| 2/2013 | 3/2013 | 4/2013 | 5/2013 | 6/2013 | 7/2013 | 8/2013 | 9/2013 | 10/2013 | 11/2013 | 12/2013 | 1/2014 |
|
$ | 4.565 | 14.488 | 4.755 | 5.434 | 5.151 | 2.288 | 7.325 | 5.922 | 5.393 | 5.529 | 10.418 | 1.862 |
|
€ | 0.403 | 0 | 0.829 | 0 | 0.845 | 2.230 | 1.262 | 0.449 | 0.491 | 2.175 | 1.255 | 0.566 |
|
£ | 0 | 0 | 0 | 0 | 0.024 | 0.039 | 0.270 | 1.001 | 0 | 0 | 0 | 0 |
|
Total | 4.967 | 14.488 | 5.584 | 5.434 | 6.020 | 4.557 | 8.858 | 7.372 | 5.884 | 7.704 | 11.673 | 2.428 |
|
|
|
| Q2/2013 | Count | Q3/2013 | Count | Q4/2013 | Count | Q1/2014 | Count | YTD | Count | Total | Count | Last 12 months | Count | YTD Share
|
$ | 15.340 | 34.000 | 15.536 | 34.000 | 21.340 | 46.000 | 1.862 | 4.000 | 1.862 | 4.000 | 73.130 | 159.000 | 73.130 | 159 | 76.69%
|
€ | 1.674 | 4.000 | 3.941 | 9.000 | 3.921 | 7.000 | 0.566 | 1.000 | 0.566 | 1.000 | 10.504 | 22.000 | 10.504 | 22 | 23.31%
|
£ | 0.024 | 1.000 | 1.310 | 1.000 | 0 | 0 | 0 | 0 | 0 | 0 | 1.334 | 1.000 | 1.334 | 1 | 0.00%
|
Total | 17.037 | 38.000 | 20.786 | 44.000 | 25.261 | 53.000 | 2.428 | 5.000 | 2.428 | 32.000 | 84.968 | 182.000 | 84.968 | 182 | 100.00%
|
|
|
Coupon of triple-A tranche |
|
| 2/2013 | 3/2013 | 4/2013 | 5/2013 | 6/2013 | 7/2013 | 8/2013 | 9/2013 | 10/2013 | 11/2013 | 12/2013 | 1/2014 |
|
Fixed, less than 2.4% | 0 | 0.010 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
|
Fixed, 2.4% to 2.79% | 0 | 0 | 0.117 | 0.010 | 0.071 | 0 | 0 | 0 | 0 | 0.101 | 0 | 0 |
|
Fixed, 2.8% to 3.19% | 0 | 0 | 0 | 0 | 0 | 0 | 0.020 | 0 | 0 | 0 | 0.022 | 0 |
|
Fixed, 3.2% and higher | 0 | 0 | 0 | 0 | 0 | 0 | 0.035 | 0.045 | 0.055 | 0.060 | 0.070 | 0.025 |
|
Floating, less than 100 bps | 1/1900 | 1/1900 | 1/1900 | 1/1900 | 1/1900 | 1/1900 | 1/1900 | 1/1900 | 1/1900 | 1/1900 | 1/1900 | 1/1900 |
|
Floating, 100 to 119 bps | 0 | 4.389 | 0.796 | 0.799 | 0.559 | 0.240 | 0.475 | 0.129 | 0 | 0.007 | 0.007 | 0.199 |
|
Floating, 120 to 139 bps | 1.871 | 0.954 | 0.444 | 0.523 | 0.370 | 1.902 | 2.068 | 0.838 | 1.122 | 0.218 | 0 | 0.004 |
|
Floating, 140 to 159 bps | 0.589 | 0 | 0.104 | 0.077 | 0 | 0 | 0.477 | 0.404 | 0.801 | 2.256 | 4.651 | 0.908 |
|
