | 2.80 | -0.01 | 6.05 | 6.16 | 6.11 | 0.05 | 11.64 | 11.55 | 11.74 | -0.19 |
Bain Capital Credit | BAIC203 | BCC 2020-3A | 10/10/2023 | 1.02 | 0.35 | 0.32 | 0.36 | -0.04 | 2.68 | 2.72 | 2.72 | -0.01 | 6.15 | 6.06 | 6.25 | -0.20 | 11.71 | 11.59 | 11.90 | -0.31 |
Centerbridge | PKBLU221 | PKBLU 2022-1A | 10/10/2023 | 0.98 | 0.69 | 0.53 | 0.68 | -0.14 | 2.75 | 2.68 | 2.69 | -0.01 | 6.14 | 6.34 | 5.99 | 0.35 | | | | |
CIFC Asset Management | CIFC196 | CIFC 2019-6A | 10/2/2023 | 1.06 | 0.95 | 0.88 | 1.01 | -0.12 | 3.31 | 3.49 | 3.50 | -0.01 | 6.52 | 6.75 | 6.89 | -0.14 | 12.58 | 13.24 | 13.30 | -0.06 |
First Eagle Private Credit | WNDRV191 | WINDR 2019-1A | 10/10/2023 | 1.00 | 0.46 | 0.64 | 0.46 | 0.18 | 2.76 | 2.75 | 2.76 | -0.01 | 6.15 | 6.14 | 6.14 | 0.00 | 11.77 | 10.61 | 11.76 | -1.15 |
Benefit Street Partners | BENST24 | BSP 2021-24A | 10/10/2023 | 1.05 | 0.46 | 0.30 | 0.48 | -0.19 | 2.76 | 2.90 | 2.91 | -0.01 | 6.14 | 6.27 | 6.46 | -0.19 | 11.77 | 12.60 | 12.38 | 0.22 |
Canyon Capital Advisors | CANY192 | CANYC 2019-2A | 10/2/2023 | 0.98 | 0.95 | 0.72 | 0.93 | -0.21 | 3.38 | 3.29 | 3.30 | -0.01 | 6.65 | 6.40 | 6.50 | -0.09 | 12.73 | 12.77 | 12.43 | 0.34 |
Angelo, Gordon & Co | NWOODS16 | WOODS 2017-16A | 10/10/2023 | 1.17 | 0.46 | 0.60 | 0.54 | 0.06 | 2.76 | 3.22 | 3.23 | -0.01 | 6.15 | 7.12 | 7.19 | -0.07 | 11.77 | 12.17 | 13.77 | -1.60 |
Benefit Street Partners | BENST27 | BSP 2022-27A | 10/10/2023 | 0.99 | 0.46 | 0.33 | 0.45 | -0.12 | 2.76 | 2.71 | 2.72 | -0.01 | 6.14 | 5.97 | 6.06 | -0.09 | | | | |
Oak Hill Advisors | OHACF2 | OAKC 2019-2A | 10/6/2023 | 0.98 | 0.41 | 0.32 | 0.40 | -0.09 | 2.73 | 2.68 | 2.69 | -0.01 | 6.03 | 6.03 | 5.93 | 0.10 | 11.59 | 12.48 | 11.41 | 1.08 |
Palmer Square Capital Management | PALMS203 | PLMRS 2020-3A | 10/3/2023 | 1.02 | 0.69 | 0.68 | 0.71 | -0.03 | 3.04 | 3.10 | 3.11 | -0.01 | 6.21 | 6.36 | 6.36 | 0.00 | 11.89 | 11.97 | 12.18 | -0.20 |
Partners Group | PIKP7 | PIPK 2021-7A | 10/16/2023 | 1.07 | 0.29 | 0.18 | 0.30 | -0.13 | 2.58 | 2.75 | 2.76 | -0.01 | 6.16 | 6.70 | 6.57 | 0.14 | 12.12 | 13.51 | 12.92 | 0.58 |
King Street Capital Management | ROCT213 | ROCKT 2021-3A | 10/10/2023 | 1.08 | 0.39 | 0.28 | 0.43 | -0.15 | 2.76 | 2.97 | 2.98 | -0.01 | 6.14 | 6.92 | 6.64 | 0.28 | 11.73 | 12.72 | 12.69 | 0.04 |
Bain Capital Credit | BAIC211 | BCC 2021-1A | 10/3/2023 | 1.03 | 0.71 | 0.76 | 0.73 | 0.03 | 3.12 | 3.20 | 3.21 | -0.01 | 6.25 | 6.28 | 6.42 | -0.15 | 12.49 | 12.50 | 12.85 | -0.35 |
Benefit Street Partners | BENST22 | BSP 2020-22A | 10/10/2023 | 1.02 | 0.46 | 0.30 | 0.47 | -0.18 | 2.76 | 2.82 | 2.83 | -0.01 | 6.14 | 6.33 | 6.29 | 0.04 | 11.77 | 12.40 | 12.05 | 0.35 |
Palmer Square Capital Management | PALMS151 | PLMRS 2015-1A | 10/11/2023 | 1.01 | 0.40 | 0.42 | 0.41 | 0.01 | 2.74 | 2.74 | 2.75 | -0.01 | 6.24 | 6.28 | 6.28 | 0.00 | 11.93 | 11.68 | 12.00 | -0.32 |
Credit Suisse First Boston | MADPK48 | MDPK 2021-48A | 10/10/2023 | 0.98 | 0.53 | 0.41 | 0.52 | -0.11 | 2.76 | 2.70 | 2.72 | -0.01 | 6.14 | 6.10 | 6.04 | 0.06 | 11.78 | 12.69 | 11.58 | 1.11 |
ArrowMark Colorado Holdings | ELEV1706 | AWPT 2017-6A | 10/3/2023 | 1.02 | 0.70 | 1.02 | 0.72 | 0.30 | 3.11 | 3.17 | 3.19 | -0.01 | 6.21 | 5.99 | 6.36 | -0.37 | 11.85 | 10.31 | 12.14 | -1.83 |
MidOcean Credit Fund Management | MIDOCC9 | MIDO 2018-9A | 10/10/2023 | 1.11 | 0.69 | 0.74 | 0.77 | -0.03 | 2.78 | 3.06 | 3.07 | -0.01 | 6.17 | 6.60 | 6.83 | -0.23 | 11.80 | 12.13 | 13.06 | -0.92 |
MidOcean Credit Fund Management | MIDOCC3 | MIDO 2014-3A | 10/11/2023 | 1.12 | 0.72 | 0.77 | 0.81 | -0.04 | 2.75 | 3.06 | 3.07 | -0.01 | 6.20 | 6.75 | 6.93 | -0.18 | 11.90 | 12.65 | 13.30 | -0.65 |
Goldentree Asset Management | GOLDMU7 | GLM 2020-7A | 10/5/2023 | 0.98 | 0.43 | 0.36 | 0.42 | -0.06 | 2.78 | 2.70 | 2.71 | -0.01 | 6.06 | 6.05 | 5.92 | 0.13 | 11.64 | 12.61 | 11.38 | 1.23 |
Onex Credit Partners | OCP1509 | OCP 2015-9A | 10/10/2023 | 0.89 | 0.59 | 0.43 | 0.53 | -0.09 | 2.76 | 2.46 | 2.47 | -0.01 | 6.14 | 5.57 | 5.49 | 0.08 | 11.79 | 12.32 | 10.53 | 1.78 |
KKR Financial Advisors | KKR24 | KKR 24 | 10/2/2023 | 1.07 | 0.95 | 1.22 | 1.02 | 0.19 | 3.38 | 3.62 | 3.64 | -0.01 | 6.65 | 7.15 | 7.15 | 0.00 | 12.73 | 13.73 | 13.68 | 0.06 |
Morgan Stanley Eaton Vance | EATON151 | EATON 2015-1A | 10/11/2023 | 0.89 | 0.62 | 0.59 | 0.55 | 0.04 | 2.76 | 2.43 | 2.45 | -0.01 | 6.21 | 5.71 | 5.52 | 0.19 | 11.92 | 11.74 | 10.59 | 1.15 |
Seix Advisors | MTNV14 | MVEW 2019-1A | 10/6/2023 | 1.07 | 0.44 | 0.63 | 0.47 | 0.16 | 2.61 | 2.77 | 2.78 | -0.01 | 5.95 | 6.04 | 6.35 | -0.32 | 11.52 | 11.40 | 12.29 | -0.89 |
Golub Capital | GOLUP43B | GCBSL 2019-43A | 10/4/2023 | 0.98 | 0.40 | 0.46 | 0.39 | 0.06 | 2.87 | 2.81 | 2.82 | -0.02 | 6.09 | 5.78 | 5.99 | -0.21 | 11.75 | 11.26 | 11.57 | -0.30 |
Crescent Capital Group | ATLSLF11 | ATCLO 2018-11A | 10/13/2023 | 1.12 | 0.30 | 0.30 | 0.34 | -0.03 | 2.57 | 2.87 | 2.89 | -0.02 | 6.22 | 7.01 | 6.98 | 0.03 | 12.40 | 12.63 | 13.91 | -1.28 |
Credit Suisse First Boston | MADPK46 | MDPK 2020-46A | 10/4/2023 | 0.98 | 0.53 | 0.51 | 0.52 | -0.01 | 2.87 | 2.80 | 2.82 | -0.02 | 6.11 | 6.10 | 6.00 | 0.09 | 11.64 | 12.63 | 11.43 | 1.20 |
Sound Point Capital Management | BLUMT162 | BLUEM 2016-2A | 9/29/2023 | 1.05 | 1.00 | 1.03 | 1.05 | -0.03 | 3.43 | 3.60 | 3.62 | -0.02 | 6.69 | 7.03 | 7.05 | -0.02 | 12.58 | 12.98 | 13.26 | -0.28 |
Palmer Square Capital Management | PALMS212 | PLMRS 2021-2A | 10/3/2023 | 1.02 | 0.69 | 0.69 | 0.70 | -0.02 | 3.04 | 3.09 | 3.11 | -0.02 | 6.20 | 6.07 | 6.35 | -0.28 | 11.84 | 11.87 | 12.14 | -0.27 |
AXA Investment Managers | ALLEG11 | ALLEG 2019-2A | 10/10/2023 | 0.99 | 0.46 | 0.30 | 0.45 | -0.16 | 2.76 | 2.70 | 2.72 | -0.02 | 6.14 | 5.97 | 6.05 | -0.08 | 11.78 | 11.17 | 11.60 | -0.43 |
Golub Capital | GOLUP35B | GOCAP 2017-35A | 10/4/2023 | 1.00 | 0.54 | 0.71 | 0.55 | 0.16 | 2.94 | 2.93 | 2.94 | -0.02 | 6.03 | 5.63 | 6.04 | -0.42 | 11.79 | 10.77 | 11.82 | -1.04 |
Carlyle Group | CARLG131 | CGMS 2013-1A | 9/22/2023 | 1.01 | 1.48 | 1.42 | 1.49 | -0.07 | 4.10 | 4.11 | 4.13 | -0.02 | 7.58 | 7.25 | 7.64 | -0.38 | 10.93 | 10.53 | 11.01 | -0.48 |
Credit Suisse First Boston | MADPK38 | MDPK 2021-38A | 10/5/2023 | 1.02 | 0.43 | 0.42 | 0.44 | -0.02 | 2.78 | 2.82 | 2.84 | -0.02 | 6.05 | 6.00 | 6.19 | -0.18 | 11.64 | 12.70 | 11.90 | 0.80 |
Ares Management | DENALI17 | DEN17 2018-1A | 10/10/2023 | 1.12 | 0.53 | 0.77 | 0.60 | 0.17 | 2.85 | 3.17 | 3.19 | -0.02 | 5.63 | 5.85 | 6.30 | -0.45 | 11.08 | 11.56 | 12.41 | -0.85 |
KKR Financial Advisors | KKR33 | KKR 33A | 10/2/2023 | 1.04 | 0.95 | 1.22 | 0.99 | 0.23 | 3.38 | 3.49 | 3.52 | -0.02 | 6.65 | 6.97 | 6.91 | 0.06 | 12.73 | 13.50 | 13.22 | 0.28 |
Oak Hill Advisors | OHALF131 | OHALF 2013-1A | 10/6/2023 | 0.98 | 0.41 | 0.35 | 0.40 | -0.06 | 2.73 | 2.67 | 2.69 | -0.02 | 6.03 | 6.12 | 5.93 | 0.19 | 11.60 | 12.48 | 11.40 | 1.07 |
CIFC Asset Management | CIFC14 | CIFC 2014-1A | 10/5/2023 | 0.99 | 0.88 | 0.87 | 0.87 | 0.00 | 2.78 | 2.72 | 2.74 | -0.02 | 6.05 | 5.91 | 5.98 | -0.07 | 11.63 | 11.95 | 11.49 | 0.46 |
Sound Point Capital Management | BLUMT153 | BLUEM 2015-3A | 10/6/2023 | 1.07 | 0.56 | 0.55 | 0.60 | -0.05 | 2.71 | 2.87 | 2.89 | -0.02 | 5.34 | 5.58 | 5.70 | -0.12 | 10.78 | 10.95 | 11.50 | -0.55 |
Morgan Stanley Eaton Vance | MSEV2216 | MSEV 2022-16A | 10/3/2023 | 0.91 | 0.62 | 0.48 | 0.57 | -0.09 | 3.04 | 2.73 | 2.75 | -0.02 | 6.20 | 5.70 | 5.62 | 0.08 | | | | |
Anchorage Capital Group | ANCH13 | ANCHC 2019-13A | 10/4/2023 | 0.98 | 0.54 | 0.43 | 0.53 | -0.10 | 2.87 | 2.77 | 2.80 | -0.03 | 6.11 | 6.47 | 5.95 | 0.52 | 11.62 | 12.27 | 11.33 | 0.94 |
MJX Asset Management | VENT30 | VENTR 2017-30A | 10/3/2023 | 1.08 | 0.71 | 0.69 | 0.77 | -0.07 | 3.04 | 3.27 | 3.29 | -0.03 | 6.19 | 6.25 | 6.71 | -0.46 | 11.86 | 10.86 | 12.84 | -1.98 |
ArrowMark Colorado Holdings | ELEV2216 | AWPT 2022-16A | 10/13/2023 | 0.95 | 0.46 | 0.44 | 0.44 | 0.00 | 2.55 | 2.40 | 2.43 | -0.03 | 6.19 | 6.01 | 5.88 | 0.13 | | | | |
Tikehau Capital | TIKEU2 | TKO 2022-1A | 10/10/2023 | 1.05 | 0.46 | 0.32 | 0.48 | -0.17 | 2.76 | 2.87 | 2.90 | -0.03 | 6.14 | 6.81 | 6.44 | 0.37 | | | | |
Blackstone | MYERSPK | MYERS 2018-1A | 10/5/2023 | 1.02 | 0.43 | 0.26 | 0.44 | -0.18 | 2.78 | 2.79 | 2.82 | -0.03 | 6.05 | 6.11 | 6.15 | -0.03 | 11.64 | 10.41 | 11.82 | -1.41 |
Golub Capital | GOLUP37B | GCBSL 2018-37A | 10/4/2023 | 1.02 | 0.54 | 0.63 | 0.55 | 0.08 | 2.89 | 2.91 | 2.94 | -0.03 | 6.10 | 5.92 | 6.20 | -0.28 | 11.85 | 11.48 | 12.05 | -0.57 |
CIFC Asset Management | CIFC133R | CIFC 2013-3RA | 10/10/2023 | 1.04 | 0.69 | 0.64 | 0.72 | -0.08 | 2.76 | 2.85 | 2.88 | -0.03 | 6.14 | 5.99 | 6.41 | -0.43 | 11.78 | 12.01 | 12.30 | -0.29 |
Bain Capital Credit | BAIC171 | BCC 2017-1A | 10/5/2023 | 1.06 | 0.56 | 0.79 | 0.59 | 0.20 | 2.79 | 2.92 | 2.95 | -0.03 | 6.04 | 6.10 | 6.40 | -0.30 | 11.62 | 11.36 | 12.31 | -0.95 |
AXA Investment Managers | ALLEG8 | ALLEG 2018-2A | 10/4/2023 | 1.02 | 0.54 | 0.48 | 0.55 | -0.07 | 2.89 | 2.91 | 2.94 | -0.03 | 6.13 | 6.20 | 6.24 | -0.05 | 11.65 | 11.49 | 11.87 | -0.38 |
Credit Suisse First Boston | MADPK33 | MDPK 2019-33A | 10/2/2023 | 0.99 | 0.77 | 0.71 | 0.76 | -0.05 | 0.90 | 0.86 | 0.89 | -0.03 | 3.88 | 3.89 | 3.85 | 0.04 | 9.35 | 9.90 | 9.27 | 0.63 |
Octagon Credit Investors | OCTAG14 | OCT14 2012-1A | 10/3/2023 | 0.97 | 0.70 | 1.00 | 0.68 | 0.32 | 3.08 | 2.96 | 2.99 | -0.03 | 6.13 | 5.10 | 5.96 | -0.86 | 11.78 | 10.21 | 11.43 | -1.22 |
LCM Asset Management | LCM14 | LCM 14A | 10/12/2023 | 1.09 | 0.56 | 0.69 | 0.61 | 0.07 | 2.64 | 2.84 | 2.87 | -0.03 | 6.26 | 6.65 | 6.81 | -0.16 | 12.08 | 12.06 | 13.15 | -1.09 |
Bain Capital Credit | BAIC204 | BCC 2020-4A | 10/6/2023 | 0.99 | 0.37 | 0.34 | 0.36 | -0.02 | 2.70 | 2.65 | 2.68 | -0.03 | 5.45 | 5.41 | 5.41 | 0.00 | 10.93 | 10.90 | 10.83 | 0.07 |
Blackstone | STEWP | STWRT 2015-1A | 9/29/2023 | 0.99 | 0.96 | 0.89 | 0.95 | -0.05 | 3.45 | 3.36 | 3.40 | -0.03 | 6.46 | 6.51 | 6.37 | 0.15 | 12.52 | 12.26 | 12.34 | -0.08 |
MidOcean Credit Fund Management | MIDOCC7 | MIDO 2017-7A | 10/3/2023 | 1.05 | 0.70 | 0.73 | 0.73 | 0.00 | 3.09 | 3.19 | 3.23 | -0.03 | 6.15 | 6.05 | 6.43 | -0.38 | 11.79 | 11.57 | 12.32 | -0.75 |
Barings | BAS202 | BABSN 2020-2A | 10/3/2023 | 1.07 | 0.69 | 0.71 | 0.74 | -0.03 | 3.04 | 3.23 | 3.26 | -0.03 | 6.21 | 6.39 | 6.67 | -0.29 | 11.89 | 12.89 | 12.77 | 0.12 |
Ares Management | ARES59 | ARES 2021-59A | 10/13/2023 | 1.07 | 0.67 | 0.84 | 0.72 | 0.12 | 2.56 | 2.70 | 2.73 | -0.03 | 6.19 | 6.00 | 6.62 | -0.62 | 12.42 | 12.61 | 13.29 | -0.68 |
Napier Park Global Capital | REGATF20 | REG20 2021-2A | 10/4/2023 | 0.97 | 0.65 | 0.74 | 0.63 | 0.10 | 2.87 | 2.76 | 2.80 | -0.03 | 6.11 | 5.83 | 5.95 | -0.11 | 11.84 | 12.15 | 11.53 | 0.62 |
Investcorp Credit Management | MBLPT11 | MP11 2017-2A | 10/5/2023 | 1.10 | 0.40 | 0.34 | 0.45 | -0.10 | 2.80 | 3.05 | 3.08 | -0.03 | 6.04 | 5.77 | 6.66 | -0.90 | 11.61 | 11.21 | 12.81 | -1.60 |
Ballyrock Investment Advisors | BALLY20 | BALLY 2022-20A | 10/6/2023 | 0.91 | 0.34 | 0.35 | 0.31 | 0.05 | 2.61 | 2.35 | 2.38 | -0.03 | | | | | | | | |
Ares Management | ARES41 | ARES 2016-41A | 10/3/2023 | 1.06 | 0.69 | 0.79 | 0.73 | 0.05 | 3.04 | 3.18 | 3.21 | -0.03 | 6.20 | 5.90 | 6.56 | -0.66 | 11.87 | 12.14 | 12.56 | -0.41 |
KKR Financial Advisors | KKR14 | KKR 14 | 10/2/2023 | 1.05 | 0.95 | 1.22 | 1.00 | 0.22 | 3.39 | 3.52 | 3.55 | -0.04 | 6.66 | 6.96 | 6.98 | -0.02 | 12.73 | 13.40 | 13.35 | 0.05 |
Bain Capital Credit | BAIC216 | BCC 2021-6A | 10/6/2023 | 1.03 | 0.33 | 0.34 | 0.34 | 0.00 | 2.70 | 2.75 | 2.79 | -0.04 | 5.45 | 5.52 | 5.62 | -0.09 | 10.96 | 11.04 | 11.29 | -0.25 |
Sound Point Capital Management | BLUMT22 | BLUEM 2018-22A | 10/2/2023 | 1.06 | 0.95 | 1.05 | 1.01 | 0.04 | 3.31 | 3.47 | 3.51 | -0.04 | 6.39 | 6.64 | 6.77 | -0.14 | 12.56 | 12.71 | 13.31 | -0.61 |
Bain Capital Credit | BAIC215 | BCC 2021-5A | 10/6/2023 | 1.05 | 0.23 | 0.36 | 0.24 | 0.12 | 2.61 | 2.71 | 2.75 | -0.04 | 5.95 | 6.02 | 6.27 | -0.25 | 11.42 | 11.30 | 12.03 | -0.73 |
Sculptor Loan Management | OZLM20 | OZLM 2018-20A | 10/11/2023 | 1.02 | 0.40 | 0.31 | 0.41 | -0.10 | 2.74 | 2.76 | 2.79 | -0.04 | 6.23 | 6.02 | 6.35 | -0.33 | 11.91 | 12.02 | 12.13 | -0.11 |
New York Life Investment Management | FLTIR18 | FLAT 2018-1A | 10/4/2023 | 0.93 | 0.54 | 0.47 | 0.50 | -0.03 | 2.90 | 2.67 | 2.71 | -0.04 | 6.07 | 5.42 | 5.65 | -0.24 | 11.81 | 11.86 | 11.00 | 0.86 |
WhiteStar | TRNTS12 | TRNTS 2020-12A | 10/13/2023 | 1.00 | 0.76 | 0.75 | 0.76 | -0.01 | 2.55 | 2.51 | 2.54 | -0.04 | 6.19 | 5.60 | 6.17 | -0.56 | 12.42 | 11.78 | 12.37 | -0.60 |
Morgan Stanley Eaton Vance | EATON191 | EATON 2019-1A | 10/4/2023 | 0.91 | 0.54 | 0.48 | 0.49 | -0.01 | 2.87 | 2.58 | 2.62 | -0.04 | 6.11 | 5.62 | 5.56 | 0.06 | 11.62 | 11.58 | 10.59 | 0.99 |
Vibrant Capital Partners | VIBR11 | VIBR 2019-11A | 10/10/2023 | 1.02 | 0.46 | 0.38 | 0.47 | -0.09 | 2.76 | 2.78 | 2.82 | -0.04 | 6.14 | 6.05 | 6.26 | -0.21 | 11.77 | 11.69 | 12.00 | -0.30 |
Sound Point Capital Management | SOUPT6R | SNDPT 2014-2RA | 10/5/2023 | 1.09 | 0.43 | 0.34 | 0.47 | -0.13 | 2.78 | 2.98 | 3.02 | -0.04 | 6.05 | 6.63 | 6.59 | 0.04 | 11.64 | 11.52 | 12.66 | -1.15 |
Blackstone | BUCKHNP | BKPRK 2019-1A | 10/3/2023 | 1.03 | 0.71 | 0.42 | 0.73 | -0.31 | 3.12 | 3.17 | 3.21 | -0.04 | 6.25 | 6.01 | 6.42 | -0.41 | 12.52 | 12.14 | 12.87 | -0.74 |
ArrowMark Colorado Holdings | PEAK3 | AWPT 2018-3A | 10/13/2023 | 1.02 | 0.46 | 0.45 | 0.47 | -0.02 | 2.55 | 2.55 | 2.59 | -0.04 | 6.19 | 6.19 | 6.28 | -0.09 | 12.36 | 12.18 | 12.55 | -0.37 |
Octagon Credit Investors | OCTAG27 | OCT27 2016-1A | 10/5/2023 | 1.00 | 0.43 | 0.45 | 0.43 | 0.02 | 2.76 | 2.72 | 2.76 | -0.04 | 5.44 | 5.66 | 5.44 | 0.21 | 10.84 | 10.85 | 10.86 | 0.00 |
Sound Point Capital Management | BLUMFU2 | BLUEM 2017-2A | 10/6/2023 | 1.06 | 0.56 | 0.66 | 0.59 | 0.06 | 2.71 | 2.82 | 2.87 | -0.04 | 5.34 | 5.51 | 5.66 | -0.15 | 10.79 | 10.40 | 11.42 | -1.02 |
AGL Credit | AGLCL8 | AGL 2020-8A | 10/5/2023 | 1.09 | 0.43 | 0.37 | 0.47 | -0.10 | 2.78 | 2.99 | 3.04 | -0.04 | 6.06 | 6.65 | 6.62 | 0.03 | 11.65 | 12.67 | 12.73 | -0.06 |
Partners Group | PIKP6 | PIPK 2020-6A | 10/16/2023 | 1.02 | 0.28 | 0.12 | 0.29 | -0.17 | 2.58 | 2.59 | 2.63 | -0.04 | 6.15 | 6.28 | 6.27 | 0.01 | 12.12 | 12.99 | 12.35 | 0.64 |
Voya Alternative Asset Management | VOY1404 | VOYA 2014-4A | 10/3/2023 | 1.08 | 0.78 | 0.96 | 0.84 | 0.12 | 3.12 | 3.33 | 3.37 | -0.04 | 6.26 | 6.73 | 6.77 | -0.05 | 12.55 | 12.99 | 13.57 | -0.58 |
Blackrock Financial Management | MAGNET21 | MAGNE 2019-21A | 10/10/2023 | 0.89 | 0.69 | 0.45 | 0.62 | -0.17 | 2.75 | 2.41 | 2.45 | -0.04 | 6.14 | 5.71 | 5.46 | 0.25 | 11.78 | 11.89 | 10.48 | 1.41 |
ORIX Advisers | MARIL8 | SPEAK 2020-8A | 10/10/2023 | 0.97 | 0.46 | 0.32 | 0.45 | -0.13 | 2.76 | 2.64 | 2.69 | -0.05 | 6.14 | 5.48 | 5.98 | -0.50 | 11.76 | 10.85 | 11.45 | -0.61 |
Palmer Square Capital Management | PALMS211 | PLMRS 2021-1A | 10/10/2023 | 1.03 | 0.46 | 0.51 | 0.47 | 0.03 | 2.76 | 2.80 | 2.85 | -0.05 | 6.14 | 6.16 | 6.34 | -0.18 | 11.77 | 12.07 | 12.14 | -0.07 |
Ares Management | ARES62 | ARES 2021-62A | 10/13/2023 | 1.10 | 0.67 | 0.87 | 0.74 | 0.12 | 2.56 | 2.77 | 2.81 | -0.05 | 6.19 | 5.79 | 6.81 | -1.02 | 12.42 | 12.62 | 13.67 | -1.05 |
HPS Investment Partners | HPSL1711 | HLM 11A-17 | 9/26/2023 | 0.95 | 1.36 | 1.00 | 1.29 | -0.29 | 3.97 | 3.71 | 3.76 | -0.05 | 7.50 | 7.08 | 7.09 | -0.01 | 11.86 | 10.86 | 11.22 | -0.35 |
Benefit Street Partners | BENST8 | BSP 2015-8A | 10/10/2023 | 1.10 | 0.46 | 0.32 | 0.51 | -0.19 | 2.79 | 3.03 | 3.07 | -0.05 | 6.16 | 6.50 | 6.78 | -0.28 | 11.79 | 12.12 | 12.98 | -0.87 |
ICG Debt Advisors | ICGU1803 | ICG 2018-3A | 10/16/2023 | 0.92 | 0.29 | 0.30 | 0.26 | 0.04 | 2.59 | 2.33 | 2.38 | -0.05 | 6.19 | 5.82 | 5.68 | 0.14 | 12.33 | 11.43 | 11.31 | 0.12 |
KKR Financial Advisors | KKR30 | KKR 30A | 10/2/2023 | 0.99 | 0.95 | 1.01 | 0.95 | 0.06 | 3.38 | 3.32 | 3.36 | -0.05 | 6.65 | 6.74 | 6.62 | 0.12 | 12.73 | 13.25 | 12.65 | 0.60 |
Orchard First Source Asset Management | OFSIB10 | OFSBS 2021-10A | 10/10/2023 | 0.99 | 0.46 | 0.32 | 0.45 | -0.13 | 2.76 | 2.67 | 2.72 | -0.05 | 6.14 | 6.02 | 6.06 | -0.04 | 11.77 | 11.89 | 11.60 | 0.28 |
LCM Asset Management | LCM22 | LCM 22A | 10/12/2023 | 1.09 | 0.56 | 0.87 | 0.61 | 0.26 | 2.66 | 2.85 | 2.90 | -0.05 | 6.20 | 6.25 | 6.74 | -0.49 | 12.01 | 11.57 | 13.06 | -1.49 |
Blackstone | FILLP | FILPK 2018-1A | 9/29/2023 | 1.02 | 0.96 | 0.93 | 0.97 | -0.05 | 3.43 | 3.44 | 3.49 | -0.05 | 6.49 | 6.73 | 6.61 | 0.12 | 12.57 | 12.49 | 12.79 | -0.29 |
AGL Credit | AGLCL7 | AGL 2020-7A | 9/29/2023 | 1.07 | 0.96 | 0.98 | 1.03 | -0.05 | 3.43 | 3.64 | 3.69 | -0.05 | 6.50 | 7.23 | 6.98 | 0.26 | 12.57 | 13.62 | 13.50 | 0.12 |
Brigade Capital Management | BATTL17 | BATLN 2021-17A | 10/10/2023 | 1.07 | 0.46 | 0.22 | 0.49 | -0.27 | 2.76 | 2.91 | 2.96 | -0.05 | 6.14 | 6.44 | 6.58 | -0.14 | 11.77 | 11.56 | 12.62 | -1.06 |
Bain Capital Credit | BAIC194 | BCC 2019-4A | 10/6/2023 | 1.01 | 0.23 | 0.34 | 0.23 | 0.10 | 2.61 | 2.58 | 2.63 | -0.05 | 5.95 | 6.03 | 6.00 | 0.03 | 11.42 | 11.25 | 11.51 | -0.26 |
Onex Credit Partners | OCP1510 | OCP 2015-10A | 10/10/2023 | 0.96 | 0.30 | 0.21 | 0.29 | -0.08 | 2.76 | 2.61 | 2.66 | -0.05 | 6.14 | 5.71 | 5.92 | -0.21 | 11.72 | 12.16 | 11.30 | 0.86 |
LCM Asset Management | LCM26 | LCM 26A | 10/12/2023 | 1.06 | 0.56 | 0.68 | 0.60 | 0.08 | 2.64 | 2.75 | 2.81 | -0.05 | 6.22 | 6.21 | 6.61 | -0.40 | 12.04 | 11.86 | 12.80 | -0.94 |
Blackrock Financial Management | MAGNT14R | MAGNE 2015-14RA | 10/5/2023 | 0.91 | 0.58 | 0.37 | 0.53 | -0.16 | 2.77 | 2.47 | 2.52 | -0.05 | 6.06 | 5.60 | 5.51 | 0.09 | 11.64 | 11.73 | 10.60 | 1.13 |
Sound Point Capital Management | SOUPT18 | SNDPT 2017-4A | 10/5/2023 | 1.06 | 0.43 | 0.47 | 0.46 | 0.01 | 2.81 | 2.92 | 2.97 | -0.05 | 6.06 | 6.20 | 6.42 | -0.22 | 11.65 | 11.45 | 12.34 | -0.90 |
Vibrant Capital Partners | VIBR6 | VIBR 2017-6A | 10/10/2023 | 1.02 | 0.46 | 0.66 | 0.47 | 0.19 | 2.76 | 2.77 | 2.82 | -0.06 | 6.11 | 6.40 | 6.26 | 0.14 | 11.78 | 10.57 | 12.07 | -1.50 |
Sixth Street | TICP10 | TICP 2018-10A | 10/10/2023 | 0.95 | 0.35 | 0.24 | 0.33 | -0.08 | 2.81 | 2.61 | 2.66 | -0.06 | 6.18 | 5.26 | 5.86 | -0.60 | 11.75 | 10.72 | 11.14 | -0.42 |
Oaktree Capital Management | OAKC211 | OAKCL 2021-1A | 10/2/2023 | 0.96 | 0.95 | 0.78 | 0.91 | -0.13 | 3.38 | 3.19 | 3.25 | -0.06 | 6.65 | 6.79 | 6.38 | 0.40 | 12.73 | 13.11 | 12.21 | 0.90 |
LCM Asset Management | LCM18 | LCM 18A | 10/12/2023 | 1.03 | 0.56 | 0.64 | 0.58 | 0.06 | 2.64 | 2.65 | 2.70 | -0.06 | 6.22 | 6.15 | 6.38 | -0.23 | 12.03 | 11.78 | 12.33 | -0.56 |
LCM Asset Management | LCM30 | LCM 30A | 10/12/2023 | 1.12 | 0.56 | 0.72 | 0.63 | 0.09 | 2.61 | 2.87 | 2.93 | -0.06 | 6.22 | 6.71 | 6.98 | -0.26 | 12.04 | 12.13 | 13.51 | -1.38 |
First Eagle Private Credit | WNDRV193 | WINDR 2019-3A | 10/3/2023 | 1.05 | 0.68 | 0.75 | 0.71 | 0.04 | 3.04 | 3.12 | 3.18 | -0.06 | 6.20 | 6.18 | 6.48 | -0.31 | 11.84 | 11.25 | 12.39 | -1.14 |
Palmer Square Capital Management | PALMS214 | PLMRS 2021-4A | 10/3/2023 | 1.01 | 0.69 | 0.71 | 0.70 | 0.00 | 3.04 | 3.01 | 3.07 | -0.06 | 6.21 | 6.14 | 6.29 | -0.15 | 11.89 | 12.01 | 12.04 | -0.02 |
Investcorp Credit Management | MBLPT15 | MP15 2019-1A | 10/6/2023 | 1.06 | 0.41 | 0.15 | 0.44 | -0.29 | 2.61 | 2.70 | 2.76 | -0.06 | 5.95 | 5.65 | 6.30 | -0.65 | 11.51 | 11.03 | 12.19 | -1.17 |
WhiteStar | TRNTS7 | TRNTS 2017-7A | 10/13/2023 | 1.08 | 0.76 | 0.84 | 0.83 | 0.01 | 2.55 | 2.71 | 2.77 | -0.06 | 6.19 | 5.82 | 6.71 | -0.89 | 12.42 | 11.87 | 13.46 | -1.58 |
FS Investments | BRDGST2 | BRDGS 2021-1A | 10/10/2023 | 1.03 | 0.46 | 0.27 | 0.47 | -0.21 | 2.76 | 2.79 | 2.85 | -0.06 | 6.14 | 6.28 | 6.34 | -0.06 | 11.77 | 12.11 | 12.14 | -0.03 |
Bain Capital Credit | CAVAL3 | CAVY 2013-3A | 10/12/2023 | 1.00 | 0.36 | 0.37 | 0.36 | 0.01 | 2.61 | 2.55 | 2.61 | -0.06 | 6.22 | 6.05 | 6.22 | -0.17 | 12.02 | 11.66 | 12.02 | -0.36 |
Carlyle Group | CRLG143R | CGMS 2014-3RA | 10/17/2023 | 1.02 | 0.21 | 0.04 | 0.22 | -0.18 | 2.58 | 2.56 | 2.62 | -0.06 | 6.11 | 6.02 | 6.21 | -0.19 | 12.23 | 12.48 | 12.43 | 0.05 |
MJX Asset Management | VENT44 | VENTR 2021-44A | 10/10/2023 | 1.05 | 0.46 | 0.46 | 0.48 | -0.02 | 2.77 | 2.85 | 2.91 | -0.06 | 6.14 | 7.08 | 6.46 | 0.63 | 11.77 | 11.84 | 12.37 | -0.54 |
Ares Management | ARESLF1 | ARES 2021-ALFA | 10/3/2023 | 1.08 | 0.69 | 0.81 | 0.75 | 0.07 | 3.04 | 3.21 | 3.27 | -0.06 | 6.20 | 5.91 | 6.68 | -0.76 | 11.88 | 12.13 | 12.78 | -0.65 |
Voya Alternative Asset Management | VOY1702 | VOYA 2017-2A | 10/4/2023 | 1.00 | 0.65 | 0.69 | 0.65 | 0.04 | 2.89 | 2.83 | 2.89 | -0.06 | 6.04 | 5.75 | 6.04 | -0.29 | 11.53 | 10.78 | 11.52 | -0.74 |
HPS Investment Partners | HPSL1812 | HLM 12A-18 | 10/5/2023 | 1.03 | 0.43 | 0.36 | 0.44 | -0.09 | 2.80 | 2.82 | 2.89 | -0.06 | 6.08 | 6.07 | 6.27 | -0.20 | 11.66 | 12.17 | 12.04 | 0.13 |
First Eagle Private Credit | WNDRV222 | WINDR 2022-2A | 10/6/2023 | 1.03 | 0.33 | 0.48 | 0.34 | 0.14 | 2.70 | 2.71 | 2.77 | -0.06 | 5.43 | 5.06 | 5.56 | -0.51 | | | | |
Goldentree Asset Management | GOLDMU6 | GLM 2019-6A | 10/5/2023 | 1.04 | 0.43 | 0.36 | 0.45 | -0.09 | 2.78 | 2.83 | 2.89 | -0.06 | 6.06 | 6.08 | 6.31 | -0.23 | 11.64 | 12.83 | 12.13 | 0.70 |
Apollo Global Management | RRCL1 | RRAM 2017-1A | 10/6/2023 | 0.98 | 0.33 | 0.33 | 0.33 | 0.00 | 2.61 | 2.50 | 2.56 | -0.06 | 5.94 | 5.74 | 5.84 | -0.10 | 11.49 | 11.47 | 11.29 | 0.19 |
Marathon Asset Management | MARATH16 | MCLO 2021-16A | 10/4/2023 | 0.99 | 0.54 | 0.56 | 0.54 | 0.03 | 2.87 | 2.78 | 2.84 | -0.06 | 6.11 | 5.83 | 6.05 | -0.22 | 11.64 | 11.44 | 11.52 | -0.08 |
Credit Suisse First Boston | MADPK22 | MDPK 2016-22A | 10/4/2023 | 1.05 | 0.53 | 0.61 | 0.55 | 0.06 | 2.87 | 2.94 | 3.00 | -0.06 | 6.11 | 6.06 | 6.39 | -0.33 | 11.64 | 12.52 | 12.17 | 0.35 |
Carlyle Group | CARLG155 | CGMS 2015-5A | 10/10/2023 | 1.08 | 0.67 | 0.65 | 0.73 | -0.08 | 2.76 | 2.90 | 2.97 | -0.06 | 6.14 | 6.70 | 6.61 | 0.09 | 11.78 | 12.65 | 12.68 | -0.03 |
Apollo Global Management | RRCL15 | RRAM 2021-15A | 10/6/2023 | 1.06 | 0.33 | 0.28 | 0.35 | -0.07 | 2.61 | 2.69 | 2.76 | -0.07 | 5.94 | 5.87 | 6.28 | -0.41 | 11.49 | 12.16 | 12.14 | 0.02 |
FS Investments | BRDGST1 | BRDGS 2020-1A | 10/10/2023 | 1.01 | 0.46 | 0.23 | 0.46 | -0.23 | 2.76 | 2.71 | 2.78 | -0.07 | 6.14 | 6.18 | 6.18 | 0.00 | 11.77 | 12.08 | 11.84 | 0.23 |
Octagon Credit Investors | OCTAG18R | OCT18 2018-18A | 10/5/2023 | 0.97 | 0.34 | 0.34 | 0.33 | 0.02 | 2.77 | 2.62 | 2.69 | -0.07 | 5.46 | 5.23 | 5.29 | -0.06 | 10.62 | 10.41 | 10.29 | 0.12 |
ArrowMark Colorado Holdings | ELEV1809 | AWPT 2018-9A | 10/3/2023 | 1.05 | 0.69 | 0.85 | 0.72 | 0.13 | 3.04 | 3.11 | 3.18 | -0.07 | 6.21 | 6.03 | 6.49 | -0.46 | 11.88 | 10.61 | 12.43 | -1.82 |
King Street Capital Management | ROCT173 | ROCKT 2017-3A | 10/10/2023 | 1.09 | 0.32 | 0.30 | 0.35 | -0.05 | 2.80 | 2.99 | 3.06 | -0.07 | 6.18 | 7.04 | 6.75 | 0.29 | 11.71 | 12.33 | 12.80 | -0.47 |
Blackstone | WEBPK | WPARK 2015-1A | 10/5/2023 | 1.03 | 0.43 | 0.22 | 0.44 | -0.23 | 2.78 | 2.80 | 2.86 | -0.07 | 6.06 | 6.35 | 6.24 | 0.10 | 11.64 | 11.48 | 12.00 | -0.52 |
HPS Investment Partners | HIBLM132 | HLM 2013-2A | 10/10/2023 | 0.99 | 0.46 | 0.14 | 0.46 | -0.31 | 2.82 | 2.73 | 2.79 | -0.07 | 6.18 | 6.02 | 6.13 | -0.10 | 11.83 | 11.75 | 11.72 | 0.02 |
Carlyle Group | CARLG192 | CGMS 2019-2A | 10/3/2023 | 1.00 | 0.69 | 0.55 | 0.69 | -0.15 | 3.04 | 2.97 | 3.04 | -0.07 | 6.21 | 6.10 | 6.21 | -0.11 | 11.89 | 11.98 | 11.89 | 0.09 |
