XXXII

BlueMountain CLO (BLUEM) XXXII

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
D	LTI	81.000	-	-	CC	-	-	-	62.00%	-	Vfouzruo	3bY	-	-	170	3vA+170	-	668.00000
Y	BWJ	72.000	-	-	P	-	-	-	22.00%	-	Ubpsorme	3zM	-	-	200	3uY+200	-	931.00000
P	GJF	45.000	-	-	AAA-	-	-	-	11.00%	-	Dmlyvdmp	3cG	-	-	340	3nQ+340	-	563.00000
Jdl	YRQ	46.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L	MEQ	46.790	-	-	OO-	-	-	-	3.53%	-	Imwzjeir	3zV	-	-	675	3eR+ 660	-	81.00000
Z	YKM	116.000	-	-	XXX	-	-	-	46.00%	-	Yjfvxups	3rS	-	-	117	3iM+117	-	761.00000

Tranche Comments

Z: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144M Ancu; D: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144R Hdpm; Y: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144W Nodu; P: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144P Gbvk; L: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144F Izuy; Jdl: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144I Yikt;

Deal Comments

Fjw-Nqtt Npnhjol 2.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 11, 1995

WAL Test Period (YRS)

WAL Test Period End Date

Apr 9, 2000