Name | Due Date | Deal type | CCY | Original size | Original rtg | Price received | Decimal price | Price type | DM To Mat | DM To Call | WAL|Mat | WAL|Call | Call Date | Yield % | Country | Type | Dealer DM | WAL | Manager | Current rtg | CPR | CDR | Loss Severity | RPE | Warf | DM To Worst | Current Size | CUSIP | ISIN |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
NWEST VII-A A | 23-Sep-25 | CLO | EUR | 500,000 | AAA | MH99H | 99.70 | TALK | 90s | AAA | 500,000 | XS2338166981 | ||||||||||||||||
NWEST VII-A A | 22-May-25 | CLO | EUR | 250,000 | AAA | M99H | 99.50 | TALK | H100s | AAA | XS2338166981 | |||||||||||||||||
NWEST VII-A A | 22-May-25 | CLO | EUR | 250,000 | AAA | 99.44 | 99.44 | CVR | 110 | 324 | 2.24 | 0.24 | EU | BSL CLO | 111 | 2.13 | Aegon Asset Management | AAA | 17-Nov-25 | 2839 | 2022-08-15T00:00:00 | XS2338166981 | |||||||
NWEST VII-A A | 7-Mar-23 | CLO | EUR | 350,000 | AAA | MH96H | 96.70 | TALK | MH100s | AAA | 350,000 | XS2338166981 | ||||||||||||||||
NWEST VII-A A | 7-Mar-23 | CLO | EUR | 350,000 | AAA | MH96H | 96.70 | TALK | MH100s | AAA | 350,000 | XS2338166981 |