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Market Overview
Collateralized Loans (CLOs)
Broadly Syndicated
Parent Companies
Aurelius Group
Limehouse CDO
(1)
Limehouse CDO (LIMHS) (1)
ABS
CLOS
LIMHS (1) (USD 129m)
Aurelius Group
WCH
USOA
Jun 17, 2008
Class
CCY
SZE(M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
Y
KNT
81.800
-
Pb3
-
-
-
-
-
-
-
-
-
-
-
-
-
Gblohf
LPI
68.800
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Q
YMI
31.500
-
Mcc
-
-
-
-
-
-
-
-
-
-
-
-
-
Refinancing
Yes
B&I
BWICS & Inventory
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