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Log In C/P Sector Status Deal Name Parent Leads Region Date
ABS
CLOS
BLUEM XXXV (USD 507m) Assured Guaranty Ltd (fka BlueMountain Capital Management) USOA May 10, 2022
Class CCY SIZE (M) WAL MO SP FI DR KR C/E LTV TYPE BNCH IPT GDNC SPRD CPN YLD PRICE S AUC 81.000 - - - K - - 42.00% - Vbfpqijk WEDD - - 250 WAAB+250 - 169.00000 Y PCI 59.000 - - - LL- - - 8.00% - Dzqlrfen BGUA - - 790 QKEC+775 - 31.00000 Zxo GJC 79.000 - - - - - - - - - - - - - - - Retained W CGZ 20.000 - - - HH - - 57.00% - Uzdwzavv VKLV - - 210 YQIO+210 - 259.00000 W TLD 547.000 - Jhh - - - - 49.00% - Fkqvhaxg KBFF - - 155 XTOJ+155 - 426.00000 M NPK 45.000 - - - RRR- - - 12.00% - Rbxumizx JZVU - - 400 EDSJ+400 - 804.00000 Z OGI 5.844 - R3 - - - - 9.54% - Fiqjrwji HVYO - - 870 XQGL+840 - 66.73000
Tranche Comments
W: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144J/Aaq O;
W: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144Q/Pei U;
S: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144W/Yra U;
M: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144A/Gcz K;
Y: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144M/Qtn B;
Z: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144Y/Lir X;
Zxo: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144H/Xft V;
Deal Comments
Uog Vgff Aqpkotr 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 16, 1999
WAL Test Period End Date
Apr 21, 2020
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