| 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 | EXX | 38.000 | - | - | L | Z | - | - | Xwfkrboq | 3gXz | - | - | 220 | 3cTj+220 | - | 550.00000 | | G | KFQ | 52.900 | - | - | V- | Y- | - | - | Tpkcoxpw | 3gJc | - | - | 930 | 3vVe+881 | - | 29.00000 | | W-1 | FPI | 50.000 | - | - | NN | AA | - | - | Jdhdoxuc | 3bVl | - | - | 175 | 3wVp+175 | - | 679.00000 | | Pwl | LWO | 64.000 | - | - | OM | CN | - | - | - | - | - | - | - | - | - | Retained | | W | CMI | 86.000 | - | - | CCC- | CCC- | - | - | Cxmhlwxb | 3tPr | - | - | 310 | 3cZn+310 | - | 734.00000 | | B-2 | EFW | 18.000 | - | - | ZZ | EE | - | - | Xzbvf | MTI | - | - | - | 2.050% | 2.050% | 696.00000 | | V | OTL | 71.700 | - | - | GG- | II- | - | - | Lcdrrmeh | 3gVs | - | - | 635 | 3eRo+618 | - | 92.00000 | | H | MPY | 971.000 | - | - | UUU | EEE | - | - | Ckoaomef | 3cTe | - | - | 100 | 3dXb+100 | - | 906.00000 |
Tranche Comments H: First Pay: 2022-04-15; Redemption: 2023-05-17;
W-1: First Pay: 2022-04-15; Redemption: 2023-05-17;
B-2: First Pay: 2022-04-15; Redemption: 2023-05-17;
S: 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;
G: First Pay: 2022-04-15; Redemption: 2023-05-17;
Pwl: First Pay: 2022-04-15; Redemption: 2023-05-17; Deal Comments Yvw Zucc Xocpvgy 2.00 Reinvestment Period (YRS) 6 Reinvestment Period End Date Jun 16, 2009 |
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