CIFC Asset Management | CIFC182 | CIFC 2018-2A | 10/5/2023 | 1.00 | 0.43 | 0.44 | 0.43 | 0.01 | 2.78 | 2.72 | 2.79 | -0.07 | 6.06 | 5.90 | 6.09 | -0.19 | 11.65 | 11.92 | 11.70 | 0.23 |
HPS Investment Partners | HPSL2116 | HLM 2021-16A | 10/11/2023 | 1.03 | 0.35 | 0.07 | 0.36 | -0.29 | 2.58 | 2.57 | 2.64 | -0.07 | 6.20 | 6.20 | 6.37 | -0.17 | 11.86 | 12.13 | 12.18 | -0.05 |
First Eagle Private Credit | WNDRV143 | WINDR 2014-3A | 10/11/2023 | 1.05 | 0.53 | 0.68 | 0.55 | 0.12 | 2.58 | 2.63 | 2.70 | -0.07 | 6.16 | 6.29 | 6.45 | -0.16 | 11.92 | 11.09 | 12.49 | -1.41 |
Vibrant Capital Partners | VIBR7 | VIBR 2017-7A | 10/10/2023 | 1.04 | 0.46 | 0.42 | 0.48 | -0.06 | 2.81 | 2.86 | 2.93 | -0.07 | 6.11 | 6.15 | 6.38 | -0.23 | 11.71 | 11.06 | 12.24 | -1.18 |
AGL Credit | AGLCL10 | AGL 2021-10A | 9/29/2023 | 1.09 | 0.96 | 0.95 | 1.05 | -0.09 | 3.43 | 3.69 | 3.76 | -0.07 | 6.50 | 7.30 | 7.11 | 0.19 | 12.57 | 13.78 | 13.76 | 0.02 |
Octagon Credit Investors | OCTLF | OCTLF 2014-1A | 10/10/2023 | 0.99 | 0.38 | 0.29 | 0.38 | -0.09 | 2.76 | 2.67 | 2.74 | -0.07 | 6.14 | 6.24 | 6.10 | 0.14 | 11.71 | 11.44 | 11.64 | -0.20 |
Apollo Global Management | RRCL8 | RRAM 2020-8A | 10/6/2023 | 1.00 | 0.33 | 0.34 | 0.34 | 0.00 | 2.61 | 2.55 | 2.62 | -0.07 | 5.94 | 5.78 | 5.97 | -0.18 | 11.49 | 11.74 | 11.54 | 0.21 |
KKR Financial Advisors | KKR34 | KKR 34A | 10/2/2023 | 1.03 | 0.95 | 1.06 | 0.98 | 0.09 | 3.38 | 3.40 | 3.48 | -0.07 | 6.65 | 7.02 | 6.84 | 0.19 | 12.73 | 13.29 | 13.08 | 0.21 |
LCM Asset Management | LCM24 | LCM 24A | 10/12/2023 | 1.04 | 0.56 | 0.72 | 0.59 | 0.13 | 2.65 | 2.69 | 2.76 | -0.07 | 6.21 | 6.25 | 6.48 | -0.24 | 12.03 | 11.78 | 12.54 | -0.76 |
Benefit Street Partners | BENST17 | BSP 2019-17A | 10/3/2023 | 1.06 | 0.69 | 0.72 | 0.74 | -0.02 | 3.04 | 3.16 | 3.23 | -0.07 | 6.21 | 6.36 | 6.61 | -0.25 | 11.89 | 12.16 | 12.66 | -0.50 |
King Street Capital Management | ROCT171 | ROCKT 2017-1A | 10/10/2023 | 1.11 | 0.38 | 0.33 | 0.43 | -0.09 | 2.76 | 3.00 | 3.07 | -0.08 | 6.14 | 7.00 | 6.84 | 0.16 | 11.72 | 12.71 | 13.05 | -0.34 |
Blackstone | COOKPK | COOK 2018-1A | 10/2/2023 | 1.04 | 0.91 | 0.84 | 0.95 | -0.11 | 3.40 | 3.48 | 3.56 | -0.08 | 6.52 | 6.46 | 6.81 | -0.35 | 12.72 | 12.18 | 13.29 | -1.11 |
AGL Credit | AGLCL11 | AGL 2021-11A | 10/4/2023 | 1.12 | 0.54 | 0.52 | 0.61 | -0.09 | 2.87 | 3.15 | 3.23 | -0.08 | 6.11 | 6.89 | 6.86 | 0.03 | 11.63 | 12.78 | 13.06 | -0.29 |
Octagon Credit Investors | OCTAG41 | OCT41 2019-2A | 10/5/2023 | 1.00 | 0.33 | 0.35 | 0.33 | 0.02 | 2.75 | 2.66 | 2.74 | -0.08 | 5.43 | 5.28 | 5.40 | -0.12 | 10.59 | 10.58 | 10.54 | 0.04 |
Sculptor Loan Management | OZLM15 | OZLM 2016-15A | 10/11/2023 | 1.02 | 0.40 | 0.37 | 0.41 | -0.04 | 2.73 | 2.71 | 2.78 | -0.08 | 6.24 | 6.04 | 6.35 | -0.32 | 11.92 | 12.01 | 12.15 | -0.13 |
ORIX Advisers | MARIL5 | SPEAK 2018-5A | 10/13/2023 | 0.98 | 0.30 | 0.20 | 0.30 | -0.10 | 2.58 | 2.46 | 2.54 | -0.08 | 6.22 | 5.47 | 6.11 | -0.64 | 12.38 | 11.32 | 12.18 | -0.86 |
CIFC Asset Management | CIFC151 | CIFC 2015-1A | 10/11/2023 | 0.98 | 0.37 | 0.31 | 0.36 | -0.05 | 2.60 | 2.47 | 2.55 | -0.08 | 6.19 | 5.89 | 6.08 | -0.19 | 11.88 | 11.82 | 11.66 | 0.16 |
CIFC Asset Management | CIFC131 | CIFC 2013-1A | 10/3/2023 | 0.98 | 0.71 | 0.71 | 0.70 | 0.02 | 3.05 | 2.92 | 3.00 | -0.08 | 6.21 | 5.81 | 6.11 | -0.30 | 11.87 | 11.60 | 11.68 | -0.09 |
Vibrant Capital Partners | VIBR13 | VIBR 2021-13A | 10/3/2023 | 1.05 | 0.69 | 0.65 | 0.72 | -0.07 | 3.04 | 3.11 | 3.19 | -0.08 | 6.20 | 6.11 | 6.51 | -0.41 | 11.85 | 12.22 | 12.45 | -0.23 |
ORIX Advisers | MARIL174 | SPEAK 2017-4A | 10/16/2023 | 1.03 | 0.28 | 0.14 | 0.29 | -0.15 | 2.59 | 2.58 | 2.66 | -0.08 | 6.20 | 5.68 | 6.36 | -0.67 | 8.11 | 7.44 | 8.32 | -0.88 |
Barings | BAS171 | BABSN 2017-1A | 10/5/2023 | 0.97 | 0.46 | 0.55 | 0.45 | 0.11 | 2.81 | 2.65 | 2.73 | -0.08 | 6.07 | 5.77 | 5.90 | -0.13 | 11.65 | 11.78 | 11.32 | 0.46 |
Barings | BAS221 | BABSN 2022-1A | 10/6/2023 | 1.16 | 0.37 | 0.45 | 0.43 | 0.03 | 2.69 | 3.04 | 3.12 | -0.08 | 5.45 | 5.90 | 6.31 | -0.41 | | | | |
KKR Financial Advisors | KKR26 | KKR 26 | 10/2/2023 | 1.04 | 0.95 | 1.10 | 1.00 | 0.11 | 3.38 | 3.45 | 3.53 | -0.08 | 6.65 | 6.98 | 6.95 | 0.03 | 12.73 | 13.37 | 13.29 | 0.07 |
Sound Point Capital Management | SOUPT19 | SNDPT 2018-1A | 9/29/2023 | 1.07 | 0.99 | 0.86 | 1.06 | -0.20 | 3.44 | 3.60 | 3.68 | -0.08 | 6.50 | 6.78 | 6.96 | -0.19 | 12.58 | 12.62 | 13.47 | -0.85 |
Carlyle Group | CARLG123 | CGMS 2012-3A | 10/3/2023 | 1.02 | 0.95 | 0.93 | 0.97 | -0.04 | 3.10 | 3.08 | 3.17 | -0.08 | 6.25 | 6.41 | 6.38 | 0.03 | 12.58 | 13.17 | 12.85 | 0.32 |
Sound Point Capital Management | SOUPT17 | SNDPT 2017-3A | 10/4/2023 | 1.05 | 0.54 | 0.57 | 0.57 | 0.00 | 2.91 | 2.98 | 3.07 | -0.08 | 6.04 | 6.18 | 6.37 | -0.19 | 11.79 | 11.28 | 12.43 | -1.15 |
Crescent Capital Group | ATLSLF16 | ATCLO 2021-16A | 10/6/2023 | 1.11 | 0.37 | 0.25 | 0.41 | -0.16 | 2.70 | 2.91 | 3.00 | -0.08 | 5.45 | 6.15 | 6.04 | 0.10 | 10.93 | 12.04 | 12.11 | -0.07 |
Bain Capital Credit | BAIC212 | BCC 2021-2A | 10/2/2023 | 1.04 | 0.89 | 1.07 | 0.93 | 0.14 | 3.31 | 3.36 | 3.44 | -0.08 | 6.51 | 6.36 | 6.78 | -0.42 | 12.58 | 12.85 | 13.09 | -0.24 |
HPS Investment Partners | HPSL1813 | HLM 13A-18 | 10/3/2023 | 1.03 | 0.69 | 0.54 | 0.72 | -0.17 | 3.04 | 3.05 | 3.14 | -0.08 | 6.21 | 6.15 | 6.42 | -0.27 | 11.89 | 12.15 | 12.30 | -0.14 |
Credit Suisse First Boston | MADPK49 | MDPK 2021-49A | 10/6/2023 | 1.01 | 0.37 | 0.27 | 0.37 | -0.10 | 2.70 | 2.63 | 2.72 | -0.08 | 5.45 | 5.39 | 5.48 | -0.09 | 10.97 | 11.41 | 11.02 | 0.39 |
First Eagle Private Credit | WNDRV151 | WINDR 2015-1A | 10/10/2023 | 0.96 | 0.93 | 0.93 | 0.89 | 0.03 | 2.76 | 2.55 | 2.64 | -0.09 | 6.14 | 5.79 | 5.87 | -0.08 | 11.77 | 10.87 | 11.24 | -0.37 |
Voya Alternative Asset Management | INGIM131 | INGIM 2013-1A | 10/4/2023 | 1.03 | 0.65 | 0.71 | 0.67 | 0.03 | 2.89 | 2.90 | 2.99 | -0.09 | 6.05 | 5.85 | 6.26 | -0.41 | 11.55 | 11.04 | 11.94 | -0.90 |
Vibrant Capital Partners | PULSRF1 | PLSR 2019-1A | 10/10/2023 | 1.19 | 0.46 | 0.38 | 0.55 | -0.16 | 2.76 | 3.19 | 3.28 | -0.09 | 6.15 | 6.74 | 7.30 | -0.55 | 11.78 | 12.60 | 13.98 | -1.38 |
Octagon Credit Investors | OCTAG42 | OCT42 2019-3A | 10/5/2023 | 0.99 | 0.30 | 0.35 | 0.30 | 0.05 | 2.75 | 2.62 | 2.71 | -0.09 | 5.46 | 5.36 | 5.38 | -0.02 | 9.84 | 9.57 | 9.70 | -0.13 |
Aristotle | TRES3 | TREST 2020-3A | 10/5/2023 | 1.03 | 0.33 | 0.31 | 0.34 | -0.04 | 2.78 | 2.78 | 2.87 | -0.09 | 6.06 | 6.31 | 6.25 | 0.06 | 11.61 | 12.82 | 11.98 | 0.84 |
Credit Suisse First Boston | MADPK54 | MDPK 2022-54A | 10/10/2023 | 0.97 | 0.38 | 0.30 | 0.37 | -0.07 | 2.76 | 2.59 | 2.68 | -0.09 | 6.14 | 5.77 | 5.96 | -0.19 | | | | |
Sixth Street | TICP6 | TICP 2016-6A | 10/3/2023 | 0.99 | 0.69 | 0.51 | 0.68 | -0.17 | 3.04 | 2.92 | 3.00 | -0.09 | 6.20 | 5.52 | 6.14 | -0.62 | 11.85 | 11.06 | 11.73 | -0.66 |
Nassau Corporate Credit | NASS171 | NCC 2017-IA | 10/3/2023 | 0.99 | 0.70 | 1.04 | 0.69 | 0.35 | 3.09 | 2.95 | 3.04 | -0.09 | 6.14 | 5.15 | 6.05 | -0.90 | 11.75 | 8.59 | 11.58 | -2.99 |
Benefit Street Partners | BENST15 | BSP 2018-15A | 10/5/2023 | 1.12 | 0.46 | 0.49 | 0.52 | -0.03 | 2.79 | 3.04 | 3.13 | -0.09 | 6.07 | 6.53 | 6.81 | -0.28 | 11.67 | 12.54 | 13.09 | -0.54 |
Benefit Street Partners | BENST12 | BSP 2017-12A | 10/3/2023 | 1.11 | 0.70 | 0.73 | 0.77 | -0.04 | 3.06 | 3.30 | 3.39 | -0.09 | 6.20 | 6.49 | 6.85 | -0.36 | 11.87 | 12.09 | 13.12 | -1.04 |
Onex Credit Partners | OCP1917 | OCP 2019-17A | 10/10/2023 | 0.90 | 0.46 | 0.20 | 0.41 | -0.22 | 2.76 | 2.40 | 2.49 | -0.09 | 6.14 | 5.60 | 5.54 | 0.06 | 11.78 | 11.91 | 10.62 | 1.29 |
Benefit Street Partners | BENST18 | BSP 2019-18A | 10/3/2023 | 1.06 | 0.69 | 0.67 | 0.73 | -0.06 | 3.04 | 3.12 | 3.21 | -0.09 | 6.21 | 6.45 | 6.57 | -0.12 | 11.89 | 12.30 | 12.58 | -0.28 |
King Street Capital Management | ROCT191 | ROCKT 2019-1A | 10/10/2023 | 1.09 | 0.31 | 0.19 | 0.34 | -0.14 | 2.76 | 2.91 | 3.00 | -0.09 | 6.14 | 6.90 | 6.67 | 0.22 | 11.71 | 12.43 | 12.72 | -0.30 |
WhiteStar | TRNTS8 | TRNTS 2018-8A | 10/10/2023 | 1.06 | 0.69 | 0.82 | 0.73 | 0.09 | 2.77 | 2.84 | 2.93 | -0.09 | 6.17 | 5.99 | 6.53 | -0.55 | 11.80 | 11.35 | 12.50 | -1.14 |
CVC Credit Partners | APIDO32 | APID 2019-32A | 10/10/2023 | 0.96 | 0.57 | 0.33 | 0.54 | -0.21 | 2.76 | 2.56 | 2.65 | -0.09 | 6.14 | 5.82 | 5.89 | -0.07 | 11.78 | 12.06 | 11.30 | 0.76 |
AEGON USA Investment Management | CEDARF11 | CEDF 2019-11A | 10/20/2023 | 1.01 | 0.10 | 0.19 | 0.10 | 0.09 | 2.49 | 2.42 | 2.51 | -0.09 | 5.96 | 5.47 | 6.01 | -0.54 | 12.03 | 11.30 | 12.14 | -0.83 |
LCM Asset Management | LCM23 | LCM 23A | 10/12/2023 | 1.12 | 0.56 | 0.84 | 0.63 | 0.21 | 2.65 | 2.87 | 2.97 | -0.09 | 6.17 | 6.50 | 6.92 | -0.41 | 11.99 | 11.63 | 13.43 | -1.80 |
KKR Financial Advisors | KSTAT1 | KSTAT 2022-1A | 10/2/2023 | 1.03 | 0.95 | 1.02 | 0.98 | 0.04 | 3.39 | 3.38 | 3.47 | -0.09 | 6.62 | 6.41 | 6.79 | -0.38 | | | | |
Bain Capital Credit | BAIC202 | BCC 2020-2A | 10/4/2023 | 1.03 | 0.51 | 0.43 | 0.53 | -0.09 | 2.88 | 2.86 | 2.96 | -0.09 | 6.09 | 6.04 | 6.25 | -0.20 | 11.82 | 11.33 | 12.13 | -0.79 |
ArrowMark Colorado Holdings | ELEV1810 | AWPT 2018-10A | 10/10/2023 | 1.04 | 0.46 | 0.44 | 0.48 | -0.04 | 2.76 | 2.77 | 2.86 | -0.09 | 6.14 | 6.28 | 6.37 | -0.09 | 11.76 | 10.84 | 12.20 | -1.36 |
Blackrock Financial Management | MAGNET20 | MAGNE 2018-20A | 10/10/2023 | 0.90 | 0.69 | 0.43 | 0.62 | -0.19 | 2.75 | 2.38 | 2.47 | -0.10 | 6.14 | 5.63 | 5.51 | 0.12 | 11.77 | 11.69 | 10.56 | 1.13 |
Octagon Credit Investors | OCTAG22 | OCT22 2014-1A | 10/13/2023 | 0.97 | 0.27 | 0.20 | 0.26 | -0.07 | 2.57 | 2.40 | 2.49 | -0.10 | 6.16 | 5.91 | 5.99 | -0.08 | 12.15 | 11.96 | 11.80 | 0.16 |
First Eagle Private Credit | WNDRV212 | WINDR 2021-2A | 10/6/2023 | 1.05 | 0.33 | 0.25 | 0.35 | -0.10 | 2.70 | 2.75 | 2.85 | -0.10 | 5.43 | 5.21 | 5.71 | -0.50 | 10.93 | 10.43 | 11.50 | -1.07 |
Sound Point Capital Management | BLUMT34 | BLUEM 2022-34A | 10/6/2023 | 1.04 | 0.56 | 0.49 | 0.58 | -0.09 | 2.69 | 2.71 | 2.80 | -0.10 | 5.35 | 5.43 | 5.57 | -0.14 | | | | |
Saratoga Investment Management | SARIC131 | SARAT 2013-1A | 10/10/2023 | 1.06 | 0.59 | 0.72 | 0.62 | 0.10 | 2.76 | 2.82 | 2.92 | -0.10 | 6.15 | 5.41 | 6.50 | -1.09 | 11.80 | 9.94 | 12.47 | -2.54 |
Sound Point Capital Management | BLUMT25 | BLUEM 2019-25A | 10/2/2023 | 1.03 | 0.95 | 0.82 | 0.98 | -0.16 | 3.31 | 3.31 | 3.40 | -0.10 | 6.39 | 6.39 | 6.57 | -0.19 | 12.57 | 13.04 | 12.93 | 0.11 |
First Eagle Private Credit | WNDRV142 | WINDR 2014-2A | 10/5/2023 | 0.93 | 0.41 | 0.43 | 0.38 | 0.05 | 2.79 | 2.49 | 2.59 | -0.10 | 5.46 | 5.19 | 5.07 | 0.12 | 10.88 | 9.91 | 10.10 | -0.20 |
King Street Capital Management | ROCT211 | ROCKT 2021-1A | 10/10/2023 | 1.10 | 0.31 | 0.16 | 0.34 | -0.18 | 2.76 | 2.94 | 3.03 | -0.10 | 6.14 | 6.76 | 6.76 | 0.00 | 11.71 | 12.76 | 12.88 | -0.12 |
LCM Asset Management | LCM28 | LCM 28A | 10/13/2023 | 1.14 | 0.57 | 0.73 | 0.65 | 0.08 | 2.55 | 2.80 | 2.90 | -0.10 | 6.19 | 6.65 | 7.02 | -0.37 | 12.38 | 12.36 | 14.06 | -1.71 |
Canaras Capital Management | SARC6 | SRANC 2018-6A | 10/3/2023 | 1.21 | 0.76 | 0.91 | 0.92 | -0.01 | 3.12 | 3.67 | 3.77 | -0.10 | 6.25 | 7.03 | 7.56 | -0.53 | 12.56 | 12.27 | 15.19 | -2.91 |
PPM America | PPMC3 | PPMC 2019-3A | 10/4/2023 | 1.04 | 0.65 | 0.67 | 0.68 | -0.01 | 2.87 | 2.89 | 2.99 | -0.10 | 6.09 | 6.14 | 6.34 | -0.20 | 11.84 | 11.62 | 12.33 | -0.71 |
Pretium Credit Management | CROWPT7 | CRNPT 2018-7A | 10/10/2023 | 1.04 | 0.46 | 0.59 | 0.48 | 0.11 | 2.76 | 2.78 | 2.88 | -0.10 | 6.14 | 5.98 | 6.42 | -0.44 | 11.76 | 12.00 | 12.29 | -0.29 |
Orchard First Source Asset Management | OFSIB9 | OFSBS 2018-1A | 10/3/2023 | 1.02 | 0.69 | 0.47 | 0.71 | -0.24 | 3.05 | 3.01 | 3.11 | -0.10 | 6.22 | 6.38 | 6.36 | 0.02 | 11.91 | 12.10 | 12.16 | -0.07 |
Nassau Corporate Credit | NASS201 | NCC 2020-1A | 10/3/2023 | 1.04 | 0.69 | 0.86 | 0.72 | 0.14 | 3.04 | 3.07 | 3.17 | -0.10 | 6.21 | 6.90 | 6.48 | 0.42 | 11.89 | 11.27 | 12.40 | -1.13 |
AEGON USA Investment Management | CEDARF9 | CEDF 2018-9A | 10/10/2023 | 0.97 | 0.35 | 0.44 | 0.34 | 0.09 | 2.77 | 2.58 | 2.68 | -0.10 | 6.15 | 5.81 | 5.96 | -0.15 | 11.73 | 10.98 | 11.36 | -0.39 |
Blackstone | NIAGRPK | NIAPK 2019-1A | 10/2/2023 | 1.05 | 0.91 | 0.85 | 0.95 | -0.10 | 3.39 | 3.45 | 3.55 | -0.10 | 6.51 | 6.81 | 6.81 | 0.00 | 12.71 | 12.73 | 13.29 | -0.56 |
AGL Credit | AGLCL9 | AGL 2020-9A | 10/5/2023 | 1.10 | 0.43 | 0.38 | 0.47 | -0.09 | 2.78 | 2.96 | 3.06 | -0.10 | 6.06 | 6.67 | 6.67 | 0.00 | 11.65 | 12.64 | 12.82 | -0.17 |
Barings | BAS191 | BABSN 2019-1A | 10/3/2023 | 1.03 | 0.69 | 0.74 | 0.72 | 0.03 | 3.04 | 3.04 | 3.14 | -0.10 | 6.21 | 6.39 | 6.42 | -0.03 | 11.89 | 12.45 | 12.29 | 0.15 |
Marathon Asset Management | MARATH9 | MCLO 2017-9A | 10/5/2023 | 1.17 | 0.44 | 0.98 | 0.52 | 0.46 | 2.83 | 3.22 | 3.33 | -0.10 | 5.54 | 6.18 | 6.51 | -0.32 | 10.90 | 10.78 | 12.80 | -2.02 |
Goldentree Asset Management | GOLDL11 | GLD11 2015-11A | 10/3/2023 | 0.97 | 0.76 | 0.57 | 0.73 | -0.16 | 3.12 | 2.91 | 3.01 | -0.10 | 6.19 | 6.08 | 5.98 | 0.10 | 12.48 | 13.28 | 12.04 | 1.24 |
Benefit Street Partners | BENST16 | BSP 2018-16A | 10/4/2023 | 1.13 | 0.53 | 0.63 | 0.60 | 0.03 | 2.88 | 3.15 | 3.26 | -0.10 | 6.09 | 6.48 | 6.89 | -0.40 | 11.85 | 12.29 | 13.40 | -1.11 |
CIFC Asset Management | CIFC214 | CIFC 2021-4A | 10/2/2023 | 1.05 | 0.95 | 0.79 | 0.99 | -0.20 | 3.31 | 3.36 | 3.46 | -0.11 | 6.52 | 6.35 | 6.82 | -0.48 | 12.58 | 13.22 | 13.17 | 0.05 |
Investcorp Credit Management | MBLPT14 | MP14 2018-2A | 10/5/2023 | 1.12 | 0.43 | 0.32 | 0.48 | -0.16 | 2.78 | 3.01 | 3.11 | -0.11 | 6.06 | 5.95 | 6.80 | -0.85 | 11.65 | 11.74 | 13.07 | -1.33 |
Carlyle Group | CARLG184 | CGMS 2018-4A | 10/10/2023 | 1.05 | 0.46 | 0.27 | 0.48 | -0.21 | 2.76 | 2.79 | 2.90 | -0.11 | 6.14 | 6.13 | 6.44 | -0.31 | 11.77 | 12.09 | 12.33 | -0.24 |
Sixth Street | TICP9 | TICP 2017-9A | 10/10/2023 | 0.99 | 0.46 | 0.33 | 0.45 | -0.13 | 2.81 | 2.67 | 2.78 | -0.11 | 6.17 | 5.40 | 6.08 | -0.69 | 11.79 | 10.88 | 11.63 | -0.75 |
WhiteStar | TRNTS16 | TRNTS 2021-16A | 10/10/2023 | 1.08 | 0.69 | 0.78 | 0.75 | 0.03 | 2.75 | 2.88 | 2.98 | -0.11 | 6.14 | 6.06 | 6.65 | -0.60 | 11.78 | 11.91 | 12.76 | -0.85 |
CIFC Asset Management | CIFC212 | CIFC 2021-2A | 10/2/2023 | 1.03 | 0.95 | 0.84 | 0.98 | -0.14 | 3.31 | 3.31 | 3.42 | -0.11 | 6.52 | 6.21 | 6.73 | -0.52 | 12.58 | 13.31 | 13.00 | 0.31 |
Vibrant Capital Partners | VIBR12 | VIBR 2021-12A | 10/10/2023 | 1.06 | 0.46 | 0.33 | 0.49 | -0.15 | 2.76 | 2.82 | 2.93 | -0.11 | 6.14 | 6.15 | 6.51 | -0.36 | 11.77 | 12.07 | 12.47 | -0.39 |
TCW Asset Management | TCW2101 | TCW 2021-1A | 10/11/2023 | 0.99 | 0.40 | 0.33 | 0.40 | -0.08 | 2.73 | 2.61 | 2.72 | -0.11 | 6.24 | 5.86 | 6.20 | -0.34 | 11.93 | 11.79 | 11.86 | -0.07 |
LCM Asset Management | LCMLI | LCMLF 1A | 10/12/2023 | 1.16 | 0.56 | 0.74 | 0.65 | 0.09 | 2.63 | 2.93 | 3.04 | -0.11 | 6.23 | 6.65 | 7.20 | -0.55 | 12.04 | 11.89 | 13.92 | -2.04 |
Onex Credit Partners | OCP1916 | OCP 2019-16A | 10/4/2023 | 0.92 | 0.51 | 0.28 | 0.47 | -0.19 | 2.88 | 2.54 | 2.65 | -0.11 | 6.11 | 5.51 | 5.61 | -0.10 | 11.82 | 11.86 | 10.85 | 1.01 |
Fort Washington Investment Advisors | FTWA2102 | FWIA 2021-2A | 10/10/2023 | 0.98 | 0.46 | 0.39 | 0.45 | -0.06 | 2.76 | 2.59 | 2.70 | -0.11 | 6.14 | 5.56 | 5.99 | -0.43 | 11.77 | 11.61 | 11.48 | 0.13 |
Benefit Street Partners | BENST25 | BSP 2021-25A | 10/3/2023 | 1.07 | 0.69 | 0.59 | 0.74 | -0.15 | 3.04 | 3.15 | 3.26 | -0.11 | 6.21 | 6.47 | 6.67 | -0.20 | 11.89 | 12.90 | 12.77 | 0.13 |
Carlyle Group | CRLG142R | CGMS 2014-2RA | 10/3/2023 | 1.06 | 0.69 | 0.66 | 0.74 | -0.07 | 3.04 | 3.11 | 3.22 | -0.11 | 6.21 | 6.22 | 6.58 | -0.36 | 11.88 | 12.12 | 12.60 | -0.48 |
Ares Management | ARESLF2 | ARES 2022-ALF2A | 10/10/2023 | 1.00 | 0.59 | 0.70 | 0.59 | 0.11 | 2.76 | 2.64 | 2.75 | -0.11 | 6.14 | 5.50 | 6.12 | -0.62 | | | | |
Goldentree Asset Management | GOLDMU5 | GLM 2019-5A | 10/3/2023 | 1.03 | 0.71 | 0.62 | 0.72 | -0.11 | 3.12 | 3.09 | 3.20 | -0.11 | 6.25 | 6.47 | 6.42 | 0.05 | 12.52 | 13.65 | 12.87 | 0.79 |
KKR Financial Advisors | KKR17 | KKR 17 | 10/2/2023 | 1.06 | 0.95 | 1.16 | 1.01 | 0.15 | 3.38 | 3.49 | 3.60 | -0.11 | 6.65 | 7.12 | 7.08 | 0.05 | 12.73 | 13.40 | 13.53 | -0.14 |
HalseyPoint Asset Management | HLSYPT1 | HLSY 2019-1A | 10/10/2023 | 1.09 | 0.46 | 0.28 | 0.50 | -0.22 | 2.76 | 2.90 | 3.01 | -0.11 | 6.14 | 6.62 | 6.70 | -0.08 | 11.77 | 12.41 | 12.84 | -0.43 |
KKR Financial Advisors | KKR31 | KKR 31A | 10/2/2023 | 1.01 | 0.95 | 1.02 | 0.96 | 0.06 | 3.38 | 3.31 | 3.42 | -0.11 | 6.65 | 6.83 | 6.73 | 0.11 | 12.73 | 13.30 | 12.87 | 0.43 |
Sixth Street | TICP7 | TICP 2017-7A | 10/3/2023 | 0.99 | 0.69 | 0.58 | 0.68 | -0.10 | 3.04 | 2.88 | 2.99 | -0.11 | 6.21 | 5.36 | 6.12 | -0.76 | 11.89 | 11.14 | 11.72 | -0.58 |
Voya Alternative Asset Management | VOY2003 | VOYA 2020-3A | 10/11/2023 | 1.04 | 0.74 | 0.71 | 0.77 | -0.06 | 2.73 | 2.72 | 2.83 | -0.11 | 6.24 | 6.00 | 6.48 | -0.48 | 11.96 | 12.07 | 12.42 | -0.35 |
Morgan Stanley Eaton Vance | EAT141R | EATON 2014-1RA | 10/4/2023 | 0.95 | 0.54 | 0.51 | 0.51 | -0.01 | 2.88 | 2.62 | 2.74 | -0.11 | 6.12 | 5.76 | 5.80 | -0.04 | 11.63 | 11.89 | 11.03 | 0.86 |
American Money Management | AMMCCL15 | AMMC 2014-15A | 10/3/2023 | 1.01 | 0.69 | 0.83 | 0.70 | 0.13 | 3.04 | 2.95 | 3.07 | -0.11 | 6.21 | 5.60 | 6.27 | -0.67 | 11.89 | 10.98 | 12.01 | -1.03 |
Credit Suisse First Boston | MADPK37 | MDPK 2019-37A | 10/3/2023 | 1.00 | 0.58 | 0.51 | 0.58 | -0.08 | 3.04 | 2.93 | 3.04 | -0.11 | 6.28 | 6.18 | 6.30 | -0.13 | 11.73 | 12.32 | 11.76 | 0.56 |
Palmer Square Capital Management | PALMS181 | PLMRS 2018-1A | 10/5/2023 | 1.00 | 0.88 | 0.89 | 0.87 | 0.02 | 2.79 | 2.67 | 2.78 | -0.11 | 6.05 | 6.07 | 6.04 | 0.03 | 11.61 | 11.10 | 11.59 | -0.49 |
Goldentree Asset Management | GOLDL9 | GOLD9 2014-9A | 10/16/2023 | 0.99 | 0.29 | 0.36 | 0.29 | 0.07 | 2.67 | 2.52 | 2.64 | -0.11 | 6.18 | 5.68 | 6.11 | -0.43 | 11.94 | 11.59 | 11.80 | -0.22 |
Sixth Street | TICP5 | TICP 2016-5A | 10/4/2023 | 0.99 | 0.54 | 0.49 | 0.53 | -0.04 | 2.90 | 2.75 | 2.87 | -0.11 | 6.11 | 5.40 | 6.04 | -0.63 | 11.86 | 11.19 | 11.72 | -0.53 |
Sound Point Capital Management | BLUMT163 | BLUEM 2016-3A | 9/29/2023 | 1.07 | 0.99 | 1.00 | 1.06 | -0.06 | 3.43 | 3.54 | 3.66 | -0.12 | 6.69 | 7.06 | 7.13 | -0.07 | 12.58 | 13.27 | 13.41 | -0.14 |
Bain Capital Credit | BAIC181 | BCC 2018-1A | 10/6/2023 | 1.04 | 0.24 | 0.36 | 0.24 | 0.12 | 2.63 | 2.61 | 2.73 | -0.12 | 5.97 | 5.98 | 6.20 | -0.22 | 11.43 | 11.18 | 11.87 | -0.69 |
Barings | BABS161 | BABSN 2016-1A | 10/11/2023 | 1.03 | 0.35 | 0.42 | 0.36 | 0.06 | 2.58 | 2.54 | 2.66 | -0.12 | 6.21 | 6.38 | 6.39 | -0.01 | 11.87 | 12.38 | 12.21 | 0.17 |
First Eagle Private Credit | WNDRV131 | WINDR 2013-1A | 10/5/2023 | 1.03 | 0.41 | 0.48 | 0.43 | 0.05 | 2.83 | 2.81 | 2.92 | -0.12 | 6.00 | 6.05 | 6.21 | -0.15 | 11.56 | 10.48 | 11.96 | -1.48 |
Neuberger Berman | NEUB16S | NEUB 2017-16SA | 10/4/2023 | 1.00 | 0.54 | 0.40 | 0.54 | -0.14 | 2.87 | 2.74 | 2.86 | -0.12 | 6.11 | 5.55 | 6.08 | -0.54 | 11.63 | 11.42 | 11.58 | -0.16 |
Palmer Square Capital Management | PALMS132 | PLMRS 2013-2A | 10/4/2023 | 1.02 | 0.54 | 0.63 | 0.55 | 0.08 | 2.88 | 2.81 | 2.93 | -0.12 | 6.09 | 6.20 | 6.19 | 0.01 | 11.84 | 11.56 | 12.03 | -0.47 |
Allstate Investment Management | AIMCO15A | AIMCO 2015-AA | 10/3/2023 | 0.91 | 0.71 | 0.52 | 0.64 | -0.13 | 3.04 | 2.64 | 2.76 | -0.12 | 6.20 | 5.71 | 5.64 | 0.07 | 11.87 | 11.53 | 10.79 | 0.73 |
AGL Credit | AGLCL14 | AGL 2021-14A | 10/6/2023 | 1.14 | 0.37 | 0.28 | 0.42 | -0.14 | 2.70 | 2.97 | 3.09 | -0.12 | 5.43 | 6.44 | 6.20 | 0.25 | 10.90 | 12.34 | 12.44 | -0.10 |
CIFC Asset Management | CIFC193 | CIFC 2019-3A | 9/29/2023 | 0.99 | 0.99 | 0.90 | 0.99 | -0.09 | 3.43 | 3.29 | 3.41 | -0.12 | 6.50 | 6.13 | 6.46 | -0.33 | 12.59 | 12.98 | 12.51 | 0.47 |
Goldentree Asset Management | GOLDMU4 | GLM 2019-4A | 10/5/2023 | 1.02 | 0.43 | 0.32 | 0.44 | -0.12 | 2.78 | 2.71 | 2.82 | -0.12 | 6.06 | 6.11 | 6.16 | -0.05 | 11.62 | 12.61 | 11.82 | 0.78 |
First Eagle Private Credit | WNDRV162 | WINDR 2016-2A | 10/20/2023 | 1.00 | 0.17 | 0.26 | 0.17 | 0.09 | 2.47 | 2.36 | 2.47 | -0.12 | 5.93 | 5.60 | 5.94 | -0.35 | 12.02 | 11.38 | 12.05 | -0.67 |
AXA Investment Managers | ALLEG12 | ALLEG 2020-1A | 10/12/2023 | 0.97 | 0.36 | 0.24 | 0.35 | -0.11 | 2.61 | 2.41 | 2.53 | -0.12 | 6.22 | 5.68 | 6.03 | -0.35 | 12.02 | 11.65 | 11.65 | 0.00 |
Jefferies Finance | APEXC191 | APEXC 2019-1A | 10/5/2023 | 1.17 | 0.43 | 0.59 | 0.51 | 0.09 | 2.78 | 3.13 | 3.25 | -0.12 | 6.06 | 6.31 | 7.09 | -0.78 | 11.63 | 11.90 | 13.62 | -1.72 |
Voya Alternative Asset Management | VOY1801 | VOYA 2018-1A | 10/10/2023 | 1.01 | 0.69 | 0.58 | 0.70 | -0.13 | 2.76 | 2.68 | 2.80 | -0.12 | 6.10 | 5.92 | 6.17 | -0.25 | 11.71 | 11.34 | 11.85 | -0.51 |
Pretium Credit Management | CROWPT11 | CRNPT 2021-11A | 10/4/2023 | 1.05 | 0.54 | 0.54 | 0.57 | -0.03 | 2.88 | 2.92 | 3.03 | -0.12 | 6.09 | 6.18 | 6.41 | -0.24 | 11.84 | 12.28 | 12.47 | -0.19 |
HPS Investment Partners | HPSL169 | HLM 9A-2016 | 10/6/2023 | 1.04 | 0.37 | 0.09 | 0.38 | -0.29 | 2.72 | 2.70 | 2.82 | -0.12 | 5.48 | 5.33 | 5.68 | -0.34 | 11.00 | 11.09 | 11.39 | -0.31 |
Sound Point Capital Management | BLUMT28 | BLUEM 2021-28A | 10/3/2023 | 1.07 | 0.78 | 0.68 | 0.83 | -0.15 | 3.04 | 3.12 | 3.24 | -0.12 | 6.20 | 6.38 | 6.61 | -0.24 | 11.88 | 12.40 | 12.66 | -0.26 |
Vibrant Capital Partners | VIBR4 | VIBR 2016-4A | 10/10/2023 | 1.07 | 0.33 | 0.29 | 0.35 | -0.06 | 2.76 | 2.83 | 2.96 | -0.12 | 6.14 | 6.58 | 6.58 | -0.01 | 11.72 | 12.24 | 12.57 | -0.32 |
Allstate Investment Management | AIMCOC11 | AIMCO 2020-11A | 10/4/2023 | 0.93 | 0.54 | 0.39 | 0.50 | -0.12 | 2.88 | 2.57 | 2.69 | -0.12 | 6.09 | 5.61 | 5.69 | -0.09 | 11.84 | 11.52 | 11.06 | 0.46 |
Blackstone | CATPK | CATSK 2017-1A | 10/5/2023 | 0.99 | 0.43 | 0.49 | 0.43 | 0.07 | 2.82 | 2.67 | 2.79 | -0.12 | 6.01 | 5.81 | 5.96 | -0.15 | 11.61 | 11.15 | 11.52 | -0.37 |
WhiteStar | TRNTS11 | TRNTS 2019-11A | 10/3/2023 | 1.00 | 0.78 | 0.66 | 0.78 | -0.12 | 3.04 | 2.91 | 3.03 | -0.12 | 6.20 | 5.47 | 6.19 | -0.71 | 11.87 | 11.00 | 11.85 | -0.85 |
Carlyle Group | CBAM199 | CBAM 2019-9A | 10/2/2023 | 1.08 | 0.89 | 1.04 | 0.97 | 0.07 | 3.32 | 3.46 | 3.58 | -0.12 | 6.36 | 6.70 | 6.87 | -0.17 | 12.55 | 14.17 | 13.55 | 0.62 |
Bain Capital Credit | BAIC191 | BCC 2019-1A | 10/5/2023 | 1.06 | 0.40 | 0.58 | 0.43 | 0.15 | 2.78 | 2.82 | 2.94 | -0.12 | 6.06 | 6.18 | 6.41 | -0.23 | 11.63 | 11.83 | 12.31 | -0.48 |
Neuberger Berman | NEUB14 | NEUB 2013-14A | 10/19/2023 | 1.04 | 0.05 | 0.19 | 0.06 | 0.14 | 2.59 | 2.56 | 2.68 | -0.12 | 6.03 | 5.51 | 6.25 | -0.74 | 12.03 | 11.28 | 12.47 | -1.19 |
Crescent Capital Group | ATLSLF12 | ATCLO 2018-12A | 10/11/2023 | 1.22 | 0.37 | 0.46 | 0.45 | 0.01 | 2.73 | 3.21 | 3.33 | -0.12 | 6.24 | 7.50 | 7.61 | -0.11 | 11.91 | 12.78 | 14.52 | -1.74 |
MJX Asset Management | VENT32 | VENTR 2018-32A | 10/5/2023 | 1.12 | 0.43 | 0.49 | 0.48 | 0.01 | 2.78 | 2.99 | 3.11 | -0.12 | 6.06 | 6.44 | 6.78 | -0.34 | 11.64 | 11.35 | 13.02 | -1.67 |
Morgan Stanley Eaton Vance | EATON131 | EATON 2013-1A | 10/6/2023 | 0.93 | 0.53 | 0.36 | 0.49 | -0.14 | 2.61 | 2.29 | 2.41 | -0.12 | 5.95 | 5.33 | 5.50 | -0.17 | 11.51 | 11.43 | 10.65 | 0.78 |
Vibrant Capital Partners | VIBR10 | VIBR 2018-10A | 10/10/2023 | 1.06 | 0.46 | 0.34 | 0.49 | -0.15 | 2.77 | 2.81 | 2.94 | -0.12 | 6.15 | 6.17 | 6.53 | -0.36 | 11.78 | 11.47 | 12.50 | -1.03 |
Anchorage Capital Group | ANCH9 | ANCHC 2016-9A | 10/4/2023 | 0.98 | 0.54 | 0.48 | 0.53 | -0.05 | 2.87 | 2.70 | 2.82 | -0.12 | 6.11 | 6.35 | 6.00 | 0.35 | 11.62 | 12.43 | 11.42 | 1.01 |
