| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | BLUEM 2021-2 (EUR 326m) | Assured Guaranty Ltd (fka BlueMountain Capital Management) | | EMEA | Oct 13, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | EKF | 499.000 | - | - | UUU | VVV | - | - | Gkoezviv | 3aFz | - | - | 100 | 3jRz+100 | - | 305.00000 | | Jkf | NTY | 90.000 | - | - | VR | EQ | - | - | - | - | - | - | - | - | - | Retained | | U | IZU | 24.000 | - | - | O | O | - | - | Ruqxbfwz | 3jQd | - | - | 220 | 3dKb+220 | - | 122.00000 | | O-1 | MAW | 87.000 | - | - | RR | ZZ | - | - | Fkmjsumf | 3wHo | - | - | 175 | 3iXi+175 | - | 525.00000 | | F | EJV | 66.000 | - | - | EEE- | MMM- | - | - | Rqxfmibe | 3dYg | - | - | 310 | 3pNj+310 | - | 470.00000 | | I-2 | HLL | 77.000 | - | - | LL | XX | - | - | Xjqjm | GQK | - | - | - | 2.050% | 2.050% | 649.00000 | | O | OUD | 47.800 | - | - | Z- | R- | - | - | Verumipp | 3xQr | - | - | 930 | 3zPk+881 | - | 11.00000 | | V | OHU | 52.210 | - | - | QQ- | ZZ- | - | - | Lszoblva | 3bEe | - | - | 635 | 3dZx+618 | - | 10.00000 |
Tranche Comments K: First Pay: 2022-04-15; Redemption: 2023-05-17;
O-1: First Pay: 2022-04-15; Redemption: 2023-05-17;
I-2: First Pay: 2022-04-15; Redemption: 2023-05-17;
U: First Pay: 2022-04-15; Redemption: 2023-05-17;
F: First Pay: 2022-04-15; Redemption: 2023-05-17;
V: First Pay: 2022-04-15; Redemption: 2023-05-17;
O: First Pay: 2022-04-15; Redemption: 2023-05-17;
Jkf: First Pay: 2022-04-15; Redemption: 2023-05-17; Deal Comments Niv Csss Dckmiin 2.00 Reinvestment Period (YRS) 7 Reinvestment Period End Date Jul 20, 2005 |
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