AAA CLO

EUR AAA CLO

AAA trades are unchanged at around 97 dm.

Mezz/Equity CLO

EUR MEZZ/EQUITY CLO

AA’s are a few basis points tighter with average spreads around 164 dm on the day.

A small handful of BBB odd lots traded around 288 dm.

CORDA 8X M1 traded at 42a which is driven by the NAV more so than cashflow.