BlueMountain CLO (BLUEM) XXXV

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YlyMWC40.000--------------Retained
MFXW66.000---Z--99.00%-MrwobbfqIVZT-250CNVH+250-461.00000
JBLC3.376-H3----1.83%-IbeosktuWCLK-870EGTB+840-31.11000
MVZF105.000-Yjj----73.00%-ZuafxxajDCQG-155AJJI+155-358.00000
NWFE74.000---SSS---44.00%-OwwvpyenKGDK-400HPUC+400-442.00000
WOIQ71.000---WW--99.00%-AhjpxqffZVQA-210KPZX+210-538.00000
BWJR70.000---UU---5.00%-ZcrkjdlcDYSI-790TKMM+775-55.00000
Tranche Comments
M: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144I/Hfs D; W: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144K/Zbq S; M: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144X/Kwr E; N: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144D/Ahf M; B: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144W/Prd H; J: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144W/Zvn Z; Yly: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144I/Zsq Y;
Deal Comments
Avo Zwxx Uoyrvzb 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 12, 2021
WAL Test Period (YRS)
6
WAL Test Period End Date
Jul 15, 2003

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