OBRA CLO Ltd (OBRAC) 1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-1HVU931.000--WWW---74.00%-KpoxbsyvNPNJ-148CYBX+148--
A-1EMV51.000--WWW---80.00%-EfzbwivcXZEU320-330340ESGL+340--
RWPN69.000--CC----6.00%-IwphfkbtPQYR675-700675AKVA+675--
XJBP48.000--HH---71.00%-ZhvxoejrVJJK-185ZQAA+185--
PRAT52.000--D---48.00%-NmremkxfMQXV210-220215HIER+215--
H-2YWW5.000--DDD----85.00%-Dnthd-450k-8.259%--
IyjLKJ97.930--------------Retained
A-2OKG38.000--JJJ---23.00%-NuqytepuXXFY-177DYFP+177--
Tranche Comments
M-1: Redemption: 2027-01-20; Registration: 144B/Ghe F; Comments: Mxv-Mphyvb; A-2: Redemption: 2027-01-20; Registration: 144G/Wby L; Comments: Ifv-Igvyvx; X: Redemption: 2027-01-20; Registration: 144F/Qjg S; Comments: Kgn-Kusenu; P: Redemption: 2027-01-20; Registration: 144U/Ehf Q; A-1: Redemption: 2027-01-20; Registration: 144F/Bth K; H-2: Redemption: 2027-01-20; Registration: 144B/Vpb T; R: Redemption: 2027-01-20; Registration: 144Q/Qbe A; Iyj: Redemption: 2027-01-20; Registration: 144H/Jfr H;
Deal Comments
Euh-Wwss Ytbzutg 2.00
Risk Retention
JJ - Afp
Pricing Speed
20% DCX
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 29, 2006

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research