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Market Overview
Collateralized Loans (CLOs)
Broadly Syndicated
Parent Companies
Assured Guaranty Ltd (fka BlueMountain Capital Management)
BlueMountain CLO
XXXIII
BlueMountain CLO (BLUEM) XXXIII
C/P
Sector
Status
Deal Name
Parent
Leads
Region
Date
ABS
CLOS
PRCD
BLUEM XXXIII (USD 368m)
Assured Guaranty Ltd (fka BlueMountain Capital Management)
DEU
USOA
Oct 1, 2021
Class
CCY
SIZE (M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
IPT
GDNC
SPRD
CPN
YLD
PRICE
G
AGQ
93.000
4.70
YC
-
CC+
-
-
62.00%
-
Hvmrbuvf
3iG
-
165-170
170
3uU+170
-
-
N
TES
62.000
4.10
LO
-
UUU
-
-
41.00%
-
Nmsqcpbo
3xT
-
325-335
350
3qK+350
-
-
Z
QXQ
690.000
7.60
Mjj
-
SA
-
-
84.00%
-
Ehbjlhmu
3xX
-
119
119
3mZ+119
-
-
Y
BVQ
88.000
5.70
WK
-
C
-
-
20.00%
-
Pjjrljlr
3cZ
-
200-210
210
3iB+210
-
-
K
FCR
83.000
7.10
Ht3
-
XI
-
-
1.00%
-
Pelveibw
3eP
-
650-675
683
3oI+683
-
-
Owo
KOV
18.900
-
ZT
-
JW
-
-
-
-
-
-
-
-
-
-
-
Retained
Tranche Comments
Z: Redemption: 2023-11-20; G: Redemption: 2023-11-20; Y: Redemption: 2023-11-20; N: Redemption: 2023-11-20; K: Redemption: 2023-11-20; Owo: Redemption: 2023-11-20;
Deal Comments
Dfq Xpgg Bgwzfov 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 8, 2002
Commentary
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