2021-1

BlueMountain EUR CLO DAC (BLUEM) 2021-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Assured Guaranty Ltd (fka BlueMountain Capital Management)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
J	FYE	16.400	-	Qb3	EE-	-	45.00%	-	Ykkuvkzd	3xQi	-	-	575	3vPx+541	-	94.80000
J	WYJ	98.700	-	B2	O	-	70.20%	-	Hwcdzyuf	3cPz	-	-	205	3sCe+205	-	174.00000
B	DHK	803.000	-	Ugg	QQQ	-	58.00%	-	Evxckijo	3dPb	-	-	83	3zYi+83	-	538.00000
J	ZXH	18.700	-	Acc3	WWW	-	15.80%	-	Qhexuopu	3bTl	-	-	320	3dEo+320	-	752.00000
O	NOD	33.100	-	Y3	C-	-	5.00%	-	Sxjlphtg	3wRp	-	-	850	3dMp+776	-	27.00000
Ozx	TWA	95.400	-	LV	JP	-	-	-	-	-	-	-	-	-	-	Retained
E	CVA	84.000	-	Ls2	NN	-	27.00%	-	Jbcyumip	3wOm	-	-	135	3gAd+135	-	796.00000

Tranche Comments

B: First Pay: 2021-10-15; Redemption: 2022-10-15; E: First Pay: 2021-10-15; Redemption: 2022-10-15; J: First Pay: 2021-10-15; Redemption: 2022-10-15; J: First Pay: 2021-10-15; Redemption: 2022-10-15; J: First Pay: 2021-10-15; Redemption: 2022-10-15; O: First Pay: 2021-10-15; Redemption: 2022-10-15; Ozx: First Pay: 2021-10-15; Redemption: 2022-10-15;

Deal Comments

App Mmhh Lhkgply 1.00

Risk Retention

NE - Hbmfuwrc/Wmucufrfum