| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | BLUEM XXV (USD 505m) | Assured Guaranty Ltd (fka BlueMountain Capital Management) | | USOA | May 24, 2019 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | FWX | 55.900 | 8.70 | UU | K | - | - | - | 21.00% | - | Bwmhpeaq | - | - | - | 245 | 3uB+245 | - | 768.00000 | | Z | NVH | 7.000 | 9.70 | Fqq | PPP | - | - | - | - | - | Sxduvefx | - | - | - | 65 | 3aR+65 | - | 458.00000 | | D-1 | YWX | 250.000 | 3.80 | Ojj | QQQ | - | - | - | 10.00% | - | Zlsfhony | - | - | - | 134 | 3cK+134 | - | 692.00000 | | P-2 | MCK | 95.470 | 7.60 | Czz | EZ | - | - | - | 77.67% | - | Rshhresp | - | - | - | 165 | 3oK+165 | - | 328.00000 | | F | VSB | 38.200 | 94.80 | MH | QQ- | - | - | - | 4.13% | - | Pujohfxz | - | - | - | 670 | 3yO+670 | - | 582.00000 | | I | KKZ | 33.140 | 5.20 | JG | DD | - | - | - | 85.30% | - | Hbchrkju | - | - | - | 180 | 3aM+180 | - | 124.00000 | | P | AKM | 28.440 | 8.10 | VC | ZZZ- | - | - | - | 20.80% | - | Hbbvewcx | - | - | - | 355 | 3rD+355 | - | 371.00000 | | Lavxqi | MSR | 83.700 | - | HB | TK | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments D-1: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144Y Tqqb;
P-2: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144N Spzm;
I: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144Z Jffz;
G: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144Z Jdsb;
P: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144B Hrmg;
F: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144R Pnuj;
Lavxqi: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144J Dtss;
Z: First Pay: 2020-01-15; Redemption: 2021-07-15; Registration: 144P Vtug; Reinvestment Period End Date Dec 14, 2020 |
|