Floating, 160 bps and higher | 0.233 | 0.440 | 0 | 0.044 | 0 | 0 | 0.342 | 0.500 | 0 | 0.367 | 0.262 | 0.002 |
|
NA | 1/1900 | 1/1900 | 1/1900 | 1/1900 | 1/1900 | 1/1900 | 1/1900 | 1/1900 | 1/1900 | 1/1900 | 1/1900 | 1/1900 |
|
Total | 2.694 | 5.984 | 1.460 | 1.534 | 1.277 | 2.146 | 3.417 | 1.916 | 1.978 | 3.166 | 5.013 | 1.138 |
|
|
|
| Q2/2013 | Count | Q3/2013 | Count | Q4/2013 | Count | Q1/2014 | Count | YTD | Count | Total | Count | Last 12 months | Count | YTD Share
|
Fixed, less than 2.4% | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.010 | 1.000 | 0.010 | 1 | 0.00%
|
Fixed, 2.4% to 2.79% | 0.198 | 3.000 | 0 | 0 | 0.101 | 1.000 | 0 | 0 | 0 | 0 | 0.299 | 3.000 | 0.299 | 3 | 0.00%
|
Fixed, 2.8% to 3.19% | 0 | 0 | 0.020 | 1.000 | 0.022 | 1.000 | 0 | 0 | 0 | 0 | 0.042 | 2.000 | 0.042 | 2 | 0.00%
|
Fixed, 3.2% and higher | 0 | 0 | 0.080 | 2.000 | 0.185 | 5.000 | 0.025 | 1.000 | 0.025 | 1.000 | 0.290 | 6.000 | 0.290 | 6 | 2.20%
|
Floating, less than 100 bps | 0.080 | 1.000 | 0.004 | 1.000 | 0.158 | 1.000 | 0 | 0 | 0 | 0 | 0.432 | 4.000 | 0.432 | 4 | 0.00%
|
Floating, 100 to 119 bps | 2.154 | 7.000 | 0.845 | 6.000 | 0.015 | 4.000 | 0.199 | 2.000 | 0.199 | 2.000 | 7.602 | 36.000 | 7.602 | 36 | 17.49%
|
Floating, 120 to 139 bps | 1/1900 | 1/1900 | 1/1900 | 1/1900 | 1/1900 | 1/1900 | 1/1900 | 1/1900 | 1/1900 | 1/1900 | 1/1900 | 2/1900 | 1/1900 | 2/1900 | 0.35%
|
Floating, 140 to 159 bps | 0.181 | 2.000 | 0.881 | 4.000 | 7.709 | 24.000 | 0.908 | 2.000 | 0.908 | 2.000 | 10.268 | 33.000 | 10.268 | 33 | 79.79%
|
Floating, 160 bps and higher | 0.044 | 1.000 | 0.842 | 6.000 | 0.629 | 6.000 | 0.002 | 1.000 | 0.002 | 1.000 | 2.190 | 13.000 | 2.190 | 13 | 0.18%
|
NA | 0.278 | 1.000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.278 | 1.000 | 0.278 | 1 | 0.00%
|
Total | 4.271 | 18.000 | 7.479 | 27.000 | 10.157 | 36.000 | 1.138 | 4.000 | 1.138 | 9.000 | 31.723 | 116.000 | 31.723 | 116 | 100.00%
|
|
|
Manager |
|
| 2/2013 | 3/2013 | 4/2013 | 5/2013 | 6/2013 | 7/2013 | 8/2013 | 9/2013 | 10/2013 | 11/2013 | 12/2013 | 1/2014 |
|
3i Debt Management U.S. LLC | 0.510 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.516 | 0 | 0 |
|
