Accunia European CLO

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Accunia Credit Management

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
R2	NCG	82.000	8.60	Uf2	RR	-	31.00%	-	Mrtzy	MVU	-	-	-	2.10%	2.100%	446.00000
B	YQY	86.000	9.70	X2	O	-	32.00%	-	Pmhhvxrr	3tFm	-	-	245	3eVh+245	-	767.00000
Alc	PVX	76.850	-	JB	NN	-	-	-	-	-	-	-	-	-	-	99.00000
J1	YJB	31.000	8.50	Dx2	HH	-	43.00%	-	Ihqhqmnf	3bWg	-	-	190	3nSo+190	-	582.00000
N	EGI	2.100	4.70	Fii	UUU	-	-	-	Jcrebtui	3sFe	-	-	40	3dPj+40	-	170.00000
A	TWN	29.600	6.10	Njj3	ZZZ-	-	79.67%	-	Alspqlze	3hKx	-	-	360	3kLm+360	-	847.00000
R	KAW	917.000	3.00	Wuu	NNN	-	76.00%	-	Wjdladrk	3xWe	-	-	98	3rAc+98	-	455.00000
S	QTK	97.900	1.30	Yr3	PP-	-	64.00%	-	Bwmwxdrb	3kEb	-	-	615	3bIq+567	-	10.80000
I	IGK	92.400	31.40	Y3	V-	-	7.22%	-	Rmeoryfu	3tAn	-	-	915	3cGq+829	-	35.80000

Tranche Comments

N: First Pay: 2020-10-20; Redemption: 2022-04-20; R: First Pay: 2020-10-20; Redemption: 2022-04-20; J1: First Pay: 2020-10-20; Redemption: 2022-04-20; R2: First Pay: 2020-10-20; Redemption: 2022-04-20; B: First Pay: 2020-10-20; Redemption: 2022-04-20; A: First Pay: 2020-10-20; Redemption: 2022-04-20; S: First Pay: 2020-10-20; Redemption: 2022-04-20; I: First Pay: 2020-10-20; Redemption: 2022-04-20; Alc: First Pay: 2020-10-20; Redemption: 2022-04-20;

Deal Comments

Lwg-Ohxx Zhwgwmn 2.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 10, 2007

WAL Test Period (YRS)

5.8