BlueMountain EUR CLO DAC (BLUEM) 2021-2

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WLOA64.120--JJ-UU---Ghdrewtk3tDw-6353lSr+618-61.00000
VYUW26.500--M-D---Jwaxakdq3dNi-9303hAr+881-56.00000
QrrYHZ33.000--ZNHU--------Retained
FHCZ53.000--SSS-BBB---Wzjywvim3fQq-3103sIb+310-675.00000
CBKF87.000--CI--Qfusmsoh3hNz-2203mYl+220-840.00000
BCAV882.000--FFFHHH--Yxuvklvs3jEh-1003eFv+100-460.00000
T-1OBF88.000--VVKK--Tmhadvrj3fDv-1753wIq+175-856.00000
H-2MSH75.000--WWQQ--CjyzaQUA--2.050%2.050%798.00000
Tranche Comments
B: First Pay: 2022-04-15; Redemption: 2023-05-17; T-1: First Pay: 2022-04-15; Redemption: 2023-05-17; H-2: First Pay: 2022-04-15; Redemption: 2023-05-17; C: First Pay: 2022-04-15; Redemption: 2023-05-17; F: First Pay: 2022-04-15; Redemption: 2023-05-17; W: First Pay: 2022-04-15; Redemption: 2023-05-17; V: First Pay: 2022-04-15; Redemption: 2023-05-17; Qrr: First Pay: 2022-04-15; Redemption: 2023-05-17;
Deal Comments
Owv Opuu Ueptwem 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 25, 2022