Acis Capital Management, LP | 0 | 0.525 | 0 | 0 | 0 | 0 | 0 | 0.650 | 0 | 0 | 0 | 0.417 |
|
Alcentra Ltd. | 0 | 0 | 0 | 0 | 0 | 0.523 | 0 | 0 | 0 | 0 | 0 | 0.566 |
|
Apollo Credit Management, LLC | 0 | 0 | 0.438 | 0 | 0 | 0 | 1.789 | 0 | 0 | 0.609 | 0 | 0 |
|
Babson Capital Management LLC | 0 | 0 | 0 | 0.491 | 0 | 0 | 0 | 0 | 0 | 0 | 0.698 | 0 |
|
Blackstone/GSO Debt Funds Europe Ltd. | 0 | 0 | 0 | 0 | 0 | 0 | 0.551 | 0 | 0 | 0 | 0.834 | 0 |
|
BlueMountain Capital Management LLC | 0 | 0 | 0 | 0.514 | 0.429 | 0 | 0 | 0 | 0.413 | 0 | 0.410 | 0 |
|
Carlyle Investment Management LLC | 0 | 0.266 | 0 | 0 | 0.991 | 0 | 0 | 0 | 0.415 | 0 | 0 | 0 |
|
CIFC Asset Management LLC | 0 | 0.498 | 0 | 0.519 | 0 | 0 | 0 | 0.406 | 0 | 0.522 | 0 | 0 |
|
Columbia Management Investment Advisers, LLC | 0 | 0 | 0 | 0.527 | 0 | 0 | 0 | 0 | 0.411 | 0 | 0.463 | 0 |
|
Credit Suisse Asset Management, LLC | 0.832 | 0 | 0.664 | 0 | 0 | 0 | 0.546 | 0 | 0 | 0 | 0 | 0 |
|
CVC Credit Partners, LLC | 0 | 0 | 0.523 | 0 | 0.617 | 0 | 0 | 0 | 0.561 | 0 | 0.625 | 0 |
|
GC Investment Management LLC | 0 | 0 | 0 | 0 | 0 | 0 | 0.503 | 0 | 0 | 0.556 | 0 | 0 |
|
GoldenTree Asset Management LP | 0 | 0 | 0.669 | 0 | 0.405 | 0 | 0.195 | 0 | 0 | 0 | 0 | 0 |
|
GSO/Blackstone Debt Funds Management LLC | 0 | 1.247 | 0 | 0.516 | 0 | 0 | 0 | 0 | 0 | 0.739 | 0 | 0 |
|
ING Alternative Asset Management LLC | 0 | 0.618 | 0.470 | 0 | 0 | 0 | 0 | 0 | 0 | 0.518 | 0 | 0 |
|
Intermediate Capital Managers Ltd. | 0 | 0 | 0 | 0 | 0 | 0.523 | 0 | 0 | 0 | 0.745 | 0 | 0 |
|
LCM Asset Management LLC | 0 | 0 | 0 | 0 | 0.418 | 0 | 0 | 0 | 0 | 0 | 0 | 0.624 |
|
MJX Asset Management LLC | 0 | 0.600 | 0 | 0 | 0 | 0 | 0.590 | 0 | 0 | 0 | 0 | 0 |
|
NIBC Bank NV | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1.001 | 0 | 0 | 0.421 | 0 |
|
Oak Hill Advisors, LP | 0 | 0 | 0.415 | 0 | 0.521 | 0 | 0 | 0 | 0.518 | 0 | 0 | 0 |
|
Oaktree Capital Management, LP | 0 | 0.759 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.516 |
|
Octagon Credit Investors, LLC | 0 | 0 | 0 | 0.535 | 0 | 0 | 0.414 | 0 | 0 | 0 | 0.713 | 0 |
|
Onex Credit Partners, LLC | 0 | 0.510 | 0 | 0 | 0 | 0 | 0 | 0 | 0.514 | 0 | 0 | 0 |