Goldentree Asset Management | GOLDMU2 | GLM 2017-2A | 10/5/2023 | 0.99 | 0.43 | 0.37 | 0.42 | -0.05 | 2.79 | 2.63 | 2.75 | -0.13 | 6.01 | 5.79 | 5.92 | -0.13 | 11.57 | 12.14 | 11.40 | 0.74 |
Sound Point Capital Management | BLUMT24 | BLUEM 2019-24A | 10/10/2023 | 1.02 | 0.69 | 0.55 | 0.71 | -0.15 | 2.75 | 2.67 | 2.80 | -0.13 | 6.14 | 6.30 | 6.24 | 0.06 | 11.77 | 12.16 | 11.97 | 0.19 |
Bain Capital Credit | BAIC225 | BCC 2022-5A | 10/10/2023 | 0.99 | 0.35 | 0.29 | 0.35 | -0.06 | 2.76 | 2.61 | 2.73 | -0.13 | 6.14 | 5.85 | 6.08 | -0.23 | | | | |
Carlyle Group | CBAM911R | CBAM 2019-11RA | 10/6/2023 | 1.13 | 0.22 | -0.01 | 0.24 | -0.25 | 2.70 | 2.92 | 3.05 | -0.13 | 5.44 | 6.17 | 6.15 | 0.02 | 9.54 | 10.41 | 10.78 | -0.37 |
Octagon Credit Investors | OCTAG43 | OCT43 2019-1A | 10/17/2023 | 1.01 | 0.50 | 0.44 | 0.51 | -0.06 | 2.56 | 2.46 | 2.59 | -0.13 | 6.08 | 5.84 | 6.15 | -0.32 | 12.21 | 11.51 | 12.35 | -0.84 |
Barings | BAS204 | BABSN 2020-4A | 10/10/2023 | 1.08 | 0.46 | 0.38 | 0.49 | -0.12 | 2.76 | 2.84 | 2.97 | -0.13 | 6.14 | 6.18 | 6.61 | -0.42 | 11.77 | 12.19 | 12.66 | -0.46 |
Blackstone | THAYP | THAYR 2017-1A | 10/5/2023 | 1.04 | 0.43 | 0.27 | 0.45 | -0.17 | 2.77 | 2.74 | 2.87 | -0.13 | 6.05 | 6.27 | 6.28 | -0.01 | 11.64 | 11.69 | 12.07 | -0.39 |
Voya Alternative Asset Management | VOY1601 | VOYA 2016-1A | 10/11/2023 | 1.01 | 0.74 | 0.54 | 0.75 | -0.20 | 2.74 | 2.64 | 2.77 | -0.13 | 6.20 | 5.95 | 6.26 | -0.31 | 11.91 | 11.33 | 12.02 | -0.69 |
Octagon Credit Investors | OCTAG16 | OCT16 2013-1A | 10/6/2023 | 0.98 | 0.23 | 0.21 | 0.23 | -0.02 | 2.70 | 2.53 | 2.66 | -0.13 | 5.47 | 5.48 | 5.37 | 0.10 | 9.95 | 9.50 | 9.78 | -0.28 |
Vibrant Capital Partners | VIBR8 | VIBR 2018-8A | 10/10/2023 | 1.07 | 0.46 | 0.35 | 0.49 | -0.14 | 2.79 | 2.87 | 2.99 | -0.13 | 6.12 | 6.41 | 6.56 | -0.15 | 11.75 | 11.60 | 12.60 | -1.00 |
Apollo Global Management | RRCL5 | RRAM 2018-5A | 10/6/2023 | 1.00 | 0.33 | 0.30 | 0.34 | -0.03 | 2.61 | 2.49 | 2.62 | -0.13 | 5.94 | 5.51 | 5.97 | -0.45 | 11.49 | 11.01 | 11.53 | -0.52 |
Apollo Global Management | RRCL21 | RRAM 2022-21A | 10/6/2023 | 0.99 | 0.33 | 0.13 | 0.33 | -0.21 | 2.61 | 2.46 | 2.59 | -0.13 | 5.94 | 5.68 | 5.90 | -0.23 | | | | |
Octagon Credit Investors | OCTAG39 | OCT39 2018-3A | 10/12/2023 | 0.98 | 0.45 | 0.40 | 0.44 | -0.03 | 2.61 | 2.42 | 2.55 | -0.13 | 6.22 | 5.82 | 6.08 | -0.26 | 12.02 | 11.54 | 11.75 | -0.21 |
Sound Point Capital Management | BLUMT26 | BLUEM 2019-26A | 10/6/2023 | 1.06 | 0.56 | 0.46 | 0.60 | -0.14 | 2.69 | 2.73 | 2.86 | -0.13 | 5.35 | 5.52 | 5.68 | -0.17 | 10.79 | 11.01 | 11.46 | -0.44 |
Bain Capital Credit | BAIC213 | BCC 2021-3A | 10/10/2023 | 1.07 | 0.35 | 0.33 | 0.38 | -0.05 | 2.76 | 2.83 | 2.96 | -0.13 | 6.14 | 6.20 | 6.59 | -0.39 | 11.72 | 12.08 | 12.59 | -0.50 |
Neuberger Berman | NEUB44 | NEUB 2021-44A | 10/4/2023 | 1.01 | 0.54 | 0.38 | 0.54 | -0.17 | 2.87 | 2.76 | 2.89 | -0.13 | 6.11 | 5.80 | 6.14 | -0.34 | 11.62 | 12.11 | 11.68 | 0.43 |
Investcorp Credit Management | MBLPT24 | MP24 2022-1A | 10/10/2023 | 0.99 | 0.38 | 0.27 | 0.38 | -0.11 | 2.76 | 2.60 | 2.73 | -0.13 | 6.14 | 6.05 | 6.08 | -0.03 | | | | |
KKR Financial Advisors | KKR23 | KKR 23 | 10/2/2023 | 1.10 | 0.95 | 1.29 | 1.05 | 0.24 | 3.38 | 3.58 | 3.72 | -0.13 | 6.65 | 7.11 | 7.31 | -0.19 | 12.73 | 13.56 | 13.98 | -0.41 |
Park Avenue Institutional Advisers | PKAV181 | PAIA 2018-1A | 10/10/2023 | 1.03 | 0.33 | 0.11 | 0.34 | -0.23 | 2.76 | 2.71 | 2.84 | -0.13 | 6.14 | 5.47 | 6.32 | -0.84 | 11.72 | 10.68 | 12.05 | -1.37 |
Brigade Capital Management | BATTL23 | BATLN 2022-23A | 10/3/2023 | 1.16 | 0.69 | 0.59 | 0.80 | -0.21 | 3.04 | 3.39 | 3.52 | -0.13 | 6.21 | 6.62 | 7.21 | -0.58 | | | | |
Allstate Investment Management | AIMCO17A | AIMCO 2017-AA | 10/10/2023 | 0.93 | 0.46 | 0.26 | 0.43 | -0.17 | 2.76 | 2.42 | 2.56 | -0.13 | 6.14 | 5.50 | 5.69 | -0.19 | 11.77 | 11.20 | 10.90 | 0.30 |
DoubleLine Capital | PARAL171 | PARL 2017-1A | 10/10/2023 | 1.07 | 0.46 | 0.21 | 0.49 | -0.28 | 2.84 | 2.90 | 3.03 | -0.14 | 6.14 | 5.51 | 6.56 | -1.05 | 11.79 | 10.09 | 12.59 | -2.50 |
Octagon Credit Investors | OCTAG36 | OCT36 2018-1A | 10/5/2023 | 1.02 | 0.34 | 0.41 | 0.34 | 0.07 | 2.77 | 2.68 | 2.81 | -0.14 | 5.45 | 5.35 | 5.54 | -0.18 | 10.61 | 10.47 | 10.78 | -0.31 |
Octagon Credit Investors | OCTAG64 | OCT64 2022-1A | 10/13/2023 | 1.01 | 0.46 | 0.40 | 0.47 | -0.07 | 2.55 | 2.43 | 2.57 | -0.14 | 6.19 | 5.86 | 6.24 | -0.37 | | | | |
Benefit Street Partners | BENST9 | BSP 2016-9A | 10/10/2023 | 1.14 | 0.46 | 0.33 | 0.52 | -0.19 | 2.77 | 3.01 | 3.14 | -0.14 | 6.15 | 6.65 | 6.99 | -0.33 | 11.77 | 12.37 | 13.37 | -1.00 |
Trimaran Advisors | TRMCU192 | CAVU 2019-2A | 10/5/2023 | 1.00 | 0.43 | 0.32 | 0.43 | -0.11 | 2.78 | 2.65 | 2.79 | -0.14 | 6.06 | 5.48 | 6.08 | -0.61 | 11.64 | 11.41 | 11.69 | -0.28 |
WhiteStar | TRNTS17 | TRNTS 2021-17A | 10/10/2023 | 1.05 | 0.69 | 0.74 | 0.73 | 0.01 | 2.75 | 2.77 | 2.90 | -0.14 | 6.14 | 5.64 | 6.48 | -0.84 | 11.78 | 11.28 | 12.42 | -1.14 |
KKR Financial Advisors | KKR25 | KKR 25 | 10/2/2023 | 1.05 | 0.95 | 1.08 | 1.00 | 0.08 | 3.38 | 3.43 | 3.56 | -0.14 | 6.65 | 7.01 | 7.01 | 0.00 | 12.73 | 13.48 | 13.41 | 0.07 |
Trimaran Advisors | TRMCU191 | CAVU 2019-1A | 10/10/2023 | 0.97 | 0.46 | 0.31 | 0.45 | -0.13 | 2.76 | 2.55 | 2.69 | -0.14 | 6.14 | 5.44 | 5.98 | -0.53 | 11.76 | 11.40 | 11.45 | -0.05 |
Carlyle Group | CARLG193 | CGMS 2019-3A | 10/10/2023 | 1.04 | 0.46 | 0.28 | 0.48 | -0.20 | 2.76 | 2.74 | 2.88 | -0.14 | 6.14 | 6.14 | 6.40 | -0.26 | 11.77 | 12.13 | 12.27 | -0.14 |
Barings | BAS192 | BABSN 2019-2A | 10/3/2023 | 1.03 | 0.69 | 0.27 | 0.71 | -0.44 | 3.04 | 2.98 | 3.12 | -0.14 | 6.20 | 5.79 | 6.38 | -0.59 | 11.88 | 11.80 | 12.22 | -0.43 |
First Eagle Private Credit | WNDRV213 | WINDR 2021-3A | 10/6/2023 | 1.01 | 0.34 | 0.15 | 0.34 | -0.19 | 2.70 | 2.60 | 2.74 | -0.14 | 5.43 | 5.14 | 5.50 | -0.36 | 10.93 | 10.22 | 11.08 | -0.85 |
Invesco | MILO | MILOS 2017-1A | 10/6/2023 | 0.92 | 0.53 | 0.45 | 0.49 | -0.04 | 2.71 | 2.34 | 2.48 | -0.14 | 5.28 | 4.97 | 4.85 | 0.12 | 10.47 | 10.19 | 9.61 | 0.57 |
LCM Asset Management | LCM32 | LCM 32A | 10/12/2023 | 1.09 | 0.56 | 0.65 | 0.61 | 0.04 | 2.61 | 2.70 | 2.84 | -0.14 | 6.22 | 6.43 | 6.77 | -0.33 | 12.04 | 11.82 | 13.11 | -1.28 |
WhiteStar | TRNTS14 | TRNTS 2020-14A | 10/13/2023 | 1.05 | 0.76 | 0.82 | 0.80 | 0.02 | 2.55 | 2.54 | 2.68 | -0.14 | 6.19 | 5.55 | 6.50 | -0.95 | 12.42 | 11.88 | 13.03 | -1.15 |
Park Avenue Institutional Advisers | PKAV171 | PAIA 2017-1A | 10/3/2023 | 1.02 | 0.76 | 0.31 | 0.78 | -0.46 | 3.11 | 3.03 | 3.18 | -0.14 | 6.25 | 5.45 | 6.37 | -0.92 | 12.54 | 11.43 | 12.79 | -1.36 |
Oaktree Capital Management | OAKC191 | OAKCL 2019-1A | 10/2/2023 | 1.05 | 0.95 | 0.92 | 1.00 | -0.08 | 3.38 | 3.39 | 3.54 | -0.14 | 6.65 | 6.92 | 6.95 | -0.04 | 12.73 | 13.00 | 13.30 | -0.30 |
AEGON USA Investment Management | CEDARF7 | CEDF 2018-7A | 10/10/2023 | 0.97 | 0.36 | 0.42 | 0.35 | 0.07 | 2.78 | 2.56 | 2.70 | -0.14 | 6.16 | 5.86 | 5.99 | -0.13 | 11.75 | 11.24 | 11.42 | -0.18 |
Ares Management | ARES61 | ARES 2021-61A | 10/10/2023 | 1.07 | 0.59 | 0.92 | 0.63 | 0.29 | 2.76 | 2.82 | 2.97 | -0.14 | 6.14 | 5.61 | 6.60 | -0.99 | 11.78 | 12.03 | 12.66 | -0.63 |
Octagon Credit Investors | OCTAG28 | OCT28 2016-1A | 10/16/2023 | 1.00 | 0.26 | 0.19 | 0.26 | -0.07 | 2.59 | 2.44 | 2.59 | -0.14 | 6.20 | 5.96 | 6.19 | -0.22 | 12.33 | 11.84 | 12.31 | -0.47 |
Apollo Global Management | RRCL16 | RRAM 2021-16A | 10/6/2023 | 1.06 | 0.33 | 0.37 | 0.36 | 0.01 | 2.61 | 2.63 | 2.78 | -0.14 | 5.94 | 5.89 | 6.33 | -0.44 | 11.49 | 11.88 | 12.23 | -0.35 |
Blackrock Financial Management | MAGNET17 | MAGNE 2016-17A | 10/10/2023 | 0.90 | 0.69 | 0.41 | 0.63 | -0.22 | 2.75 | 2.34 | 2.48 | -0.14 | 6.14 | 5.57 | 5.53 | 0.04 | 11.78 | 11.69 | 10.60 | 1.08 |
CIFC Asset Management | CIFC173 | CIFC 2017-3A | 10/5/2023 | 0.99 | 0.43 | 0.51 | 0.43 | 0.08 | 2.81 | 2.63 | 2.78 | -0.15 | 6.07 | 5.66 | 6.00 | -0.34 | 11.66 | 11.22 | 11.52 | -0.30 |
Partners Group | PIKP5 | PIPK 2020-5A | 10/10/2023 | 1.04 | 0.31 | 0.06 | 0.32 | -0.26 | 2.76 | 2.71 | 2.85 | -0.15 | 6.14 | 6.33 | 6.35 | -0.02 | 11.70 | 11.87 | 12.11 | -0.24 |
CIFC Asset Management | CIFC192 | CIFC 2019-2A | 10/2/2023 | 0.97 | 0.96 | 0.78 | 0.93 | -0.14 | 3.31 | 3.06 | 3.20 | -0.15 | 6.51 | 6.00 | 6.30 | -0.31 | 12.58 | 12.55 | 12.17 | 0.38 |
Benefit Street Partners | BENST10 | BSP 2016-10A | 10/10/2023 | 1.11 | 0.46 | 0.33 | 0.51 | -0.18 | 2.76 | 2.91 | 3.06 | -0.15 | 6.14 | 6.40 | 6.80 | -0.40 | 11.77 | 12.09 | 13.03 | -0.94 |
Onex Credit Partners | OCP1612 | OCP 2016-12A | 10/6/2023 | 0.97 | 0.20 | 0.11 | 0.20 | -0.09 | 2.70 | 2.47 | 2.62 | -0.15 | 5.46 | 5.38 | 5.30 | 0.07 | 9.41 | 10.20 | 9.14 | 1.06 |
AGL Credit | AGLCL5 | AGL 2020-5A | 10/5/2023 | 1.10 | 0.43 | 0.40 | 0.48 | -0.07 | 2.78 | 2.91 | 3.06 | -0.15 | 6.06 | 6.65 | 6.68 | -0.02 | 11.65 | 12.58 | 12.84 | -0.26 |
HPS Investment Partners | HPSL1914 | HLM 14A-19 | 10/13/2023 | 1.00 | 0.66 | 0.42 | 0.66 | -0.24 | 2.56 | 2.41 | 2.56 | -0.15 | 6.19 | 6.09 | 6.20 | -0.12 | 12.42 | 12.59 | 12.45 | 0.14 |
ORIX Advisers | SPSC12 | SPEAK 2022-12A | 10/5/2023 | 1.01 | 0.43 | 0.45 | 0.44 | 0.02 | 2.78 | 2.66 | 2.81 | -0.15 | 6.06 | 5.29 | 6.13 | -0.84 | | | | |
Goldentree Asset Management | GOLDMU9 | GLM 2021-9A | 10/5/2023 | 1.08 | 0.43 | 0.35 | 0.47 | -0.11 | 2.78 | 2.85 | 3.00 | -0.15 | 6.06 | 6.43 | 6.54 | -0.11 | 11.64 | 13.01 | 12.57 | 0.44 |
Aristotle | TRES171 | TREST 2017-1A | 10/11/2023 | 1.03 | 0.33 | 0.30 | 0.34 | -0.03 | 2.73 | 2.68 | 2.83 | -0.15 | 6.24 | 6.20 | 6.46 | -0.25 | 11.89 | 12.75 | 12.30 | 0.45 |
MJX Asset Management | VENT37 | VENTR 2019-37A | 10/3/2023 | 1.16 | 0.69 | 0.72 | 0.80 | -0.09 | 3.04 | 3.36 | 3.51 | -0.15 | 6.21 | 6.67 | 7.18 | -0.51 | 11.88 | 11.55 | 13.75 | -2.20 |
Onex Credit Partners | OCP1611 | OCP 2016-11A | 10/16/2023 | 1.03 | 0.30 | 0.24 | 0.30 | -0.07 | 2.67 | 2.59 | 2.75 | -0.15 | 6.28 | 5.99 | 6.45 | -0.46 | 12.38 | 12.70 | 12.72 | -0.02 |
Credit Suisse First Boston | ATR9CDO | ATRM 9A | 9/29/2023 | 0.99 | 1.00 | 1.04 | 0.99 | 0.04 | 3.43 | 3.26 | 3.41 | -0.15 | 6.68 | 6.32 | 6.64 | -0.32 | 12.57 | 12.93 | 12.49 | 0.44 |
Crescent Capital Group | ATLSLF15 | ATCLO 2019-15A | 10/10/2023 | 1.14 | 0.35 | 0.22 | 0.40 | -0.18 | 2.68 | 2.90 | 3.06 | -0.15 | 6.16 | 7.11 | 7.02 | 0.09 | 11.72 | 12.35 | 13.36 | -1.01 |
Goldentree Asset Management | GOLDMU1 | GLM 2017-1A | 10/5/2023 | 1.04 | 0.43 | 0.34 | 0.45 | -0.11 | 2.78 | 2.73 | 2.88 | -0.15 | 6.06 | 6.09 | 6.29 | -0.20 | 11.64 | 12.47 | 12.10 | 0.37 |
Palmer Square Capital Management | PALMS152 | PLMRS 2015-2A | 10/10/2023 | 1.00 | 0.57 | 0.57 | 0.57 | 0.00 | 2.80 | 2.64 | 2.79 | -0.15 | 6.15 | 6.30 | 6.13 | 0.17 | 11.80 | 11.61 | 11.76 | -0.15 |
TCW Asset Management | TCW19AM1 | TCW 2019-1A | 10/4/2023 | 1.02 | 0.54 | 0.51 | 0.55 | -0.03 | 2.87 | 2.77 | 2.92 | -0.15 | 6.11 | 5.70 | 6.21 | -0.51 | 11.63 | 10.95 | 11.82 | -0.87 |
CarVal | CARV8C | CARVL 2022-2A | 10/10/2023 | 0.91 | 0.38 | 0.13 | 0.35 | -0.22 | 2.68 | 2.29 | 2.44 | -0.15 | | | | | | | | |
AGL Credit | AGLCL3 | AGL 2020-3A | 10/4/2023 | 1.08 | 0.54 | 0.48 | 0.58 | -0.10 | 2.87 | 2.95 | 3.10 | -0.15 | 6.11 | 6.61 | 6.60 | 0.02 | 11.63 | 12.26 | 12.55 | -0.29 |
Neuberger Berman | NEUB28 | NEUB 2018-28A | 10/11/2023 | 1.04 | 0.40 | 0.32 | 0.42 | -0.10 | 2.74 | 2.69 | 2.84 | -0.15 | 6.24 | 5.92 | 6.48 | -0.56 | 11.93 | 11.69 | 12.39 | -0.69 |
CIFC Asset Management | CIFC172 | CIFC 2017-2A | 10/5/2023 | 0.97 | 0.43 | 0.46 | 0.42 | 0.04 | 2.80 | 2.57 | 2.72 | -0.15 | 6.08 | 5.74 | 5.91 | -0.17 | 11.66 | 11.32 | 11.34 | -0.01 |
Ballyrock Investment Advisors | BALLY181 | BALLY 2018-1A | 10/13/2023 | 0.99 | 0.66 | 0.71 | 0.65 | 0.06 | 2.57 | 2.38 | 2.54 | -0.16 | 6.21 | 6.03 | 6.14 | -0.11 | 12.61 | 12.78 | 12.47 | 0.31 |
Carlyle Group | CRLG144R | CGMS 2014-4RA | 10/3/2023 | 1.02 | 0.69 | 0.61 | 0.71 | -0.11 | 3.04 | 2.96 | 3.12 | -0.16 | 6.21 | 6.12 | 6.37 | -0.24 | 11.89 | 12.06 | 12.18 | -0.12 |
Voya Alternative Asset Management | VOY1901 | VOYA 2019-1A | 10/4/2023 | 1.06 | 0.65 | 0.65 | 0.69 | -0.04 | 2.89 | 2.90 | 3.05 | -0.16 | 6.04 | 6.21 | 6.39 | -0.18 | 11.54 | 11.78 | 12.20 | -0.42 |
Barings | BABS152 | BABSN 2015-2A | 10/10/2023 | 0.99 | 0.46 | 0.41 | 0.46 | -0.04 | 2.81 | 2.63 | 2.79 | -0.16 | 6.19 | 6.15 | 6.13 | 0.01 | 11.80 | 11.75 | 11.70 | 0.06 |
Oaktree Capital Management | OAKC194 | OAKCL 2019-4A | 10/2/2023 | 0.96 | 0.95 | 0.75 | 0.92 | -0.17 | 3.38 | 3.10 | 3.26 | -0.16 | 6.66 | 6.88 | 6.40 | 0.48 | 12.73 | 13.15 | 12.25 | 0.90 |
Barings | BABS151 | BABSN 2015-IA | 10/10/2023 | 1.00 | 0.57 | 0.59 | 0.57 | 0.02 | 2.79 | 2.63 | 2.79 | -0.16 | 6.17 | 5.94 | 6.18 | -0.24 | 11.81 | 11.92 | 11.82 | 0.09 |
Blackstone | GWDPK | GRNPK 2018-1A | 9/29/2023 | 1.03 | 0.96 | 0.96 | 0.99 | -0.03 | 3.43 | 3.38 | 3.54 | -0.16 | 6.49 | 6.24 | 6.70 | -0.45 | 11.10 | 10.68 | 11.45 | -0.77 |
Allstate Investment Management | AIMCOC18 | AIMCO 2022-18A | 10/10/2023 | 0.95 | 0.46 | 0.19 | 0.44 | -0.25 | 2.76 | 2.46 | 2.62 | -0.16 | 6.14 | 5.98 | 5.83 | 0.15 | | | | |
ORIX Advisers | MARIL6 | SPEAK 2018-6A | 10/18/2023 | 1.06 | 0.11 | 0.08 | 0.11 | -0.04 | 2.59 | 2.60 | 2.76 | -0.16 | 6.05 | 5.48 | 6.44 | -0.96 | 12.11 | 11.22 | 12.88 | -1.66 |
Credit Suisse First Boston | MADPK55 | MDPK 2022-55A | 10/4/2023 | 1.00 | 0.54 | 0.44 | 0.54 | -0.09 | 2.88 | 2.71 | 2.87 | -0.16 | 6.09 | 6.07 | 6.06 | 0.00 | | | | |
Neuberger Berman | NEUB21 | NEUB 2016-21A | 10/11/2023 | 0.99 | 0.40 | 0.28 | 0.40 | -0.12 | 2.73 | 2.55 | 2.72 | -0.16 | 6.24 | 5.84 | 6.20 | -0.35 | 11.93 | 11.92 | 11.85 | 0.07 |
Sixth Street | TICP11 | TICP 2018-11A | 10/10/2023 | 0.99 | 0.46 | 0.28 | 0.46 | -0.18 | 2.76 | 2.58 | 2.74 | -0.16 | 6.14 | 5.61 | 6.09 | -0.48 | 11.77 | 11.34 | 11.67 | -0.32 |
Pimco | BBLF212 | BOBA 2021-2A | 10/6/2023 | 1.04 | 0.41 | 0.03 | 0.43 | -0.39 | 2.70 | 2.64 | 2.80 | -0.16 | 5.43 | 5.38 | 5.62 | -0.25 | | | | |
Benefit Street Partners | SHAC1812 | SHACK 2018-12A | 10/11/2023 | 1.09 | 0.40 | 0.29 | 0.44 | -0.15 | 2.75 | 2.84 | 3.00 | -0.16 | 6.25 | 6.36 | 6.83 | -0.48 | 11.95 | 12.28 | 13.05 | -0.78 |
HPS Investment Partners | HIBLM168 | HLM 8A-2016 | 10/10/2023 | 1.04 | 0.46 | 0.16 | 0.48 | -0.32 | 2.78 | 2.72 | 2.88 | -0.16 | 6.16 | 6.22 | 6.39 | -0.17 | 11.79 | 11.91 | 12.22 | -0.31 |
Apollo Global Management | RRCL14 | RRAM 2021-14A | 10/6/2023 | 1.00 | 0.33 | 0.23 | 0.34 | -0.10 | 2.61 | 2.45 | 2.62 | -0.17 | 5.94 | 5.59 | 5.97 | -0.38 | 11.49 | 11.71 | 11.54 | 0.18 |
MJX Asset Management | VENT24 | VENTR 2016-24A | 10/10/2023 | 1.13 | 0.57 | 1.05 | 0.64 | 0.40 | 2.80 | 3.01 | 3.17 | -0.17 | 6.12 | 5.38 | 6.94 | -1.56 | 11.75 | 9.46 | 13.31 | -3.86 |
Allstate Investment Management | AIMCO18B | AIMCO 2018-BA | 10/3/2023 | 0.92 | 0.69 | 0.48 | 0.64 | -0.16 | 3.04 | 2.63 | 2.80 | -0.17 | 6.21 | 5.57 | 5.72 | -0.15 | 11.89 | 11.59 | 10.95 | 0.64 |
CVC Credit Partners | APIDO22 | APID 2015-22A | 10/10/2023 | 0.96 | 0.46 | 0.23 | 0.44 | -0.21 | 2.77 | 2.50 | 2.67 | -0.17 | 6.15 | 5.82 | 5.92 | -0.10 | 11.77 | 11.74 | 11.33 | 0.41 |
Blackstone | BRMTPK | BRMTN 2022-1A | 9/29/2023 | 1.07 | 0.96 | 0.86 | 1.02 | -0.16 | 3.43 | 3.50 | 3.67 | -0.17 | | | | | | | | |
Napier Park Global Capital | REGATF13 | REG13 2018-2A | 10/4/2023 | 0.93 | 0.65 | 0.69 | 0.60 | 0.08 | 2.88 | 2.50 | 2.67 | -0.17 | 6.12 | 5.64 | 5.67 | -0.03 | 11.63 | 11.45 | 10.77 | 0.68 |
Nassau Corporate Credit | NASS181 | NCC 2018-IA | 10/3/2023 | 1.22 | 0.69 | 1.17 | 0.85 | 0.32 | 3.04 | 3.54 | 3.71 | -0.17 | 6.22 | 6.97 | 7.59 | -0.61 | 11.89 | 11.49 | 14.50 | -3.01 |
Credit Suisse First Boston | MADPK23 | MDPK 2017-23A | 10/16/2023 | 1.07 | 0.70 | 0.76 | 0.76 | 0.00 | 2.60 | 2.63 | 2.80 | -0.17 | 6.19 | 5.90 | 6.65 | -0.75 | 12.38 | 12.91 | 13.30 | -0.38 |
Carlyle Group | CARLG174 | CGMS 2017-4A | 10/3/2023 | 1.03 | 0.69 | 0.59 | 0.71 | -0.12 | 3.05 | 2.97 | 3.14 | -0.17 | 6.18 | 5.88 | 6.36 | -0.48 | 11.85 | 11.75 | 12.19 | -0.44 |
Apollo Global Management | RRCL7 | RRAM 2019-7A | 10/6/2023 | 1.04 | 0.33 | 0.23 | 0.35 | -0.12 | 2.61 | 2.54 | 2.71 | -0.17 | 5.94 | 5.79 | 6.17 | -0.38 | 11.49 | 11.96 | 11.93 | 0.02 |
Blue Owl | WELF222 | WELF 2022-2A | 10/5/2023 | 1.13 | 0.43 | 0.47 | 0.49 | -0.01 | 2.78 | 2.96 | 3.13 | -0.17 | 6.06 | 6.26 | 6.82 | -0.56 | | | | |
Brigade Capital Management | BATTL22 | BATLN 2021-22A | 10/10/2023 | 1.14 | 0.46 | 0.22 | 0.52 | -0.30 | 2.76 | 2.98 | 3.15 | -0.17 | 6.14 | 6.36 | 7.00 | -0.63 | 11.77 | 11.61 | 13.41 | -1.80 |
Crescent Capital Group | ATLSLF14 | ATCLO 2019-14A | 10/6/2023 | 1.19 | 0.37 | 0.36 | 0.44 | -0.08 | 2.70 | 3.06 | 3.23 | -0.17 | 5.45 | 6.53 | 6.51 | 0.02 | 10.93 | 12.24 | 13.04 | -0.80 |
LCM Asset Management | LCM25 | LCM 25A | 10/12/2023 | 1.12 | 0.56 | 0.74 | 0.63 | 0.11 | 2.64 | 2.80 | 2.97 | -0.17 | 6.19 | 6.60 | 6.96 | -0.36 | 12.01 | 12.03 | 13.48 | -1.45 |
Vibrant Capital Partners | VIBR14 | VIBR 2021-14A | 10/10/2023 | 1.05 | 0.46 | 0.37 | 0.48 | -0.11 | 2.76 | 2.72 | 2.89 | -0.17 | 6.14 | 5.90 | 6.42 | -0.52 | 11.77 | 12.00 | 12.31 | -0.31 |
Blackrock Financial Management | MAGNET22 | MAGNE 2019-22A | 10/3/2023 | 0.92 | 0.78 | 0.43 | 0.72 | -0.29 | 3.04 | 2.62 | 2.80 | -0.17 | 6.20 | 5.67 | 5.71 | -0.04 | 11.88 | 11.89 | 10.94 | 0.95 |
Sound Point Capital Management | BLUMT35 | BLUEM 2022-35A | 10/11/2023 | 1.02 | 0.74 | 0.63 | 0.75 | -0.13 | 2.58 | 2.45 | 2.62 | -0.17 | 6.16 | 5.92 | 6.27 | -0.34 | | | | |
Credit Suisse First Boston | MADPK35 | MDPK 2019-35A | 10/10/2023 | 1.03 | 0.46 | 0.33 | 0.47 | -0.15 | 2.76 | 2.67 | 2.84 | -0.17 | 6.14 | 5.93 | 6.32 | -0.40 | 11.77 | 12.15 | 12.12 | 0.04 |
Octagon Credit Investors | OCTAG38 | OCT38 2018-1A | 10/12/2023 | 0.98 | 0.45 | 0.37 | 0.44 | -0.07 | 2.61 | 2.38 | 2.56 | -0.18 | 6.23 | 5.87 | 6.08 | -0.22 | 12.02 | 11.60 | 11.75 | -0.15 |
New York Life Investment Management | FLTIR19 | FLAT 2019-1A | 10/6/2023 | 1.01 | 0.41 | 0.37 | 0.42 | -0.05 | 2.73 | 2.59 | 2.76 | -0.18 | 6.02 | 5.74 | 6.10 | -0.36 | 11.59 | 11.87 | 11.73 | 0.13 |
Carlyle Group | CBAM1910 | CBAM 2019-10A | 10/6/2023 | 1.13 | 0.22 | 0.19 | 0.24 | -0.05 | 2.70 | 2.87 | 3.05 | -0.18 | 5.44 | 5.62 | 6.14 | -0.52 | 9.54 | 11.20 | 10.77 | 0.43 |
Sound Point Capital Management | SOUPT22 | SNDPT 2019-1A | 10/3/2023 | 1.03 | 0.76 | 0.54 | 0.79 | -0.25 | 3.12 | 3.05 | 3.22 | -0.18 | 6.25 | 6.31 | 6.46 | -0.15 | 12.54 | 11.97 | 12.97 | -1.00 |
Sixth Street | TICP15 | TICP 2020-15A | 10/10/2023 | 1.00 | 0.46 | 0.25 | 0.46 | -0.21 | 2.76 | 2.58 | 2.76 | -0.18 | 6.14 | 5.54 | 6.14 | -0.60 | 11.77 | 11.58 | 11.76 | -0.18 |
Invesco | ALINEA | ALINE 2018-1A | 10/10/2023 | 0.96 | 0.67 | 0.59 | 0.65 | -0.05 | 2.85 | 2.55 | 2.73 | -0.18 | 5.51 | 5.33 | 5.28 | 0.05 | 10.68 | 10.57 | 10.24 | 0.32 |
HalseyPoint Asset Management | HLSYPT2 | HLSY 2020-2A | 10/10/2023 | 1.09 | 0.46 | 0.43 | 0.50 | -0.07 | 2.78 | 2.85 | 3.03 | -0.18 | 6.14 | 6.32 | 6.69 | -0.37 | 11.77 | 11.93 | 12.82 | -0.90 |
PGIM | DRYDN104 | DRSLF 2022-104A | 9/29/2023 | 0.97 | 0.99 | 0.84 | 0.96 | -0.12 | 3.43 | 3.14 | 3.32 | -0.18 | 6.69 | 6.41 | 6.48 | -0.07 | | | | |
AGL Credit | AGLCL6 | AGL 2020-6A | 10/5/2023 | 1.10 | 0.43 | 0.31 | 0.48 | -0.16 | 2.78 | 2.89 | 3.07 | -0.18 | 6.06 | 6.64 | 6.68 | -0.05 | 11.65 | 12.61 | 12.85 | -0.24 |
Shenkman Capital Management | ROMWR | RMRK 2018-1A | 10/12/2023 | 1.03 | 0.67 | 0.58 | 0.69 | -0.12 | 2.62 | 2.53 | 2.71 | -0.18 | 6.23 | 6.19 | 6.44 | -0.25 | 12.09 | 12.51 | 12.50 | 0.01 |
Blackrock Financial Management | MAGNET33 | MAGNE 2022-33A | 10/10/2023 | 0.84 | 0.69 | 0.34 | 0.58 | -0.25 | 2.75 | 2.14 | 2.32 | -0.18 | 6.14 | 5.04 | 5.17 | -0.13 | | | | |
Morgan Stanley Eaton Vance | MSIM217 | MORGN 2021-7A | 10/6/2023 | 1.04 | 0.26 | 0.21 | 0.27 | -0.06 | 2.61 | 2.53 | 2.71 | -0.18 | 5.94 | 5.64 | 6.18 | -0.54 | 11.46 | 11.82 | 11.92 | -0.09 |
MJX Asset Management | VENT26 | VENTR 2017-26A | 10/10/2023 | 1.07 | 0.40 | 0.81 | 0.42 | 0.39 | 2.88 | 2.90 | 3.08 | -0.18 | 6.24 | 6.28 | 6.68 | -0.40 | 11.84 | 9.81 | 12.67 | -2.86 |
Blackrock Financial Management | MAGNET19 | MAGNE 2017-19A | 10/4/2023 | 0.92 | 0.65 | 0.31 | 0.60 | -0.28 | 2.87 | 2.46 | 2.64 | -0.18 | 6.09 | 5.52 | 5.60 | -0.08 | 11.84 | 11.76 | 10.89 | 0.86 |
Octagon Credit Investors | OCTAG32 | OCT32 2017-1A | 10/5/2023 | 0.98 | 0.43 | 0.40 | 0.42 | -0.02 | 2.78 | 2.53 | 2.72 | -0.18 | 5.44 | 5.18 | 5.32 | -0.14 | 10.82 | 10.24 | 10.58 | -0.34 |
LCM Asset Management | LCM34 | LCM 34A | 10/12/2023 | 1.10 | 0.56 | 0.60 | 0.62 | -0.02 | 2.61 | 2.69 | 2.88 | -0.18 | 6.22 | 6.43 | 6.85 | -0.42 | 12.04 | 12.26 | 13.27 | -1.01 |
Carlyle Group | CBAM187 | CBAM 2018-7A | 10/6/2023 | 1.07 | 0.22 | 0.00 | 0.24 | -0.24 | 2.72 | 2.73 | 2.91 | -0.18 | 5.46 | 5.09 | 5.85 | -0.76 | 9.55 | 10.24 | 10.24 | 0.01 |
Voya Alternative Asset Management | VOY1904 | VOYA 2019-4A | 10/3/2023 | 1.04 | 0.78 | 0.75 | 0.81 | -0.06 | 3.04 | 2.96 | 3.14 | -0.18 | 6.20 | 6.02 | 6.42 | -0.40 | 11.88 | 11.52 | 12.30 | -0.78 |
Bain Capital Credit | RACEPNT9 | RACEP 2015-9A | 10/5/2023 | 1.06 | 0.46 | 0.66 | 0.49 | 0.18 | 2.77 | 2.76 | 2.94 | -0.19 | 5.35 | 5.52 | 5.69 | -0.17 | 10.54 | 10.38 | 11.21 | -0.82 |
Palmer Square Capital Management | PALMS224 | PLMRS 2022-4A | 10/10/2023 | 0.92 | 0.59 | 0.46 | 0.54 | -0.08 | 2.76 | 2.36 | 2.55 | -0.19 | 6.14 | 5.20 | 5.67 | -0.47 | | | | |
Pimco | BBLF221 | BOBA 2022-1A | 10/6/2023 | 1.07 | 0.33 | -0.06 | 0.36 | -0.42 | 2.71 | 2.71 | 2.90 | -0.19 | 5.43 | 5.44 | 5.82 | -0.38 | | | | |
Investcorp Credit Management | MBLPT20 | MP20 2021-1A | 10/11/2023 | 1.00 | 0.40 | 0.17 | 0.41 | -0.23 | 2.58 | 2.40 | 2.59 | -0.19 | 6.16 | 5.84 | 6.19 | -0.34 | 11.90 | 11.94 | 11.95 | -0.01 |
CIFC Asset Management | CIFC181 | CIFC 2018-1A | 10/3/2023 | 1.00 | 0.76 | 0.62 | 0.76 | -0.14 | 3.12 | 2.92 | 3.11 | -0.19 | 6.25 | 5.83 | 6.22 | -0.39 | 12.54 | 12.49 | 12.49 | 0.01 |
Bain Capital Credit | BAIC224 | BCC 2022-4A | 10/2/2023 | 1.04 | 0.89 | 0.91 | 0.93 | -0.02 | 3.31 | 3.27 | 3.45 | -0.19 | 6.40 | 6.12 | 6.68 | -0.56 | | | | |
Diameter Capital | DCLO2 | DCLO 2021-2A | 10/2/2023 | 1.00 | 0.89 | 0.64 | 0.89 | -0.25 | 3.31 | 3.12 | 3.31 | -0.19 | 6.40 | 6.42 | 6.40 | 0.01 | 12.58 | 13.84 | 12.59 | 1.26 |
Sound Point Capital Management | SOUPT21 | SNDPT 2018-3A | 10/4/2023 | 1.07 | 0.42 | 0.24 | 0.45 | -0.21 | 2.88 | 2.90 | 3.09 | -0.19 | 6.09 | 6.12 | 6.55 | -0.43 | 11.76 | 11.51 | 12.64 | -1.12 |
ICG Debt Advisors | ICGU2102 | ICG 2021-2A | 10/13/2023 | 0.88 | 0.27 | 0.18 | 0.24 | -0.06 | 2.53 | 2.04 | 2.23 | -0.19 | 6.17 | 6.13 | 5.44 | 0.69 | 12.13 | 11.84 | 10.68 | 1.16 |
WhiteStar | CATLK6 | CATLK 2021-6A | 10/16/2023 | 1.07 | 0.28 | 0.02 | 0.30 | -0.29 | 2.59 | 2.58 | 2.77 | -0.19 | 6.20 | 6.11 | 6.63 | -0.52 | 12.32 | 12.33 | 13.18 | -0.85 |
Apollo Global Management | RRCL17 | RRAM 2021-17A | 10/6/2023 | 1.05 | 0.33 | 0.31 | 0.35 | -0.04 | 2.61 | 2.54 | 2.73 | -0.19 | 5.94 | 5.61 | 6.22 | -0.61 | 11.49 | 11.89 | 12.02 | -0.13 |
KKR Financial Advisors | KKR29 | KKR 29A | 10/2/2023 | 1.03 | 0.95 | 1.03 | 0.98 | 0.04 | 3.38 | 3.30 | 3.49 | -0.19 | 6.65 | 6.81 | 6.86 | -0.05 | 12.73 | 13.25 | 13.13 | 0.13 |
Benefit Street Partners | BENST5B | BSP 2018-5BA | 10/10/2023 | 1.10 | 0.46 | 0.28 | 0.51 | -0.22 | 2.77 | 2.87 | 3.06 | -0.19 | 6.15 | 6.28 | 6.79 | -0.51 | 11.78 | 11.97 | 13.00 | -1.03 |
