XXVI(R)

BlueMountain CLO (BLUEM) XXVI(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	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
QY	JYP	78.000	-	-	KK	-	-	-	-	-	Yjlrxjxb	3bT	-	170-175	178	3uI+178	-	-
DK	ATB	38.000	-	-	II-	-	-	-	-	-	Jyxzupdb	3oD	-	Jen 700i	713	3eR+713	-	-
Wew	JRP	51.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
LM	ZFN	130.000	-	-	VVV	-	-	-	-	-	Rhjkosyd	3sN	-	-	121	3qH+121	-	-
QH1	LNS	45.000	-	-	CCC	-	-	-	-	-	Gszelayz	3yW	-	-	350	3vR+350	-	-
HD2	HOI	1.000	-	-	AAA-	-	-	-	-	-	Vzkkjihb	3zG	-	-	437	3oO+437	-	-
FN	LYC	58.000	-	-	E	-	-	-	-	-	Oyxqazsf	3hO	-	210-220	220	3rU+220	-	-

Tranche Comments

LM: Redemption: 2023-10-20; QY: Redemption: 2023-10-20; FN: Redemption: 2023-10-20; QH1: Redemption: 2023-10-20; HD2: Redemption: 2023-10-20; DK: Redemption: 2023-10-20; Wew: Redemption: 2023-10-20;

Deal Comments

Qsqsx. Mms Qtcc Ksrsmtv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 26, 1995

Reset

Yes