|
Prudential Investment Management, Inc. | 0 | 0.425 | 0 | 0.416 | 0 | 0 | 0 | 0.516 | 0 | 0 | 0 | 0.305 |
|
Sankaty Advisors LLC | 0 | 0 | 0 | 0 | 0.517 | 0 | 0 | 0 | 0 | 0.515 | 0 | 0 |
|
Sound Point Capital Management LP | 0 | 0.400 | 0 | 0 | 0 | 0 | 0.421 | 0 | 0 | 0 | 0.635 | 0 |
|
Others | 3.625 | 8.639 | 2.404 | 1.914 | 2.121 | 3.512 | 3.848 | 4.799 | 3.051 | 2.985 | 6.874 | 0 |
|
Total | 4.967 | 14.488 | 5.584 | 5.434 | 6.020 | 4.557 | 8.858 | 7.372 | 5.884 | 7.704 | 11.673 | 2.428 |
|
|
|
| Q2/2013 | Count | Q3/2013 | Count | Q4/2013 | Count | Q1/2014 | Count | YTD | Count | Total | Count | Last 12 months | Count | YTD Share
|
3i Debt Management U.S. LLC | 0 | 0 | 0 | 0 | 0.516 | 1.000 | 0 | 0 | 0 | 0 | 1.026 | 2.000 | 1.026 | 2 | 0.00%
|
Acis Capital Management, LP | 0 | 0 | 0.650 | 1.000 | 0 | 0 | 0.417 | 1.000 | 0.417 | 1.000 | 1.592 | 3.000 | 1.592 | 3 | 17.17%
|
Alcentra Ltd. | 0 | 0 | 0.523 | 1.000 | 0 | 0 | 0.566 | 1.000 | 0.566 | 1.000 | 1.088 | 2.000 | 1.088 | 2 | 23.31%
|
Apollo Credit Management, LLC | 0.438 | 1.000 | 1.789 | 2.000 | 0.609 | 1.000 | 0 | 0 | 0 | 0 | 2.836 | 4.000 | 2.836 | 4 | 0.00%
|
Babson Capital Management LLC | 0.491 | 1.000 | 0 | 0 | 0.698 | 1.000 | 0 | 0 | 0 | 0 | 1.188 | 2.000 | 1.188 | 2 | 0.00%
|
Blackstone/GSO Debt Funds Europe Ltd. | 0 | 0 | 0.551 | 1.000 | 0.834 | 1.000 | 0 | 0 | 0 | 0 | 1.385 | 2.000 | 1.385 | 2 | 0.00%
|
BlueMountain Capital Management LLC | 0.943 | 2.000 | 0 | 0 | 0.823 | 2.000 | 0 | 0 | 0 | 0 | 1.766 | 4.000 | 1.766 | 4 | 0.00%
|
Carlyle Investment Management LLC | 0.991 | 2.000 | 0 | 0 | 0.415 | 1.000 | 0 | 0 | 0 | 0 | 1.672 | 4.000 | 1.672 | 4 | 0.00%
|
CIFC Asset Management LLC | 0.519 | 1.000 | 0.406 | 1.000 | 0.522 | 1.000 | 0 | 0 | 0 | 0 | 1.946 | 4.000 | 1.946 | 4 | 0.00%
|
Columbia Management Investment Advisers, LLC | 0.527 | 1.000 | 0 | 0 | 0.874 | 2.000 | 0 | 0 | 0 | 0 | 1.402 | 3.000 | 1.402 | 3 | 0.00%
|
Credit Suisse Asset Management, LLC | 0.664 | 1.000 | 0.546 | 1.000 | 0 | 0 | 0 | 0 | 0 | 0 | 2.043 | 3.000 | 2.043 | 3 | 0.00%
|
CVC Credit Partners, LLC | 1.140 | 2.000 | 0 | 0 | 1.186 | 2.000 | 0 | 0 | 0 | 0 | 2.326 | 4.000 | 2.326 | 4 | 0.00%
