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
U-1	MGY	76.000	-	-	YY	OO	-	-	Qvcphuks	3lAq	-	-	175	3yNc+175	-	320.00000
Yvl	HOS	33.000	-	-	QB	ES	-	-	-	-	-	-	-	-	-	Retained
H	ZUL	31.400	-	-	W-	W-	-	-	Gdjhtfpn	3gKa	-	-	930	3wGo+881	-	38.00000
T-2	NGF	85.000	-	-	BB	II	-	-	Bmwxh	UJR	-	-	-	2.050%	2.050%	724.00000
Y	EJK	18.510	-	-	VV-	QQ-	-	-	Zexzojmp	3iPa	-	-	635	3zXh+618	-	63.00000
R	GSI	201.000	-	-	CCC	CCC	-	-	Amvvdpnf	3zCx	-	-	100	3dIr+100	-	411.00000
E	TPN	64.000	-	-	W	X	-	-	Bycdsfxi	3mKm	-	-	220	3vOe+220	-	592.00000
H	QMQ	51.000	-	-	WWW-	ZZZ-	-	-	Yzhooroq	3fYd	-	-	310	3jLq+310	-	378.00000

Tranche Comments

R: First Pay: 2022-04-15; Redemption: 2023-05-17; U-1: First Pay: 2022-04-15; Redemption: 2023-05-17; T-2: First Pay: 2022-04-15; Redemption: 2023-05-17; E: First Pay: 2022-04-15; Redemption: 2023-05-17; H: First Pay: 2022-04-15; Redemption: 2023-05-17; Y: First Pay: 2022-04-15; Redemption: 2023-05-17; H: First Pay: 2022-04-15; Redemption: 2023-05-17; Yvl: First Pay: 2022-04-15; Redemption: 2023-05-17;

Deal Comments

Szk Wguu Mkguzvh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 17, 2015