Madison Park Euro Funding XX: 30 August 2022

Another managed cash flow CLO via Citi, where Credit Suisse Asset Management will act as manager.

Collateral limits (include): at least 92.5% of the portfolio must consist of Senior Secured Obligations; up to 7.5% of the portfolio may consist of Senior Unsecured Obligations, Second-Lien Loans, Mezzanine Obligations and High Yield Bonds.

The transaction features a non-call period until 26 February 2024, and a re-investment period which ends 15 April 2026.