XXXIV

BlueMountain CLO (BLUEM) XXXIV

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
H	AXN	29.000	-	-	H	-	-	-	83.00%	-	Pzcjsxkm	TILP	-	-	240	AWQS+240	-	-
C	GXZ	300.000	-	-	FFF	-	-	-	30.00%	-	Qtmrzbtx	TBCS	-	-	136	WCZO+136	-	-
O-2	GIU	69.000	-	-	BB	-	-	-	63.00%	-	Imxbt	NYE	-	-	-	4.012%	-	-
X	LPF	78.000	-	-	WWW-	-	-	-	75.00%	-	Wlfwkpwr	TCBQ	-	-	375	WLSQ+375	-	-
Xpc	EAF	95.500	-	-	CX	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R	EZO	18.000	-	-	YY-	-	-	-	9.00%	-	Jkifkdiy	SHQZ	-	-	775	TIHZ+755	-	-
Z-1	NLF	11.000	-	-	BB	-	-	-	33.00%	-	Icvmqkuj	BNAM	-	-	205	GQOW+205	-	-

Tranche Comments

C: First Pay: 2022-10-20; Redemption: 2024-04-20; Z-1: First Pay: 2022-10-20; Redemption: 2024-04-20; O-2: First Pay: 2022-10-20; Redemption: 2024-04-20; H: First Pay: 2022-10-20; Redemption: 2024-04-20; X: First Pay: 2022-10-20; Redemption: 2024-04-20; R: First Pay: 2022-10-20; Redemption: 2024-04-20; Xpc: First Pay: 2022-10-20; Redemption: 2024-04-20;

Deal Comments

Ccn Hbjj Cuojcrf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 8, 2015

Reset

Yes