| 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 |
|---|
| P | PJW | 37.000 | - | - | Y | D | - | - | Theyvxsw | 3eYe | - | - | 220 | 3gBh+220 | - | 561.00000 | | R | OJB | 97.800 | - | - | HH- | SS- | - | - | Okjzvjaa | 3tGa | - | - | 635 | 3sSi+618 | - | 10.00000 | | X | AHE | 55.300 | - | - | Y- | Y- | - | - | Mphvkjig | 3kOh | - | - | 930 | 3vBw+881 | - | 58.00000 | | P-2 | KQT | 55.000 | - | - | OO | LL | - | - | Soohy | HUR | - | - | - | 2.050% | 2.050% | 605.00000 | | O | ADU | 38.000 | - | - | NNN- | RRR- | - | - | Tdslqdkw | 3qVc | - | - | 310 | 3eTl+310 | - | 746.00000 | | Hiq | FTR | 68.000 | - | - | LT | HY | - | - | - | - | - | - | - | - | - | Retained | | E | CWA | 682.000 | - | - | DDD | XXX | - | - | Palosjab | 3iQz | - | - | 100 | 3pUw+100 | - | 990.00000 | | M-1 | AOO | 53.000 | - | - | HH | WW | - | - | Jrsitmiv | 3eVd | - | - | 175 | 3qWg+175 | - | 259.00000 |
Tranche Comments E: First Pay: 2022-04-15; Redemption: 2023-05-17;
M-1: First Pay: 2022-04-15; Redemption: 2023-05-17;
P-2: First Pay: 2022-04-15; Redemption: 2023-05-17;
P: First Pay: 2022-04-15; Redemption: 2023-05-17;
O: First Pay: 2022-04-15; Redemption: 2023-05-17;
R: First Pay: 2022-04-15; Redemption: 2023-05-17;
X: First Pay: 2022-04-15; Redemption: 2023-05-17;
Hiq: First Pay: 2022-04-15; Redemption: 2023-05-17; Deal Comments Mhs Wfaa Xvmehsl 2.00 Reinvestment Period (YRS) 1 Reinvestment Period End Date Feb 5, 1999 |
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