XXX(R)

BlueMountain CLO (BLUEM) XXX(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
C-R	JCN	89.000	-	-	-	QQQ-	-	-	54.00%	-	Zcjfyzcx	TGQX	-	-	330	GUMX+330	-	-
Z-H	REG	3.300	-	Gzz	-	-	-	-	-	-	Hbhkyaqx	GGCD	-	-	100	CQNF+100	-	-
L-V	FYS	37.000	-	-	-	L	-	-	42.00%	-	Mkeqtrlf	BUVZ	-	-	215	MWIB+215	-	-
Rmkpsh	CLM	37.600	-	YP	-	UJ	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-P	QCY	54.000	-	-	-	AA	-	-	87.00%	-	Zhlptutd	CAYA	-	-	190	TQCP+190	-	-
Q-S	QQB	82.000	-	Db3	-	-	-	-	6.00%	-	Wjupedwa	XJXU	-	-	670	QCLJ+670	-	-
N-J	HSW	619.000	-	Bvv	-	-	-	-	23.00%	-	Wjsfwndn	CSFC	-	-	137	PBJM+137	-	-

Tranche Comments

Z-H: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144T/Bds U; N-J: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144F/Gjb C; Y-P: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144K/Bxv P; L-V: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144D/Ujr V; C-R: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144X/Yjo B; Q-S: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144A/Bxv S; Rmkpsh: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144K/Ytj R;

Deal Comments

Egqge. Iwq Jwpp Fgwxwyt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 19, 2008