XXVIII

BlueMountain CLO (BLUEM) XXVIII

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	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
V	XSA	32.000	-	-	H	-	-	-	56.00%	-	Edwvxzit	3kN	-	210u	200	3zU+200	-	-
B	LWO	24.000	-	-	EE-	-	-	-	3.36%	-	Temdbwoz	3gU	-	640-650	645	3dG+640	-	-
E	BYF	673.000	-	-	HHH	-	-	-	86.00%	-	Njudjusv	3tC	-	-	126	3tW+126	-	-
Rrd	ERH	29.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V	CRJ	85.000	-	-	TT	-	-	-	57.00%	-	Phewrstg	3tT	-	155-160	150	3oO+150	-	-
A	ETV	82.000	-	-	QQQ-	-	-	-	81.00%	-	Wyhodohf	3dD	-	340i	290	3tT+290	-	-

Tranche Comments

E: First Pay: 2021-07-15; Registration: 144P/Tag K; V: First Pay: 2021-07-15; Registration: 144K/Exi K; V: First Pay: 2021-07-15; Registration: 144Q/Uts U; A: First Pay: 2021-07-15; Registration: 144Y/Fwm H; B: First Pay: 2021-07-15; Registration: 144M/Kcw U; Rrd: First Pay: 2021-07-15; Registration: 144Z/Aic K;

Deal Comments

Lqf Wzxx Envaqkw 2.00

Reinvestment Period (YRS)

Reset

Yes

WAL Test Period (YRS)