BlueMountain Fuji Eur CLO DAC

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Assured Guaranty Ltd (fka BlueMountain Capital Management)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
K	SQZ	78.990	9.10	Qzz3	BBB	-	91.20%	-	Xhklstjy	3fUy	-	-	315	3rTs+315	-	526.00000
Lws	ZHI	60.120	-	YW	NR	-	-	-	-	-	-	-	-	-	-	Retained
I	JYV	40.690	9.60	Rg2	QQ	-	56.75%	-	Mhksdyxq	3vSi	-	-	170	3tNb+170	-	889.00000
U	WYI	801.000	4.00	Xll	PPP	-	-	-	Mcytlstq	3sRb	-	-	40	3zFm+40	-	553.00000
J	DWD	66.930	1.60	Yl3	NN-	-	1.43%	-	Lkqkttsl	3qWb	-	-	635	3aRy+621	-	65.00000
I	TGC	506.680	4.70	Umm	DDD	-	50.00%	-	Fqkwrhip	3lCz	-	-	104	3wWa+104	-	518.00000
Q	NJR	48.390	97.00	A3	X-	-	8.45%	-	Juqmsbvf	3bMv	-	-	900	3eDd+855	-	41.00000
Z	XWF	89.700	7.50	P2	G	-	51.83%	-	Hpyzormc	3eAk	-	-	225	3dRl+225	-	806.00000

Tranche Comments

U: First Pay: 2021-11-25; Redemption: 2023-08-17; I: First Pay: 2021-11-25; Redemption: 2023-08-17; I: First Pay: 2021-11-25; Redemption: 2023-08-17; Z: First Pay: 2021-11-25; Redemption: 2023-08-17; K: First Pay: 2021-11-25; Redemption: 2023-08-17; J: First Pay: 2021-11-25; Redemption: 2023-08-17; Q: First Pay: 2021-11-25; Redemption: 2023-08-17; Lws: First Pay: 2021-11-25; Redemption: 2023-08-17;

Deal Comments

Famaz. Jyo Wpbb Kagsyaq 2.00