BlueMountain CLO (BLUEM) XXXV

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NISD15.000---SS---9.00%-OpedshduWZTS-790LDWY+775-97.00000
MUOG60.000---D--65.00%-EdqxcubkTBWS-250AZPM+250-429.00000
OKBG1.929-M3----5.81%-LlmmkhfhOIOS-870HSQA+840-83.32000
ZcfAVE85.000--------------Retained
ROOF27.000---QQ--32.00%-EjxrnaenJZUI-210TSAO+210-482.00000
HYYE10.000---EEE---25.00%-IbpxbfupBDAQ-400BXLS+400-171.00000
IVAW256.000-Dnn----56.00%-JzwbjkmrZJYJ-155POJI+155-216.00000
Tranche Comments
I: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144W/Mjw Q; R: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144G/Eug P; M: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144F/Dxq C; H: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144V/Efd X; N: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144C/Vze W; O: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144P/Jep I; Zcf: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144D/Hzt V;
Deal Comments
Qjj Oxyy Ftfxjhl 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 13, 2021
Reset
Yes
WAL Test Period (YRS)
5
WAL Test Period End Date
Jun 28, 2013

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