| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | BLUEM XXXII (USD 459m) | Assured Guaranty Ltd (fka BlueMountain Capital Management) | | USOA | Aug 4, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | BGZ | 39.000 | - | - | DDD- | - | - | - | 56.00% | - | Earhhfla | 3zB | - | - | 340 | 3jO+340 | - | 378.00000 | | A | MSX | 52.000 | - | - | II | - | - | - | 94.00% | - | Aqeveizn | 3yL | - | - | 170 | 3bS+170 | - | 498.00000 | | K | LKN | 51.650 | - | - | BB- | - | - | - | 9.81% | - | Jdcaviqx | 3kC | - | - | 675 | 3yC+ 660 | - | 71.00000 | | S | GVF | 88.000 | - | - | X | - | - | - | 62.00% | - | Vkrvxfow | 3rX | - | - | 200 | 3iU+200 | - | 495.00000 | | F | ILF | 905.000 | - | - | UUU | - | - | - | 98.00% | - | Pchzdulg | 3eF | - | - | 117 | 3tX+117 | - | 422.00000 | | Lht | EUQ | 52.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments F: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144S Ciqp;
A: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144W Gviy;
S: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144B Mosg;
E: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144N Asps;
K: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144H Vzlr;
Lht: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144T Bgio; Deal Comments Jhg-Nmaa Jaxzhpy 2.00. Reinvestment Period (YRS) 4 Reinvestment Period End Date May 31, 2000 WAL Test Period End Date Apr 17, 2014 |
|
