BlueMountain EUR CLO DAC (BLUEM) 2021-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NEWL47.400-Ktt3XXX-93.10%-Edozelsj3oPn-3203yQw+320-574.00000
TfyPWJ84.200-FFDW---------Retained
VAJU10.400-Gq3SS--63.00%-Pwsijbsi3jIu-5753dWd+541-22.70000
AJDR59.700-J3E--2.00%-Vdzboxbj3gVg-8503nXg+776-51.00000
SQKH704.000-PooUUU-31.00%-Eksooyzj3mYq-833qLq+83-171.00000
JFBC79.000-Ee2II-64.00%-Hrhrssnk3oDf-1353xGt+135-793.00000
HFUL42.500-Y2Y-51.10%-Rcrrbvew3nWr-2053pRe+205-564.00000
Tranche Comments
S: First Pay: 2021-10-15; Redemption: 2022-10-15; J: First Pay: 2021-10-15; Redemption: 2022-10-15; H: First Pay: 2021-10-15; Redemption: 2022-10-15; N: First Pay: 2021-10-15; Redemption: 2022-10-15; V: First Pay: 2021-10-15; Redemption: 2022-10-15; A: First Pay: 2021-10-15; Redemption: 2022-10-15; Tfy: First Pay: 2021-10-15; Redemption: 2022-10-15;
Deal Comments
Eyp Rqqq Utmtymg 1.00
Risk Retention
SB - Psktimau/Ykimijatlk