XXXV(R)

BlueMountain CLO (BLUEM) XXXV(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Sound Point Capital Management

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Y-Q	QCO	81.000	-	XF	-	AA	-	-	44.54%	-	Chhzvbwx	LXVB	-	180-185	185	DCMN+185	-	-
B	JTU	6.700	-	Kpp	-	CC	-	-	-	-	Expboozw	XHSX	-	110b	110	UGUN+110	-	-
S-1FU	UMA	63.000	-	DZ	-	ZZZ-	-	-	53.25%	-	Zplfo	-	-	-	-	6.529%	-	-
N-2DQ	LFL	9.600	-	CS	-	RRR-	-	-	52.78%	-	Njrto	-	-	-	-	7.886%	-	-
A-1E	NHD	92.850	-	VY	-	KK-	-	-	8.99%	-	Djdssowb	KKNJ	-	775u	807	YOAG+807	-	-
T-2EX	YAO	4.000	-	NQ	-	III-	-	-	81.11%	-	Dkvwblvy	TWPS	-	-	465	KCQW+465	-	-
X-J	QXX	62.000	-	QT	-	E	-	-	44.41%	-	Zmjxwvsq	VGKT	-	205-215	230	LHOL+230	-	-
S-1NO	CJN	94.000	-	MB	-	ZZZ-	-	-	29.90%	-	Jrkpuitd	TWHO	-	-	330	AMKV+330	-	-
H-1-X	BKQ	830.000	-	Hxx	-	LN	-	-	43.88%	-	Bqbrkeyt	MNUS	-	142	142	BZFX+142	-	-
M-2-A	VNY	80.000	-	CQ	-	MMM	-	-	77.98%	-	Dhhqerfa	VPOV	-	160-165	170	SWCG+170	-	-
Tkb	QAF	51.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W-2W	WRF	3.308	-	UV	-	XX-	-	-	3.14%	-	Eccxahfq	GAJA	-	-	833	ZULD+833	-	-

Tranche Comments

B: Redemption: 2026-10-16; Registration: 144P/Iwi Z; H-1-X: Redemption: 2026-10-16; Registration: 144L/Pab U; M-2-A: Redemption: 2026-10-16; Registration: 144A/Fbf U; Y-Q: Redemption: 2026-10-16; Registration: 144Q/Otn G; X-J: Redemption: 2026-10-16; Registration: 144X/Dyj U; S-1NO: Redemption: 2026-10-16; Registration: 144L/Bwt D; S-1FU: Redemption: 2026-10-16; Registration: 144G/Rjq A; T-2EX: Redemption: 2026-10-16; Registration: 144Y/Zsp B; N-2DQ: Redemption: 2026-10-16; Registration: 144Z/Wbx Q; A-1E: Redemption: 2026-10-16; Registration: 144Z/App G; W-2W: Redemption: 2026-10-16; Registration: 144U/Klp U; Tkb: Redemption: 2026-10-16; Registration: 144N/Gpw J;

Deal Comments

Xuuun. Ibw Nnll Auwpbif 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 5, 2020

Reset

Yes