BlueMountain 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
R-1	NAP	28.000	-	-	XX	RR	-	-	Wmolnefn	3sFm	-	-	175	3cPj+175	-	157.00000
P-2	LAW	34.000	-	-	LL	MM	-	-	Eflzt	EKW	-	-	-	2.050%	2.050%	386.00000
O	LEH	60.300	-	-	FF-	DD-	-	-	Bvqomunu	3yYo	-	-	635	3hFs+618	-	34.00000
U	GSH	41.700	-	-	I-	K-	-	-	Wcezuknw	3lYk	-	-	930	3sOt+881	-	15.00000
Dxh	BCL	66.000	-	-	NL	NF	-	-	-	-	-	-	-	-	-	Retained
P	TWN	28.000	-	-	TTT-	QQQ-	-	-	Izlhmjin	3rIw	-	-	310	3oZf+310	-	872.00000
D	WGZ	281.000	-	-	WWW	OOO	-	-	Vlsyebht	3zVt	-	-	100	3gFt+100	-	146.00000
N	LJY	92.000	-	-	P	P	-	-	Fbyduexk	3jMy	-	-	220	3nVj+220	-	852.00000

Tranche Comments

D: First Pay: 2022-04-15; Redemption: 2023-05-17; R-1: First Pay: 2022-04-15; Redemption: 2023-05-17; P-2: First Pay: 2022-04-15; Redemption: 2023-05-17; N: First Pay: 2022-04-15; Redemption: 2023-05-17; P: First Pay: 2022-04-15; Redemption: 2023-05-17; O: First Pay: 2022-04-15; Redemption: 2023-05-17; U: First Pay: 2022-04-15; Redemption: 2023-05-17; Dxh: First Pay: 2022-04-15; Redemption: 2023-05-17;

Deal Comments

Mkq Yorr Dxfrkyd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 31, 1995

Reset

Yes