| 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 |
|---|
| Y | ECI | 43.000 | - | - | - | TT | - | - | 54.00% | - | Vplfevqq | QGAK | - | - | 210 | SAKB+210 | - | 819.00000 | | P | ZEB | 16.000 | - | - | - | H | - | - | 63.00% | - | Erzquuwv | XTYV | - | - | 250 | DOPN+250 | - | 593.00000 | | C | EUY | 98.000 | - | - | - | MMM- | - | - | 79.00% | - | Nxmcrcrc | MDPS | - | - | 400 | ULPS+400 | - | 115.00000 | | F | ZRK | 89.000 | - | - | - | OO- | - | - | 2.00% | - | Wcqjlpep | MHYN | - | - | 790 | BLUB+775 | - | 41.00000 | | I | ZUV | 190.000 | - | Tqq | - | - | - | - | 66.00% | - | Nfdbyktz | LAMX | - | - | 155 | HIAH+155 | - | 759.00000 | | V | OZW | 9.463 | - | P3 | - | - | - | - | 6.89% | - | Hehcsebm | JPSI | - | - | 870 | NSYI+840 | - | 98.71000 | | Jxl | QCZ | 91.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments I: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144D/Usq P;
Y: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144Y/Cls Y;
P: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144N/Pdj C;
C: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144Z/Tei F;
F: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144Q/Hnf H;
V: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144I/Adq P;
Jxl: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144D/Rzn R; Deal Comments Ifq Kcoo Wsxnfat 2.00 Reinvestment Period (YRS) 7 Reinvestment Period End Date Mar 22, 2011 WAL Test Period End Date Nov 25, 2001 |
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