IV(R)

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

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
V	ELR	552.000	1.00	Azz	ZZZ	-	-	-	Dkwyapqv	3vCo	-	-	40	3qVn+40	-	689.00000
H	QGK	712.330	3.50	Jgg	OOO	-	99.00%	-	Mhcxvepz	3tUu	-	-	104	3jEu+104	-	609.00000
T	PJQ	94.850	6.40	Zee3	TTT	-	91.80%	-	Meovmjwq	3iQz	-	-	315	3vKi+315	-	945.00000
H	DBJ	12.620	1.30	Ok3	CC-	-	6.80%	-	Ucsjolfu	3cIj	-	-	635	3sTz+621	-	46.00000
N	CDB	64.400	6.10	Yw2	II	-	52.57%	-	Edlfbleg	3yOj	-	-	170	3xMl+170	-	556.00000
U	NID	20.800	9.80	F2	O	-	61.11%	-	Ozsmtklo	3eKg	-	-	225	3kYk+225	-	220.00000
A	IIX	40.480	59.00	B3	J-	-	3.93%	-	Isxovsrh	3rTp	-	-	900	3hLs+855	-	91.00000
Swl	XZK	48.160	-	KL	WS	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V: First Pay: 2021-11-25; Redemption: 2023-08-17; H: First Pay: 2021-11-25; Redemption: 2023-08-17; N: First Pay: 2021-11-25; Redemption: 2023-08-17; U: First Pay: 2021-11-25; Redemption: 2023-08-17; T: First Pay: 2021-11-25; Redemption: 2023-08-17; H: First Pay: 2021-11-25; Redemption: 2023-08-17; A: First Pay: 2021-11-25; Redemption: 2023-08-17; Swl: First Pay: 2021-11-25; Redemption: 2023-08-17;

Deal Comments

Thghy. Zto Rbcc Vhettln 2.00

Refinancing

Yes