Neuberger Berman | NEUB25 | NEUB 2017-25A | 10/6/2023 | 1.00 | 0.37 | 0.28 | 0.37 | -0.09 | 2.71 | 2.51 | 2.70 | -0.19 | 5.46 | 5.12 | 5.45 | -0.34 | 10.96 | 10.71 | 10.95 | -0.24 |
KKR Financial Advisors | KKR35 | KKR 35A | 10/2/2023 | 1.03 | 0.95 | 1.03 | 0.98 | 0.05 | 3.38 | 3.28 | 3.47 | -0.19 | 6.65 | 6.87 | 6.83 | 0.04 | 12.73 | 13.49 | 13.07 | 0.42 |
Credit Suisse First Boston | MADPK39 | MDPK 2021-39A | 10/10/2023 | 1.01 | 0.35 | 0.26 | 0.35 | -0.09 | 2.68 | 2.52 | 2.72 | -0.19 | 6.15 | 5.99 | 6.24 | -0.25 | 11.71 | 12.57 | 11.87 | 0.70 |
Credit Suisse First Boston | MADPK32 | MDPK 2018-32A | 10/10/2023 | 0.99 | 0.31 | 0.25 | 0.31 | -0.06 | 2.68 | 2.47 | 2.66 | -0.19 | 6.21 | 5.87 | 6.17 | -0.30 | 11.71 | 12.25 | 11.63 | 0.62 |
Neuberger Berman | NEUB18 | NEUB 2014-18A | 10/12/2023 | 1.05 | 0.36 | 0.29 | 0.38 | -0.09 | 2.61 | 2.55 | 2.75 | -0.20 | 6.22 | 6.06 | 6.56 | -0.50 | 12.02 | 11.82 | 12.67 | -0.85 |
Voya Alternative Asset Management | VOY1704 | VOYA 2017-4A | 10/4/2023 | 1.06 | 0.65 | 0.70 | 0.69 | 0.01 | 2.89 | 2.88 | 3.07 | -0.20 | 6.05 | 5.97 | 6.45 | -0.47 | 11.55 | 11.41 | 12.30 | -0.89 |
CIFC Asset Management | CIFC216 | CIFC 2021-6A | 10/2/2023 | 1.03 | 0.95 | 0.71 | 0.98 | -0.26 | 3.31 | 3.21 | 3.41 | -0.20 | 6.52 | 6.21 | 6.71 | -0.50 | 12.58 | 12.85 | 12.96 | -0.10 |
Carlyle Group | CBAM188 | CBAM 2018-8A | 10/6/2023 | 1.08 | 0.24 | 0.38 | 0.26 | 0.11 | 2.79 | 2.82 | 3.01 | -0.20 | 5.55 | 5.45 | 6.01 | -0.56 | 9.56 | 11.29 | 10.34 | 0.95 |
Neuberger Berman | NEUB26 | NEUB 2017-26A | 10/6/2023 | 1.00 | 0.37 | 0.23 | 0.37 | -0.13 | 2.71 | 2.52 | 2.72 | -0.20 | 5.46 | 5.11 | 5.48 | -0.37 | 10.96 | 10.66 | 11.00 | -0.35 |
AGL Credit | AGLCL4 | AGL 2020-4A | 10/5/2023 | 1.11 | 0.43 | 0.30 | 0.48 | -0.18 | 2.78 | 2.89 | 3.09 | -0.20 | 6.06 | 6.59 | 6.73 | -0.15 | 11.65 | 12.75 | 12.95 | -0.19 |
HalseyPoint Asset Management | HLSYPT3 | HLSY 2020-3A | 10/18/2023 | 1.05 | 0.21 | -0.03 | 0.22 | -0.25 | 2.60 | 2.54 | 2.74 | -0.20 | 6.10 | 6.27 | 6.42 | -0.15 | 11.97 | 12.59 | 12.60 | -0.01 |
Onex Credit Partners | OCP1713 | OCP 2017-13A | 10/10/2023 | 0.98 | 0.46 | 0.21 | 0.45 | -0.24 | 2.77 | 2.52 | 2.72 | -0.20 | 6.14 | 5.87 | 6.04 | -0.17 | 11.78 | 12.22 | 11.59 | 0.64 |
Morgan Stanley Eaton Vance | EATON181 | EATON 2018-1A | 10/4/2023 | 0.95 | 0.54 | 0.48 | 0.52 | -0.04 | 2.87 | 2.54 | 2.74 | -0.20 | 6.10 | 5.60 | 5.82 | -0.22 | 11.62 | 11.75 | 11.09 | 0.66 |
Sound Point Capital Management | BLUMT33 | BLUEM 2021-33A | 9/29/2023 | 1.05 | 1.00 | 0.89 | 1.05 | -0.16 | 3.43 | 3.39 | 3.59 | -0.20 | 6.69 | 6.80 | 7.01 | -0.21 | 12.59 | 13.49 | 13.18 | 0.31 |
AEGON USA Investment Management | CEDARF5 | CEDF 2016-5A | 10/4/2023 | 1.00 | 0.52 | 0.64 | 0.52 | 0.12 | 2.88 | 2.68 | 2.88 | -0.20 | 6.09 | 5.81 | 6.08 | -0.28 | 11.80 | 11.15 | 11.78 | -0.63 |
Oaktree Capital Management | OAKC192 | OAKCL 2019-2A | 10/2/2023 | 1.12 | 0.95 | 0.95 | 1.07 | -0.12 | 3.38 | 3.60 | 3.80 | -0.20 | 6.65 | 7.39 | 7.47 | -0.08 | 12.73 | 13.32 | 14.29 | -0.97 |
Sound Point Capital Management | BLUMT30 | BLUEM 2020-30A | 10/3/2023 | 1.05 | 0.78 | 0.67 | 0.82 | -0.15 | 3.04 | 3.00 | 3.20 | -0.20 | 6.20 | 6.40 | 6.54 | -0.14 | 11.88 | 12.53 | 12.53 | 0.00 |
Apollo Global Management | RRCL2 | RRAM 2017-2A | 10/6/2023 | 1.01 | 0.33 | 0.25 | 0.34 | -0.09 | 2.61 | 2.43 | 2.63 | -0.20 | 5.94 | 5.67 | 5.99 | -0.33 | 11.49 | 11.70 | 11.59 | 0.12 |
Blackstone | LPTPK | LNGPT 2017-1A | 10/2/2023 | 1.03 | 0.91 | 0.79 | 0.94 | -0.15 | 3.41 | 3.30 | 3.50 | -0.20 | 6.51 | 6.52 | 6.67 | -0.16 | 12.70 | 12.29 | 13.03 | -0.74 |
First Eagle Private Credit | WNDRV214 | WINDR 2021-4A | 10/6/2023 | 1.02 | 0.33 | 0.32 | 0.34 | -0.02 | 2.70 | 2.56 | 2.76 | -0.20 | 5.43 | 5.20 | 5.54 | -0.34 | 10.93 | 10.21 | 11.15 | -0.94 |
Octagon Credit Investors | OCTAG29 | OCT29 2016-1A | 10/16/2023 | 1.02 | 0.26 | 0.18 | 0.27 | -0.09 | 2.59 | 2.44 | 2.64 | -0.20 | 6.20 | 5.94 | 6.31 | -0.37 | 12.33 | 11.98 | 12.56 | -0.57 |
Benefit Street Partners | LOCG141 | LWCLO 2014-1A | 10/13/2023 | 0.94 | 0.42 | 0.41 | 0.39 | 0.01 | 2.67 | 2.30 | 2.51 | -0.20 | 6.28 | 5.29 | 5.89 | -0.59 | 12.36 | 10.22 | 11.58 | -1.36 |
CIFC Asset Management | CIFC195 | CIFC 2019-5A | 10/2/2023 | 1.04 | 0.95 | 0.83 | 0.99 | -0.16 | 3.31 | 3.23 | 3.43 | -0.20 | 6.51 | 6.10 | 6.76 | -0.66 | 12.58 | 12.60 | 13.05 | -0.44 |
Jefferies Finance | APEXC18 | APEXC 2018-1A | 10/13/2023 | 1.15 | 0.63 | 0.74 | 0.73 | 0.01 | 2.56 | 2.74 | 2.95 | -0.20 | 6.19 | 6.25 | 7.15 | -0.89 | 12.42 | 12.00 | 14.33 | -2.33 |
LCM Asset Management | LCM37 | LCM 37A | 10/5/2023 | 1.12 | 0.29 | 0.18 | 0.32 | -0.14 | 2.75 | 2.87 | 3.08 | -0.21 | 5.49 | 5.75 | 6.14 | -0.39 | | | | |
Goldentree Asset Management | GOLDMU16 | GLM 2022-16A | 10/5/2023 | 1.02 | 0.43 | 0.40 | 0.44 | -0.04 | 2.77 | 2.63 | 2.84 | -0.21 | 6.06 | 5.55 | 6.20 | -0.65 | | | | |
Bain Capital Credit | BAIC221 | BCC 2022-1A | 10/3/2023 | 1.06 | 0.69 | 0.75 | 0.73 | 0.02 | 3.12 | 3.09 | 3.30 | -0.21 | 6.25 | 5.99 | 6.61 | -0.62 | | | | |
Neuberger Berman | NEUB45 | NEUB 2021-45A | 10/4/2023 | 1.05 | 0.53 | 0.41 | 0.55 | -0.15 | 2.88 | 2.81 | 3.02 | -0.21 | 6.09 | 5.44 | 6.38 | -0.94 | 11.85 | 11.83 | 12.41 | -0.58 |
Credit Suisse First Boston | MADPK53 | MDPK 2022-53A | 10/11/2023 | 0.95 | 0.40 | 0.23 | 0.38 | -0.15 | 2.74 | 2.40 | 2.60 | -0.21 | 6.24 | 6.02 | 5.94 | 0.08 | | | | |
AGL Credit | AGLCL12 | AGL 2021-12A | 10/5/2023 | 1.12 | 0.43 | 0.32 | 0.48 | -0.17 | 2.78 | 2.91 | 3.11 | -0.21 | 6.06 | 6.72 | 6.79 | -0.06 | 11.65 | 12.71 | 13.05 | -0.34 |
Sound Point Capital Management | BLUMT183 | BLUEM 2018-3A | 10/12/2023 | 1.06 | 0.76 | 0.65 | 0.81 | -0.16 | 2.61 | 2.56 | 2.77 | -0.21 | 6.22 | 6.32 | 6.61 | -0.28 | 12.07 | 12.51 | 12.83 | -0.32 |
Bain Capital Credit | BAIC193 | BCC 2019-3A | 10/6/2023 | 1.06 | 0.33 | 0.39 | 0.35 | 0.04 | 2.70 | 2.65 | 2.86 | -0.21 | 5.45 | 5.47 | 5.77 | -0.31 | 10.96 | 10.64 | 11.60 | -0.96 |
Barings | BAS181 | BABSN 2018-1A | 10/3/2023 | 1.01 | 0.69 | 0.70 | 0.70 | 0.00 | 3.04 | 2.87 | 3.07 | -0.21 | 6.22 | 6.09 | 6.28 | -0.19 | 11.89 | 11.83 | 12.01 | -0.18 |
Sixth Street | TICP12 | TICP 2018-12A | 10/3/2023 | 0.96 | 0.69 | 0.53 | 0.67 | -0.14 | 3.04 | 2.72 | 2.93 | -0.21 | 6.21 | 5.32 | 5.99 | -0.67 | 11.89 | 10.97 | 11.47 | -0.51 |
HalseyPoint Asset Management | HLSYPT4 | HLSY 2021-4A | 10/10/2023 | 1.12 | 0.46 | 0.25 | 0.52 | -0.27 | 2.76 | 2.89 | 3.10 | -0.21 | 6.14 | 6.54 | 6.89 | -0.36 | 11.77 | 12.68 | 13.21 | -0.53 |
Diameter Capital | DCLO2101 | DCLO 2021-1A | 10/4/2023 | 1.03 | 0.53 | 0.44 | 0.54 | -0.10 | 2.87 | 2.75 | 2.96 | -0.21 | 6.11 | 6.10 | 6.31 | -0.21 | 11.64 | 13.00 | 12.00 | 0.99 |
Voya Alternative Asset Management | VOY1803 | VOYA 2018-3A | 10/4/2023 | 1.03 | 0.65 | 0.59 | 0.67 | -0.08 | 2.87 | 2.75 | 2.96 | -0.21 | 6.11 | 6.06 | 6.29 | -0.23 | 11.62 | 11.47 | 11.97 | -0.50 |
First Eagle Private Credit | KVK161 | WINDR 2016-1KRA | 10/3/2023 | 1.06 | 0.68 | 0.53 | 0.73 | -0.20 | 3.04 | 3.02 | 3.23 | -0.21 | 6.20 | 5.52 | 6.60 | -1.08 | 11.84 | 9.72 | 12.61 | -2.89 |
Sound Point Capital Management | BLUMFU3 | BLUEM 2017-3A | 10/2/2023 | 1.05 | 0.68 | 0.62 | 0.72 | -0.10 | 3.35 | 3.31 | 3.53 | -0.21 | 6.38 | 6.41 | 6.72 | -0.31 | 12.55 | 12.14 | 13.22 | -1.08 |
Carlyle Group | CARLG211 | CGMS 2021-1A | 10/3/2023 | 1.06 | 0.69 | 0.55 | 0.73 | -0.18 | 3.04 | 3.00 | 3.22 | -0.21 | 6.21 | 6.17 | 6.58 | -0.41 | 11.89 | 12.35 | 12.60 | -0.25 |
Blackstone | MLFPK | MLFPK 2022-1A | 10/5/2023 | 1.03 | 0.43 | 0.27 | 0.45 | -0.18 | 2.78 | 2.66 | 2.87 | -0.21 | 6.06 | 5.79 | 6.25 | -0.46 | | | | |
Goldentree Asset Management | GOLDMU3 | GLM 2018-3A | 10/5/2023 | 1.01 | 0.43 | 0.35 | 0.44 | -0.09 | 2.78 | 2.60 | 2.81 | -0.22 | 6.06 | 5.72 | 6.13 | -0.41 | 11.65 | 12.07 | 11.79 | 0.28 |
Apollo Global Management | RRCL6 | RRAM 2019-6A | 10/6/2023 | 1.03 | 0.33 | 0.29 | 0.34 | -0.05 | 2.61 | 2.47 | 2.68 | -0.22 | 5.94 | 5.60 | 6.11 | -0.52 | 11.49 | 11.70 | 11.81 | -0.12 |
LCM Asset Management | LCM17 | LCM 17A | 10/5/2023 | 1.06 | 0.40 | 0.38 | 0.43 | -0.04 | 2.75 | 2.71 | 2.93 | -0.22 | 5.43 | 5.45 | 5.77 | -0.32 | 10.64 | 10.41 | 11.32 | -0.91 |
Barings | BAS224 | BABSN 2022-4A | 10/10/2023 | 0.94 | 0.46 | 0.28 | 0.43 | -0.15 | 2.76 | 2.37 | 2.59 | -0.22 | 6.14 | 5.55 | 5.76 | -0.20 | | | | |
KKR Financial Advisors | KKR37 | KKR 37A | 10/2/2023 | 1.06 | 0.95 | 1.17 | 1.01 | 0.16 | 3.38 | 3.36 | 3.57 | -0.22 | 6.65 | 6.77 | 7.03 | -0.26 | 12.73 | 13.20 | 13.44 | -0.24 |
American Money Management | AMMCCL12 | AMMC 2013-12A | 9/27/2023 | 1.00 | 1.19 | 1.09 | 1.19 | -0.10 | 3.84 | 3.63 | 3.85 | -0.22 | 7.09 | 6.55 | 7.11 | -0.57 | 12.13 | 11.20 | 12.16 | -0.96 |
AEGON USA Investment Management | CEDARF6 | CEDF 2016-6A | 10/10/2023 | 0.96 | 0.35 | 0.33 | 0.34 | -0.01 | 2.76 | 2.43 | 2.65 | -0.22 | 6.14 | 5.52 | 5.89 | -0.37 | 11.79 | 10.80 | 11.31 | -0.51 |
Benefit Street Partners | BENST14 | BSP 2018-14A | 10/10/2023 | 1.12 | 0.59 | 0.53 | 0.66 | -0.13 | 2.79 | 2.90 | 3.12 | -0.22 | 6.16 | 6.35 | 6.90 | -0.55 | 11.80 | 12.03 | 13.21 | -1.18 |
Carlyle Group | CARLG212 | CGMS 2021-2A | 10/10/2023 | 1.09 | 0.46 | 0.25 | 0.50 | -0.25 | 2.76 | 2.80 | 3.01 | -0.22 | 6.14 | 6.20 | 6.70 | -0.50 | 11.77 | 12.40 | 12.84 | -0.44 |
Allstate Investment Management | AIMCOC14 | AIMCO 2021-14A | 10/10/2023 | 0.99 | 0.93 | 0.88 | 0.93 | -0.05 | 2.76 | 2.53 | 2.74 | -0.22 | 6.14 | 5.71 | 6.11 | -0.39 | 11.77 | 11.70 | 11.70 | 0.00 |
Sound Point Capital Management | BLUMT32 | BLUEM 2021-32A | 10/2/2023 | 1.04 | 0.95 | 0.75 | 0.99 | -0.24 | 3.31 | 3.21 | 3.43 | -0.22 | 6.39 | 6.35 | 6.62 | -0.27 | 12.57 | 13.10 | 13.01 | 0.08 |
CIFC Asset Management | CIFC154 | CIFC 2015-4A | 10/10/2023 | 0.97 | 0.57 | 0.31 | 0.55 | -0.24 | 2.76 | 2.46 | 2.68 | -0.22 | 6.14 | 5.73 | 5.95 | -0.22 | 11.78 | 11.45 | 11.42 | 0.04 |
Credit Suisse First Boston | MADPK31 | MDPK 2018-31A | 10/10/2023 | 1.06 | 0.33 | 0.25 | 0.35 | -0.10 | 2.68 | 2.61 | 2.83 | -0.22 | 6.19 | 5.99 | 6.54 | -0.55 | 11.71 | 12.51 | 12.38 | 0.13 |
Neuberger Berman | NEUB47 | NEUB 2022-47A | 10/4/2023 | 1.03 | 0.53 | 0.41 | 0.54 | -0.13 | 2.88 | 2.75 | 2.97 | -0.22 | 6.09 | 5.80 | 6.28 | -0.48 | 11.85 | 12.22 | 12.22 | 0.00 |
PineBridge Investments | GALAX24 | GALXY 2017-24A | 10/3/2023 | 1.00 | 0.69 | 0.60 | 0.69 | -0.10 | 3.05 | 2.83 | 3.05 | -0.22 | 6.20 | 5.88 | 6.20 | -0.33 | 11.87 | 12.06 | 11.88 | 0.18 |
AGL Credit | AGLCL15 | AGL 2021-15A | 10/5/2023 | 1.16 | 0.43 | 0.37 | 0.50 | -0.13 | 2.78 | 3.00 | 3.22 | -0.22 | 6.06 | 6.87 | 7.03 | -0.15 | 11.65 | 12.85 | 13.51 | -0.66 |
KKR Financial Advisors | KKR36 | KKR 36A | 10/2/2023 | 1.05 | 0.95 | 1.06 | 1.00 | 0.07 | 3.38 | 3.32 | 3.54 | -0.22 | 6.65 | 6.90 | 6.96 | -0.06 | 12.73 | 13.19 | 13.31 | -0.13 |
Blackstone | BTRMLKP | BMILK 2018-1A | 10/3/2023 | 1.08 | 0.71 | 0.62 | 0.76 | -0.14 | 3.04 | 3.05 | 3.27 | -0.22 | 6.20 | 6.33 | 6.69 | -0.36 | 11.87 | 11.47 | 12.81 | -1.34 |
PGIM | DRYDN112 | DRSLF 2022-112A | 9/29/2023 | 0.98 | 0.99 | 0.74 | 0.97 | -0.23 | 3.43 | 3.13 | 3.36 | -0.22 | 6.69 | 6.35 | 6.54 | -0.19 | | | | |
Benefit Street Partners | SHAC1710 | SHACK 2017-10A | 10/11/2023 | 1.06 | 0.40 | 0.34 | 0.43 | -0.08 | 2.79 | 2.72 | 2.94 | -0.22 | 6.26 | 5.57 | 6.61 | -1.04 | 11.95 | 11.44 | 12.61 | -1.17 |
Shenkman Capital Management | ROMK1 | RMRK 2017-1A | 10/10/2023 | 1.04 | 0.59 | 0.50 | 0.61 | -0.11 | 2.71 | 2.59 | 2.82 | -0.22 | 6.14 | 6.22 | 6.38 | -0.16 | 11.77 | 11.92 | 12.24 | -0.32 |
Invesco | LUCALI | LUCAL 2020-1A | 10/2/2023 | 1.04 | 0.95 | 0.92 | 0.99 | -0.07 | 3.31 | 3.21 | 3.44 | -0.23 | 6.40 | 6.20 | 6.65 | -0.46 | 12.58 | 12.39 | 13.07 | -0.68 |
Canyon Capital Advisors | CANY221 | CANYC 2022-1A | 10/2/2023 | 0.96 | 0.95 | 0.71 | 0.92 | -0.21 | 3.38 | 3.03 | 3.26 | -0.23 | 6.65 | 6.11 | 6.40 | -0.30 | | | | |
ICG Debt Advisors | ICGU1802 | ICG 2018-2A | 10/13/2023 | 0.99 | 0.27 | 0.24 | 0.27 | -0.03 | 2.56 | 2.32 | 2.54 | -0.23 | 6.18 | 6.44 | 6.13 | 0.31 | 12.17 | 12.16 | 12.08 | 0.08 |
PineBridge Investments | GALAX23 | GALXY 2017-23A | 10/12/2023 | 1.01 | 0.35 | 0.30 | 0.35 | -0.06 | 2.71 | 2.51 | 2.74 | -0.23 | 6.32 | 5.39 | 6.38 | -0.99 | 12.05 | 11.01 | 12.17 | -1.16 |
Carlyle Group | CARLG214 | CGMS 2021-4A | 10/10/2023 | 1.08 | 0.46 | 0.27 | 0.50 | -0.23 | 2.76 | 2.76 | 2.99 | -0.23 | 6.14 | 6.13 | 6.64 | -0.51 | 11.77 | 12.37 | 12.73 | -0.36 |
AXA Investment Managers | ALLEG13 | ALLEG 2021-1A | 10/11/2023 | 0.99 | 0.40 | 0.29 | 0.40 | -0.11 | 2.73 | 2.49 | 2.71 | -0.23 | 6.24 | 5.59 | 6.19 | -0.61 | 11.93 | 11.61 | 11.84 | -0.23 |
Marathon Asset Management | MARATH10 | MCLO 2017-10A | 10/5/2023 | 1.25 | 0.43 | 0.61 | 0.54 | 0.07 | 2.75 | 3.21 | 3.44 | -0.23 | 5.49 | 6.11 | 6.86 | -0.76 | 10.81 | 11.90 | 13.52 | -1.62 |
Carlyle Group | CARLG161 | CGMS 2016-1A | 10/10/2023 | 1.04 | 0.59 | 0.40 | 0.62 | -0.22 | 2.76 | 2.66 | 2.89 | -0.23 | 6.14 | 6.02 | 6.42 | -0.39 | 11.78 | 11.73 | 12.31 | -0.58 |
Neuberger Berman | NEUB27 | NEUB 2018-27A | 10/4/2023 | 1.02 | 0.54 | 0.51 | 0.55 | -0.04 | 2.90 | 2.73 | 2.96 | -0.23 | 6.13 | 5.66 | 6.25 | -0.59 | 11.63 | 11.20 | 11.88 | -0.68 |
MJX Asset Management | VENT27 | VENTR 2017-27A | 10/10/2023 | 1.10 | 0.46 | 0.57 | 0.50 | 0.07 | 2.77 | 2.81 | 3.04 | -0.23 | 6.14 | 5.70 | 6.72 | -1.02 | 11.76 | 10.13 | 12.88 | -2.75 |
PineBridge Investments | GALAX26 | GALXY 2018-26A | 10/11/2023 | 1.05 | 0.37 | 0.20 | 0.39 | -0.19 | 2.58 | 2.48 | 2.71 | -0.23 | 6.16 | 5.95 | 6.49 | -0.54 | 11.86 | 12.43 | 12.49 | -0.06 |
CIFC Asset Management | CIFC217 | CIFC 2021-7A | 10/6/2023 | 1.05 | 0.26 | 0.23 | 0.27 | -0.05 | 2.61 | 2.50 | 2.73 | -0.23 | 5.94 | 5.93 | 6.22 | -0.29 | 11.46 | 11.95 | 12.00 | -0.05 |
Sculptor Loan Management | OZLM23 | OZLM 2019-23A | 10/4/2023 | 1.02 | 0.53 | 0.36 | 0.54 | -0.17 | 2.87 | 2.70 | 2.93 | -0.23 | 6.11 | 5.56 | 6.23 | -0.67 | 11.63 | 11.51 | 11.86 | -0.34 |
PineBridge Investments | GALAX22 | GALXY 2016-22A | 10/3/2023 | 1.01 | 0.71 | 0.58 | 0.71 | -0.13 | 3.04 | 2.83 | 3.06 | -0.23 | 6.20 | 5.94 | 6.25 | -0.31 | 11.88 | 12.27 | 11.97 | 0.30 |
King Street Capital Management | ROCT172 | ROCKT 2017-2A | 10/3/2023 | 1.08 | 0.64 | 0.73 | 0.69 | 0.04 | 3.07 | 3.09 | 3.32 | -0.23 | 6.23 | 7.05 | 6.74 | 0.31 | 11.76 | 12.26 | 12.72 | -0.46 |
Carlyle Group | CARLG154 | CGMS 2015-4A | 10/10/2023 | 1.07 | 0.46 | 0.23 | 0.49 | -0.26 | 2.76 | 2.72 | 2.95 | -0.23 | 6.14 | 6.11 | 6.56 | -0.46 | 11.76 | 12.23 | 12.58 | -0.35 |
LCM Asset Management | LCM16 | LCM 16A | 10/5/2023 | 1.00 | 0.40 | 0.34 | 0.40 | -0.06 | 2.75 | 2.51 | 2.74 | -0.23 | 5.42 | 5.05 | 5.40 | -0.35 | 10.64 | 10.13 | 10.59 | -0.46 |
Park Avenue Institutional Advisers | PKAV222 | PAIA 2022-2A | 10/10/2023 | 1.00 | 0.46 | 0.07 | 0.46 | -0.39 | 2.76 | 2.52 | 2.75 | -0.23 | 6.14 | 5.47 | 6.12 | -0.64 | | | | |
AEGON USA Investment Management | CEDARF2 | CEDF 2013-1A | 10/10/2023 | 0.96 | 0.69 | 0.77 | 0.67 | 0.10 | 2.76 | 2.41 | 2.64 | -0.23 | 6.14 | 5.27 | 5.89 | -0.62 | 11.77 | 10.41 | 11.29 | -0.89 |
Investcorp Credit Management | MBLPT23 | MP23 2021-4A | 10/6/2023 | 1.00 | 0.26 | 0.09 | 0.26 | -0.17 | 2.61 | 2.36 | 2.60 | -0.23 | 5.95 | 5.37 | 5.92 | -0.55 | 11.42 | 11.02 | 11.37 | -0.34 |
Benefit Street Partners | BENST4 | BSP 2014-IVA | 10/10/2023 | 1.10 | 0.46 | 0.25 | 0.51 | -0.26 | 2.76 | 2.82 | 3.05 | -0.24 | 6.14 | 6.05 | 6.78 | -0.74 | 11.77 | 11.90 | 13.00 | -1.10 |
Sixth Street | SIXST16 | SIXST 2020-16A | 10/10/2023 | 1.03 | 0.46 | 0.31 | 0.47 | -0.16 | 2.76 | 2.62 | 2.85 | -0.24 | 6.14 | 5.60 | 6.34 | -0.74 | 11.77 | 11.77 | 12.15 | -0.39 |
Octagon Credit Investors | OCTAG34 | OCT34 2017-1A | 10/12/2023 | 1.01 | 0.36 | 0.35 | 0.37 | -0.01 | 2.64 | 2.44 | 2.67 | -0.24 | 6.26 | 6.09 | 6.34 | -0.25 | 12.06 | 11.26 | 12.22 | -0.96 |
Neuberger Berman | NEUB38 | NEUB 2020-38A | 10/11/2023 | 1.04 | 0.40 | 0.31 | 0.42 | -0.11 | 2.73 | 2.60 | 2.84 | -0.24 | 6.24 | 5.90 | 6.48 | -0.58 | 11.93 | 12.08 | 12.38 | -0.31 |
Carlyle Group | CARLG201 | CGMS 2020-1A | 10/10/2023 | 1.07 | 0.46 | 0.25 | 0.49 | -0.25 | 2.76 | 2.72 | 2.96 | -0.24 | 6.14 | 6.06 | 6.58 | -0.51 | 11.77 | 11.91 | 12.60 | -0.69 |
Goldentree Asset Management | GOLDMU8 | GLM 2020-8A | 10/5/2023 | 1.04 | 0.43 | 0.32 | 0.45 | -0.12 | 2.78 | 2.64 | 2.88 | -0.24 | 6.06 | 6.02 | 6.28 | -0.26 | 11.64 | 12.39 | 12.07 | 0.32 |
Aristotle | TRES2 | TREST 2018-2A | 10/11/2023 | 1.04 | 0.33 | 0.31 | 0.34 | -0.03 | 2.75 | 2.62 | 2.86 | -0.24 | 6.26 | 6.68 | 6.51 | 0.17 | 11.91 | 12.91 | 12.38 | 0.53 |
Seix Advisors | MTNV131 | MVW 2013-1A | 10/3/2023 | 1.03 | 0.78 | 0.69 | 0.80 | -0.12 | 3.11 | 2.97 | 3.21 | -0.24 | 6.25 | 5.97 | 6.44 | -0.47 | 12.55 | 11.82 | 12.94 | -1.13 |
Carlyle Group | CARLG164 | CGMS 2016-4A | 10/10/2023 | 1.02 | 0.46 | 0.56 | 0.47 | 0.09 | 2.82 | 2.62 | 2.86 | -0.24 | 6.12 | 5.45 | 6.22 | -0.78 | 11.75 | 10.37 | 11.94 | -1.57 |
Carlyle Group | CARLG182 | CGMS 2018-2A | 10/3/2023 | 1.06 | 0.69 | 0.61 | 0.73 | -0.13 | 3.04 | 2.98 | 3.22 | -0.24 | 6.21 | 6.17 | 6.58 | -0.41 | 11.88 | 11.86 | 12.60 | -0.74 |
PGIM | DRYDN40 | DRSLF 2015-40A | 9/29/2023 | 0.99 | 0.99 | 0.87 | 0.98 | -0.10 | 3.43 | 3.16 | 3.40 | -0.24 | 6.69 | 6.18 | 6.61 | -0.43 | 12.58 | 11.91 | 12.45 | -0.54 |
Barings | BARLP2 | BABSN LP-2A | 10/10/2023 | 1.09 | 0.46 | 0.40 | 0.50 | -0.10 | 2.76 | 2.78 | 3.02 | -0.24 | 6.14 | 6.44 | 6.71 | -0.27 | 11.77 | 12.74 | 12.86 | -0.12 |
Barings | BAS182 | BABSN 2018-2A | 10/3/2023 | 0.98 | 0.69 | 0.61 | 0.68 | -0.07 | 3.05 | 2.76 | 3.00 | -0.24 | 6.23 | 5.65 | 6.11 | -0.46 | 11.90 | 11.92 | 11.68 | 0.24 |
LCM Asset Management | LCM33 | LCM 33A | 10/12/2023 | 1.12 | 0.56 | 0.61 | 0.63 | -0.02 | 2.61 | 2.68 | 2.92 | -0.24 | 6.21 | 6.30 | 6.96 | -0.66 | 12.04 | 12.18 | 13.48 | -1.30 |
CIFC Asset Management | CIFC224 | CIFC 2022-4A | 10/2/2023 | 1.05 | 0.95 | 0.69 | 1.00 | -0.31 | 3.31 | 3.23 | 3.47 | -0.24 | 6.52 | 6.05 | 6.83 | -0.79 | | | | |
Neuberger Berman | NEUB46 | NEUB 2021-46A | 10/11/2023 | 1.07 | 0.40 | 0.32 | 0.43 | -0.11 | 2.73 | 2.67 | 2.92 | -0.24 | 6.24 | 5.94 | 6.65 | -0.71 | 11.93 | 12.39 | 12.72 | -0.33 |
Octagon Credit Investors | OCTAG49 | OCT49 2020-5A | 10/5/2023 | 1.06 | 0.40 | 0.48 | 0.43 | 0.06 | 2.75 | 2.68 | 2.92 | -0.24 | 5.42 | 5.28 | 5.76 | -0.48 | 10.85 | 10.37 | 11.53 | -1.17 |
Neuberger Berman | NEUB22 | NEUB 2016-22A | 10/5/2023 | 1.03 | 0.43 | 0.39 | 0.45 | -0.06 | 2.78 | 2.63 | 2.87 | -0.24 | 6.06 | 5.73 | 6.25 | -0.52 | 11.63 | 11.44 | 12.01 | -0.56 |
Nassau Corporate Credit | NASS182 | NCC 2018-IIA | 10/3/2023 | 1.23 | 0.69 | 0.94 | 0.85 | 0.09 | 3.04 | 3.49 | 3.73 | -0.24 | 6.21 | 6.81 | 7.64 | -0.82 | 11.88 | 10.87 | 14.61 | -3.74 |
Sound Point Capital Management | BLUMT31 | BLUEM 2021-31A | 10/5/2023 | 1.04 | 0.58 | 0.44 | 0.61 | -0.17 | 2.77 | 2.64 | 2.88 | -0.24 | 6.06 | 5.61 | 6.31 | -0.71 | 11.64 | 11.77 | 12.13 | -0.36 |
AGL Credit | AGLCL1 | AGL 2019-1A | 10/5/2023 | 1.09 | 0.43 | 0.45 | 0.47 | -0.02 | 2.78 | 2.77 | 3.02 | -0.24 | 6.06 | 6.55 | 6.58 | -0.03 | 11.65 | 12.34 | 12.64 | -0.30 |
Carlyle Group | CARLG225 | CGMS 2022-5A | 10/3/2023 | 1.06 | 0.61 | 0.49 | 0.65 | -0.16 | 3.04 | 2.99 | 3.23 | -0.25 | 6.30 | 6.38 | 6.71 | -0.33 | | | | |
Allstate Investment Management | AIMCOC17 | AIMCO 2022-17A | 10/10/2023 | 0.97 | 0.46 | 0.21 | 0.45 | -0.24 | 2.76 | 2.44 | 2.69 | -0.25 | 6.14 | 5.78 | 5.98 | -0.20 | | | | |
PineBridge Investments | GALAX25 | GALXY 2018-25A | 10/13/2023 | 1.03 | 0.30 | 0.12 | 0.31 | -0.19 | 2.55 | 2.38 | 2.63 | -0.25 | 6.19 | 5.85 | 6.37 | -0.52 | 12.36 | 12.48 | 12.71 | -0.23 |
Neuberger Berman | NEUB41 | NEUB 2021-41A | 10/4/2023 | 1.02 | 0.54 | 0.41 | 0.55 | -0.14 | 2.87 | 2.68 | 2.93 | -0.25 | 6.11 | 5.68 | 6.23 | -0.55 | 11.63 | 11.87 | 11.86 | 0.01 |
LCM Asset Management | LCM27 | LCM 27A | 10/5/2023 | 1.11 | 0.41 | 0.42 | 0.45 | -0.04 | 2.78 | 2.84 | 3.08 | -0.25 | 5.47 | 5.63 | 6.06 | -0.43 | 10.68 | 10.70 | 11.83 | -1.13 |
Aristotle | TRES4 | TREST 2021-4A | 10/6/2023 | 1.10 | 0.26 | 0.21 | 0.29 | -0.08 | 2.70 | 2.72 | 2.97 | -0.25 | 5.44 | 5.54 | 5.97 | -0.43 | 10.93 | 11.75 | 11.99 | -0.24 |
Blackstone | ROCKP | ROCKP 2021-1A | 10/5/2023 | 1.09 | 0.43 | 0.28 | 0.47 | -0.19 | 2.78 | 2.79 | 3.04 | -0.25 | 6.06 | 5.95 | 6.62 | -0.67 | 11.64 | 12.14 | 12.73 | -0.59 |
Morgan Stanley Eaton Vance | MSEV2101 | MSEV 2021-1A | 10/6/2023 | 1.07 | 0.26 | 0.22 | 0.28 | -0.06 | 2.61 | 2.53 | 2.78 | -0.25 | 5.94 | 5.80 | 6.34 | -0.54 | 11.46 | 12.06 | 12.22 | -0.16 |
Blackstone | CHENP | CHPRK 2018-1A | 10/3/2023 | 1.04 | 0.71 | 0.37 | 0.74 | -0.37 | 3.05 | 2.91 | 3.16 | -0.25 | 6.21 | 6.12 | 6.44 | -0.32 | 11.89 | 11.22 | 12.32 | -1.10 |
ORIX Advisers | SPSC9 | SPEAK 2021-9A | 10/11/2023 | 1.03 | 0.40 | 0.36 | 0.42 | -0.05 | 2.74 | 2.58 | 2.83 | -0.25 | 6.24 | 5.64 | 6.44 | -0.80 | 11.93 | 11.64 | 12.32 | -0.68 |
Canyon Capital Advisors | CANY203 | CANYC 2020-3A | 10/2/2023 | 1.02 | 1.01 | 0.93 | 1.03 | -0.11 | 3.38 | 3.20 | 3.45 | -0.25 | 6.65 | 6.33 | 6.78 | -0.45 | 12.73 | 13.01 | 12.97 | 0.04 |
Blackstone | REESEPK | RESPK 2020-1A | 9/29/2023 | 1.12 | 0.96 | 0.94 | 1.07 | -0.13 | 3.43 | 3.59 | 3.84 | -0.25 | 6.49 | 6.66 | 7.27 | -0.60 | 12.56 | 12.94 | 14.06 | -1.12 |
Octagon Credit Investors | OCTAG31 | OCT31 2017-1A | 10/12/2023 | 0.98 | 0.45 | 0.42 | 0.44 | -0.02 | 2.63 | 2.32 | 2.57 | -0.25 | 6.22 | 5.76 | 6.08 | -0.32 | 12.02 | 11.34 | 11.74 | -0.39 |
Neuberger Berman | NEUB39 | NEUB 2020-39A | 10/11/2023 | 1.02 | 0.40 | 0.31 | 0.41 | -0.11 | 2.73 | 2.54 | 2.79 | -0.25 | 6.24 | 5.81 | 6.37 | -0.55 | 11.93 | 12.01 | 12.17 | -0.16 |
AEGON USA Investment Management | CEDARF4 | CEDF 2014-4A | 10/11/2023 | 0.91 | 0.35 | 0.29 | 0.32 | -0.03 | 2.58 | 2.09 | 2.34 | -0.25 | 6.20 | 5.03 | 5.64 | -0.60 | 11.86 | 10.31 | 10.78 | -0.47 |
Steele Creek Investment Management | STECR161 | STCR 2016-1A | 9/29/2023 | 1.04 | 0.91 | 1.27 | 0.95 | 0.33 | 3.44 | 3.32 | 3.57 | -0.25 | 6.70 | 6.60 | 6.96 | -0.36 | 12.57 | 11.53 | 13.06 | -1.53 |
Crescent Capital Group | ATLSLF17 | ATCLO 2021-17A | 10/6/2023 | 1.17 | 0.37 | 0.28 | 0.43 | -0.15 | 2.70 | 2.91 | 3.17 | -0.26 | 5.45 | 6.21 | 6.38 | -0.18 | 10.92 | 12.11 | 12.79 | -0.68 |
Jefferies Finance | JMPCA5 | JMP 2018-1A | 10/4/2023 | 1.08 | 0.65 | 0.66 | 0.70 | -0.04 | 2.92 | 2.89 | 3.14 | -0.26 | 5.86 | 5.77 | 6.32 | -0.55 | 11.75 | 11.11 | 12.67 | -1.55 |
Apollo Global Management | RRCL18 | RRAM 2021-18A | 10/6/2023 | 1.01 | 0.33 | 0.27 | 0.34 | -0.06 | 2.61 | 2.38 | 2.64 | -0.26 | 5.94 | 5.55 | 6.01 | -0.45 | 11.49 | 11.81 | 11.61 | 0.20 |
Blackstone | BRISP | BRIST 2016-1A | 10/3/2023 | 1.01 | 0.69 | 0.78 | 0.70 | 0.07 | 3.06 | 2.84 | 3.10 | -0.26 | 6.21 | 5.68 | 6.30 | -0.61 | 11.87 | 11.09 | 12.03 | -0.95 |
Octagon Credit Investors | OCTAG47 | OCT47 2020-1A | 10/12/2023 | 1.00 | 0.45 | 0.45 | 0.45 | 0.00 | 2.61 | 2.36 | 2.62 | -0.26 | 6.22 | 5.53 | 6.24 | -0.70 | 12.02 | 11.10 | 12.05 | -0.95 |
Benefit Street Partners | SHAC1711 | SHACK 2017-11A | 10/4/2023 | 1.09 | 0.54 | 0.74 | 0.59 | 0.15 | 2.87 | 2.87 | 3.13 | -0.26 | 6.12 | 5.57 | 6.67 | -1.11 | 11.57 | 11.07 | 12.62 | -1.55 |
Investcorp Credit Management | MBLPT16 | MP16 2019-2A | 10/6/2023 | 1.00 | 0.26 | -0.05 | 0.26 | -0.32 | 2.70 | 2.45 | 2.71 | -0.26 | 5.42 | 4.96 | 5.44 | -0.48 | 10.69 | 10.53 | 10.73 | -0.20 |
Onex Credit Partners | OCP1405 | OCP 2014-5A | 10/16/2023 | 1.05 | 0.29 | 0.12 | 0.30 | -0.18 | 2.59 | 2.47 | 2.73 | -0.26 | 6.17 | 5.90 | 6.51 | -0.61 | 12.15 | 12.58 | 12.81 | -0.23 |
