III(R)

BlueMountain Fuji Eur CLO DAC (BLUEME) III(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Assured Guaranty Ltd (fka BlueMountain Capital Management)

Class	CCY	SIZE (M)	WAL	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
W-I	ZMG	10.800	-	42.60%	-	Sjlbwwho	3xBy	-	-	210	3kHr+210	-	470.00000
B-1-R	YTO	235.000	-	-	-	Gbpykcdp	3iEx	-	-	72	3cUt+72	-	127.00000
U-L	PFJ	86.600	-	93.90%	-	Ifdjotdx	3sFf	-	-	290	3wAg+290	-	316.00000
Y-V	MEL	66.200	-	58.30%	-	Jvuxvruv	3eAl	-	-	155	3cEe+155	-	442.00000
N-2-V	YMN	22.000	-	53.10%	-	Dgqpl	-	-	-	-	1.050%	1.050%	251.00000

Tranche Comments

B-1-R: First Pay: 2021-07-15; Redemption: 2022-07-15; N-2-V: First Pay: 2021-07-15; Redemption: 2022-07-15; Y-V: First Pay: 2021-07-15; Redemption: 2022-07-15; W-I: First Pay: 2021-07-15; Redemption: 2022-07-15; U-L: First Pay: 2021-07-15; Redemption: 2022-07-15;

Deal Comments

Dpjpefeypeg. Wse Qfbb Ypcpsmd 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 16, 2000

WAL Test Period (YRS)

WAL Test Period End Date

May 23, 2024