XXIX(R)

BlueMountain CLO (BLUEM) XXIX(R)

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
E-M	FOX	23.000	-	OI	VV-	-	-	-	9.00%	-	Ajwrxmru	3bR	-	675-700	700	3zB+686	-	-
O-2-A	VGH	79.000	-	AY	TTT	-	-	-	71.00%	-	Pblowdzc	3iY	-	140q	140	3rK+140	-	-
D-1-L	LAF	87.300	-	SV	EEE+	-	-	-	94.40%	-	Wxlylccu	3gX	-	-	315	3mR+315	-	-
N-1-J	HQT	951.000	-	Lww	CCC	-	-	-	25.00%	-	Lhjceaew	3wU	-	-	118	3eF+118	-	-
S-M	HLH	22.000	-	VN	HH	-	-	-	21.00%	-	Epuxbsbw	3kL	-	165-170	175	3hG+175	-	-
H-2-S	LNX	1.300	-	SA	ZZZ-	-	-	-	79.00%	-	Vxqhkxky	3jD	-	-	425	3eV+425	-	-
A-P	HST	67.000	-	DR	S	-	-	-	72.00%	-	Pwfmxzxu	3hN	-	210-220	210	3cD+210	-	-
Thr	NFR	35.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N-1-J: First Pay: 2021-10-25; Redemption: 2023-07-25; O-2-A: First Pay: 2021-10-25; Redemption: 2023-07-25; S-M: First Pay: 2021-10-25; Redemption: 2023-07-25; A-P: First Pay: 2021-10-25; Redemption: 2023-07-25; D-1-L: First Pay: 2021-10-25; Redemption: 2023-07-25; H-2-S: First Pay: 2021-10-25; Redemption: 2023-07-25; E-M: First Pay: 2021-10-25; Redemption: 2023-07-25; Thr: First Pay: 2021-10-25; Redemption: 2023-07-25;

Deal Comments

Mygyk. Mzg Mktt Uyjwzeq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 30, 1999