LCM Asset Management | LCM29 | LCM 29A | 10/5/2023 | 1.12 | 0.40 | 0.39 | 0.45 | -0.06 | 2.75 | 2.81 | 3.07 | -0.26 | 5.42 | 5.58 | 6.07 | -0.49 | 10.64 | 10.38 | 11.90 | -1.52 |
CVC Credit Partners | APIDO11 | APID 2012-11A | 10/4/2023 | 1.03 | 0.54 | 0.40 | 0.56 | -0.16 | 2.88 | 2.71 | 2.97 | -0.26 | 6.09 | 6.02 | 6.27 | -0.25 | 11.84 | 11.90 | 12.20 | -0.29 |
Carlyle Group | CARLG183 | CGMS 2018-3A | 10/3/2023 | 1.09 | 0.69 | 0.64 | 0.75 | -0.11 | 3.04 | 3.04 | 3.30 | -0.26 | 6.21 | 6.29 | 6.74 | -0.45 | 11.89 | 12.30 | 12.92 | -0.61 |
Anchorage Capital Group | ANCH6 | ANCHC 2015-6A | 10/4/2023 | 0.97 | 0.54 | 0.52 | 0.53 | -0.01 | 2.91 | 2.55 | 2.81 | -0.26 | 6.02 | 5.79 | 5.81 | -0.02 | 11.49 | 11.38 | 11.10 | 0.27 |
LCM Asset Management | LCM31 | LCM 31A | 10/12/2023 | 1.14 | 0.56 | 0.61 | 0.64 | -0.03 | 2.61 | 2.72 | 2.98 | -0.26 | 6.21 | 6.64 | 7.09 | -0.45 | 12.04 | 12.17 | 13.73 | -1.56 |
Octagon Credit Investors | OCTAG17 | OCT17 2013-1A | 10/13/2023 | 1.01 | 0.27 | 0.16 | 0.28 | -0.12 | 2.57 | 2.34 | 2.60 | -0.26 | 6.22 | 6.00 | 6.29 | -0.29 | 12.39 | 11.89 | 12.54 | -0.65 |
Jefferies Finance | JFINCL17 | JFIN 2017-1A | 10/12/2023 | 1.19 | 0.45 | 0.70 | 0.53 | 0.17 | 2.66 | 2.91 | 3.18 | -0.26 | 6.23 | 6.41 | 7.44 | -1.03 | 12.00 | 11.96 | 14.33 | -2.37 |
Anchorage Capital Group | ANCH131 | ANCHC 2013-1A | 10/3/2023 | 1.00 | 0.76 | 0.57 | 0.76 | -0.19 | 3.15 | 2.89 | 3.16 | -0.26 | 6.14 | 6.12 | 6.15 | -0.03 | 12.44 | 12.47 | 12.45 | 0.01 |
AGL Credit | AGLCL13 | AGL 2021-13A | 10/5/2023 | 1.14 | 0.43 | 0.37 | 0.49 | -0.12 | 2.78 | 2.91 | 3.18 | -0.26 | 6.06 | 6.72 | 6.93 | -0.21 | 11.65 | 12.71 | 13.32 | -0.61 |
Credit Suisse First Boston | MADPK13 | MDPK 2014-13A | 10/5/2023 | 0.98 | 0.30 | 0.55 | 0.30 | 0.25 | 2.81 | 2.48 | 2.75 | -0.27 | 6.09 | 5.19 | 5.95 | -0.76 | 11.52 | 10.77 | 11.27 | -0.49 |
Park Avenue Institutional Advisers | PKAV191 | PAIA 2019-1A | 10/11/2023 | 1.04 | 0.34 | 0.11 | 0.35 | -0.24 | 2.58 | 2.41 | 2.67 | -0.27 | 6.20 | 5.31 | 6.43 | -1.12 | 11.86 | 10.89 | 12.30 | -1.42 |
AGL Credit | AGLCL17 | AGL 2022-17A | 10/6/2023 | 1.14 | 0.37 | 0.33 | 0.42 | -0.09 | 2.70 | 2.82 | 3.09 | -0.27 | 5.42 | 6.15 | 6.20 | -0.05 | 10.89 | 12.08 | 12.45 | -0.37 |
Neuberger Berman | NEUB17 | NEUB 2014-17A | 10/12/2023 | 1.05 | 0.34 | 0.30 | 0.36 | -0.06 | 2.57 | 2.43 | 2.70 | -0.27 | 6.23 | 5.63 | 6.55 | -0.92 | 12.25 | 11.49 | 12.87 | -1.38 |
PineBridge Investments | GALAX27 | GALXY 2018-27A | 10/3/2023 | 1.02 | 1.02 | 1.01 | 1.04 | -0.04 | 3.04 | 2.84 | 3.11 | -0.27 | 6.20 | 5.97 | 6.35 | -0.38 | 11.87 | 12.09 | 12.16 | -0.06 |
First Eagle Private Credit | WNDRV173 | WINDR 2017-3A | 10/3/2023 | 1.04 | 0.68 | 0.61 | 0.71 | -0.10 | 3.04 | 2.89 | 3.16 | -0.27 | 6.20 | 5.79 | 6.45 | -0.66 | 11.84 | 10.98 | 12.32 | -1.34 |
Invesco | RISRV | RSRVA 2016-3A | 10/4/2023 | 0.94 | 0.63 | 0.47 | 0.59 | -0.11 | 2.88 | 2.42 | 2.69 | -0.27 | 6.09 | 5.74 | 5.70 | 0.04 | 11.85 | 11.24 | 11.10 | 0.15 |
Sixth Street | TICP14 | TICP 2019-14A | 10/10/2023 | 1.00 | 0.59 | 0.45 | 0.59 | -0.14 | 2.76 | 2.50 | 2.77 | -0.27 | 6.14 | 5.36 | 6.16 | -0.80 | 11.79 | 11.33 | 11.83 | -0.50 |
Orchard First Source Asset Management | OFSIB8 | OFSBS 2017-1A | 10/3/2023 | 1.02 | 0.72 | 0.59 | 0.74 | -0.14 | 3.09 | 2.89 | 3.16 | -0.27 | 6.07 | 5.76 | 6.21 | -0.45 | 11.71 | 11.72 | 11.98 | -0.26 |
Octagon Credit Investors | OCTAG30 | OCT30 2017-1A | 10/12/2023 | 0.99 | 0.45 | 0.38 | 0.44 | -0.06 | 2.63 | 2.34 | 2.61 | -0.27 | 6.24 | 5.94 | 6.20 | -0.26 | 12.04 | 11.34 | 11.96 | -0.62 |
PPM America | PPMC4 | PPMC 2020-4A | 10/5/2023 | 1.05 | 0.58 | 0.52 | 0.62 | -0.09 | 2.77 | 2.65 | 2.92 | -0.27 | 6.05 | 5.99 | 6.38 | -0.39 | 11.64 | 11.66 | 12.27 | -0.60 |
Ballyrock Investment Advisors | BALLY19 | BALLY 2022-19A | 10/13/2023 | 0.93 | 0.57 | 0.53 | 0.53 | 0.00 | 2.55 | 2.10 | 2.37 | -0.27 | 6.19 | 5.86 | 5.75 | 0.11 | | | | |
Vibrant Capital Partners | VIBR15 | VIBR 2021-15A | 10/10/2023 | 1.06 | 0.46 | 0.33 | 0.49 | -0.16 | 2.76 | 2.65 | 2.92 | -0.27 | 6.14 | 5.83 | 6.50 | -0.66 | 11.77 | 11.99 | 12.45 | -0.46 |
Putnam Investments | CAPC37C2 | PUTNM 2022-1A | 10/6/2023 | 1.06 | 0.41 | 0.23 | 0.44 | -0.21 | 2.73 | 2.63 | 2.90 | -0.27 | 6.03 | 6.11 | 6.40 | -0.29 | | | | |
Neuberger Berman | NEUB48 | NEUB 2022-48A | 10/16/2023 | 1.05 | 0.28 | 0.11 | 0.30 | -0.19 | 2.59 | 2.45 | 2.72 | -0.27 | 6.20 | 5.83 | 6.51 | -0.68 | 12.32 | 12.50 | 12.95 | -0.45 |
First Eagle Private Credit | WNDR143K | WINDR 2014-3KRA | 10/3/2023 | 1.11 | 1.01 | 1.17 | 1.12 | 0.05 | 3.04 | 3.11 | 3.38 | -0.27 | 6.20 | 6.52 | 6.90 | -0.38 | 11.84 | 11.48 | 13.18 | -1.70 |
Greywolf Capital Management | GREYW5 | GWOLF 2015-1A | 10/16/2023 | 1.07 | 0.94 | 0.92 | 1.00 | -0.08 | 2.58 | 2.48 | 2.76 | -0.27 | 6.19 | 5.83 | 6.61 | -0.78 | 12.38 | 11.91 | 13.22 | -1.31 |
Apollo Global Management | ALM2020 | ALM 2020-1A | 10/6/2023 | 1.02 | 0.34 | 0.47 | 0.35 | 0.12 | 2.65 | 2.43 | 2.70 | -0.27 | 5.94 | 5.73 | 6.06 | -0.34 | 11.45 | 11.40 | 11.70 | -0.30 |
Octagon Credit Investors | OCTAG15 | OCT15 2013-1A | 10/11/2023 | 0.99 | 0.40 | 0.33 | 0.40 | -0.07 | 2.75 | 2.45 | 2.72 | -0.27 | 6.25 | 5.91 | 6.19 | -0.28 | 11.90 | 11.11 | 11.79 | -0.68 |
AGL Credit | AGLCL20 | AGL 2022-20A | 10/5/2023 | 1.09 | 0.43 | 0.36 | 0.47 | -0.12 | 2.78 | 2.76 | 3.03 | -0.27 | 6.06 | 6.19 | 6.61 | -0.43 | | | | |
Sculptor Loan Management | SCUL29 | SCUL 29A | 10/12/2023 | 1.08 | 0.34 | 0.23 | 0.36 | -0.14 | 2.54 | 2.46 | 2.74 | -0.28 | 6.20 | 5.93 | 6.68 | -0.74 | 12.22 | 12.55 | 13.16 | -0.60 |
Blackstone | DAVISPK | DAVIS 2022-1A | 10/5/2023 | 1.05 | 0.43 | 0.23 | 0.45 | -0.22 | 2.78 | 2.63 | 2.91 | -0.28 | 6.06 | 5.76 | 6.34 | -0.58 | | | | |
AEGON USA Investment Management | CEDARF15 | CEDF 2022-15A | 10/10/2023 | 0.86 | 0.35 | 0.20 | 0.30 | -0.10 | 2.76 | 2.09 | 2.37 | -0.28 | 6.14 | 5.03 | 5.27 | -0.24 | | | | |
ICG Debt Advisors | ICGU1403 | ICG 2014-3A | 10/17/2023 | 0.92 | 0.21 | 0.22 | 0.19 | 0.02 | 2.61 | 2.12 | 2.39 | -0.28 | 6.10 | 5.33 | 5.60 | -0.27 | 12.22 | 11.32 | 11.20 | 0.12 |
Voya Alternative Asset Management | VOY2002 | VOYA 2020-2A | 10/10/2023 | 1.03 | 0.69 | 0.55 | 0.72 | -0.16 | 2.75 | 2.56 | 2.84 | -0.28 | 6.14 | 5.87 | 6.33 | -0.45 | 8.75 | 8.72 | 9.02 | -0.30 |
Blackstone | BURNP | BURNH 2016-1A | 10/5/2023 | 1.01 | 0.43 | 0.36 | 0.44 | -0.08 | 2.83 | 2.58 | 2.85 | -0.28 | 6.04 | 5.59 | 6.09 | -0.51 | 11.63 | 10.90 | 11.74 | -0.84 |
Barings | BAS193 | BABSN 2019-3A | 10/10/2023 | 1.06 | 0.46 | 0.42 | 0.49 | -0.07 | 2.76 | 2.66 | 2.93 | -0.28 | 6.14 | 6.11 | 6.53 | -0.42 | 11.77 | 12.22 | 12.51 | -0.29 |
Ballyrock Investment Advisors | BALLY18 | BALLY 2021-18A | 10/6/2023 | 1.02 | 0.34 | 0.30 | 0.34 | -0.04 | 2.61 | 2.39 | 2.67 | -0.28 | 5.94 | 5.78 | 6.09 | -0.31 | 11.49 | 12.18 | 11.77 | 0.41 |
Apollo Global Management | RRCL12 | RRAM 2020-12A | 10/6/2023 | 1.03 | 0.33 | 0.27 | 0.34 | -0.07 | 2.61 | 2.41 | 2.69 | -0.28 | 5.94 | 5.56 | 6.12 | -0.56 | 11.49 | 11.39 | 11.83 | -0.44 |
Investcorp Credit Management | JAMES16 | JTWN 2021-16A | 10/11/2023 | 1.09 | 0.40 | 0.26 | 0.44 | -0.17 | 2.73 | 2.69 | 2.97 | -0.28 | 6.24 | 6.27 | 6.78 | -0.50 | 11.90 | 12.83 | 12.93 | -0.10 |
Blackstone | GRIPP | GRIPP 2017-1A | 10/5/2023 | 1.01 | 0.43 | 0.46 | 0.44 | 0.03 | 2.84 | 2.59 | 2.87 | -0.28 | 6.02 | 5.47 | 6.09 | -0.62 | 11.61 | 10.68 | 11.76 | -1.08 |
CIFC Asset Management | CIFC204 | CIFC 2020-4A | 10/2/2023 | 1.02 | 0.95 | 0.72 | 0.97 | -0.25 | 3.31 | 3.09 | 3.37 | -0.28 | 6.52 | 6.02 | 6.64 | -0.62 | 12.58 | 12.73 | 12.82 | -0.09 |
AEGON USA Investment Management | CEDARF10 | CEDF 2019-10A | 10/10/2023 | 0.97 | 0.46 | 0.42 | 0.44 | -0.03 | 2.76 | 2.39 | 2.67 | -0.28 | 6.14 | 5.63 | 5.94 | -0.31 | 11.75 | 11.06 | 11.36 | -0.31 |
Nassau Corporate Credit | NASS192 | NCC 2019-IIA | 10/3/2023 | 1.04 | 0.69 | 0.76 | 0.72 | 0.04 | 3.04 | 2.87 | 3.15 | -0.28 | 6.21 | 6.20 | 6.44 | -0.24 | 11.88 | 10.13 | 12.32 | -2.18 |
Blackstone | GLBTPK | GILBT 2017-1A | 9/29/2023 | 1.03 | 0.96 | 0.89 | 0.99 | -0.09 | 3.45 | 3.25 | 3.54 | -0.28 | 6.47 | 6.29 | 6.64 | -0.35 | 12.54 | 11.90 | 12.86 | -0.95 |
Bardin Hill Investment Partners | HALCL152 | HLA 2015-2A | 10/11/2023 | 1.03 | 0.95 | 1.02 | 0.97 | 0.05 | 2.72 | 2.52 | 2.80 | -0.28 | 6.18 | 2.75 | 6.37 | -3.61 | 8.06 | 3.52 | 8.30 | -4.78 |
Fort Washington Investment Advisors | FTWA1901 | FWIA 2019-1A | 10/10/2023 | 1.03 | 0.46 | 0.27 | 0.47 | -0.20 | 2.76 | 2.56 | 2.84 | -0.28 | 6.14 | 5.52 | 6.31 | -0.80 | 11.76 | 11.02 | 12.10 | -1.08 |
Trimaran Advisors | CATA181 | CRMN 2018-1A | 10/13/2023 | 1.02 | 0.30 | 0.20 | 0.31 | -0.10 | 2.55 | 2.32 | 2.60 | -0.28 | 6.19 | 5.28 | 6.32 | -1.04 | 12.36 | 11.31 | 12.63 | -1.32 |
Ballyrock Investment Advisors | BALLY16 | BALLY 2021-16A | 10/13/2023 | 1.05 | 0.57 | 0.51 | 0.60 | -0.09 | 2.55 | 2.41 | 2.69 | -0.28 | 6.19 | 5.97 | 6.52 | -0.55 | 12.41 | 12.95 | 13.07 | -0.12 |
Morgan Stanley Eaton Vance | MSIM206 | MORGN 2020-6A | 10/11/2023 | 1.07 | 0.35 | 0.13 | 0.37 | -0.24 | 2.58 | 2.47 | 2.75 | -0.28 | 6.20 | 5.82 | 6.62 | -0.80 | 11.86 | 11.89 | 12.66 | -0.78 |
CIFC Asset Management | CIFC215 | CIFC 2021-5A | 10/2/2023 | 1.06 | 0.95 | 0.74 | 1.01 | -0.27 | 3.31 | 3.24 | 3.52 | -0.29 | 6.52 | 6.33 | 6.94 | -0.61 | 12.58 | 13.27 | 13.39 | -0.13 |
Allstate Investment Management | AIMCOC15 | AIMCO 2021-15A | 10/4/2023 | 0.98 | 0.54 | 0.34 | 0.53 | -0.19 | 2.88 | 2.55 | 2.84 | -0.29 | 6.09 | 5.65 | 5.99 | -0.35 | 11.84 | 11.84 | 11.65 | 0.19 |
Clover | AIG1901 | CLVR 2019-1A | 10/5/2023 | 0.94 | 0.42 | 0.12 | 0.40 | -0.28 | 2.77 | 2.32 | 2.60 | -0.29 | 6.06 | 4.77 | 5.69 | -0.92 | 11.63 | 10.55 | 10.93 | -0.38 |
Neuberger Berman | NEUB30 | NEUB 2018-30A | 10/11/2023 | 1.03 | 0.40 | 0.24 | 0.41 | -0.18 | 2.73 | 2.52 | 2.81 | -0.29 | 6.24 | 5.73 | 6.40 | -0.67 | 11.93 | 11.51 | 12.24 | -0.73 |
AGL Credit | AGLCL16 | AGL 2021-16A | 10/5/2023 | 1.17 | 0.43 | 0.38 | 0.50 | -0.12 | 2.78 | 2.96 | 3.25 | -0.29 | 6.06 | 6.71 | 7.08 | -0.37 | 11.65 | 12.89 | 13.62 | -0.73 |
Bain Capital Credit | BAIC182 | BCC 2018-2A | 10/4/2023 | 1.06 | 0.92 | 0.89 | 0.97 | -0.08 | 2.88 | 2.76 | 3.05 | -0.29 | 6.09 | 6.30 | 6.44 | -0.14 | 11.85 | 11.46 | 12.52 | -1.06 |
Neuberger Berman | NEUB43 | NEUB 2021-43A | 10/5/2023 | 1.08 | 0.43 | 0.32 | 0.47 | -0.14 | 2.78 | 2.70 | 2.99 | -0.29 | 6.06 | 5.83 | 6.52 | -0.69 | 11.63 | 12.32 | 12.52 | -0.20 |
Canyon Capital Advisors | CANY202 | CANYC 2020-2A | 10/2/2023 | 1.01 | 0.95 | 0.69 | 0.96 | -0.28 | 3.38 | 3.13 | 3.42 | -0.29 | 6.65 | 6.29 | 6.72 | -0.43 | 12.73 | 13.11 | 12.86 | 0.25 |
Sculptor Loan Management | SCUL28 | SCUL 28A | 10/11/2023 | 1.02 | 0.40 | 0.22 | 0.41 | -0.20 | 2.73 | 2.50 | 2.79 | -0.29 | 6.24 | 6.16 | 6.37 | -0.21 | 11.92 | 12.73 | 12.18 | 0.55 |
Bardin Hill Investment Partners | HALCL153 | HLA 2015-3A | 10/5/2023 | 1.03 | 0.43 | 0.44 | 0.44 | 0.00 | 2.86 | 2.65 | 2.94 | -0.29 | 6.04 | 3.88 | 6.21 | -2.33 | 11.59 | 4.47 | 11.93 | -7.45 |
Sixth Street | SIXST19 | SIXST 2021-19A | 10/10/2023 | 1.03 | 0.33 | 0.23 | 0.34 | -0.11 | 2.76 | 2.55 | 2.84 | -0.29 | 6.14 | 5.32 | 6.32 | -1.00 | 11.72 | 11.51 | 12.06 | -0.55 |
Sixth Street | TICP8 | TICP 2017-8A | 10/10/2023 | 0.97 | 0.46 | 0.26 | 0.45 | -0.19 | 2.76 | 2.40 | 2.69 | -0.29 | 6.14 | 5.18 | 5.98 | -0.80 | 11.77 | 10.93 | 11.47 | -0.53 |
Neuberger Berman | NEUB15 | NEUB 2013-15A | 10/4/2023 | 1.02 | 0.54 | 0.53 | 0.55 | -0.02 | 2.88 | 2.65 | 2.95 | -0.29 | 6.11 | 5.42 | 6.25 | -0.83 | 11.63 | 10.85 | 11.90 | -1.05 |
Nuveen | SYMPH19 | SYMP 2018-19A | 10/6/2023 | 0.96 | 0.22 | -0.15 | 0.21 | -0.36 | 2.63 | 2.22 | 2.52 | -0.29 | 6.02 | 4.77 | 5.76 | -0.99 | 8.25 | 6.86 | 7.89 | -1.03 |
Barings | BAS183 | BABSN 2018-3A | 10/10/2023 | 1.01 | 0.46 | 0.42 | 0.47 | -0.05 | 2.80 | 2.54 | 2.84 | -0.29 | 6.14 | 5.75 | 6.23 | -0.48 | 11.75 | 11.56 | 11.91 | -0.35 |
MJX Asset Management | VENT33 | VENTR 2018-33A | 10/2/2023 | 1.15 | 0.95 | 0.91 | 1.09 | -0.19 | 3.31 | 3.50 | 3.80 | -0.29 | 6.40 | 6.53 | 7.33 | -0.80 | 12.57 | 11.76 | 14.41 | -2.65 |
CIFC Asset Management | CIFC221 | CIFC 2022-1A | 10/2/2023 | 1.07 | 0.96 | 0.72 | 1.02 | -0.30 | 3.39 | 3.33 | 3.62 | -0.29 | 6.52 | 6.45 | 6.96 | -0.51 | 12.73 | 13.45 | 13.59 | -0.14 |
Credit Suisse First Boston | ATR14CDO | ATRM 14A | 10/2/2023 | 1.02 | 0.80 | 0.72 | 0.81 | -0.10 | 3.31 | 3.09 | 3.39 | -0.29 | 6.48 | 6.40 | 6.63 | -0.23 | 12.35 | 12.98 | 12.63 | 0.34 |
Blackstone | STRAS211 | STRAS 2021-1A | 10/5/2023 | 1.01 | 0.43 | 0.39 | 0.44 | -0.04 | 2.81 | 2.54 | 2.84 | -0.29 | 6.04 | 5.47 | 6.10 | -0.63 | 11.63 | 12.00 | 11.74 | 0.26 |
Allstate Investment Management | AIMCO18A | AIMCO 2018-AA | 10/4/2023 | 0.93 | 0.54 | 0.28 | 0.50 | -0.22 | 2.89 | 2.39 | 2.69 | -0.30 | 6.09 | 5.38 | 5.67 | -0.28 | 11.83 | 11.12 | 11.01 | 0.11 |
Voya Alternative Asset Management | VOY1903 | VOYA 2019-3A | 10/4/2023 | 1.03 | 0.65 | 0.52 | 0.67 | -0.15 | 2.87 | 2.65 | 2.95 | -0.30 | 6.09 | 6.01 | 6.25 | -0.24 | 11.84 | 11.73 | 12.15 | -0.42 |
Barings | BABS162 | BABSN 2016-2A | 10/10/2023 | 0.99 | 0.46 | 0.18 | 0.45 | -0.27 | 2.76 | 2.43 | 2.73 | -0.30 | 6.14 | 5.88 | 6.07 | -0.19 | 11.76 | 11.96 | 11.62 | 0.34 |
Sixth Street | SIXST17 | SIXST 2021-17A | 10/10/2023 | 1.03 | 0.46 | 0.29 | 0.47 | -0.19 | 2.76 | 2.54 | 2.84 | -0.30 | 6.14 | 5.45 | 6.32 | -0.86 | 11.77 | 11.51 | 12.10 | -0.60 |
Sixth Street | SIXST18 | SIXST 2021-18A | 10/10/2023 | 1.03 | 0.33 | 0.32 | 0.34 | -0.02 | 2.76 | 2.55 | 2.85 | -0.30 | 6.14 | 5.39 | 6.34 | -0.94 | 11.72 | 11.56 | 12.09 | -0.53 |
Sixth Street | TICP13 | TICP 2019-13A | 10/3/2023 | 0.96 | 0.69 | 0.48 | 0.66 | -0.18 | 3.04 | 2.60 | 2.91 | -0.30 | 6.21 | 5.36 | 5.94 | -0.58 | 11.89 | 11.20 | 11.38 | -0.19 |
PineBridge Investments | GALAX28 | GALXY 2018-28A | 10/3/2023 | 1.03 | 0.69 | 0.65 | 0.71 | -0.06 | 3.04 | 2.82 | 3.12 | -0.30 | 6.21 | 5.97 | 6.38 | -0.42 | 11.89 | 12.20 | 12.22 | -0.02 |
Voya Alternative Asset Management | VOY2201 | VOYA 2022-1A | 10/11/2023 | 1.02 | 0.74 | 0.56 | 0.75 | -0.20 | 2.73 | 2.47 | 2.77 | -0.30 | 6.24 | 5.90 | 6.35 | -0.44 | | | | |
Credit Suisse First Boston | MADPK29 | MDPK 2018-29A | 10/5/2023 | 1.08 | 0.43 | 0.44 | 0.47 | -0.03 | 2.78 | 2.70 | 3.01 | -0.30 | 6.06 | 5.90 | 6.55 | -0.65 | 11.64 | 12.33 | 12.59 | -0.26 |
CIFC Asset Management | CIFC211 | CIFC 2021-1A | 10/11/2023 | 1.04 | 0.72 | 0.55 | 0.75 | -0.20 | 2.73 | 2.55 | 2.85 | -0.30 | 6.24 | 5.76 | 6.51 | -0.75 | 11.96 | 12.12 | 12.49 | -0.37 |
Nuveen | SYMPH20 | SYMP 2018-20A | 10/6/2023 | 0.93 | 0.21 | 0.00 | 0.20 | -0.20 | 2.61 | 2.12 | 2.42 | -0.31 | 5.99 | 4.97 | 5.57 | -0.60 | 11.42 | 10.23 | 10.61 | -0.39 |
Jefferies Finance | APEXC182 | APEXC 2018-2A | 10/10/2023 | 1.24 | 0.38 | 0.41 | 0.47 | -0.06 | 2.76 | 3.10 | 3.41 | -0.31 | 6.14 | 6.14 | 7.59 | -1.45 | 11.72 | 11.15 | 14.48 | -3.33 |
Aristotle | TRES5 | TREST 2021-5A | 10/5/2023 | 1.11 | 0.33 | 0.29 | 0.37 | -0.08 | 2.78 | 2.77 | 3.08 | -0.31 | 6.06 | 6.12 | 6.71 | -0.59 | 11.61 | 12.34 | 12.86 | -0.52 |
Sculptor Loan Management | SCUL26 | SCUL 26A | 10/11/2023 | 1.06 | 0.40 | 0.27 | 0.43 | -0.16 | 2.73 | 2.58 | 2.89 | -0.31 | 6.24 | 6.15 | 6.60 | -0.45 | 11.93 | 12.62 | 12.62 | 0.00 |
Barings | BAS223 | BABSN 2022-3A | 10/10/2023 | 1.04 | 0.46 | 0.40 | 0.48 | -0.07 | 2.76 | 2.56 | 2.87 | -0.31 | 6.14 | 5.67 | 6.38 | -0.71 | | | | |
Canyon Capital Advisors | CANY213 | CANYC 2021-3A | 10/2/2023 | 1.04 | 0.95 | 0.72 | 0.99 | -0.28 | 3.38 | 3.21 | 3.52 | -0.31 | 6.65 | 6.11 | 6.93 | -0.82 | 12.73 | 13.07 | 13.26 | -0.19 |
WhiteStar | TSTAT221 | TSTAT 2022-1A | 10/10/2023 | 1.04 | 0.57 | 0.29 | 0.59 | -0.30 | 2.79 | 2.58 | 2.89 | -0.31 | 6.15 | 5.59 | 6.38 | -0.79 | | | | |
PPM America | PPMC5 | PPMC 2021-5A | 10/5/2023 | 1.07 | 0.58 | 0.49 | 0.62 | -0.13 | 2.77 | 2.64 | 2.95 | -0.31 | 6.05 | 6.07 | 6.45 | -0.39 | 11.64 | 12.07 | 12.40 | -0.33 |
Five Arrows Managers | OCEANT8 | OCTR 2020-8A | 10/6/2023 | 1.05 | 0.41 | -0.33 | 0.43 | -0.76 | 2.61 | 2.42 | 2.73 | -0.31 | 5.95 | 5.68 | 6.22 | -0.54 | 11.51 | 11.41 | 12.05 | -0.64 |
AGL Credit | AGLCL18 | ASTAT 2022-18A | 10/6/2023 | 1.04 | 0.37 | 0.16 | 0.38 | -0.22 | 2.73 | 2.53 | 2.84 | -0.31 | 5.45 | 5.84 | 5.67 | 0.17 | | | | |
Benefit Street Partners | SHAC134R | SHACK 2013-4RA | 10/3/2023 | 1.12 | 0.76 | 0.74 | 0.85 | -0.11 | 3.12 | 3.19 | 3.50 | -0.31 | 6.25 | 6.28 | 7.01 | -0.73 | 12.55 | 12.52 | 14.06 | -1.54 |
Voya Alternative Asset Management | VOY1802 | VOYA 2018-2A | 10/3/2023 | 1.04 | 0.78 | 0.68 | 0.81 | -0.13 | 3.05 | 2.85 | 3.16 | -0.31 | 6.21 | 6.05 | 6.45 | -0.40 | 11.88 | 11.41 | 12.34 | -0.93 |
Nuveen | TIAAC1 | TIA 2016-1A | 10/11/2023 | 1.01 | 0.40 | 0.22 | 0.41 | -0.19 | 2.75 | 2.47 | 2.78 | -0.31 | 6.26 | 5.74 | 6.32 | -0.58 | 11.95 | 11.22 | 12.07 | -0.85 |
PGIM | DRYDN77 | DRSLF 2020-77A | 9/29/2023 | 1.03 | 0.99 | 0.78 | 1.01 | -0.23 | 3.43 | 3.21 | 3.52 | -0.31 | 6.69 | 6.23 | 6.86 | -0.63 | 12.59 | 12.16 | 12.91 | -0.74 |
Carlyle Group | CARLG191 | CGMS 2019-1A | 10/10/2023 | 1.08 | 0.46 | 0.23 | 0.50 | -0.27 | 2.76 | 2.68 | 3.00 | -0.31 | 6.14 | 6.02 | 6.66 | -0.64 | 11.76 | 11.72 | 12.76 | -1.04 |
Blackstone | PCEPK | PCEPK 2021-1A | 10/5/2023 | 1.04 | 0.90 | 0.79 | 0.94 | -0.15 | 2.78 | 2.59 | 2.90 | -0.31 | 6.06 | 5.58 | 6.32 | -0.74 | 11.65 | 11.82 | 12.16 | -0.34 |
Octagon Credit Investors | OCTAG35 | OCT35 2018-1A | 10/12/2023 | 1.00 | 0.45 | 0.32 | 0.45 | -0.13 | 2.62 | 2.31 | 2.63 | -0.32 | 6.22 | 5.85 | 6.25 | -0.40 | 12.02 | 11.44 | 12.07 | -0.63 |
Beach Point | SANDPK | SAND 2021-1A | 10/2/2023 | 1.05 | 0.95 | 0.75 | 1.00 | -0.25 | 3.38 | 3.23 | 3.55 | -0.32 | 6.65 | 6.75 | 6.98 | -0.23 | 12.73 | 13.13 | 13.35 | -0.22 |
Greywolf Capital Management | GREYW2 | GWOLF 2013-1A | 10/4/2023 | 1.12 | 0.85 | 0.92 | 0.96 | -0.04 | 2.87 | 2.91 | 3.23 | -0.32 | 6.10 | 6.22 | 6.85 | -0.63 | 11.65 | 12.24 | 13.08 | -0.84 |
Credit Suisse First Boston | MADPK21 | MDPK 2016-21A | 10/2/2023 | 1.05 | 0.89 | 0.86 | 0.94 | -0.08 | 3.31 | 3.17 | 3.49 | -0.32 | 6.40 | 6.17 | 6.74 | -0.57 | 12.57 | 13.24 | 13.25 | -0.02 |
Anchorage Capital Group | GARR161 | GARR 2016-1A | 10/10/2023 | 0.99 | 0.38 | 0.30 | 0.38 | -0.08 | 2.76 | 2.41 | 2.73 | -0.32 | 6.14 | 6.32 | 6.07 | 0.25 | 8.54 | 9.10 | 8.45 | 0.65 |
Barings | BAS212 | BABSN 2021-2A | 10/3/2023 | 1.06 | 0.71 | 0.62 | 0.75 | -0.14 | 3.04 | 2.89 | 3.22 | -0.32 | 6.20 | 6.02 | 6.56 | -0.55 | 11.86 | 12.13 | 12.57 | -0.43 |
ORIX Advisers | MARIL7 | SPEAK 2019-1A | 10/18/2023 | 1.07 | 0.21 | 0.14 | 0.22 | -0.08 | 2.60 | 2.46 | 2.78 | -0.32 | 6.10 | 5.48 | 6.51 | -1.04 | 11.97 | 10.97 | 12.80 | -1.82 |
Neuberger Berman | NEUB32 | NEUB 2019-32A | 10/10/2023 | 0.99 | 0.46 | 0.18 | 0.45 | -0.28 | 2.76 | 2.41 | 2.73 | -0.32 | 6.14 | 5.55 | 6.07 | -0.52 | 11.77 | 11.03 | 11.63 | -0.60 |
HPS Investment Partners | HIBLM156 | HLM 6A-2015 | 9/25/2023 | 1.04 | 1.47 | 1.24 | 1.52 | -0.28 | 4.06 | 3.89 | 4.21 | -0.33 | 7.81 | 7.32 | 8.10 | -0.78 | 11.19 | 10.87 | 11.60 | -0.74 |
CIFC Asset Management | CIFC171 | CIFC 2017-1A | 10/6/2023 | 0.99 | 0.37 | 0.52 | 0.37 | 0.16 | 2.76 | 2.41 | 2.74 | -0.33 | 5.47 | 5.04 | 5.44 | -0.40 | 10.88 | 10.47 | 10.82 | -0.36 |
PineBridge Investments | GALAX20 | GALXY 2015-20A | 10/10/2023 | 1.02 | 0.53 | 0.30 | 0.54 | -0.24 | 2.78 | 2.51 | 2.83 | -0.33 | 6.16 | 5.84 | 6.27 | -0.44 | 11.79 | 11.90 | 12.01 | -0.11 |
Voya Alternative Asset Management | VOY2101 | VOYA 2021-1A | 10/4/2023 | 1.07 | 0.65 | 0.55 | 0.70 | -0.15 | 2.87 | 2.75 | 3.08 | -0.33 | 6.11 | 5.95 | 6.54 | -0.59 | 9.05 | 9.08 | 9.69 | -0.62 |
Neuberger Berman | NEUB36 | NEUB 2020-36A | 10/11/2023 | 1.04 | 0.40 | 0.30 | 0.42 | -0.12 | 2.73 | 2.52 | 2.85 | -0.33 | 6.24 | 5.69 | 6.51 | -0.82 | 11.93 | 11.53 | 12.45 | -0.92 |
Blackstone | HARPK | HRPK 2020-1A | 10/5/2023 | 1.08 | 0.43 | 0.17 | 0.46 | -0.29 | 2.78 | 2.66 | 2.99 | -0.33 | 6.06 | 5.64 | 6.52 | -0.87 | 11.64 | 11.39 | 12.53 | -1.14 |
Carlyle Group | CARLG172 | CGMS 2017-2A | 10/10/2023 | 1.10 | 0.46 | 0.27 | 0.50 | -0.24 | 2.78 | 2.72 | 3.05 | -0.33 | 6.16 | 6.23 | 6.75 | -0.53 | 11.78 | 12.11 | 12.92 | -0.81 |
Morgan Stanley Eaton Vance | EATON201 | EATON 2020-1A | 10/4/2023 | 1.03 | 0.54 | 0.49 | 0.56 | -0.06 | 2.87 | 2.62 | 2.95 | -0.33 | 6.11 | 5.62 | 6.28 | -0.66 | 11.63 | 12.18 | 11.95 | 0.23 |
KKR Financial Advisors | KKR42 | KKR 42A | 10/2/2023 | 1.08 | 0.95 | 1.08 | 1.03 | 0.05 | 3.38 | 3.33 | 3.66 | -0.33 | 6.65 | 6.73 | 7.20 | -0.48 | | | | |
Canyon Capital Advisors | CANY141 | CANYC 2014-1A | 10/20/2023 | 0.97 | 0.46 | 0.35 | 0.45 | -0.10 | 2.52 | 2.11 | 2.44 | -0.33 | 5.97 | 5.74 | 5.79 | -0.05 | 12.41 | 12.68 | 12.04 | 0.64 |
New York Life Investment Management | FLTIR20 | FLAT 2020-1A | 10/10/2023 | 1.02 | 0.46 | 0.29 | 0.47 | -0.18 | 2.76 | 2.48 | 2.81 | -0.33 | 6.14 | 5.40 | 6.25 | -0.85 | 11.77 | 11.77 | 11.97 | -0.20 |
MJX Asset Management | VENT31 | VENTR 2018-31A | 10/10/2023 | 1.10 | 0.38 | 0.39 | 0.42 | -0.03 | 2.77 | 2.72 | 3.05 | -0.33 | 6.14 | 6.20 | 6.78 | -0.58 | 11.75 | 10.74 | 12.96 | -2.21 |
PGIM | DRYDN108 | DRSLF 2022-108A | 10/2/2023 | 0.98 | 0.95 | 0.71 | 0.94 | -0.23 | 3.39 | 3.00 | 3.34 | -0.34 | 6.65 | 6.31 | 6.55 | -0.24 | | | | |
Carlyle Group | CARLG124 | CGMS 2012-4A | 10/11/2023 | 1.05 | 0.64 | 0.51 | 0.68 | -0.16 | 2.58 | 2.37 | 2.71 | -0.34 | 6.16 | 5.94 | 6.48 | -0.54 | 11.95 | 11.97 | 12.56 | -0.59 |
Napier Park Global Capital | REGATF10 | REG10 2017-3A | 10/5/2023 | 0.91 | 0.58 | 0.54 | 0.53 | 0.01 | 2.79 | 2.19 | 2.52 | -0.34 | 6.07 | 5.25 | 5.50 | -0.26 | 11.66 | 11.04 | 10.56 | 0.48 |
ZAIS Group | ZAIS13 | ZAIS 2019-13A | 10/3/2023 | 1.23 | 0.71 | 0.94 | 0.87 | 0.06 | 3.04 | 3.41 | 3.74 | -0.34 | 6.20 | 6.87 | 7.65 | -0.78 | 11.88 | 12.42 | 14.64 | -2.23 |
Credit Suisse First Boston | ATR15CDO | ATRM 15A | 10/10/2023 | 1.04 | 0.33 | 0.23 | 0.34 | -0.11 | 2.68 | 2.45 | 2.79 | -0.34 | 6.19 | 5.86 | 6.43 | -0.57 | 11.71 | 12.32 | 12.17 | 0.15 |
First Eagle Private Credit | WNDRV132 | WINDR 2013-2A | 10/4/2023 | 1.00 | 0.52 | 0.56 | 0.52 | 0.04 | 2.92 | 2.58 | 2.92 | -0.34 | 6.11 | 5.52 | 6.12 | -0.59 | 11.87 | 10.40 | 11.89 | -1.49 |
KKR Financial Advisors | KKR43 | KKR 2022-43A | 10/2/2023 | 1.06 | 0.95 | 1.00 | 1.01 | -0.01 | 3.38 | 3.23 | 3.57 | -0.34 | 6.65 | 6.51 | 7.03 | -0.52 | | | | |
Barings | BAS201 | BABSN 2020-1A | 10/3/2023 | 1.11 | 0.69 | 0.71 | 0.77 | -0.05 | 3.04 | 3.02 | 3.36 | -0.34 | 6.21 | 6.17 | 6.87 | -0.70 | 11.89 | 12.12 | 13.15 | -1.03 |
Blackstone | PARPK | PARPK 2021-1A | 10/5/2023 | 1.12 | 0.43 | 0.24 | 0.48 | -0.24 | 2.78 | 2.78 | 3.11 | -0.34 | 6.05 | 5.74 | 6.78 | -1.04 | 11.64 | 11.72 | 13.05 | -1.32 |
Octagon Credit Investors | OCTAG50 | OCT50 2020-4A | 10/5/2023 | 1.01 | 0.40 | 0.26 | 0.41 | -0.15 | 2.75 | 2.45 | 2.79 | -0.34 | 5.42 | 5.03 | 5.50 | -0.46 | 10.86 | 10.25 | 11.01 | -0.75 |
Blackrock Financial Management | MAGNET8 | MAGNE 2014-8A | 10/3/2023 | 0.91 | 0.78 | 0.48 | 0.71 | -0.23 | 3.04 | 2.43 | 2.77 | -0.34 | 6.19 | 5.51 | 5.64 | -0.13 | 11.86 | 11.19 | 10.81 | 0.38 |
CIFC Asset Management | CIFC174 | CIFC 2017-4A | 10/10/2023 | 1.02 | 0.39 | 0.38 | 0.39 | -0.01 | 2.80 | 2.51 | 2.85 | -0.34 | 6.18 | 5.83 | 6.29 | -0.46 | 11.74 | 11.47 | 11.95 | -0.48 |
Apollo Global Management | RRCL19 | RRAM 2021-19A | 10/6/2023 | 1.08 | 0.33 | 0.19 | 0.36 | -0.17 | 2.61 | 2.47 | 2.81 | -0.34 | 5.94 | 5.57 | 6.41 | -0.84 | 11.49 | 12.37 | 12.39 | -0.01 |
Nassau Corporate Credit | NASS191 | NCC 2019-IA | 10/3/2023 | 1.18 | 0.69 | 1.18 | 0.82 | 0.37 | 3.04 | 3.24 | 3.58 | -0.34 | 6.21 | 6.50 | 7.30 | -0.80 | 11.88 | 10.53 | 13.97 | -3.44 |
