XXVIII(R)

BlueMountain CLO (BLUEM) XXVIII(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
V-1Y	RSG	912.000	3.50	Vww	-	-	-	-	40.00%	-	Pqjxevnm	UWOH	-	-	140	JCFL+140	-	-
A-C	FXJ	52.000	3.50	-	-	PP-	-	-	1.00%	-	Vmbljqfx	LJGH	-	650-660	-	UDGR+710	-	-
E-1N	LMW	68.000	3.20	-	-	PPP-	-	-	82.00%	-	Chnvoujn	DEPU	-	320-330	350	BMLB+350	-	-
F-2Z	RAA	2.000	9.30	-	-	CCC-	-	-	18.00%	-	Kqbza	-	-	430-440	-	8.69%	-	-
G	LWF	6.000	5.50	-	-	QQQ	-	-	-	-	Prwfhhvv	YLZC	-	95-100	105	LXGA+105	-	-
Msj	AXD	65.000	-	-	-	AQ	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-2P	JPQ	52.000	1.20	-	-	BBB	-	-	60.00%	-	Yddcvxii	JXZW	-	160-165	175	SGIJ+175	-	-
N-R	YMK	58.000	2.60	-	-	SS	-	-	76.00%	-	Pclmhfds	YULP	-	175-180	185	CXJG+185	-	-
I-L	RPP	37.000	4.60	-	-	Z	-	-	78.00%	-	Xecjkibw	VPZA	-	200-210	210	XEJC+210	-	-

Tranche Comments

G: Redemption: 2027-07-15; Registration: 144O/Ljl J; V-1Y: Redemption: 2027-07-15; Registration: 144L/Dhm M; Y-2P: Redemption: 2027-07-15; Registration: 144F/Nmz R; N-R: Redemption: 2027-07-15; Registration: 144G/Ujb J; I-L: Redemption: 2027-07-15; Registration: 144N/Vti N; E-1N: Redemption: 2027-07-15; Registration: 144A/Gzd A; F-2Z: Redemption: 2027-07-15; Registration: 144G/Jnk J; A-C: Redemption: 2027-07-15; Registration: 144G/Vfp K; Msj: Redemption: 2027-07-15; Registration: 144C/Oev L;

Deal Comments

Shmhj. Xzy Voll Whjnztk 2.00

Pricing Speed

20% TVC

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 30, 2002