|
GC Investment Management LLC | 0 | 0 | 0.503 | 1.000 | 0.556 | 1.000 | 0 | 0 | 0 | 0 | 1.059 | 2.000 | 1.059 | 2 | 0.00%
|
GoldenTree Asset Management LP | 1.074 | 2.000 | 0.195 | 1.000 | 0 | 0 | 0 | 0 | 0 | 0 | 1.269 | 3.000 | 1.269 | 3 | 0.00%
|
GSO/Blackstone Debt Funds Management LLC | 0.516 | 1.000 | 0 | 0 | 0.739 | 1.000 | 0 | 0 | 0 | 0 | 2.503 | 4.000 | 2.503 | 4 | 0.00%
|
ING Alternative Asset Management LLC | 0.470 | 1.000 | 0 | 0 | 0.518 | 1.000 | 0 | 0 | 0 | 0 | 1.607 | 3.000 | 1.607 | 3 | 0.00%
|
Intermediate Capital Managers Ltd. | 0 | 0 | 0.523 | 1.000 | 0.745 | 1.000 | 0 | 0 | 0 | 0 | 1.268 | 2.000 | 1.268 | 2 | 0.00%
|
LCM Asset Management LLC | 0.418 | 1.000 | 0 | 0 | 0 | 0 | 0.624 | 1.000 | 0.624 | 1.000 | 1.042 | 2.000 | 1.042 | 2 | 25.70%
|
MJX Asset Management LLC | 0 | 0 | 0.590 | 1.000 | 0 | 0 | 0 | 0 | 0 | 0 | 1.190 | 2.000 | 1.190 | 2 | 0.00%
|
NIBC Bank NV | 0 | 0 | 1.001 | 1.000 | 0.421 | 1.000 | 0 | 0 | 0 | 0 | 1.422 | 2.000 | 1.422 | 2 | 0.00%
|
Oak Hill Advisors, LP | 0.936 | 2.000 | 0 | 0 | 0.518 | 1.000 | 0 | 0 | 0 | 0 | 1.455 | 3.000 | 1.455 | 3 | 0.00%
|
Oaktree Capital Management, LP | 0 | 0 | 0 | 0 | 0 | 0 | 0.516 | 1.000 | 0.516 | 1.000 | 1.276 | 2.000 | 1.276 | 2 | 21.25%
|
Octagon Credit Investors, LLC | 0.535 | 1.000 | 0.414 | 1.000 | 0.713 | 1.000 | 0 | 0 | 0 | 0 | 1.663 | 3.000 | 1.663 | 3 | 0.00%
|
Onex Credit Partners, LLC | 0 | 0 | 0 | 0 | 0.514 | 1.000 | 0 | 0 | 0 | 0 | 1.024 | 2.000 | 1.024 | 2 | 0.00%
|
Prudential Investment Management, Inc. | 0.416 | 1.000 | 0.516 | 1.000 | 0 | 0 | 0.305 | 1.000 | 0.305 | 1.000 | 1.662 | 4.000 | 1.662 | 4 | 12.56%
|
Sankaty Advisors LLC | 0.517 | 1.000 | 0 | 0 | 0.515 | 1.000 | 0 | 0 | 0 | 0 | 1.031 | 2.000 | 1.031 | 2 | 0.00%
|
Sound Point Capital Management LP | 0 | 0 | 0.421 | 1.000 | 0.635 | 1.000 | 0 | 0 | 0 | 0 | 1.456 | 3.000 | 1.456 | 3 | 0.00%
|
Others | 6.439 | 17.000 | 12.159 | 29.000 | 12.910 | 31.000 | 0 | 0 | 0 | 0 | 43.769 | 106.000 | 43.769 | 106 | 0.00%
|
Total | 17.037 | 38.000 | 20.786 | 44.000 | 25.261 | 53.000 | 2.428 | 5.000 | 2.428 | 32.000 | 84.968 | 182.000 | 84.968 | 182 | 100.00%
|
|
|
|
|
|
|