CIFC Asset Management | CIFC223 | CIFC 2022-3A | 10/6/2023 | 1.08 | 0.41 | 0.21 | 0.44 | -0.23 | 2.70 | 2.56 | 2.91 | -0.34 | 5.42 | 5.18 | 5.83 | -0.65 | | | | |
Sculptor Loan Management | SCUL30 | SCUL 30A | 10/11/2023 | 1.01 | 0.40 | 0.22 | 0.41 | -0.19 | 2.73 | 2.41 | 2.76 | -0.34 | 6.24 | 5.72 | 6.29 | -0.57 | | | | |
Barings | BAS184 | BABSN 2018-4A | 10/3/2023 | 1.04 | 0.93 | 0.82 | 0.97 | -0.16 | 3.04 | 2.82 | 3.16 | -0.34 | 6.21 | 5.86 | 6.46 | -0.60 | 11.92 | 11.51 | 12.41 | -0.90 |
CarVal | CARV3 | CARVL 2019-2A | 10/10/2023 | 1.04 | 0.38 | 0.22 | 0.40 | -0.18 | 2.76 | 2.54 | 2.88 | -0.34 | 6.14 | 5.65 | 6.41 | -0.75 | 11.75 | 11.68 | 12.26 | -0.59 |
Nuveen | SYMPH15 | SYMP 2014-15A | 10/10/2023 | 0.95 | 0.57 | 0.33 | 0.54 | -0.21 | 2.76 | 2.28 | 2.63 | -0.34 | 6.14 | 5.48 | 5.84 | -0.37 | 11.78 | 10.47 | 11.20 | -0.73 |
Blackstone | BCRD2201 | BCRED 2022-1A | 10/5/2023 | 1.14 | 0.43 | 0.24 | 0.49 | -0.25 | 2.77 | 2.81 | 3.16 | -0.34 | 6.06 | 6.27 | 6.90 | -0.63 | | | | |
PGIM | DRYDN72 | DRSLF 2019-72A | 9/29/2023 | 1.03 | 0.99 | 0.82 | 1.02 | -0.20 | 3.43 | 3.21 | 3.55 | -0.35 | 6.69 | 6.34 | 6.92 | -0.58 | 12.58 | 12.09 | 13.02 | -0.93 |
CIFC Asset Management | CIFC202 | CIFC 2020-2A | 10/5/2023 | 1.02 | 0.43 | 0.28 | 0.44 | -0.16 | 2.78 | 2.49 | 2.83 | -0.35 | 6.06 | 5.56 | 6.18 | -0.62 | 11.65 | 11.61 | 11.89 | -0.27 |
Blackstone | TPRK | TPRK 2021-1A | 9/29/2023 | 1.13 | 0.96 | 0.90 | 1.08 | -0.18 | 3.43 | 3.54 | 3.89 | -0.35 | 6.49 | 6.50 | 7.35 | -0.85 | 12.56 | 13.19 | 14.23 | -1.05 |
Neuberger Berman | NEUB40 | NEUB 2021-40A | 10/4/2023 | 1.04 | 0.54 | 0.33 | 0.56 | -0.23 | 2.87 | 2.63 | 2.98 | -0.35 | 6.11 | 5.56 | 6.33 | -0.77 | 11.62 | 11.56 | 12.05 | -0.49 |
CVC Credit Partners | APIDO24 | APID 2016-24A | 10/10/2023 | 1.03 | 0.46 | 0.16 | 0.48 | -0.32 | 2.76 | 2.51 | 2.85 | -0.35 | 6.14 | 5.97 | 6.35 | -0.38 | 11.77 | 12.05 | 12.16 | -0.11 |
Park Avenue Institutional Advisers | PKAV192 | PAIA 2019-2A | 10/3/2023 | 1.02 | 0.59 | 0.27 | 0.60 | -0.34 | 3.04 | 2.76 | 3.11 | -0.35 | 6.25 | 5.27 | 6.40 | -1.13 | 11.75 | 10.50 | 12.03 | -1.52 |
Neuberger Berman | NEUB34 | NEUB 2019-34A | 10/11/2023 | 1.04 | 0.40 | 0.21 | 0.42 | -0.21 | 2.73 | 2.48 | 2.83 | -0.35 | 6.24 | 5.75 | 6.46 | -0.72 | 11.93 | 11.50 | 12.36 | -0.86 |
Blackstone | ALLGPK | ALLPK 2019-1A | 10/5/2023 | 1.10 | 0.43 | 0.18 | 0.47 | -0.29 | 2.77 | 2.69 | 3.04 | -0.35 | 6.05 | 5.76 | 6.64 | -0.88 | 11.64 | 11.34 | 12.77 | -1.43 |
CIFC Asset Management | CIFC225 | CIFC 2022-5A | 10/2/2023 | 0.94 | 0.95 | 0.65 | 0.89 | -0.24 | 3.31 | 2.74 | 3.09 | -0.35 | 6.52 | 5.47 | 6.09 | -0.62 | | | | |
Greywolf Capital Management | GREYW4R | GWOLF 2019-1A | 10/5/2023 | 1.13 | 0.80 | 0.86 | 0.89 | -0.04 | 2.75 | 2.75 | 3.10 | -0.35 | 6.06 | 6.16 | 6.81 | -0.66 | 11.66 | 12.11 | 13.12 | -1.01 |
PGIM | DRYDN87 | DRSLF 2021-87A | 9/29/2023 | 1.03 | 0.99 | 0.74 | 1.02 | -0.27 | 3.89 | 3.65 | 4.00 | -0.35 | 6.69 | 6.22 | 6.89 | -0.66 | 12.59 | 12.36 | 12.95 | -0.60 |
Sculptor Loan Management | OZLM24 | OZLM 2019-24A | 10/11/2023 | 1.03 | 0.40 | 0.25 | 0.42 | -0.16 | 2.73 | 2.46 | 2.82 | -0.35 | 6.24 | 5.63 | 6.43 | -0.80 | 11.92 | 11.79 | 12.29 | -0.50 |
PGIM | DRYDN70 | DRSLF 2018-70A | 10/2/2023 | 1.00 | 0.95 | 0.75 | 0.96 | -0.20 | 3.38 | 3.04 | 3.39 | -0.35 | 6.65 | 6.24 | 6.66 | -0.42 | 12.72 | 12.14 | 12.75 | -0.61 |
CVC Credit Partners | APIDO40 | APID 2022-40A | 10/3/2023 | 0.95 | 0.69 | 0.33 | 0.66 | -0.33 | 3.04 | 2.53 | 2.88 | -0.35 | 6.21 | 5.33 | 5.89 | -0.57 | | | | |
CarVal | CARV2 | CARVL 2019-1A | 10/10/2023 | 1.04 | 0.46 | 0.27 | 0.48 | -0.21 | 2.76 | 2.52 | 2.87 | -0.35 | 6.14 | 5.68 | 6.38 | -0.71 | 11.78 | 11.74 | 12.25 | -0.51 |
ICG Debt Advisors | ICGU1401 | ICG 2014-1A | 10/12/2023 | 1.00 | 0.36 | 0.46 | 0.36 | 0.10 | 2.61 | 2.25 | 2.60 | -0.35 | 6.21 | 5.64 | 6.19 | -0.55 | 12.01 | 10.86 | 11.96 | -1.11 |
CVC Credit Partners | APIDO36 | APID 2021-36A | 10/10/2023 | 1.02 | 0.46 | 0.06 | 0.47 | -0.40 | 2.76 | 2.45 | 2.80 | -0.35 | 6.14 | 5.45 | 6.23 | -0.79 | 11.76 | 11.80 | 11.94 | -0.14 |
Anchorage Capital Group | ANCH19 | ANCHC 2021-19A | 10/4/2023 | 1.07 | 0.54 | 0.42 | 0.58 | -0.16 | 2.87 | 2.72 | 3.07 | -0.35 | 6.11 | 6.07 | 6.54 | -0.47 | 11.62 | 11.85 | 12.44 | -0.59 |
Neuberger Berman | NEUB20 | NEUB 2015-20A | 10/4/2023 | 1.03 | 0.54 | 0.32 | 0.56 | -0.24 | 2.87 | 2.61 | 2.97 | -0.36 | 6.11 | 5.41 | 6.32 | -0.91 | 11.63 | 11.23 | 12.02 | -0.79 |
Anchorage Capital Group | ANCH16 | ANCHC 2020-16A | 10/10/2023 | 1.07 | 0.46 | 0.31 | 0.49 | -0.18 | 2.76 | 2.59 | 2.94 | -0.36 | 6.14 | 6.12 | 6.54 | -0.43 | 11.76 | 11.84 | 12.53 | -0.69 |
Credit Suisse First Boston | MADPK11 | MDPK 2013-11A | 10/10/2023 | 1.03 | 0.35 | 0.44 | 0.36 | 0.07 | 2.68 | 2.41 | 2.76 | -0.36 | 6.14 | 5.49 | 6.32 | -0.83 | 10.50 | 9.98 | 10.81 | -0.84 |
Carlyle Group | CARLG222 | CGMS 2022-2A | 10/10/2023 | 1.07 | 0.46 | 0.19 | 0.49 | -0.30 | 2.76 | 2.59 | 2.94 | -0.36 | 6.14 | 6.07 | 6.55 | -0.48 | | | | |
Partners Group | PIKP11 | PIPK 2022-11A | 10/13/2023 | 1.13 | 0.27 | 0.19 | 0.31 | -0.12 | 2.55 | 2.52 | 2.88 | -0.36 | 6.19 | 6.28 | 7.00 | -0.72 | | | | |
Blackstone | VYSPK | VYSPK 2022-1A | 10/5/2023 | 1.03 | 0.43 | 0.21 | 0.45 | -0.24 | 2.78 | 2.52 | 2.87 | -0.36 | 6.05 | 5.69 | 6.26 | -0.58 | | | | |
PineBridge Investments | GALAX21 | GALXY 2015-21A | 10/10/2023 | 1.07 | 0.41 | 0.29 | 0.44 | -0.16 | 2.79 | 2.63 | 2.99 | -0.36 | 6.17 | 5.92 | 6.62 | -0.69 | 11.76 | 11.92 | 12.61 | -0.70 |
Seix Advisors | MTNV171 | MVEW 2017-1A | 10/6/2023 | 0.94 | 0.44 | 0.45 | 0.41 | 0.04 | 2.72 | 2.20 | 2.56 | -0.36 | 6.04 | 5.14 | 5.69 | -0.55 | 11.58 | 10.14 | 10.91 | -0.76 |
Blackrock Financial Management | MAGNET26 | MAGNE 2020-26A | 10/13/2023 | 1.01 | 0.76 | 0.58 | 0.77 | -0.19 | 2.55 | 2.22 | 2.58 | -0.36 | 6.19 | 5.42 | 6.25 | -0.83 | 12.42 | 12.38 | 12.54 | -0.15 |
Carlyle Group | CBAM2115 | CBAM 2021-15A | 10/2/2023 | 1.23 | 0.89 | 0.72 | 1.09 | -0.37 | 3.31 | 3.70 | 4.06 | -0.36 | 6.39 | 6.86 | 7.84 | -0.98 | 12.51 | 13.67 | 15.36 | -1.68 |
Allstate Investment Management | AIMCOC10 | AIMCO 2019-10A | 10/11/2023 | 0.94 | 0.37 | 0.15 | 0.35 | -0.20 | 2.58 | 2.07 | 2.43 | -0.36 | 6.17 | 5.48 | 5.83 | -0.35 | 11.86 | 11.25 | 11.21 | 0.05 |
Octagon Credit Investors | OCTAG48 | OCT48 2020-3A | 10/12/2023 | 1.04 | 0.63 | 0.55 | 0.65 | -0.11 | 2.61 | 2.36 | 2.73 | -0.36 | 6.22 | 5.90 | 6.49 | -0.59 | 12.07 | 11.56 | 12.59 | -1.04 |
Neuberger Berman | NEUB35 | NEUB 2019-35A | 10/10/2023 | 1.05 | 0.46 | 0.22 | 0.48 | -0.26 | 2.76 | 2.54 | 2.90 | -0.36 | 6.14 | 5.88 | 6.46 | -0.58 | 11.77 | 11.46 | 12.38 | -0.93 |
Carlyle Group | CARLG213 | CGMS 2021-3SA | 10/3/2023 | 1.10 | 0.69 | 0.52 | 0.76 | -0.24 | 3.04 | 2.98 | 3.34 | -0.36 | 6.21 | 6.26 | 6.84 | -0.57 | 11.89 | 12.46 | 13.09 | -0.63 |
MacKay Shields | CVP172 | MKS 2017-2A | 10/11/2023 | 1.03 | 0.74 | 0.60 | 0.77 | -0.17 | 2.75 | 2.49 | 2.85 | -0.36 | 6.23 | 5.64 | 6.45 | -0.80 | 11.96 | 12.39 | 12.37 | 0.02 |
Octagon Credit Investors | OCTAG44 | OCT44 2019-1A | 10/5/2023 | 0.97 | 0.40 | 0.31 | 0.39 | -0.08 | 2.75 | 2.31 | 2.67 | -0.36 | 5.43 | 4.85 | 5.27 | -0.42 | 10.86 | 9.87 | 10.54 | -0.67 |
Park Avenue Institutional Advisers | PKAV211 | PAIA 2021-1A | 10/10/2023 | 1.04 | 0.46 | 0.07 | 0.48 | -0.40 | 2.76 | 2.50 | 2.86 | -0.37 | 6.14 | 5.19 | 6.36 | -1.17 | 11.77 | 10.88 | 12.19 | -1.32 |
ICG Debt Advisors | ICGU2104 | ICG 2021-4A | 10/18/2023 | 0.91 | 0.11 | 0.12 | 0.10 | 0.03 | 2.56 | 1.96 | 2.32 | -0.37 | 6.01 | 6.08 | 5.45 | 0.63 | 12.06 | 11.90 | 10.94 | 0.96 |
KKR Financial Advisors | KKR49 | KKR 49A | 10/2/2023 | 1.05 | 0.95 | 0.96 | 1.00 | -0.03 | 3.38 | 3.17 | 3.54 | -0.37 | 6.65 | 6.44 | 6.96 | -0.52 | | | | |
Carlyle Group | CARLG218 | CGMS 2021-8A | 10/3/2023 | 1.10 | 0.69 | 0.52 | 0.75 | -0.24 | 3.04 | 2.96 | 3.33 | -0.37 | 6.20 | 6.18 | 6.79 | -0.61 | 11.84 | 12.34 | 12.98 | -0.64 |
Blackrock Financial Management | MAGNET25 | MAGNE 2020-25A | 10/13/2023 | 1.01 | 0.76 | 0.60 | 0.77 | -0.18 | 2.55 | 2.22 | 2.59 | -0.37 | 6.19 | 5.48 | 6.28 | -0.79 | 12.42 | 12.23 | 12.59 | -0.36 |
Invesco | VERDC | VERDE 2019-1A | 10/2/2023 | 1.00 | 0.95 | 0.91 | 0.95 | -0.04 | 3.31 | 2.95 | 3.32 | -0.37 | 6.40 | 6.40 | 6.42 | -0.02 | 12.58 | 12.41 | 12.61 | -0.20 |
Blackstone | DEWP | DWOLF 2017-1A | 10/3/2023 | 1.07 | 0.71 | 0.60 | 0.76 | -0.15 | 3.05 | 2.88 | 3.25 | -0.37 | 6.21 | 6.10 | 6.62 | -0.52 | 11.89 | 11.44 | 12.67 | -1.23 |
Sound Point Capital Management | BLUMT29 | BLUEM 2020-29A | 10/12/2023 | 1.07 | 0.76 | 0.60 | 0.81 | -0.22 | 2.61 | 2.41 | 2.78 | -0.37 | 6.22 | 6.07 | 6.63 | -0.56 | 12.07 | 12.32 | 12.86 | -0.54 |
PGIM | DRYDN78 | DRSLF 2020-78A | 10/2/2023 | 1.01 | 0.95 | 0.77 | 0.96 | -0.19 | 3.38 | 3.03 | 3.40 | -0.37 | 6.65 | 6.24 | 6.69 | -0.45 | 12.73 | 12.26 | 12.80 | -0.54 |
CIFC Asset Management | CIFC222 | CIFC 2022-2A | 10/4/2023 | 1.08 | 0.53 | 0.35 | 0.57 | -0.22 | 2.88 | 2.75 | 3.12 | -0.37 | 6.09 | 5.72 | 6.60 | -0.89 | 11.85 | 11.99 | 12.85 | -0.86 |
Guggenheim Partners | GUGS2201 | GSTAT 2022-1A | 10/16/2023 | 1.06 | 0.28 | 0.15 | 0.30 | -0.15 | 2.62 | 2.39 | 2.76 | -0.37 | 6.21 | 5.81 | 6.56 | -0.75 | | | | |
Five Arrows Managers | OCEANT10 | OCTR 2020-10A | 10/6/2023 | 1.09 | 0.41 | -0.22 | 0.45 | -0.66 | 2.61 | 2.47 | 2.84 | -0.37 | 5.95 | 5.84 | 6.47 | -0.63 | 11.51 | 11.76 | 12.52 | -0.76 |
Carlyle Group | CARLG173 | CGMS 2017-3A | 10/10/2023 | 1.08 | 0.46 | 0.23 | 0.50 | -0.27 | 2.78 | 2.63 | 3.00 | -0.37 | 6.13 | 6.09 | 6.63 | -0.53 | 11.76 | 11.82 | 12.71 | -0.89 |
Anchorage Capital Group | ANCH18 | ANCHC 2021-18A | 10/4/2023 | 1.06 | 0.45 | 0.33 | 0.48 | -0.15 | 2.87 | 2.67 | 3.04 | -0.37 | 6.10 | 6.12 | 6.47 | -0.34 | 11.56 | 11.75 | 12.25 | -0.50 |
Octagon Credit Investors | OCTAG52 | OCT52 2021-1A | 10/12/2023 | 1.10 | 0.36 | 0.31 | 0.40 | -0.09 | 2.60 | 2.50 | 2.87 | -0.37 | 6.22 | 6.81 | 6.85 | -0.05 | 12.02 | 12.94 | 13.25 | -0.30 |
Credit Suisse First Boston | MADPK36 | MDPK 2019-36A | 10/2/2023 | 0.97 | 0.89 | 0.54 | 0.87 | -0.33 | 3.31 | 2.84 | 3.21 | -0.37 | 6.40 | 5.91 | 6.21 | -0.30 | 12.58 | 12.68 | 12.20 | 0.47 |
Marathon Asset Management | MARATH17 | MCLO 2021-17A | 10/11/2023 | 0.92 | 0.40 | 0.27 | 0.37 | -0.11 | 2.73 | 2.14 | 2.51 | -0.37 | 6.24 | 5.42 | 5.73 | -0.30 | 11.93 | 11.14 | 10.96 | 0.18 |
Blackstone | KNGSPK | KINGP 2021-1A | 10/6/2023 | 1.15 | 0.41 | 0.30 | 0.47 | -0.17 | 2.70 | 2.73 | 3.10 | -0.37 | 5.46 | 5.40 | 6.27 | -0.87 | | | | |
Napier Park Global Capital | REGATF9 | REGT9 2017-1A | 10/5/2023 | 0.91 | 0.58 | 0.51 | 0.53 | -0.02 | 2.79 | 2.16 | 2.53 | -0.38 | 6.04 | 5.33 | 5.49 | -0.16 | 11.60 | 11.05 | 10.53 | 0.51 |
Neuberger Berman | NEUB42 | NEUB 2021-42A | 10/4/2023 | 1.07 | 0.54 | 0.40 | 0.58 | -0.18 | 2.87 | 2.69 | 3.07 | -0.38 | 6.11 | 5.80 | 6.53 | -0.73 | 11.62 | 12.23 | 12.43 | -0.20 |
Carlyle Group | CARLG175 | CGMS 2017-5A | 10/10/2023 | 1.07 | 0.46 | 0.26 | 0.49 | -0.23 | 2.80 | 2.61 | 2.99 | -0.38 | 6.15 | 5.75 | 6.58 | -0.83 | 11.76 | 11.39 | 12.57 | -1.19 |
Pretium Credit Management | CROWPT10 | CRNPT 2021-10A | 10/10/2023 | 1.05 | 0.46 | 0.34 | 0.48 | -0.14 | 2.76 | 2.53 | 2.91 | -0.38 | 6.15 | 6.18 | 6.47 | -0.29 | 11.77 | 11.89 | 12.39 | -0.51 |
AllianceBernstein | ABBSL1 | ABBSL 2020-1A | 10/3/2023 | 1.09 | 0.48 | 0.29 | 0.53 | -0.24 | 3.04 | 2.92 | 3.30 | -0.38 | 6.29 | 6.23 | 6.83 | -0.60 | 11.74 | 12.29 | 12.76 | -0.46 |
Carlyle Group | CARLG224 | CGMS 2022-4A | 10/13/2023 | 1.03 | 0.25 | 0.10 | 0.26 | -0.16 | 2.55 | 2.23 | 2.61 | -0.38 | 6.19 | 5.84 | 6.35 | -0.51 | | | | |
MJX Asset Management | VENT23 | VENTR 2016-23A | 10/6/2023 | 1.10 | 0.26 | 0.35 | 0.29 | 0.06 | 2.70 | 2.60 | 2.98 | -0.38 | 5.43 | 5.19 | 5.99 | -0.80 | 10.72 | 10.11 | 11.83 | -1.72 |
CIFC Asset Management | CIFC142R | CIFC 2014-2RA | 10/10/2023 | 1.04 | 0.39 | 0.44 | 0.40 | 0.03 | 2.80 | 2.53 | 2.91 | -0.38 | 6.19 | 5.91 | 6.43 | -0.52 | 11.74 | 11.55 | 12.19 | -0.64 |
Bain Capital Credit | BAIC192 | BCC 2019-2A | 10/2/2023 | 1.07 | 0.90 | 0.99 | 0.96 | 0.04 | 3.31 | 3.15 | 3.53 | -0.38 | 6.51 | 6.33 | 6.94 | -0.61 | 12.55 | 12.40 | 13.38 | -0.98 |
AEGON USA Investment Management | CEDARF8 | CEDF 2017-8A | 10/4/2023 | 0.97 | 0.43 | 0.40 | 0.41 | -0.01 | 2.88 | 2.41 | 2.79 | -0.38 | 6.09 | 5.38 | 5.89 | -0.52 | 11.76 | 10.67 | 11.38 | -0.71 |
New York Life Investment Management | FLTIR21 | FLAT 2021-1A | 10/6/2023 | 1.02 | 0.34 | 0.24 | 0.34 | -0.11 | 2.70 | 2.38 | 2.76 | -0.38 | 5.43 | 4.80 | 5.54 | -0.75 | 10.93 | 10.75 | 11.16 | -0.42 |
Partners Group | PIKP8 | PIPK 2021-8A | 10/10/2023 | 1.07 | 0.31 | 0.11 | 0.33 | -0.22 | 2.76 | 2.56 | 2.94 | -0.38 | 6.14 | 6.20 | 6.56 | -0.36 | 11.71 | 12.54 | 12.50 | 0.04 |
Carlyle Group | CARLG215 | CGMS 2021-5A | 10/10/2023 | 1.09 | 0.46 | 0.23 | 0.50 | -0.27 | 2.76 | 2.64 | 3.02 | -0.38 | 6.14 | 6.03 | 6.72 | -0.69 | 11.77 | 12.10 | 12.87 | -0.78 |
PGIM | DRYDN28 | DRSLF 2013-28A | 9/29/2023 | 1.01 | 0.99 | 0.87 | 1.00 | -0.13 | 3.43 | 3.09 | 3.48 | -0.38 | 6.69 | 6.15 | 6.78 | -0.62 | 12.55 | 11.53 | 12.72 | -1.19 |
Trimaran Advisors | TRMCU211 | CAVU 2021-1A | 10/11/2023 | 0.99 | 0.35 | 0.18 | 0.34 | -0.17 | 2.58 | 2.16 | 2.55 | -0.38 | 6.20 | 5.28 | 6.13 | -0.85 | 11.86 | 11.65 | 11.72 | -0.08 |
Morgan Stanley Eaton Vance | ASSU1 | MORGN 2017-1A | 10/5/2023 | 1.15 | 0.43 | 0.38 | 0.49 | -0.12 | 2.78 | 2.80 | 3.19 | -0.39 | 6.06 | 5.93 | 6.95 | -1.02 | 11.64 | 11.94 | 13.37 | -1.42 |
Ballyrock Investment Advisors | BALLY17 | BALLY 2021-17A | 10/13/2023 | 0.98 | 0.57 | 0.45 | 0.56 | -0.11 | 2.55 | 2.11 | 2.50 | -0.39 | 6.19 | 5.49 | 6.05 | -0.57 | 12.41 | 12.23 | 12.13 | 0.10 |
Blackrock Financial Management | MAGNET15 | MAGNE 2015-15A | 10/13/2023 | 1.01 | 0.30 | 0.16 | 0.30 | -0.14 | 2.55 | 2.19 | 2.57 | -0.39 | 6.19 | 5.65 | 6.25 | -0.60 | 12.36 | 12.27 | 12.47 | -0.20 |
Sixth Street | SIXST20 | SIXST 2021-20A | 10/10/2023 | 1.06 | 0.33 | 0.22 | 0.35 | -0.13 | 2.76 | 2.54 | 2.93 | -0.39 | 6.14 | 5.40 | 6.52 | -1.12 | 11.72 | 11.58 | 12.44 | -0.86 |
Blackstone | STRAS212 | STRAS 2021-2A | 10/5/2023 | 1.05 | 0.43 | 0.39 | 0.45 | -0.06 | 2.81 | 2.56 | 2.95 | -0.39 | 6.07 | 5.57 | 6.36 | -0.80 | 11.65 | 12.00 | 12.22 | -0.22 |
CVC Credit Partners | APIDO28 | APID 2017-28A | 10/10/2023 | 1.04 | 0.46 | 0.22 | 0.48 | -0.25 | 2.77 | 2.48 | 2.87 | -0.39 | 6.14 | 5.79 | 6.37 | -0.58 | 11.76 | 11.63 | 12.20 | -0.58 |
Napier Park Global Capital | REGATF8 | REGT8 2017-1A | 10/5/2023 | 0.90 | 0.58 | 0.50 | 0.53 | -0.02 | 2.80 | 2.14 | 2.53 | -0.39 | 6.05 | 5.59 | 5.46 | 0.13 | 11.63 | 11.31 | 10.50 | 0.81 |
CVC Credit Partners | APIDO25 | APID 2016-25A | 10/10/2023 | 1.02 | 0.46 | 0.19 | 0.47 | -0.28 | 2.76 | 2.43 | 2.82 | -0.39 | 6.14 | 5.73 | 6.27 | -0.54 | 11.77 | 11.56 | 12.01 | -0.45 |
Barings | BAS213 | BABSN 2021-3A | 10/5/2023 | 1.17 | 0.40 | 0.38 | 0.47 | -0.10 | 2.78 | 2.86 | 3.25 | -0.39 | 6.06 | 6.45 | 7.09 | -0.64 | 11.62 | 12.70 | 13.61 | -0.90 |
CVC Credit Partners | APIDO35 | APID 2021-35A | 10/10/2023 | 1.02 | 0.46 | 0.08 | 0.47 | -0.39 | 2.76 | 2.43 | 2.82 | -0.39 | 6.14 | 5.49 | 6.28 | -0.79 | 11.76 | 11.88 | 12.03 | -0.15 |
Park Avenue Institutional Advisers | PKAV221 | PAIA 2022-1A | 10/10/2023 | 0.96 | 0.46 | 0.07 | 0.44 | -0.37 | 2.76 | 2.25 | 2.65 | -0.39 | 6.14 | 5.20 | 5.88 | -0.68 | | | | |
LCM Asset Management | LCM36 | LCM 36A | 10/5/2023 | 1.18 | 0.29 | 0.16 | 0.34 | -0.18 | 2.75 | 2.84 | 3.24 | -0.39 | 5.49 | 5.77 | 6.45 | -0.68 | 9.42 | 9.26 | 11.08 | -1.83 |
Bain Capital Credit | BAIC223 | BCC 2022-3A | 10/2/2023 | 1.11 | 0.90 | 0.92 | 0.99 | -0.08 | 3.31 | 3.26 | 3.66 | -0.40 | 6.51 | 6.41 | 7.20 | -0.79 | 12.56 | 12.50 | 13.88 | -1.38 |
Credit Suisse First Boston | ATR12CDO | ATRM 12A | 10/10/2023 | 0.96 | 0.40 | 0.88 | 0.38 | 0.50 | 2.89 | 2.37 | 2.77 | -0.40 | 6.39 | 5.39 | 6.12 | -0.73 | 11.77 | 11.13 | 11.27 | -0.14 |
Carlyle Group | CARL2111 | CGMS 2021-11A | 10/13/2023 | 1.06 | 0.57 | 0.36 | 0.60 | -0.25 | 2.55 | 2.30 | 2.70 | -0.40 | 6.19 | 5.96 | 6.54 | -0.58 | | | | |
CIFC Asset Management | CIFC203 | CIFC 2020-3A | 10/5/2023 | 1.01 | 0.43 | 0.18 | 0.44 | -0.26 | 2.78 | 2.42 | 2.81 | -0.40 | 6.06 | 5.38 | 6.14 | -0.76 | 11.65 | 11.69 | 11.80 | -0.11 |
Napier Park Global Capital | REGATF12 | REG12 2019-1A | 10/4/2023 | 0.94 | 0.65 | 0.64 | 0.62 | 0.02 | 2.87 | 2.31 | 2.71 | -0.40 | 6.11 | 5.42 | 5.76 | -0.34 | 11.62 | 11.27 | 10.96 | 0.31 |
CVC Credit Partners | APIDO30 | APID XXXA | 10/5/2023 | 1.02 | 0.43 | 0.22 | 0.44 | -0.21 | 2.78 | 2.42 | 2.82 | -0.40 | 6.06 | 5.80 | 6.16 | -0.36 | 11.64 | 11.79 | 11.84 | -0.05 |
Blackstone | TALPK | TALPK 2021-1A | 10/5/2023 | 1.13 | 0.43 | 0.33 | 0.49 | -0.15 | 2.78 | 2.75 | 3.15 | -0.40 | 6.06 | 5.81 | 6.87 | -1.05 | 11.64 | 12.07 | 13.20 | -1.13 |
Marathon Asset Management | MARATH11 | MCLO 2018-11A | 10/11/2023 | 1.19 | 0.40 | 0.43 | 0.48 | -0.05 | 2.75 | 2.87 | 3.27 | -0.40 | 6.25 | 6.61 | 7.44 | -0.82 | 11.94 | 11.92 | 14.21 | -2.29 |
AGL Credit | AGLCL2 | AGL 2019-2A | 10/5/2023 | 1.11 | 0.43 | 0.34 | 0.48 | -0.14 | 2.78 | 2.68 | 3.08 | -0.40 | 6.06 | 6.44 | 6.72 | -0.28 | 11.65 | 12.31 | 12.91 | -0.60 |
PGIM | DRYDN55 | DRSLF 2018-55A | 10/2/2023 | 1.00 | 0.95 | 0.77 | 0.96 | -0.19 | 3.39 | 3.00 | 3.40 | -0.40 | 6.65 | 6.07 | 6.66 | -0.59 | 12.71 | 12.02 | 12.75 | -0.73 |
AllianceBernstein | ABBSL2 | ABBSL 2021-2A | 10/3/2023 | 1.13 | 0.69 | 0.50 | 0.78 | -0.28 | 3.04 | 3.03 | 3.43 | -0.40 | 6.20 | 6.23 | 7.00 | -0.77 | 11.88 | 11.64 | 13.41 | -1.77 |
Octagon Credit Investors | OCTAG57 | OCT57 2021-1A | 10/5/2023 | 1.06 | 0.33 | 0.21 | 0.35 | -0.14 | 2.75 | 2.51 | 2.91 | -0.40 | 5.43 | 5.12 | 5.74 | -0.62 | 10.60 | 10.41 | 11.21 | -0.80 |
Barings | BAS194 | BABSN 2019-4A | 10/3/2023 | 0.99 | 0.69 | 0.44 | 0.68 | -0.25 | 3.04 | 2.59 | 2.99 | -0.40 | 6.21 | 6.15 | 6.12 | 0.03 | 11.89 | 11.94 | 11.71 | 0.23 |
LCM Asset Management | LCM39 | LCM 39A | 10/5/2023 | 1.10 | 0.29 | 0.20 | 0.32 | -0.12 | 2.75 | 2.62 | 3.02 | -0.40 | | | | | | | | |
Anchorage Capital Group | ANCH1R | ANCHC 2018-1RA | 10/3/2023 | 1.03 | 0.78 | 0.65 | 0.81 | -0.16 | 3.13 | 2.83 | 3.23 | -0.40 | 6.21 | 5.94 | 6.41 | -0.47 | 12.48 | 12.72 | 12.89 | -0.17 |
CQS Management | CQSU2101 | CQS 2021-1A | 10/11/2023 | 1.06 | 0.59 | 0.49 | 0.63 | -0.14 | 2.74 | 2.49 | 2.89 | -0.41 | 6.24 | 6.47 | 6.60 | -0.13 | 11.96 | 12.54 | 12.65 | -0.12 |
Blackrock Financial Management | MAGNET7 | MAGNE 2012-7A | 10/3/2023 | 0.88 | 0.78 | 0.58 | 0.68 | -0.11 | 3.06 | 2.27 | 2.68 | -0.41 | 6.13 | 5.18 | 5.38 | -0.19 | 11.77 | 10.68 | 10.31 | 0.37 |
Onex Credit Partners | OCP2224 | OCP 2022-24A | 10/4/2023 | 1.03 | 0.63 | 0.38 | 0.65 | -0.27 | 2.88 | 2.56 | 2.97 | -0.41 | 6.11 | 5.64 | 6.30 | -0.65 | | | | |
PGIM | DRYDN38 | DRSLF 2015-38A | 10/2/2023 | 0.99 | 0.95 | 0.75 | 0.94 | -0.19 | 3.39 | 2.94 | 3.35 | -0.41 | 6.65 | 6.03 | 6.59 | -0.56 | 12.73 | 11.93 | 12.59 | -0.67 |
PGIM | DRYDN45 | DRSLF 2016-45A | 10/2/2023 | 0.99 | 0.95 | 0.75 | 0.95 | -0.20 | 3.38 | 2.95 | 3.36 | -0.41 | 6.65 | 5.99 | 6.60 | -0.61 | 12.72 | 11.92 | 12.63 | -0.71 |
Carlyle Group | CARLG194 | CGMS 2019-4A | 10/3/2023 | 1.08 | 0.69 | 0.52 | 0.75 | -0.23 | 3.04 | 2.88 | 3.29 | -0.41 | 6.21 | 6.13 | 6.73 | -0.61 | 11.89 | 11.95 | 12.89 | -0.95 |
PGIM | DRYDN57 | DRSLF 2018-57A | 9/29/2023 | 1.01 | 0.99 | 0.85 | 1.00 | -0.15 | 3.43 | 3.07 | 3.48 | -0.41 | 6.69 | 6.07 | 6.78 | -0.71 | 12.58 | 11.82 | 12.76 | -0.93 |
Anchorage Capital Group | ANCH17 | ANCHC 2021-17A | 10/4/2023 | 1.08 | 0.54 | 0.39 | 0.58 | -0.19 | 2.87 | 2.69 | 3.10 | -0.41 | 6.11 | 5.95 | 6.59 | -0.64 | 11.62 | 11.85 | 12.54 | -0.69 |
CVC Credit Partners | APIDO20 | APID 2015-20A | 10/3/2023 | 1.02 | 0.71 | 0.48 | 0.72 | -0.25 | 3.04 | 2.69 | 3.11 | -0.41 | 6.21 | 6.05 | 6.35 | -0.30 | 11.88 | 12.06 | 12.15 | -0.09 |
PineBridge Investments | GALAX15 | GALXY 2013-15A | 10/3/2023 | 1.02 | 0.59 | 0.36 | 0.61 | -0.24 | 3.07 | 2.72 | 3.13 | -0.41 | 6.31 | 5.96 | 6.44 | -0.47 | 11.70 | 11.69 | 11.93 | -0.24 |
Morgan Stanley Eaton Vance | EATON202 | EATON 2020-2A | 10/4/2023 | 1.05 | 0.54 | 0.45 | 0.57 | -0.12 | 2.87 | 2.60 | 3.02 | -0.42 | 6.11 | 5.75 | 6.42 | -0.67 | 11.63 | 12.23 | 12.22 | 0.01 |
PGIM | TCICE171 | NBCLO 2017-1A | 10/13/2023 | 1.04 | 0.26 | 0.21 | 0.28 | -0.07 | 2.57 | 2.25 | 2.67 | -0.42 | 6.21 | 5.66 | 6.45 | -0.79 | 12.36 | 11.32 | 12.85 | -1.53 |
PGIM | DRYDN42 | DRSLF 2016-42A | 10/2/2023 | 1.00 | 0.95 | 0.75 | 0.96 | -0.21 | 3.39 | 2.99 | 3.40 | -0.42 | 6.65 | 6.08 | 6.68 | -0.60 | 12.73 | 11.97 | 12.78 | -0.81 |
Sculptor Loan Management | SCUL27 | SCUL 27A | 10/11/2023 | 1.07 | 0.40 | 0.23 | 0.43 | -0.20 | 2.73 | 2.51 | 2.92 | -0.42 | 6.24 | 6.32 | 6.67 | -0.35 | 11.93 | 13.05 | 12.75 | 0.29 |
Octagon Credit Investors | OCTAG51 | OCT51 2021-1A | 10/12/2023 | 1.08 | 0.56 | 0.44 | 0.61 | -0.16 | 2.61 | 2.40 | 2.81 | -0.42 | 6.22 | 5.91 | 6.70 | -0.79 | 12.06 | 11.91 | 12.99 | -1.08 |
Clover | AIG2001 | CLVR 2020-1A | 10/2/2023 | 0.95 | 0.91 | 0.64 | 0.86 | -0.22 | 3.31 | 2.71 | 3.13 | -0.42 | 6.40 | 5.15 | 6.05 | -0.89 | 12.56 | 11.87 | 11.88 | -0.01 |
PGIM | DRYDN65 | DRSLF 2018-65A | 10/2/2023 | 1.00 | 0.95 | 0.75 | 0.96 | -0.21 | 3.39 | 2.98 | 3.40 | -0.42 | 6.65 | 6.04 | 6.67 | -0.63 | 12.73 | 11.99 | 12.76 | -0.77 |
Neuberger Berman | NEUB31 | NEUB 2019-31A | 10/11/2023 | 1.01 | 0.40 | 0.11 | 0.41 | -0.29 | 2.73 | 2.33 | 2.75 | -0.42 | 6.24 | 5.48 | 6.27 | -0.80 | 11.93 | 11.10 | 12.00 | -0.90 |
Neuberger Berman | NEUB29 | NEUB 2018-29A | 10/10/2023 | 1.06 | 0.46 | 0.25 | 0.49 | -0.24 | 2.76 | 2.51 | 2.93 | -0.42 | 6.14 | 5.71 | 6.52 | -0.81 | 11.77 | 11.15 | 12.49 | -1.34 |
CarVal | CARV1 | CARVL 2018-1A | 10/3/2023 | 1.07 | 0.62 | 0.50 | 0.67 | -0.16 | 3.04 | 2.82 | 3.25 | -0.42 | 6.21 | 5.69 | 6.64 | -0.95 | 11.75 | 11.58 | 12.57 | -0.99 |
Ballyrock Investment Advisors | BALLY21 | BALLY 2022-21A | 10/13/2023 | 1.02 | 0.57 | 0.52 | 0.58 | -0.06 | 2.55 | 2.17 | 2.60 | -0.42 | 6.19 | 5.84 | 6.30 | -0.46 | | | | |
CVC Credit Partners | APIDO34 | APID 2020-34A | 10/10/2023 | 0.99 | 0.46 | 0.04 | 0.46 | -0.42 | 2.76 | 2.32 | 2.75 | -0.42 | 6.14 | 5.31 | 6.11 | -0.79 | 11.77 | 11.71 | 11.71 | 0.01 |
Blackrock Financial Management | MAGNET28 | MAGNE 2020-28A | 10/10/2023 | 1.02 | 0.69 | 0.42 | 0.71 | -0.28 | 2.75 | 2.37 | 2.80 | -0.42 | 6.14 | 5.38 | 6.24 | -0.87 | 11.78 | 11.57 | 11.97 | -0.40 |
Carlyle Group | CARLG219 | CGMS 2021-9A | 10/10/2023 | 1.10 | 0.46 | 0.22 | 0.51 | -0.28 | 2.76 | 2.61 | 3.03 | -0.43 | 6.14 | 6.00 | 6.75 | -0.75 | 11.77 | 12.07 | 12.93 | -0.85 |
Anchorage Capital Group | ANCH15 | ANCHC 2020-15A | 10/11/2023 | 1.08 | 0.40 | 0.30 | 0.44 | -0.13 | 2.73 | 2.54 | 2.96 | -0.43 | 6.24 | 6.15 | 6.76 | -0.61 | 8.40 | 9.04 | 9.10 | -0.06 |
Carlyle Group | CARLG202 | CGMS 2020-2A | 10/13/2023 | 1.07 | 0.67 | 0.59 | 0.72 | -0.13 | 2.56 | 2.31 | 2.73 | -0.43 | 6.19 | 5.86 | 6.61 | -0.75 | 12.43 | 12.28 | 13.27 | -0.99 |
PGIM | DRYDN92 | DRSLF 2021-92A | 9/29/2023 | 1.05 | 0.99 | 0.80 | 1.04 | -0.23 | 3.43 | 3.18 | 3.61 | -0.43 | 6.69 | 6.20 | 7.03 | -0.83 | 12.59 | 12.44 | 13.23 | -0.79 |
PGIM | DRYDN41 | DRSLF 2015-41A | 10/2/2023 | 1.00 | 0.95 | 0.75 | 0.96 | -0.20 | 3.39 | 2.97 | 3.40 | -0.43 | 6.63 | 6.02 | 6.66 | -0.64 | 12.70 | 11.89 | 12.74 | -0.85 |
Morgan Stanley Eaton Vance | MSEV2218 | MSEV 2022-18A | 10/10/2023 | 0.99 | 0.57 | 0.46 | 0.56 | -0.10 | 2.76 | 2.29 | 2.72 | -0.43 | 6.14 | 5.21 | 6.05 | -0.85 | | | | |
