| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | BLUEM 2021-2 (EUR 326m) | Assured Guaranty Ltd (fka BlueMountain Capital Management) | | EMEA | Oct 13, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ZLX | 64.000 | - | - | HHH- | RRR- | - | - | Rlqhlima | 3ySp | - | - | 310 | 3vTo+310 | - | 326.00000 | | U | GSC | 34.400 | - | - | QQ- | UU- | - | - | Ewbmhzyx | 3pZy | - | - | 635 | 3lCp+618 | - | 13.00000 | | I | AHF | 448.000 | - | - | AAA | FFF | - | - | Gscpczbr | 3tSi | - | - | 100 | 3qIb+100 | - | 223.00000 | | Q-1 | SFN | 16.000 | - | - | EE | RR | - | - | Imkvckms | 3rFg | - | - | 175 | 3mTk+175 | - | 837.00000 | | U-2 | JDI | 98.000 | - | - | DD | PP | - | - | Mnhac | QCO | - | - | - | 2.050% | 2.050% | 455.00000 | | Cvc | ZAN | 83.000 | - | - | VE | TM | - | - | - | - | - | - | - | - | - | Retained | | N | NIW | 50.000 | - | - | J | R | - | - | Kyfsachp | 3cVo | - | - | 220 | 3rJk+220 | - | 855.00000 | | D | EVL | 71.200 | - | - | T- | W- | - | - | Sjmuwfzw | 3kHv | - | - | 930 | 3fGv+881 | - | 42.00000 |
Tranche Comments I: First Pay: 2022-04-15; Redemption: 2023-05-17;
Q-1: First Pay: 2022-04-15; Redemption: 2023-05-17;
U-2: First Pay: 2022-04-15; Redemption: 2023-05-17;
N: First Pay: 2022-04-15; Redemption: 2023-05-17;
S: First Pay: 2022-04-15; Redemption: 2023-05-17;
U: First Pay: 2022-04-15; Redemption: 2023-05-17;
D: First Pay: 2022-04-15; Redemption: 2023-05-17;
Cvc: First Pay: 2022-04-15; Redemption: 2023-05-17; Deal Comments Qva Juuu Paqzvsx 2.00 Reinvestment Period (YRS) 9 Reinvestment Period End Date Oct 19, 2000 |
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