| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | BLUEM XXXV (USD 507m) | Assured Guaranty Ltd (fka BlueMountain Capital Management) | | USOA | May 10, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | UBC | 56.000 | - | - | - | D | - | - | 59.00% | - | Ruqpjbyy | UJGE | - | - | 250 | ALYM+250 | - | 783.00000 | | Q | RYQ | 22.000 | - | - | - | AAA- | - | - | 52.00% | - | Nrxrvjvo | EXBN | - | - | 400 | YCVI+400 | - | 920.00000 | | Jev | RKF | 67.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | Z | NTV | 2.150 | - | Z3 | - | - | - | - | 8.93% | - | Sxwppoiz | CPDN | - | - | 870 | GNZC+840 | - | 46.83000 | | E | TIM | 76.000 | - | - | - | JJ- | - | - | 4.00% | - | Rpzfcdkw | VXYK | - | - | 790 | SYXB+775 | - | 39.00000 | | Z | FVM | 983.000 | - | Gnn | - | - | - | - | 74.00% | - | Gkuhddap | YQLL | - | - | 155 | XVPP+155 | - | 901.00000 | | M | MCC | 94.000 | - | - | - | GG | - | - | 85.00% | - | Gdcajvlh | GBIK | - | - | 210 | SWTX+210 | - | 552.00000 |
Tranche Comments Z: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144C/Qmo E;
M: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144C/Key J;
U: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144Q/Vdv N;
Q: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144F/Eqe V;
E: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144G/Xtg D;
Z: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144W/Vdv U;
Jev: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144F/Rtm S; Deal Comments Noy Stuu Mnvoopj 2.00 Reinvestment Period (YRS) 1 Reinvestment Period End Date Feb 20, 2019 WAL Test Period End Date Feb 17, 2005 |
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