HalseyPoint Asset Management | HLSYPT5 | HLSY 2021-5A | 10/18/2023 | 1.09 | 0.21 | -0.07 | 0.23 | -0.30 | 2.60 | 2.41 | 2.84 | -0.43 | 6.10 | 6.16 | 6.66 | -0.50 | 11.97 | 12.76 | 13.07 | -0.31 |
Credit Suisse First Boston | ATR13CDO | ATRM 13A | 10/10/2023 | 1.06 | 0.35 | 0.23 | 0.37 | -0.14 | 2.69 | 2.42 | 2.85 | -0.43 | 6.19 | 5.77 | 6.58 | -0.81 | 11.71 | 12.16 | 12.44 | -0.27 |
PGIM | DRYDN94 | DRSLF 2022-94A | 10/2/2023 | 0.98 | 0.95 | 0.61 | 0.93 | -0.32 | 3.38 | 2.88 | 3.31 | -0.43 | 6.65 | 6.09 | 6.51 | -0.42 | | | | |
Canyon Capital Advisors | CANY214 | CANYC 2021-4A | 10/2/2023 | 1.05 | 0.95 | 0.65 | 1.00 | -0.35 | 3.38 | 3.12 | 3.56 | -0.44 | 6.65 | 6.04 | 7.00 | -0.96 | 12.73 | 13.18 | 13.38 | -0.20 |
LCM Asset Management | LCM38 | LCM 38A | 10/5/2023 | 1.00 | 0.44 | 0.24 | 0.43 | -0.19 | 2.75 | 2.30 | 2.74 | -0.44 | 5.49 | 5.15 | 5.47 | -0.32 | | | | |
Five Arrows Managers | OCEANT7 | OCTR 2019-7A | 10/10/2023 | 1.17 | 0.57 | 0.64 | 0.67 | -0.03 | 2.79 | 2.83 | 3.27 | -0.44 | 6.14 | 6.35 | 7.20 | -0.85 | 11.77 | 11.04 | 13.80 | -2.76 |
CVC Credit Partners | APIDO12 | APID 2013-12A | 10/3/2023 | 1.02 | 0.69 | 0.51 | 0.71 | -0.19 | 3.04 | 2.65 | 3.10 | -0.44 | 6.21 | 5.84 | 6.32 | -0.48 | 11.89 | 11.65 | 12.11 | -0.46 |
Trimaran Advisors | TRMCU213 | CAVU 2021-3A | 10/5/2023 | 0.99 | 0.43 | 0.33 | 0.43 | -0.10 | 2.78 | 2.30 | 2.74 | -0.44 | 6.06 | 5.06 | 5.98 | -0.92 | 11.64 | 10.96 | 11.50 | -0.54 |
Blackstone | BARK | BARK 2021-1A | 10/5/2023 | 1.13 | 0.43 | 0.19 | 0.49 | -0.30 | 2.78 | 2.71 | 3.15 | -0.44 | 6.05 | 5.84 | 6.86 | -1.02 | 11.64 | 11.52 | 13.19 | -1.67 |
Blackrock Financial Management | MAGNET24 | MAGNE 2019-24A | 10/3/2023 | 1.02 | 0.78 | 0.48 | 0.79 | -0.32 | 3.04 | 2.65 | 3.09 | -0.44 | 6.20 | 5.63 | 6.31 | -0.68 | 11.88 | 11.74 | 12.09 | -0.35 |
Carlyle Group | CARL2110 | CGMS 2021-10A | 10/10/2023 | 1.12 | 0.46 | 0.22 | 0.52 | -0.30 | 2.76 | 2.65 | 3.10 | -0.44 | 6.14 | 6.19 | 6.89 | -0.69 | 11.77 | 12.23 | 13.20 | -0.97 |
CVC Credit Partners | APIDO15 | APID 2013-15A | 10/10/2023 | 1.01 | 0.46 | 0.13 | 0.47 | -0.33 | 2.78 | 2.37 | 2.81 | -0.45 | 6.16 | 5.75 | 6.24 | -0.49 | 11.78 | 11.83 | 11.94 | -0.11 |
Marathon Asset Management | MARATH18 | MSTAT 2022-18A | 10/11/2023 | 1.01 | 0.40 | -0.09 | 0.41 | -0.50 | 2.75 | 2.34 | 2.79 | -0.45 | 6.23 | 5.38 | 6.32 | -0.93 | | | | |
Post Advisory Group | POST181 | POST 2018-1A | 10/3/2023 | 1.03 | 0.62 | 0.37 | 0.64 | -0.27 | 3.04 | 2.68 | 3.13 | -0.45 | 6.21 | 4.96 | 6.40 | -1.44 | 11.75 | 10.08 | 12.10 | -2.03 |
Carlyle Group | CARLG181 | CGMS 2018-1A | 10/10/2023 | 1.13 | 0.46 | 0.25 | 0.52 | -0.27 | 2.78 | 2.69 | 3.14 | -0.45 | 6.16 | 5.97 | 6.95 | -0.98 | 11.78 | 11.55 | 13.29 | -1.75 |
ICG Debt Advisors | ICGU1801 | ICG 2018-1A | 10/13/2023 | 1.00 | 0.30 | 0.25 | 0.30 | -0.06 | 2.59 | 2.14 | 2.59 | -0.45 | 6.21 | 5.39 | 6.20 | -0.81 | 12.37 | 11.38 | 12.33 | -0.95 |
Invesco | BARDOT | BARDT 2019-2A | 10/10/2023 | 1.05 | 0.67 | 0.54 | 0.71 | -0.17 | 2.68 | 2.37 | 2.82 | -0.45 | 6.16 | 5.90 | 6.48 | -0.58 | 11.81 | 11.55 | 12.43 | -0.89 |
Capital Four Management | CAPFRU1 | C4US 2021-1A | 10/3/2023 | 1.10 | 0.62 | 0.31 | 0.69 | -0.37 | 3.12 | 2.98 | 3.43 | -0.45 | 6.25 | 5.73 | 6.87 | -1.13 | | | | |
Neuberger Berman | NEUB24 | NEUB 2017-24A | 10/10/2023 | 1.08 | 0.46 | 0.37 | 0.49 | -0.12 | 2.77 | 2.53 | 2.98 | -0.45 | 6.15 | 5.68 | 6.62 | -0.93 | 11.77 | 11.11 | 12.67 | -1.56 |
Onex Credit Partners | OCP2018 | OCP 2020-18A | 10/10/2023 | 1.04 | 0.46 | 0.19 | 0.48 | -0.29 | 2.76 | 2.42 | 2.87 | -0.45 | 6.14 | 5.48 | 6.38 | -0.90 | 11.77 | 11.93 | 12.22 | -0.29 |
Onex Credit Partners | OCP2019 | OCP 2020-19A | 10/10/2023 | 1.03 | 0.46 | 0.20 | 0.47 | -0.28 | 2.76 | 2.40 | 2.85 | -0.45 | 6.14 | 5.48 | 6.34 | -0.85 | 11.78 | 12.05 | 12.15 | -0.10 |
Blackstone | WELMPK | WLLMN 2021-1A | 9/29/2023 | 1.11 | 0.96 | 0.88 | 1.06 | -0.18 | 3.43 | 3.35 | 3.80 | -0.45 | 6.49 | 6.40 | 7.20 | -0.79 | 12.56 | 13.18 | 13.93 | -0.74 |
CarVal | CARV5C | CARVL 2021-2A | 10/4/2023 | 1.03 | 0.45 | 0.22 | 0.47 | -0.24 | 2.88 | 2.52 | 2.98 | -0.45 | 6.11 | 5.52 | 6.32 | -0.79 | 11.80 | 12.12 | 12.20 | -0.08 |
Nuveen | TCISY171 | TSYMP 2017-1A | 10/6/2023 | 0.95 | 0.41 | 0.23 | 0.39 | -0.16 | 2.62 | 2.03 | 2.49 | -0.46 | 5.95 | 5.18 | 5.64 | -0.46 | 11.51 | 10.29 | 10.91 | -0.62 |
Onex Credit Partners | OCP208R | OCP 2020-8RA | 10/10/2023 | 1.06 | 0.67 | 0.53 | 0.72 | -0.19 | 2.76 | 2.48 | 2.94 | -0.46 | 6.14 | 5.43 | 6.52 | -1.10 | 11.81 | 11.97 | 12.54 | -0.57 |
Goldentree Asset Management | GOLDMU11 | GLM 2021-11A | 10/5/2023 | 1.05 | 0.43 | 0.28 | 0.45 | -0.17 | 2.78 | 2.45 | 2.91 | -0.46 | 6.06 | 5.98 | 6.35 | -0.36 | 11.65 | 12.25 | 12.20 | 0.05 |
WhiteStar | TRNTS18 | TRNTS 2021-18A | 10/10/2023 | 1.19 | 0.69 | 0.68 | 0.82 | -0.14 | 2.75 | 2.80 | 3.26 | -0.46 | 6.14 | 5.83 | 7.28 | -1.45 | 11.78 | 11.64 | 13.96 | -2.33 |
Trimaran Advisors | TRMCU221 | CAVU 2022-1A | 10/11/2023 | 0.95 | 0.37 | 0.22 | 0.35 | -0.13 | 2.58 | 2.00 | 2.46 | -0.46 | | | | | | | | |
LCM Asset Management | LCM35 | LCM 35A | 10/5/2023 | 1.14 | 0.29 | 0.18 | 0.33 | -0.15 | 2.75 | 2.68 | 3.14 | -0.46 | 5.49 | 5.63 | 6.27 | -0.64 | 9.42 | 9.23 | 10.76 | -1.53 |
PGIM | DRYDN58 | DRSLF 2018-58A | 10/2/2023 | 1.00 | 0.95 | 0.72 | 0.96 | -0.24 | 3.39 | 2.93 | 3.39 | -0.46 | 6.65 | 6.01 | 6.67 | -0.65 | 12.73 | 11.99 | 12.75 | -0.76 |
Marathon Asset Management | MARATH12 | MCLO 2018-12A | 10/6/2023 | 1.20 | 0.37 | 0.30 | 0.44 | -0.14 | 2.73 | 2.82 | 3.28 | -0.46 | 5.48 | 5.90 | 6.60 | -0.70 | 10.99 | 11.35 | 13.24 | -1.90 |
Nassau Corporate Credit | NASS172 | NCC 2017-IIA | 10/3/2023 | 1.20 | 0.70 | 1.08 | 0.83 | 0.25 | 3.07 | 3.21 | 3.68 | -0.46 | 6.14 | 6.33 | 7.35 | -1.02 | 11.78 | 10.20 | 14.11 | -3.91 |
Five Arrows Managers | OCEANT9 | OCTR 2020-9A | 10/6/2023 | 1.10 | 0.41 | -0.24 | 0.45 | -0.70 | 2.61 | 2.41 | 2.87 | -0.46 | 5.95 | 5.94 | 6.55 | -0.61 | 11.51 | 11.94 | 12.68 | -0.75 |
Steele Creek Investment Management | STEC141R | STCR 2014-1RA | 10/11/2023 | 1.07 | 0.74 | 0.70 | 0.79 | -0.09 | 2.74 | 2.48 | 2.94 | -0.46 | 6.22 | 5.51 | 6.67 | -1.17 | 11.93 | 9.96 | 12.80 | -2.84 |
Blackstone | BCHWDPK | BCHPK 2019-1A | 10/2/2023 | 1.10 | 0.89 | 0.71 | 0.98 | -0.28 | 3.39 | 3.27 | 3.74 | -0.46 | 6.51 | 6.48 | 7.18 | -0.70 | 12.71 | 12.97 | 14.02 | -1.05 |
PineBridge Investments | GALAX30 | GALXY 2022-30A | 10/3/2023 | 1.07 | 0.69 | 0.51 | 0.74 | -0.23 | 3.04 | 2.77 | 3.23 | -0.47 | 6.21 | 5.87 | 6.62 | -0.75 | | | | |
MacKay Shields | CVP171 | MKS 2017-1A | 10/11/2023 | 1.04 | 0.74 | 0.58 | 0.77 | -0.19 | 2.76 | 2.40 | 2.87 | -0.47 | 6.22 | 5.21 | 6.47 | -1.26 | 11.95 | 11.94 | 12.43 | -0.49 |
Blackstone | BCRD2101 | BCRED 2021-1A | 10/5/2023 | 1.20 | 0.43 | 0.35 | 0.52 | -0.17 | 2.78 | 2.87 | 3.33 | -0.47 | 6.06 | 6.26 | 7.27 | -1.01 | 11.64 | 12.94 | 13.97 | -1.04 |
Onex Credit Partners | OSD2123 | OSD 2021-23A | 10/10/2023 | 1.05 | 0.46 | 0.29 | 0.48 | -0.20 | 2.78 | 2.46 | 2.92 | -0.47 | 6.15 | 5.69 | 6.46 | -0.77 | 11.77 | 12.01 | 12.38 | -0.36 |
Morgan Stanley Eaton Vance | MSIM1 | MORGN 2019-5A | 10/3/2023 | 1.11 | 0.69 | 0.60 | 0.77 | -0.17 | 3.04 | 2.90 | 3.37 | -0.47 | 6.21 | 5.74 | 6.88 | -1.14 | 11.89 | 11.90 | 13.18 | -1.28 |
Blackstone | CYGPK | CYGPK 2020-1A | 10/2/2023 | 1.15 | 0.91 | 0.77 | 1.05 | -0.28 | 3.39 | 3.44 | 3.91 | -0.47 | 6.51 | 6.40 | 7.50 | -1.09 | 12.71 | 12.90 | 14.63 | -1.73 |
Carlyle Group | CBAM186 | CBAM 2018-6A | 10/2/2023 | 1.06 | 0.81 | 0.74 | 0.86 | -0.12 | 3.32 | 3.05 | 3.53 | -0.47 | 6.49 | 6.42 | 6.88 | -0.46 | 12.35 | 13.23 | 13.09 | 0.14 |
Morgan Stanley Eaton Vance | ASSU3 | MORGN 2018-3A | 10/10/2023 | 1.10 | 0.35 | 0.20 | 0.38 | -0.18 | 2.76 | 2.55 | 3.02 | -0.47 | 6.14 | 5.96 | 6.74 | -0.78 | 11.72 | 11.85 | 12.85 | -1.00 |
Post Advisory Group | POST221 | POST 2022-1A | 10/10/2023 | 0.93 | 0.38 | -0.03 | 0.35 | -0.39 | 2.76 | 2.08 | 2.55 | -0.47 | 6.14 | 4.65 | 5.68 | -1.04 | | | | |
Putnam Investments | CAPC37C1 | PUTNM 2021-1A | 10/6/2023 | 1.10 | 0.41 | 0.20 | 0.45 | -0.25 | 2.73 | 2.53 | 3.01 | -0.47 | 6.03 | 6.34 | 6.63 | -0.29 | 11.59 | 12.42 | 12.76 | -0.34 |
CVC Credit Partners | APIDO29 | APID 2018-29A | 10/13/2023 | 0.99 | 0.30 | -0.06 | 0.30 | -0.36 | 2.55 | 2.06 | 2.54 | -0.47 | 6.20 | 5.68 | 6.16 | -0.48 | 8.09 | 7.74 | 8.03 | -0.29 |
Carlyle Group | CARLG145 | CGMS 2014-5A | 10/3/2023 | 1.03 | 0.69 | 0.46 | 0.71 | -0.25 | 3.04 | 2.64 | 3.12 | -0.48 | 6.21 | 5.81 | 6.37 | -0.56 | 11.89 | 11.63 | 12.19 | -0.56 |
Barings | BARLP3 | BABSN LP-3A | 10/10/2023 | 1.12 | 0.46 | 0.26 | 0.52 | -0.26 | 2.76 | 2.62 | 3.10 | -0.48 | 6.14 | 6.07 | 6.90 | -0.83 | | | | |
CarVal | CARV4 | CARVL 2021-1A | 10/10/2023 | 1.05 | 0.38 | 0.13 | 0.40 | -0.27 | 2.76 | 2.43 | 2.90 | -0.48 | 6.14 | 5.50 | 6.46 | -0.96 | 11.75 | 11.92 | 12.36 | -0.44 |
PGIM | TCICE161 | NBCLO 2016-1A | 10/17/2023 | 1.03 | 0.19 | 0.09 | 0.20 | -0.11 | 2.59 | 2.21 | 2.68 | -0.48 | 6.11 | 5.29 | 6.33 | -1.04 | 12.23 | 10.89 | 12.66 | -1.77 |
Blackrock Financial Management | MAGNET31 | MAGNE 2021-31A | 10/3/2023 | 1.02 | 0.78 | 0.45 | 0.79 | -0.34 | 3.04 | 2.60 | 3.09 | -0.48 | 6.20 | 5.45 | 6.30 | -0.86 | 11.88 | 11.53 | 12.07 | -0.54 |
ORIX Advisers | SPSC10 | SPEAK 2021-10A | 10/12/2023 | 1.06 | 0.34 | 0.23 | 0.36 | -0.13 | 2.61 | 2.28 | 2.76 | -0.48 | 6.22 | 5.47 | 6.58 | -1.11 | 12.02 | 11.24 | 12.73 | -1.48 |
Anchorage Capital Group | ANCH21 | ANCHC 2021-21A | 10/11/2023 | 1.06 | 0.62 | 0.44 | 0.66 | -0.23 | 2.74 | 2.43 | 2.91 | -0.48 | 6.24 | 6.13 | 6.63 | -0.49 | 11.96 | 12.41 | 12.71 | -0.29 |
Blackstone | WEHLEP | WEHPK 2022-1A | 10/6/2023 | 1.17 | 0.41 | 0.30 | 0.48 | -0.18 | 2.70 | 2.67 | 3.15 | -0.48 | 5.47 | 5.43 | 6.37 | -0.95 | | | | |
MJX Asset Management | VENT17 | VENTR 2014-17A | 10/5/2023 | 1.07 | 0.44 | 0.69 | 0.47 | 0.22 | 2.81 | 2.52 | 3.01 | -0.48 | 5.49 | 5.09 | 5.87 | -0.78 | 10.77 | 9.34 | 11.51 | -2.17 |
Five Arrows Managers | OCEANT11 | OCTR 2021-11A | 10/13/2023 | 1.07 | 0.66 | 0.57 | 0.71 | -0.14 | 2.56 | 2.26 | 2.74 | -0.48 | 6.18 | 5.79 | 6.64 | -0.86 | 12.42 | 12.55 | 13.33 | -0.78 |
Clover | AIG1902 | CLVR 2019-2A | 10/12/2023 | 0.95 | 0.34 | 0.09 | 0.32 | -0.23 | 2.61 | 1.99 | 2.48 | -0.48 | 6.22 | 4.88 | 5.91 | -1.03 | 12.01 | 11.21 | 11.41 | -0.20 |
Octagon Credit Investors | OCTAG45 | OCT45 2019-1A | 10/5/2023 | 1.05 | 0.40 | 0.30 | 0.42 | -0.12 | 2.75 | 2.40 | 2.88 | -0.48 | 5.43 | 5.00 | 5.69 | -0.69 | 10.86 | 10.11 | 11.38 | -1.28 |
Shenkman Capital Management | ROMK4 | RMRK 2021-4A | 10/2/2023 | 1.06 | 0.96 | 0.74 | 1.02 | -0.28 | 3.39 | 3.12 | 3.60 | -0.49 | 6.67 | 6.48 | 7.08 | -0.59 | 12.73 | 13.00 | 13.51 | -0.51 |
Benefit Street Partners | SHAC2116 | SHACK 2021-16A | 10/11/2023 | 1.15 | 0.59 | 0.54 | 0.68 | -0.15 | 2.74 | 2.67 | 3.16 | -0.49 | 6.24 | 5.87 | 7.20 | -1.33 | 11.95 | 12.43 | 13.78 | -1.35 |
Invesco | INVES223 | INVCO 2022-3A | 10/10/2023 | 1.10 | 0.67 | 0.56 | 0.74 | -0.18 | 2.68 | 2.45 | 2.94 | -0.49 | | | | | | | | |
Invesco | INVES221 | INVCO 2022-1A | 10/6/2023 | 1.13 | 0.53 | 0.42 | 0.60 | -0.19 | 2.70 | 2.56 | 3.05 | -0.49 | 5.30 | 5.00 | 5.99 | -0.98 | 10.49 | 10.51 | 11.85 | -1.34 |
LCM Asset Management | LCM40 | LCM 40A | 10/5/2023 | 1.17 | 0.29 | 0.21 | 0.34 | -0.13 | 2.75 | 2.74 | 3.23 | -0.49 | | | | | | | | |
Octagon Credit Investors | OCTAG56 | OCT56 2021-1A | 10/5/2023 | 1.07 | 0.40 | 0.24 | 0.43 | -0.19 | 2.75 | 2.46 | 2.95 | -0.49 | 5.43 | 5.35 | 5.81 | -0.46 | 10.86 | 10.35 | 11.62 | -1.27 |
Voya Alternative Asset Management | VOY2102 | VOYA 2021-2A | 10/11/2023 | 1.09 | 0.74 | 0.59 | 0.81 | -0.22 | 2.73 | 2.48 | 2.97 | -0.49 | 6.24 | 5.91 | 6.80 | -0.88 | 11.96 | 12.19 | 13.03 | -0.84 |
PGIM | DRYDN98 | DRSLF 2022-98A | 10/2/2023 | 0.98 | 0.95 | 0.57 | 0.93 | -0.37 | 3.38 | 2.82 | 3.31 | -0.49 | 6.66 | 6.01 | 6.51 | -0.50 | | | | |
PGIM | DRYDN53 | DRSLF 2017-53A | 10/2/2023 | 0.99 | 0.95 | 0.78 | 0.95 | -0.17 | 3.39 | 2.88 | 3.37 | -0.49 | 6.64 | 6.02 | 6.61 | -0.59 | 12.73 | 11.68 | 12.66 | -0.98 |
Trimaran Advisors | TRMCU222 | CAVU 2022-2A | 10/10/2023 | 0.99 | 0.46 | 0.24 | 0.45 | -0.21 | 2.76 | 2.24 | 2.73 | -0.49 | 6.14 | 5.14 | 6.06 | -0.93 | | | | |
MidOcean Credit Fund Management | MIDOCC11 | MIDO 2022-11A | 10/4/2023 | 1.15 | 0.63 | 0.50 | 0.72 | -0.23 | 2.88 | 2.82 | 3.31 | -0.49 | 6.09 | 5.80 | 7.02 | -1.22 | | | | |
Saratoga Investment Management | SARIC221 | SARAT 2022-1A | 10/10/2023 | 1.12 | 0.31 | 0.19 | 0.35 | -0.16 | 2.76 | 2.59 | 3.08 | -0.49 | 6.14 | 6.14 | 6.87 | -0.73 | | | | |
PGIM | DRYDN109 | DRSLF 2022-109A | 10/2/2023 | 0.98 | 0.95 | 0.58 | 0.93 | -0.35 | 3.38 | 2.81 | 3.31 | -0.49 | 6.65 | 5.93 | 6.51 | -0.58 | | | | |
Blackrock Financial Management | MAGNET29 | MAGNE 2021-29A | 10/3/2023 | 1.03 | 0.78 | 0.47 | 0.80 | -0.34 | 3.04 | 2.62 | 3.12 | -0.50 | 6.20 | 5.55 | 6.37 | -0.83 | 11.88 | 11.79 | 12.21 | -0.42 |
Park Avenue Institutional Advisers | PKAV161 | PAIA 2016-1A | 10/11/2023 | 1.04 | 0.35 | 0.05 | 0.36 | -0.31 | 2.58 | 2.19 | 2.68 | -0.50 | 6.20 | 5.02 | 6.46 | -1.44 | 11.86 | 10.37 | 12.36 | -1.99 |
Carlyle Group | CARLG216 | CGMS 2021-6A | 10/3/2023 | 1.11 | 0.69 | 0.43 | 0.76 | -0.33 | 3.04 | 2.86 | 3.36 | -0.50 | 6.20 | 6.10 | 6.86 | -0.76 | 11.84 | 12.25 | 13.11 | -0.86 |
PGIM | DRYDN49 | DRSLF 2017-49A | 10/2/2023 | 0.99 | 0.95 | 0.72 | 0.94 | -0.22 | 3.39 | 2.84 | 3.34 | -0.50 | 6.64 | 5.83 | 6.54 | -0.71 | 12.72 | 11.51 | 12.54 | -1.03 |
CVC Credit Partners | APIDO38 | APID 2021-38A | 10/11/2023 | 1.03 | 0.37 | 0.02 | 0.38 | -0.36 | 2.73 | 2.31 | 2.81 | -0.50 | 6.24 | 5.72 | 6.42 | -0.70 | 11.90 | 12.24 | 12.25 | -0.01 |
Onex Credit Partners | OCP2122 | OCP 2021-22A | 10/10/2023 | 1.05 | 0.67 | 0.41 | 0.71 | -0.30 | 2.76 | 2.41 | 2.91 | -0.50 | 6.14 | 5.49 | 6.47 | -0.97 | 11.81 | 12.32 | 12.43 | -0.12 |
PGIM | DRYDN64 | DRSLF 2018-64A | 10/2/2023 | 1.01 | 0.95 | 0.74 | 0.96 | -0.23 | 3.39 | 2.92 | 3.42 | -0.50 | 6.64 | 5.93 | 6.72 | -0.79 | 12.71 | 11.79 | 12.86 | -1.07 |
AEGON USA Investment Management | CEDARF12 | CEDF 2020-12A | 10/13/2023 | 0.97 | 0.30 | 0.29 | 0.29 | 0.00 | 2.55 | 1.96 | 2.46 | -0.50 | 6.19 | 4.88 | 5.98 | -1.10 | 12.36 | 10.80 | 11.94 | -1.14 |
Apollo Global Management | GULFM1 | RRAMX 2020-1A | 10/2/2023 | 1.05 | 0.88 | 0.68 | 0.92 | -0.24 | 3.31 | 2.95 | 3.46 | -0.50 | 6.39 | 6.13 | 6.68 | -0.55 | 12.50 | 12.73 | 13.07 | -0.34 |
AGL Credit | AGLCL21 | AGL 2022-21A | 10/13/2023 | 1.16 | 0.30 | 0.17 | 0.35 | -0.18 | 2.55 | 2.44 | 2.94 | -0.50 | 6.19 | 6.29 | 7.15 | -0.86 | | | | |
Octagon Credit Investors | OCTAG53 | OCT53 2021-1A | 10/5/2023 | 1.07 | 0.40 | 0.18 | 0.43 | -0.25 | 2.75 | 2.45 | 2.96 | -0.51 | 5.43 | 5.07 | 5.83 | -0.76 | 10.86 | 10.56 | 11.66 | -1.11 |
AllianceBernstein | ABBSL3 | ABBSL 2021-3A | 10/10/2023 | 1.14 | 0.46 | 0.24 | 0.52 | -0.29 | 2.76 | 2.64 | 3.15 | -0.51 | 6.14 | 6.07 | 7.00 | -0.93 | 11.77 | 12.06 | 13.42 | -1.36 |
ICG Debt Advisors | ICGU2103 | ICG 2021-3A | 10/12/2023 | 0.97 | 0.36 | 0.28 | 0.35 | -0.07 | 2.61 | 2.01 | 2.52 | -0.51 | 6.22 | 5.80 | 6.01 | -0.22 | 12.02 | 11.57 | 11.62 | -0.05 |
PGIM | DRYDN60 | DRSLF 2018-60A | 10/2/2023 | 1.01 | 0.95 | 0.72 | 0.96 | -0.25 | 3.39 | 2.91 | 3.42 | -0.51 | 6.65 | 6.05 | 6.72 | -0.67 | 12.72 | 11.99 | 12.85 | -0.86 |
PGIM | DRYDN50 | DRSLF 2017-50A | 10/2/2023 | 1.00 | 0.95 | 0.72 | 0.95 | -0.23 | 3.39 | 2.87 | 3.38 | -0.51 | 6.64 | 5.96 | 6.62 | -0.65 | 12.72 | 11.79 | 12.69 | -0.90 |
CIFC Asset Management | CIFC175 | CIFC 2017-5A | 10/2/2023 | 1.00 | 0.96 | 0.78 | 0.95 | -0.17 | 3.40 | 2.87 | 3.39 | -0.51 | 6.51 | 5.85 | 6.48 | -0.63 | 12.72 | 12.20 | 12.68 | -0.48 |
PineBridge Investments | GALAX19 | GALXY 2015-19A | 10/12/2023 | 1.03 | 0.25 | -0.02 | 0.26 | -0.28 | 2.62 | 2.19 | 2.70 | -0.51 | 6.26 | 5.69 | 6.46 | -0.77 | 12.02 | 11.85 | 12.42 | -0.57 |
Apollo Global Management | GULFM4 | RRAMX 2021-4A | 10/3/2023 | 1.10 | 0.68 | 0.46 | 0.75 | -0.29 | 3.04 | 2.82 | 3.33 | -0.51 | 6.20 | 5.95 | 6.81 | -0.86 | 11.84 | 12.32 | 13.01 | -0.68 |
Invesco | INVES213 | INVCO 2021-3A | 10/10/2023 | 1.14 | 0.67 | 0.57 | 0.77 | -0.19 | 2.68 | 2.53 | 3.04 | -0.51 | 6.15 | 5.81 | 6.99 | -1.18 | 11.80 | 11.99 | 13.40 | -1.41 |
Western Asset Management | CRWNC4 | CCITY 2022-4A | 10/11/2023 | 0.94 | 0.40 | 0.03 | 0.38 | -0.35 | 2.73 | 2.06 | 2.57 | -0.51 | 6.24 | 5.20 | 5.88 | -0.67 | | | | |
Blackstone | STRAS213 | STRAS 2021-3A | 10/5/2023 | 1.04 | 0.43 | 0.38 | 0.45 | -0.07 | 2.81 | 2.40 | 2.92 | -0.51 | 6.06 | 5.44 | 6.30 | -0.86 | 11.65 | 12.12 | 12.11 | 0.01 |
Trimaran Advisors | CATA141 | CRMN 2014-1A | 10/11/2023 | 1.03 | 0.53 | 0.37 | 0.54 | -0.17 | 2.61 | 2.16 | 2.68 | -0.52 | 6.13 | 4.72 | 6.31 | -1.58 | 11.88 | 10.36 | 12.23 | -1.87 |
Onex Credit Partners | OCP2020 | OCP 2020-20A | 10/4/2023 | 1.05 | 0.63 | 0.42 | 0.66 | -0.24 | 2.88 | 2.50 | 3.02 | -0.52 | 6.11 | 5.41 | 6.40 | -1.00 | 11.85 | 12.01 | 12.42 | -0.41 |
Octagon Credit Investors | OCTAG46 | OCT46 2020-2A | 10/5/2023 | 1.05 | 0.40 | 0.27 | 0.42 | -0.14 | 2.75 | 2.36 | 2.88 | -0.52 | 5.43 | 4.78 | 5.68 | -0.90 | 10.86 | 9.67 | 11.37 | -1.70 |
Octagon Credit Investors | OCTAG37 | OCT37 2018-2A | 10/17/2023 | 1.04 | 0.50 | 0.36 | 0.52 | -0.16 | 2.56 | 2.15 | 2.66 | -0.52 | 6.09 | 5.18 | 6.33 | -1.15 | 12.22 | 11.34 | 12.70 | -1.35 |
Clover | AIG2103 | CLVR 2021-3A | 10/13/2023 | 1.02 | 0.30 | 0.17 | 0.31 | -0.14 | 2.55 | 2.07 | 2.59 | -0.52 | 6.19 | 5.12 | 6.29 | -1.18 | 12.35 | 12.00 | 12.56 | -0.56 |
MJX Asset Management | VENT34 | VENTR 2018-34A | 10/3/2023 | 1.17 | 0.62 | 0.66 | 0.72 | -0.06 | 3.04 | 3.04 | 3.56 | -0.52 | 6.20 | 6.22 | 7.26 | -1.04 | 11.80 | 11.03 | 13.84 | -2.80 |
Carlyle Group | CARLG223 | CGMS 2022-3A | 10/10/2023 | 1.11 | 0.59 | 0.36 | 0.65 | -0.29 | 2.76 | 2.54 | 3.06 | -0.52 | 6.14 | 5.90 | 6.80 | -0.90 | | | | |
Credit Suisse First Boston | MADPK19 | MDPK 2015-19A | 10/10/2023 | 0.93 | 0.36 | 0.56 | 0.33 | 0.23 | 2.72 | 2.01 | 2.53 | -0.52 | 6.20 | 4.80 | 5.77 | -0.97 | 11.69 | 10.60 | 10.88 | -0.28 |
Carlyle Group | CARLG217 | CGMS 2021-7A | 10/3/2023 | 1.09 | 0.69 | 0.48 | 0.75 | -0.27 | 3.04 | 2.78 | 3.30 | -0.52 | 6.21 | 6.04 | 6.75 | -0.71 | 11.89 | 12.22 | 12.93 | -0.71 |
Nuveen | TCISY161 | TSYMP 2016-1A | 10/5/2023 | 0.98 | 0.43 | 0.23 | 0.42 | -0.19 | 2.78 | 2.19 | 2.71 | -0.52 | 6.06 | 5.00 | 5.91 | -0.92 | 11.64 | 10.14 | 11.36 | -1.21 |
Neuberger Berman | NEUB33 | NEUB 2019-33A | 10/4/2023 | 1.09 | 0.54 | 0.42 | 0.59 | -0.17 | 2.87 | 2.59 | 3.12 | -0.53 | 6.11 | 5.59 | 6.63 | -1.03 | 11.62 | 11.33 | 12.61 | -1.28 |
First Eagle Private Credit | WNDRV141 | WINDR 2014-1A | 10/10/2023 | 1.01 | 0.46 | 0.32 | 0.47 | -0.15 | 2.79 | 2.30 | 2.83 | -0.53 | 6.18 | 5.46 | 6.25 | -0.80 | 11.80 | 10.64 | 11.94 | -1.30 |
Nuveen | SYMPH16 | SYMP 2015-16A | 10/6/2023 | 1.00 | 0.41 | 0.23 | 0.41 | -0.18 | 2.70 | 2.17 | 2.70 | -0.53 | 5.47 | 5.45 | 5.48 | -0.02 | 10.86 | 10.16 | 10.87 | -0.71 |
Blackstone | DNPK | DANBY 2022-1A | 10/6/2023 | 1.07 | 0.41 | 0.13 | 0.44 | -0.31 | 2.70 | 2.36 | 2.89 | -0.53 | | | | | | | | |
PGIM | DRYDN61 | DRSLF 2018-61A | 10/2/2023 | 1.01 | 0.95 | 0.68 | 0.96 | -0.28 | 3.38 | 2.87 | 3.40 | -0.53 | 6.65 | 5.93 | 6.69 | -0.77 | 12.72 | 11.90 | 12.80 | -0.91 |
CVC Credit Partners | APIDO31 | APID 2019-31A | 10/3/2023 | 1.07 | 0.69 | 0.53 | 0.74 | -0.22 | 3.04 | 2.73 | 3.26 | -0.53 | 6.21 | 6.00 | 6.67 | -0.67 | 11.89 | 11.90 | 12.77 | -0.87 |
Blackrock Financial Management | MAGNET27 | MAGNE 2020-27A | 10/10/2023 | 1.05 | 0.69 | 0.42 | 0.73 | -0.31 | 2.75 | 2.37 | 2.90 | -0.53 | 6.14 | 5.42 | 6.47 | -1.04 | 11.78 | 11.85 | 12.40 | -0.55 |
Carlyle Group | CBAM185 | CBAM 2018-5A | 10/3/2023 | 1.04 | 0.60 | 0.46 | 0.62 | -0.17 | 3.14 | 2.71 | 3.25 | -0.53 | 6.26 | 5.84 | 6.48 | -0.64 | 12.39 | 12.79 | 12.84 | -0.04 |
KKR Financial Advisors | KKR41 | KKR 2022-41A | 10/2/2023 | 1.13 | 0.95 | 1.10 | 1.08 | 0.03 | 3.38 | 3.28 | 3.82 | -0.54 | 6.65 | 6.69 | 7.51 | -0.82 | | | | |
Octagon Credit Investors | OCTAG66 | OCT66 2022-1A | 10/12/2023 | 1.16 | 0.36 | 0.21 | 0.42 | -0.21 | 2.61 | 2.48 | 3.02 | -0.54 | 6.22 | 5.83 | 7.19 | -1.36 | | | | |
PGIM | DRYDN54 | DRSLF 2017-54A | 10/2/2023 | 0.99 | 0.95 | 0.77 | 0.95 | -0.17 | 3.39 | 2.82 | 3.36 | -0.54 | 6.64 | 6.02 | 6.59 | -0.57 | 12.72 | 11.68 | 12.63 | -0.95 |
Carlyle Group | CBAM2114 | CBAM 2021-14A | 10/6/2023 | 1.07 | 0.22 | 0.05 | 0.23 | -0.18 | 2.70 | 2.35 | 2.90 | -0.54 | 5.44 | 5.13 | 5.84 | -0.70 | 9.54 | 9.12 | 10.23 | -1.12 |
Morgan Stanley Eaton Vance | ASSU2 | MORGN 2018-2A | 10/10/2023 | 1.11 | 0.35 | 0.26 | 0.39 | -0.13 | 2.77 | 2.54 | 3.08 | -0.54 | 6.15 | 6.06 | 6.84 | -0.78 | 11.72 | 11.99 | 13.04 | -1.05 |
DoubleLine Capital | PARAL151 | PARL 2015-1A | 10/11/2023 | 1.05 | 0.53 | -0.17 | 0.55 | -0.72 | 2.82 | 2.42 | 2.97 | -0.54 | 6.26 | 2.93 | 6.58 | -3.65 | 11.97 | 8.23 | 12.59 | -4.36 |
Anchorage Capital Group | ANCH24 | ANCHC 2022-24A | 10/4/2023 | 1.08 | 0.54 | 0.31 | 0.58 | -0.27 | 2.87 | 2.55 | 3.09 | -0.55 | 6.10 | 5.87 | 6.57 | -0.70 | | | | |
Marathon Asset Management | MARATH13 | MCLO 2019-1A | 10/4/2023 | 1.24 | 0.54 | 0.63 | 0.67 | -0.04 | 2.87 | 3.03 | 3.57 | -0.55 | 6.11 | 6.12 | 7.60 | -1.48 | 11.64 | 11.40 | 14.48 | -3.08 |
PGIM | DRYDN97 | DRSLF 2022-97A | 10/2/2023 | 1.01 | 0.95 | 0.61 | 0.96 | -0.35 | 3.39 | 2.86 | 3.41 | -0.55 | 6.65 | 6.05 | 6.69 | -0.65 | | | | |
WhiteStar | TRNTS5 | TRNTS 2016-5A | 10/13/2023 | 1.07 | 0.76 | 0.76 | 0.82 | -0.06 | 2.57 | 2.21 | 2.76 | -0.55 | 6.15 | 5.30 | 6.58 | -1.28 | 12.52 | 10.82 | 13.40 | -2.58 |
AGL Credit | AGLCL19 | AGL 2022-19A | 10/6/2023 | 1.19 | 0.37 | 0.29 | 0.44 | -0.15 | 2.70 | 2.66 | 3.21 | -0.55 | | | | | | | | |
Trimaran Advisors | TRMCU212 | CAVU 2021-2A | 10/13/2023 | 1.01 | 0.30 | 0.16 | 0.30 | -0.14 | 2.55 | 2.01 | 2.57 | -0.55 | 6.19 | 5.09 | 6.23 | -1.14 | 12.36 | 11.48 | 12.45 | -0.97 |
CVC Credit Partners | APIDO39 | APID 2022-39A | 10/11/2023 | 1.00 | 0.40 | -0.04 | 0.40 | -0.44 | 2.74 | 2.18 | 2.74 | -0.56 | 6.24 | 5.24 | 6.24 | -1.00 | | | | |
PGIM | DRYDN80 | DRSLF 2019-80A | 10/2/2023 | 1.03 | 0.95 | 0.73 | 0.98 | -0.25 | 3.38 | 2.92 | 3.48 | -0.56 | 6.65 | 6.11 | 6.84 | -0.72 | 12.73 | 12.17 | 13.08 | -0.91 |
KKR Financial Advisors | KKR40 | KKR 40A | 10/2/2023 | 1.16 | 0.95 | 1.09 | 1.10 | -0.01 | 3.38 | 3.34 | 3.91 | -0.56 | 6.65 | 6.72 | 7.69 | -0.96 | | | | |
Morgan Stanley Eaton Vance | ASSU4 | MORGN 2019-4A | 10/10/2023 | 1.14 | 0.39 | 0.40 | 0.44 | -0.04 | 2.81 | 2.63 | 3.19 | -0.56 | 6.19 | 5.62 | 7.04 | -1.41 | 11.74 | 11.06 | 13.35 | -2.28 |
Neuberger Berman | NEUB37 | NEUB 2020-37A | 10/11/2023 | 1.04 | 0.40 | 0.15 | 0.42 | -0.28 | 2.73 | 2.29 | 2.86 | -0.56 | 6.24 | 5.30 | 6.52 | -1.22 | 11.93 | 11.19 | 12.46 | -1.28 |
Greywolf Capital Management | GREYW3R | GWOLF 2018-3RA | 10/12/2023 | 1.14 | 0.91 | 0.91 | 1.04 | -0.13 | 2.54 | 2.33 | 2.90 | -0.57 | 6.15 | 5.95 | 7.01 | -1.07 | 12.32 | 12.43 | 14.06 | -1.63 |
Invesco | INVES211 | INVCO 2021-1A | 10/2/2023 | 1.06 | 0.95 | 0.85 | 1.01 | -0.16 | 3.31 | 2.94 | 3.51 | -0.57 | 6.40 | 6.13 | 6.79 | -0.66 | 12.58 | 12.76 | 13.33 | -0.57 |
ICG Debt Advisors | ICGU2001 | ICG 2020-1A | 10/12/2023 | 0.89 | 0.31 | 0.18 | 0.27 | -0.10 | 2.60 | 1.75 | 2.31 | -0.57 | 6.22 | 4.67 | 5.52 | -0.86 | 12.02 | 10.28 | 10.68 | -0.40 |
DoubleLine Capital | PARAL211 | PARL 2021-1A | 10/3/2023 | 1.12 | 0.69 | 0.53 | 0.77 | -0.24 | 3.04 | 2.82 | 3.39 | -0.57 | 6.21 | 5.52 | 6.93 | -1.41 | 11.89 | 11.50 | 13.26 | -1.77 |
