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
H	JIZ	61.000	9.60	Q2	T	-	20.00%	-	Gxhdpfyz	3sKr	-	-	245	3wEe+245	-	760.00000
B	XPT	520.000	6.00	Sxx	QQQ	-	13.00%	-	Cphaoweu	3gCg	-	-	98	3rRm+98	-	379.00000
Oua	AXA	57.150	-	PP	MZ	-	-	-	-	-	-	-	-	-	-	89.00000
U	YGT	5.500	9.80	Qss	SSS	-	-	-	Ehruqivo	3kOd	-	-	40	3xFf+40	-	926.00000
C	OVK	19.400	2.50	Lff3	EEE-	-	72.67%	-	Msuvwjjq	3fMj	-	-	360	3oFz+360	-	182.00000
R	FAX	16.500	2.10	Ta3	UU-	-	63.00%	-	Oqpaysep	3qSq	-	-	615	3hGz+567	-	75.20000
T	AQO	70.500	54.30	Y3	F-	-	8.14%	-	Qqhfhibv	3fMk	-	-	915	3dFd+829	-	24.52000
M1	PNN	66.000	5.60	Sm2	AA	-	42.00%	-	Epohohwr	3xHz	-	-	190	3tDt+190	-	502.00000
A2	PUD	70.000	3.20	Fq2	SS	-	85.00%	-	Mawum	CRG	-	-	-	2.10%	2.100%	984.00000

Tranche Comments

U: First Pay: 2020-10-20; Redemption: 2022-04-20; B: First Pay: 2020-10-20; Redemption: 2022-04-20; M1: First Pay: 2020-10-20; Redemption: 2022-04-20; A2: First Pay: 2020-10-20; Redemption: 2022-04-20; H: First Pay: 2020-10-20; Redemption: 2022-04-20; C: First Pay: 2020-10-20; Redemption: 2022-04-20; R: First Pay: 2020-10-20; Redemption: 2022-04-20; T: First Pay: 2020-10-20; Redemption: 2022-04-20; Oua: First Pay: 2020-10-20; Redemption: 2022-04-20;

Deal Comments

Fbn-Rabb Sxkgbud 2.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 25, 2008

WAL Test Period (YRS)

9.2