Sound Point Capital Management | SOUPT23 | SNDPT 2019-2A | 10/2/2023 | 1.02 | 0.95 | 0.66 | 0.97 | -0.30 | 3.31 | 2.80 | 3.37 | -0.57 | 6.52 | 5.85 | 6.63 | -0.78 | 12.58 | 11.77 | 12.80 | -1.03 |
CVC Credit Partners | APIDO27 | APID 2017-27A | 10/4/2023 | 1.01 | 0.54 | 0.32 | 0.55 | -0.23 | 2.90 | 2.37 | 2.95 | -0.57 | 6.08 | 5.43 | 6.17 | -0.74 | 11.82 | 11.14 | 11.99 | -0.85 |
MJX Asset Management | VENT36 | VENTR 2019-36A | 10/10/2023 | 1.19 | 0.69 | 0.43 | 0.82 | -0.39 | 2.75 | 2.69 | 3.26 | -0.57 | 6.14 | 6.33 | 7.28 | -0.95 | 11.77 | 11.24 | 13.95 | -2.71 |
Octagon Credit Investors | OCTAG40 | OCT40 2019-1A | 10/12/2023 | 1.03 | 0.63 | 0.54 | 0.65 | -0.11 | 2.61 | 2.13 | 2.70 | -0.57 | 6.22 | 5.50 | 6.43 | -0.93 | 12.08 | 11.27 | 12.48 | -1.21 |
Western Asset Management | CRWNC3 | CCITY 2021-1A | 10/11/2023 | 1.04 | 0.40 | 0.05 | 0.42 | -0.37 | 2.73 | 2.26 | 2.84 | -0.58 | 6.24 | 5.85 | 6.47 | -0.62 | 11.93 | 11.04 | 12.38 | -1.35 |
PGIM | DRYDN37 | DRSLF 2015-37A | 10/2/2023 | 1.00 | 0.95 | 0.69 | 0.95 | -0.26 | 3.39 | 2.79 | 3.37 | -0.58 | 6.64 | 5.87 | 6.61 | -0.75 | 12.72 | 11.58 | 12.67 | -1.09 |
Shenkman Capital Management | ROMK5 | RMRK 2021-5A | 10/2/2023 | 1.13 | 0.96 | 0.78 | 1.09 | -0.31 | 3.31 | 3.18 | 3.76 | -0.58 | 6.40 | 6.24 | 7.26 | -1.02 | 12.58 | 13.16 | 14.27 | -1.11 |
Clover | AIG2102 | CLVR 2021-2A | 10/10/2023 | 1.05 | 0.46 | 0.13 | 0.48 | -0.36 | 2.76 | 2.33 | 2.91 | -0.58 | 6.14 | 5.09 | 6.47 | -1.37 | 11.77 | 11.68 | 12.39 | -0.70 |
Neuberger Berman | NEUB52 | NEUB 2022-52A | 10/13/2023 | 1.17 | 0.27 | 0.13 | 0.32 | -0.18 | 2.55 | 2.39 | 2.97 | -0.58 | 6.19 | 5.74 | 7.22 | -1.48 | | | | |
Blackrock Financial Management | MAGNET30 | MAGNE 2021-30A | 10/13/2023 | 1.02 | 0.76 | 0.48 | 0.78 | -0.29 | 2.55 | 2.01 | 2.60 | -0.58 | 6.19 | 5.12 | 6.30 | -1.18 | 12.42 | 11.98 | 12.64 | -0.66 |
Voya Alternative Asset Management | VOY2103 | VOYA 2021-3A | 10/11/2023 | 1.13 | 0.74 | 0.59 | 0.84 | -0.25 | 2.73 | 2.50 | 3.08 | -0.58 | 6.24 | 5.83 | 7.05 | -1.22 | 11.96 | 12.07 | 13.50 | -1.43 |
Octagon Credit Investors | OCTAG33 | OCT33 2017-1A | 10/12/2023 | 1.03 | 0.45 | 0.34 | 0.46 | -0.12 | 2.63 | 2.14 | 2.72 | -0.58 | 6.24 | 5.29 | 6.46 | -1.17 | 12.04 | 10.73 | 12.46 | -1.72 |
Apollo Global Management | GULFM3 | RRAMX 2021-3A | 10/2/2023 | 1.09 | 0.88 | 0.67 | 0.96 | -0.29 | 3.31 | 3.01 | 3.60 | -0.59 | 6.39 | 6.12 | 6.95 | -0.83 | 12.51 | 12.95 | 13.60 | -0.65 |
Nuveen | SYMPH23 | SYMP 2020-23A | 10/6/2023 | 1.08 | 0.34 | -0.15 | 0.36 | -0.51 | 2.61 | 2.23 | 2.81 | -0.59 | 5.94 | 5.19 | 6.41 | -1.23 | 11.49 | 10.93 | 12.40 | -1.46 |
First Eagle Private Credit | WNDRV181 | WINDR 2018-1A | 10/3/2023 | 1.06 | 0.69 | 0.65 | 0.73 | -0.08 | 3.05 | 2.64 | 3.23 | -0.59 | 6.21 | 5.73 | 6.58 | -0.85 | 11.85 | 10.58 | 12.56 | -1.98 |
Carlyle Group | CBAM172 | CBAM 2017-2A | 10/3/2023 | 1.06 | 0.49 | 0.19 | 0.53 | -0.34 | 3.11 | 2.72 | 3.31 | -0.59 | 6.25 | 5.92 | 6.65 | -0.73 | 12.39 | 13.70 | 13.19 | 0.51 |
Barings | BAS222 | BABSN 2022-2A | 10/3/2023 | 1.22 | 0.69 | 0.63 | 0.85 | -0.21 | 3.04 | 3.12 | 3.71 | -0.59 | | | | | | | | |
PGIM | DRYDN43 | DRSLF 2016-43A | 10/2/2023 | 1.00 | 0.95 | 0.61 | 0.95 | -0.34 | 3.38 | 2.78 | 3.38 | -0.59 | 6.65 | 5.70 | 6.64 | -0.94 | 12.73 | 11.77 | 12.70 | -0.93 |
Carlyle Group | CBAM173 | CBAM 2017-3A | 10/3/2023 | 1.09 | 0.60 | 0.36 | 0.65 | -0.29 | 3.12 | 2.79 | 3.38 | -0.59 | 6.25 | 5.99 | 6.78 | -0.79 | 12.41 | 13.76 | 13.47 | 0.29 |
PGIM | DRYDN90 | DRSLF 2021-90A | 9/29/2023 | 1.05 | 0.99 | 0.71 | 1.04 | -0.33 | 3.43 | 3.01 | 3.61 | -0.60 | 6.69 | 6.05 | 7.03 | -0.98 | 12.59 | 12.02 | 13.23 | -1.20 |
Anchorage Capital Group | ANCH20 | ANCHC 2021-20A | 10/11/2023 | 1.10 | 0.40 | 0.20 | 0.44 | -0.24 | 2.73 | 2.40 | 3.00 | -0.60 | 6.24 | 6.01 | 6.85 | -0.84 | 11.92 | 12.15 | 13.10 | -0.95 |
Clover | COVCP3 | CLVR 2017-1A | 10/3/2023 | 0.97 | 0.78 | 0.59 | 0.76 | -0.17 | 3.07 | 2.38 | 2.98 | -0.60 | 5.99 | 4.97 | 5.81 | -0.84 | 11.66 | 10.09 | 11.33 | -1.23 |
Brigade Capital Management | BATTL24 | BATLN 2022-24A | 10/3/2023 | 1.24 | 0.71 | 0.67 | 0.88 | -0.20 | 3.12 | 3.25 | 3.85 | -0.60 | 6.25 | 6.35 | 7.72 | -1.37 | | | | |
Benefit Street Partners | SHAC157R | SHACK 2015-7RA | 10/4/2023 | 1.09 | 0.54 | 0.59 | 0.59 | 0.00 | 2.87 | 2.53 | 3.14 | -0.60 | 6.11 | 5.69 | 6.67 | -0.99 | 11.64 | 11.43 | 12.70 | -1.27 |
Clover | AIG1801 | CLVR 2018-1A | 10/10/2023 | 1.01 | 0.38 | 0.00 | 0.38 | -0.38 | 2.76 | 2.16 | 2.77 | -0.61 | 6.14 | 4.95 | 6.17 | -1.22 | 11.73 | 10.67 | 11.79 | -1.12 |
CVC Credit Partners | APIDO37 | APID 2021-37A | 10/11/2023 | 1.04 | 0.37 | -0.04 | 0.39 | -0.42 | 2.58 | 2.08 | 2.69 | -0.61 | 6.17 | 5.38 | 6.44 | -1.05 | 11.86 | 12.03 | 12.38 | -0.35 |
Blackrock Financial Management | MAGNET18 | MAGNE 2016-18A | 9/29/2023 | 0.92 | 1.00 | 0.66 | 0.92 | -0.26 | 3.43 | 2.56 | 3.17 | -0.62 | 6.67 | 5.69 | 6.17 | -0.48 | 12.47 | 11.69 | 11.54 | 0.15 |
Blackstone | BOYCPK | BOYCE 2022-1A | 10/6/2023 | 1.18 | 0.41 | 0.32 | 0.49 | -0.16 | 2.69 | 2.56 | 3.18 | -0.62 | 5.46 | 5.25 | 6.46 | -1.21 | | | | |
Nuveen | SSTAT1 | SSTAT 2021-1A | 10/13/2023 | 1.05 | 0.30 | 0.00 | 0.32 | -0.32 | 2.57 | 2.07 | 2.69 | -0.62 | 6.20 | 5.34 | 6.49 | -1.15 | 8.01 | 7.48 | 8.38 | -0.89 |
Onex Credit Partners | OCP2121 | OCP 2021-21A | 10/4/2023 | 1.05 | 0.63 | 0.34 | 0.66 | -0.31 | 2.88 | 2.39 | 3.02 | -0.63 | 6.11 | 5.43 | 6.39 | -0.96 | 11.85 | 11.98 | 12.40 | -0.41 |
Credit Suisse First Boston | MADPK14 | MDPK 2014-14A | 10/10/2023 | 1.03 | 0.35 | 0.32 | 0.36 | -0.04 | 2.68 | 2.14 | 2.77 | -0.63 | 6.14 | 5.78 | 6.35 | -0.57 | 11.71 | 12.00 | 12.11 | -0.12 |
PGIM | DRYDN95 | DRSLF 2021-95A | 9/29/2023 | 1.05 | 0.99 | 0.69 | 1.04 | -0.35 | 3.43 | 2.99 | 3.62 | -0.63 | 6.69 | 5.97 | 7.06 | -1.08 | 11.01 | 10.55 | 11.61 | -1.07 |
ZAIS Group | ZAIS11 | ZAIS 2018-11A | 10/10/2023 | 1.28 | 0.38 | 0.48 | 0.49 | -0.01 | 2.76 | 2.89 | 3.52 | -0.63 | 6.14 | 5.91 | 7.83 | -1.92 | 11.75 | 11.63 | 14.98 | -3.35 |
Crescent Capital Group | ATLSLF20 | ATCLO 2022-20A | 10/5/2023 | 1.17 | 0.43 | 0.35 | 0.51 | -0.16 | 2.78 | 2.62 | 3.26 | -0.63 | 6.06 | 5.87 | 7.10 | -1.23 | | | | |
Post Advisory Group | POST211 | POST 2021-1A | 10/3/2023 | 1.00 | 0.62 | 0.27 | 0.62 | -0.35 | 3.04 | 2.41 | 3.04 | -0.64 | 6.21 | 4.42 | 6.22 | -1.81 | 11.75 | 9.50 | 11.77 | -2.27 |
Credit Suisse First Boston | MADPK25 | MDPK 2017-25A | 10/12/2023 | 1.08 | 0.56 | 0.51 | 0.61 | -0.09 | 2.61 | 2.18 | 2.82 | -0.64 | 6.22 | 5.42 | 6.71 | -1.29 | 12.06 | 12.05 | 13.01 | -0.96 |
CVC Credit Partners | APIDO26 | APID 2017-26A | 10/5/2023 | 1.00 | 0.43 | 0.21 | 0.43 | -0.22 | 2.81 | 2.17 | 2.82 | -0.64 | 6.05 | 5.14 | 6.06 | -0.92 | 11.62 | 10.85 | 11.65 | -0.79 |
ZAIS Group | ZAIS3 | ZCLO3 2015-3A | 10/3/2023 | 1.24 | 0.71 | 0.50 | 0.88 | -0.38 | 3.05 | 3.13 | 3.77 | -0.64 | 6.22 | 6.03 | 7.68 | -1.65 | 11.89 | 11.44 | 14.69 | -3.26 |
First Eagle Private Credit | WNDRV182 | WINDR 2018-2A | 10/3/2023 | 1.10 | 0.68 | 0.67 | 0.75 | -0.08 | 3.04 | 2.69 | 3.33 | -0.64 | 6.20 | 5.86 | 6.80 | -0.94 | 11.84 | 10.63 | 13.00 | -2.37 |
Anchorage Capital Group | ANCH25 | ANCHC 2022-25A | 10/11/2023 | 1.08 | 0.40 | 0.32 | 0.44 | -0.12 | 2.74 | 2.32 | 2.96 | -0.64 | 6.24 | 6.20 | 6.76 | -0.56 | 8.40 | 9.09 | 9.10 | -0.02 |
Nuveen | SYMPH21 | SYMP 2019-21A | 10/6/2023 | 0.95 | 0.34 | -0.08 | 0.32 | -0.40 | 2.61 | 1.82 | 2.47 | -0.65 | 5.95 | 4.50 | 5.63 | -1.13 | 11.49 | 9.74 | 10.88 | -1.13 |
Nuveen | SYMPH25 | SYMP 2021-25A | 10/6/2023 | 1.07 | 0.37 | 0.00 | 0.39 | -0.39 | 2.70 | 2.24 | 2.89 | -0.65 | 5.45 | 4.85 | 5.83 | -0.99 | 10.97 | 10.36 | 11.74 | -1.38 |
Carlyle Group | CARLG221 | CGMS 2022-1A | 10/3/2023 | 1.17 | 0.69 | 0.49 | 0.81 | -0.32 | 3.04 | 2.91 | 3.56 | -0.65 | 6.21 | 6.50 | 7.29 | -0.79 | | | | |
Blackstone | WHETSPK | WHTPK 2021-1A | 10/5/2023 | 1.24 | 0.43 | 0.38 | 0.54 | -0.16 | 2.78 | 2.80 | 3.45 | -0.66 | 6.06 | 5.90 | 7.53 | -1.63 | 11.65 | 11.74 | 14.47 | -2.73 |
PGIM | DRYDN75 | DRSLF 2019-75A | 10/2/2023 | 1.01 | 0.95 | 0.60 | 0.97 | -0.37 | 3.38 | 2.77 | 3.43 | -0.66 | 6.65 | 5.81 | 6.74 | -0.93 | 12.73 | 11.74 | 12.90 | -1.16 |
ICG Debt Advisors | ICGU2201 | ICG 2022-1A | 10/12/2023 | 0.88 | 0.36 | 0.21 | 0.32 | -0.11 | 2.61 | 1.64 | 2.30 | -0.66 | 6.23 | 5.14 | 5.48 | -0.34 | | | | |
PGIM | DRYDN36 | DRSLF 2014-36A | 10/2/2023 | 0.98 | 0.95 | 0.73 | 0.94 | -0.21 | 3.39 | 2.68 | 3.34 | -0.66 | 6.59 | 5.45 | 6.48 | -1.03 | 12.67 | 10.85 | 12.46 | -1.61 |
Octagon Credit Investors | OCTAG54 | OCT54 2021-1A | 10/5/2023 | 1.05 | 0.43 | 0.23 | 0.45 | -0.22 | 2.75 | 2.24 | 2.90 | -0.66 | 5.43 | 4.86 | 5.72 | -0.87 | 10.83 | 10.12 | 11.42 | -1.30 |
Carlyle Group | CBAM174 | CBAM 2017-4A | 10/2/2023 | 1.06 | 0.81 | 0.68 | 0.86 | -0.18 | 3.33 | 2.86 | 3.53 | -0.67 | 6.49 | 5.87 | 6.89 | -1.01 | 11.66 | 11.51 | 12.38 | -0.87 |
Apollo Global Management | GULFM7 | RRAMX 2022-7A | 10/3/2023 | 1.10 | 0.68 | 0.45 | 0.75 | -0.30 | 3.04 | 2.68 | 3.35 | -0.67 | 6.20 | 5.97 | 6.84 | -0.87 | 11.84 | 12.18 | 13.06 | -0.89 |
Clover | AIG2101 | CLVR 2021-1A | 10/10/2023 | 1.04 | 0.35 | 0.07 | 0.36 | -0.29 | 2.68 | 2.11 | 2.79 | -0.68 | 6.15 | 5.06 | 6.40 | -1.34 | 11.71 | 11.35 | 12.19 | -0.84 |
ZAIS Group | ZAIS9 | ZAIS9 2018-2A | 10/10/2023 | 1.29 | 0.46 | 0.31 | 0.59 | -0.28 | 2.79 | 2.91 | 3.59 | -0.68 | 6.18 | 6.73 | 7.94 | -1.21 | 11.79 | 11.95 | 15.16 | -3.21 |
Apollo Global Management | GULFM5 | RRAMX 2021-5A | 10/3/2023 | 1.14 | 0.68 | 0.42 | 0.77 | -0.35 | 3.04 | 2.77 | 3.45 | -0.68 | 6.20 | 6.09 | 7.04 | -0.95 | 11.84 | 12.42 | 13.45 | -1.03 |
Empower Capital Management | EMPOW221 | EMPWR 2022-1A | 10/5/2023 | 1.10 | 0.43 | 0.35 | 0.47 | -0.12 | 2.78 | 2.35 | 3.04 | -0.69 | 6.06 | 5.45 | 6.63 | -1.19 | | | | |
Blackstone | NYKPK | NYKPK 2021-1A | 10/5/2023 | 1.19 | 0.43 | 0.15 | 0.51 | -0.36 | 2.78 | 2.60 | 3.30 | -0.69 | 6.06 | 5.62 | 7.18 | -1.57 | 11.65 | 11.53 | 13.81 | -2.29 |
Goldentree Asset Management | GOLDMU10 | GLM 2021-10A | 10/5/2023 | 1.08 | 0.43 | 0.26 | 0.47 | -0.21 | 2.78 | 2.32 | 3.01 | -0.69 | 6.06 | 5.78 | 6.57 | -0.79 | 11.65 | 12.15 | 12.63 | -0.48 |
Invesco | RECE | RCTTE 2015-1A | 10/6/2023 | 0.85 | 0.53 | 0.43 | 0.45 | -0.03 | 2.70 | 1.60 | 2.29 | -0.70 | 5.30 | 4.31 | 4.51 | -0.20 | 10.49 | 9.59 | 8.92 | 0.68 |
Sound Point Capital Management | SOUPT33 | SNDPT 2022-1A | 10/2/2023 | 1.07 | 0.95 | 0.61 | 1.01 | -0.40 | 3.31 | 2.84 | 3.53 | -0.70 | 6.52 | 5.97 | 6.95 | -0.98 | | | | |
PGIM | DRYDN68 | DRSLF 2019-68A | 10/2/2023 | 1.03 | 0.95 | 0.60 | 0.98 | -0.38 | 3.38 | 2.77 | 3.48 | -0.70 | 6.65 | 5.78 | 6.83 | -1.05 | 12.73 | 11.81 | 13.07 | -1.27 |
PGIM | DRYDN85 | DRSLF 2020-85A | 10/2/2023 | 1.05 | 0.95 | 0.60 | 1.00 | -0.40 | 3.38 | 2.84 | 3.54 | -0.70 | 6.65 | 5.88 | 6.96 | -1.08 | 12.73 | 12.13 | 13.31 | -1.18 |
AEGON USA Investment Management | CEDARF14 | CEDF 2021-14A | 10/3/2023 | 1.02 | 0.69 | 0.66 | 0.71 | -0.05 | 3.04 | 2.40 | 3.11 | -0.71 | 6.21 | 5.21 | 6.36 | -1.15 | 11.89 | 10.60 | 12.18 | -1.58 |
CVC Credit Partners | APIDO41 | APID 2022-41A | 10/10/2023 | 1.12 | 0.46 | -0.01 | 0.51 | -0.52 | 2.76 | 2.38 | 3.09 | -0.71 | 6.14 | 5.55 | 6.87 | -1.33 | | | | |
PGIM | DRYDN47 | DRSLF 2017-47A | 10/2/2023 | 0.98 | 0.95 | 0.72 | 0.94 | -0.21 | 3.40 | 2.63 | 3.34 | -0.71 | 6.56 | 5.20 | 6.44 | -1.24 | 12.65 | 10.37 | 12.43 | -2.05 |
Marathon Asset Management | MARATH8 | MCLO 2015-8A | 10/10/2023 | 1.32 | 0.46 | 0.29 | 0.61 | -0.31 | 2.76 | 2.94 | 3.66 | -0.71 | 6.14 | 6.48 | 8.13 | -1.65 | 11.74 | 10.95 | 15.54 | -4.59 |
Park Avenue Institutional Advisers | PKAV212 | PAIA 2021-2A | 10/3/2023 | 1.04 | 0.69 | 0.25 | 0.72 | -0.47 | 3.04 | 2.43 | 3.14 | -0.71 | 6.21 | 4.95 | 6.43 | -1.48 | 11.89 | 10.20 | 12.31 | -2.11 |
Octagon Credit Investors | OCTAG55 | OCT55 2021-1A | 10/12/2023 | 1.07 | 0.56 | 0.34 | 0.60 | -0.26 | 2.61 | 2.07 | 2.79 | -0.72 | 6.22 | 5.44 | 6.64 | -1.20 | 12.06 | 11.38 | 12.88 | -1.49 |
Carlyle Group | CBAM171 | CBAM 2017-1A | 10/6/2023 | 1.02 | 0.24 | -0.04 | 0.24 | -0.29 | 2.77 | 2.12 | 2.83 | -0.72 | 5.53 | 4.71 | 5.67 | -0.96 | 9.55 | 9.43 | 9.77 | -0.35 |
Nuveen | SYMPH9 | SYMP 2012-9A | 10/3/2023 | 1.02 | 0.58 | 0.60 | 0.59 | 0.02 | 3.12 | 2.44 | 3.16 | -0.72 | 6.24 | 5.31 | 6.34 | -1.04 | 12.38 | 11.00 | 12.57 | -1.57 |
WhiteStar | WTHRS12 | WITEH 2018-12A | 10/3/2023 | 1.03 | 0.69 | 0.61 | 0.72 | -0.11 | 3.04 | 2.41 | 3.13 | -0.72 | 6.20 | 5.21 | 6.40 | -1.20 | 11.88 | 10.56 | 12.26 | -1.70 |
Nuveen | SYMPH28 | SYMP 2021-28A | 10/11/2023 | 1.09 | 0.35 | 0.00 | 0.38 | -0.38 | 2.58 | 2.09 | 2.82 | -0.72 | 6.20 | 5.35 | 6.78 | -1.43 | 11.86 | 11.57 | 12.96 | -1.39 |
Invesco | INVES212 | INVCO 2021-2A | 10/2/2023 | 1.07 | 0.95 | 0.79 | 1.01 | -0.22 | 3.31 | 2.81 | 3.53 | -0.73 | 6.40 | 5.87 | 6.83 | -0.96 | 12.58 | 12.17 | 13.42 | -1.25 |
Blackstone | UNPPK | UNPPK 2022-1A | 10/5/2023 | 1.17 | 0.90 | 0.86 | 1.05 | -0.20 | 2.78 | 2.53 | 3.26 | -0.73 | 6.06 | 5.77 | 7.10 | -1.33 | | | | |
Nuveen | SYMPH31 | SYMP 2022-31A | 10/11/2023 | 1.04 | 0.37 | -0.02 | 0.38 | -0.41 | 2.58 | 1.95 | 2.68 | -0.73 | 6.17 | 5.01 | 6.43 | -1.41 | | | | |
Sound Point Capital Management | SOUPT27 | SNDPT 2020-2A | 10/2/2023 | 1.06 | 0.95 | 0.59 | 1.01 | -0.42 | 3.31 | 2.78 | 3.51 | -0.73 | 6.52 | 5.78 | 6.92 | -1.14 | 12.58 | 12.11 | 13.36 | -1.25 |
Western Asset Management | CRWNC1 | CCITY 2020-1A | 10/11/2023 | 1.05 | 0.40 | 0.05 | 0.42 | -0.37 | 2.73 | 2.14 | 2.87 | -0.73 | 6.24 | 5.76 | 6.55 | -0.79 | 11.94 | 10.80 | 12.53 | -1.73 |
Neuberger Berman | NEUB51 | NEUB 2022-51A | 10/12/2023 | 1.19 | 0.31 | 0.14 | 0.36 | -0.22 | 2.54 | 2.27 | 3.01 | -0.75 | | | | | | | | |
PGIM | DRYDN86 | DRSLF 2020-86A | 10/2/2023 | 1.03 | 0.95 | 0.56 | 0.98 | -0.42 | 3.38 | 2.72 | 3.47 | -0.75 | 6.65 | 5.74 | 6.83 | -1.09 | 12.73 | 12.01 | 13.06 | -1.05 |
PGIM | DRYDN30 | DRSLF 2013-30A | 9/29/2023 | 0.99 | 0.99 | 0.78 | 0.98 | -0.20 | 3.43 | 2.64 | 3.40 | -0.76 | 6.68 | 5.14 | 6.61 | -1.48 | 12.47 | 9.92 | 12.35 | -2.43 |
PGIM | DRYDN83 | DRSLF 2020-83A | 10/2/2023 | 1.04 | 0.95 | 0.62 | 0.99 | -0.37 | 3.38 | 2.75 | 3.52 | -0.76 | 6.65 | 5.81 | 6.92 | -1.10 | 12.73 | 12.20 | 13.23 | -1.03 |
Ares Management | DENALI11 | DEN11 2015-1A | 10/10/2023 | 1.01 | 0.53 | 0.33 | 0.54 | -0.21 | 2.91 | 2.18 | 2.94 | -0.76 | 5.61 | 3.61 | 5.66 | -2.05 | 10.94 | 7.42 | 11.04 | -3.62 |
Nuveen | SYMPH32 | SYMP 2022-32A | 10/11/2023 | 1.05 | 0.31 | -0.09 | 0.32 | -0.41 | 2.58 | 1.94 | 2.71 | -0.77 | 6.20 | 5.26 | 6.52 | -1.26 | | | | |
Western Asset Management | CRWNC2 | CCITY 2020-2A | 10/11/2023 | 1.05 | 0.40 | 0.03 | 0.42 | -0.39 | 2.73 | 2.09 | 2.86 | -0.77 | 6.24 | 5.65 | 6.54 | -0.89 | 11.94 | 10.88 | 12.51 | -1.63 |
Credit Suisse First Boston | MADPK17 | MDPK 2015-17A | 10/11/2023 | 1.04 | 0.62 | 0.66 | 0.65 | 0.01 | 2.74 | 2.08 | 2.86 | -0.78 | 6.23 | 5.35 | 6.50 | -1.16 | 11.95 | 11.65 | 12.47 | -0.82 |
Sound Point Capital Management | SOUPT26 | SNDPT 2020-1A | 10/2/2023 | 1.08 | 0.95 | 0.54 | 1.03 | -0.49 | 3.31 | 2.81 | 3.59 | -0.78 | 6.51 | 5.85 | 7.06 | -1.21 | 12.58 | 12.22 | 13.63 | -1.41 |
MJX Asset Management | VENT13 | VENTR 2013-13A | 9/27/2023 | 1.09 | 1.13 | 1.27 | 1.23 | 0.04 | 3.89 | 3.43 | 4.22 | -0.79 | 7.15 | 6.66 | 7.77 | -1.10 | 12.23 | 10.72 | 13.27 | -2.55 |
Sound Point Capital Management | SOUPT32 | SNDPT 2021-4A | 10/2/2023 | 1.17 | 0.95 | 0.64 | 1.11 | -0.47 | 3.31 | 3.06 | 3.86 | -0.80 | 6.51 | 6.25 | 7.60 | -1.36 | 12.58 | 12.42 | 14.68 | -2.27 |
Nuveen | SYMPH33 | SYMP 2022-33A | 10/12/2023 | 1.00 | 0.32 | -0.09 | 0.32 | -0.41 | 2.59 | 1.79 | 2.59 | -0.80 | 6.22 | 4.67 | 6.23 | -1.57 | | | | |
Sixth Street | SIXST21 | SIXST 2022-21A | 10/3/2023 | 1.12 | 0.69 | 0.55 | 0.78 | -0.22 | 3.04 | 2.59 | 3.40 | -0.80 | | | | | | | | |
Credit Suisse First Boston | MADPK24 | MDPK 2016-24A | 10/10/2023 | 1.05 | 0.46 | 0.49 | 0.48 | 0.01 | 2.77 | 2.10 | 2.90 | -0.81 | 6.14 | 5.07 | 6.45 | -1.38 | 11.76 | 11.12 | 12.35 | -1.23 |
Aquarian Credit Partners | GALL8171 | GALL 2017-1A | 10/6/2023 | 1.15 | 0.56 | 0.24 | 0.64 | -0.40 | 2.71 | 2.30 | 3.11 | -0.81 | 6.01 | 5.50 | 6.89 | -1.40 | 11.59 | 10.70 | 13.29 | -2.59 |
Voya Alternative Asset Management | VOY2204 | VOYA 2022-4A | 10/10/2023 | 1.12 | 0.69 | 0.47 | 0.78 | -0.31 | 2.75 | 2.28 | 3.08 | -0.81 | 6.14 | 5.48 | 6.88 | -1.40 | | | | |
PGIM | DRYDN93 | DRSLF 2021-93A | 10/2/2023 | 1.08 | 0.95 | 0.62 | 1.03 | -0.41 | 3.38 | 2.82 | 3.64 | -0.82 | 6.65 | 5.89 | 7.16 | -1.27 | 12.73 | 12.09 | 13.70 | -1.60 |
PGIM | DRYDN26 | DRSLF 2013-26A | 10/2/2023 | 0.99 | 0.95 | 0.67 | 0.95 | -0.28 | 3.39 | 2.54 | 3.36 | -0.82 | 6.59 | 5.00 | 6.55 | -1.55 | 12.68 | 10.09 | 12.59 | -2.50 |
Pimco | BBLF211 | BOBA 2021-1A | 10/6/2023 | 1.17 | 0.41 | -0.03 | 0.48 | -0.51 | 2.71 | 2.33 | 3.16 | -0.83 | 5.43 | 5.16 | 6.34 | -1.18 | 10.82 | 11.10 | 12.63 | -1.52 |
Capital Four Management | CAPFRU2 | C4US 2022-1A | 10/5/2023 | 1.21 | 0.37 | 0.15 | 0.45 | -0.30 | 2.79 | 2.56 | 3.39 | -0.83 | 6.07 | 5.41 | 7.36 | -1.94 | | | | |
KKR Financial Advisors | KKR38 | KKR 38A | 10/2/2023 | 1.13 | 0.95 | 0.82 | 1.08 | -0.25 | 3.38 | 2.99 | 3.82 | -0.83 | 6.65 | 6.38 | 7.52 | -1.14 | | | | |
Elmwood Asset Management | ELMW7 | ELMW7 2020-4A | 10/5/2023 | 0.89 | 0.43 | -0.67 | 0.38 | -1.06 | 2.79 | 1.64 | 2.48 | -0.83 | 6.02 | 4.59 | 5.35 | -0.76 | 11.88 | 10.76 | 10.55 | 0.22 |
Five Arrows Managers | OCEANT12 | OCTR 2022-12A | 10/13/2023 | 1.10 | 0.30 | -0.40 | 0.33 | -0.73 | 2.55 | 1.95 | 2.79 | -0.84 | 6.19 | 5.44 | 6.78 | -1.34 | | | | |
ICG Debt Advisors | ICGU1402 | ICG 2014-2A | 10/5/2023 | 1.10 | 0.44 | 0.50 | 0.48 | 0.02 | 2.81 | 2.24 | 3.08 | -0.84 | 5.52 | 4.84 | 6.05 | -1.21 | 10.91 | 10.32 | 11.96 | -1.64 |
PGIM | DRYDN76 | DRSLF 2019-76A | 10/2/2023 | 1.08 | 0.95 | 0.59 | 1.03 | -0.44 | 3.38 | 2.79 | 3.64 | -0.85 | 6.65 | 5.72 | 7.16 | -1.44 | 12.73 | 11.71 | 13.71 | -1.99 |
Sound Point Capital Management | SOUPT28 | SNDPT 2020-3A | 10/2/2023 | 1.10 | 0.95 | 0.63 | 1.05 | -0.42 | 3.31 | 2.80 | 3.65 | -0.85 | 6.52 | 5.87 | 7.18 | -1.31 | 12.58 | 12.15 | 13.87 | -1.72 |
Nuveen | SYMPH18 | SYMP 2016-18A | 10/13/2023 | 1.03 | 0.30 | 0.02 | 0.31 | -0.29 | 2.54 | 1.75 | 2.61 | -0.86 | 6.16 | 5.09 | 6.35 | -1.26 | 12.15 | 11.00 | 12.52 | -1.53 |
Voya Alternative Asset Management | VOY2203 | VOYA 2022-3A | 10/10/2023 | 1.17 | 0.69 | 0.30 | 0.81 | -0.51 | 2.75 | 2.35 | 3.21 | -0.86 | 6.14 | 5.71 | 7.17 | -1.46 | | | | |
Sound Point Capital Management | SOUPT29 | SNDPT 2021-1A | 10/2/2023 | 1.12 | 0.95 | 0.68 | 1.06 | -0.38 | 3.31 | 2.84 | 3.71 | -0.87 | 6.52 | 5.83 | 7.29 | -1.46 | 12.58 | 11.99 | 14.09 | -2.10 |
CVC Credit Partners | APIDO33 | APID 2020-33A | 10/12/2023 | 1.04 | 0.34 | -0.30 | 0.35 | -0.65 | 2.61 | 1.85 | 2.72 | -0.87 | 6.22 | 5.22 | 6.48 | -1.26 | 12.03 | 11.59 | 12.52 | -0.93 |
Apollo Global Management | GULFM6 | RRAMX 2021-6A | 10/3/2023 | 1.14 | 0.68 | 0.42 | 0.78 | -0.36 | 3.04 | 2.59 | 3.47 | -0.89 | 6.20 | 5.80 | 7.09 | -1.29 | 11.84 | 11.88 | 13.54 | -1.66 |
Telos Asset Management | TEL145 | TELOS 2014-5A | 10/3/2023 | 0.86 | 0.78 | 0.61 | 0.67 | -0.07 | 3.12 | 1.81 | 2.70 | -0.89 | 6.20 | 3.43 | 5.36 | -1.93 | 12.47 | 2.41 | 10.78 | -8.37 |
Blackstone | BETHP | BETHP 2021-1A | 9/29/2023 | 1.25 | 0.96 | 0.85 | 1.19 | -0.34 | 3.43 | 3.36 | 4.27 | -0.91 | 6.50 | 6.32 | 8.09 | -1.77 | 12.57 | 12.56 | 15.65 | -3.09 |
Credit Suisse First Boston | MADPK27 | MDPK 2018-27A | 10/10/2023 | 1.06 | 0.46 | 0.31 | 0.49 | -0.17 | 2.76 | 2.00 | 2.92 | -0.91 | 6.14 | 5.33 | 6.48 | -1.15 | 11.76 | 11.76 | 12.41 | -0.65 |
AGL Credit | AGLCL22 | AGL 2022-22A | 10/5/2023 | 1.27 | 0.43 | 0.24 | 0.55 | -0.31 | 2.78 | 2.62 | 3.54 | -0.92 | 6.06 | 6.12 | 7.71 | -1.59 | | | | |
Sound Point Capital Management | SOUPT25 | SNDPT 2019-4A | 10/2/2023 | 1.10 | 0.95 | 0.60 | 1.04 | -0.44 | 3.31 | 2.70 | 3.63 | -0.93 | 6.51 | 5.72 | 7.15 | -1.43 | 12.58 | 11.65 | 13.81 | -2.16 |
Nuveen | SYMPH29 | SYMP 2021-29A | 10/6/2023 | 1.15 | 0.44 | 0.09 | 0.50 | -0.41 | 2.70 | 2.16 | 3.10 | -0.94 | 5.33 | 4.36 | 6.12 | -1.76 | | | | |
Nuveen | SYMPH22 | SYMP 2020-22A | 10/11/2023 | 1.08 | 0.53 | 0.20 | 0.57 | -0.37 | 2.74 | 2.01 | 2.96 | -0.95 | 6.24 | 4.96 | 6.75 | -1.79 | 11.95 | 10.75 | 12.92 | -2.17 |
Sound Point Capital Management | SOUPT30 | SNDPT 2021-2A | 10/2/2023 | 1.13 | 0.95 | 0.62 | 1.07 | -0.46 | 3.31 | 2.79 | 3.74 | -0.95 | 6.52 | 5.77 | 7.36 | -1.59 | 12.58 | 11.74 | 14.21 | -2.46 |
Sound Point Capital Management | SOUPT24 | SNDPT 2019-3A | 10/2/2023 | 1.13 | 0.95 | 0.66 | 1.07 | -0.41 | 3.31 | 2.79 | 3.73 | -0.95 | 6.52 | 5.88 | 7.35 | -1.46 | 12.58 | 11.60 | 14.18 | -2.58 |
CIFC Asset Management | CIFC226 | CIFC 2022-6A | 10/2/2023 | 1.33 | 0.95 | 0.70 | 1.27 | -0.57 | 3.31 | 3.46 | 4.41 | -0.95 | 6.51 | 5.93 | 8.68 | -2.75 | | | | |
ZAIS Group | ZAIS7 | ZAIS7 2017-2A | 10/3/2023 | 1.18 | 0.71 | 0.78 | 0.84 | -0.07 | 3.06 | 2.67 | 3.63 | -0.96 | 6.15 | 5.15 | 7.28 | -2.13 | 11.80 | 9.64 | 13.97 | -4.34 |
Ares Management | ARES66 | ARES 2022-66A | 10/13/2023 | 1.05 | 0.67 | 0.40 | 0.71 | -0.31 | 2.56 | 1.72 | 2.69 | -0.97 | 6.19 | 4.74 | 6.51 | -1.76 | | | | |
Pimco | BBLF201 | BOBA 2020-1A | 10/6/2023 | 1.13 | 0.41 | -0.08 | 0.46 | -0.54 | 2.71 | 2.07 | 3.06 | -0.99 | 5.43 | 4.69 | 6.14 | -1.46 | 10.82 | 10.54 | 12.25 | -1.70 |
PGIM | DRYDN113 | DRSLF 2022-113A | 10/2/2023 | 1.08 | 0.95 | 0.34 | 1.03 | -0.69 | 3.38 | 2.67 | 3.66 | -0.99 | 6.65 | 5.87 | 7.20 | -1.33 | | | | |
Sound Point Capital Management | SOUPT31 | SNDPT 2021-3A | 10/2/2023 | 1.14 | 0.95 | 0.62 | 1.08 | -0.46 | 3.31 | 2.75 | 3.77 | -1.02 | 6.52 | 5.90 | 7.42 | -1.52 | 12.58 | 11.89 | 14.32 | -2.43 |
First Eagle Private Credit | LONGF131 | LONGF 2013-1A | 10/5/2023 | 1.20 | 0.43 | 0.43 | 0.51 | -0.08 | 3.08 | 2.56 | 3.68 | -1.12 | 6.13 | 5.24 | 7.33 | -2.09 | 11.65 | 7.99 | 13.93 | -5.94 |
CIFC Asset Management | CIFC227 | CIFC 2022-7A | 10/6/2023 | 1.30 | 0.41 | 0.22 | 0.53 | -0.32 | 2.61 | 2.27 | 3.38 | -1.12 | | | | | | | | |
Credit Suisse First Boston | MADPK30 | MDPK 2018-30A | 10/2/2023 | 0.99 | 0.79 | 0.53 | 0.78 | -0.25 | 3.31 | 2.16 | 3.28 | -1.12 | 6.44 | 5.00 | 6.37 | -1.37 | 12.35 | 11.11 | 12.21 | -1.10 |
Octagon Credit Investors | OCTAG60 | OCT60 2022-1A | 10/12/2023 | 1.25 | 0.45 | 0.18 | 0.56 | -0.38 | 2.61 | 2.12 | 3.26 | -1.15 | 6.22 | 5.60 | 7.77 | -2.18 | | | | |
Aquarian Credit Partners | GALL9181 | GALL 2018-1A | 10/10/2023 | 1.15 | 0.69 | 0.52 | 0.80 | -0.28 | 2.86 | 1.61 | 3.28 | -1.66 | 6.09 | 3.82 | 6.99 | -3.17 | 8.37 | 6.15 | 9.61 | -3.46 |
Goldentree Asset Management | GOLDMU15 | GLM 2022-15A | 10/5/2023 | 1.01 | 0.24 | -0.53 | 0.24 | -0.77 | 2.75 | 1.10 | 2.77 | -1.67 | 5.96 | 4.14 | 6.01 | -1.87 | | | | |
Nuveen | SYMPH36 | SYMP 2022-36A | 10/12/2023 | 1.37 | 0.34 | -0.12 | 0.46 | -0.58 | 2.61 | 1.64 | 3.57 | -1.93 | 6.22 | 4.51 | 8.53 | -4.02 | | | | |
Telos Asset Management | TEL133 | TELOS 2013-3A | 10/3/2023 | 0.86 | 0.78 | 0.24 | 0.67 | -0.43 | 3.13 | 0.36 | 2.68 | -2.33 | 6.22 | -0.86 | 5.32 | -6.19 | 12.45 | -2.17 | 10.66 | -12.83 |
Bardin Hill Investment Partners | HALCL151 | HLA 2015-1A | 10/5/2023 | 1.01 | 0.43 | -1.20 | 0.44 | -1.63 | 2.84 | 0.33 | 2.87 | -2.54 | 5.99 | 0.28 | 6.05 | -5.77 | 11.58 | -1.97 | 11.70 | -13.67 |
SPBDAL | SPBDAL | SPBDAL | 10/20/2023 | | -0.02 | -0.02 | | | 2.49 | 2.49 | | | 5.92 | 5.92 | | | 12.11 | 12.11 | | |
SPBDLL | SPBDLL | SPBDLL | 10/20/2023 | | -0.02 | -0.17 | | | 2.49 | 2.28 | | | 5.92 | 5.53 | | | 12.11 | 12.27 | | |