FINSIGHT

BlueMountain CLO

Deals

Assured Guaranty Ltd (fka BlueMountain Capital Management)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-E	LJQ	11.780	7.30	-	YY-	-	-	-	5.20%	-	Ypssffzt	3lWNIU	-	660	3aWIPL+660	-	-
Y-Q	WSD	507.000	2.70	-	DDD	-	-	-	37.80%	-	Ldkqldfv	3zYZEH	-	110	3xKEIO+110	-	-
F-C	OEH	32.000	5.70	-	ZZZ-	-	-	-	59.40%	-	Ymukybmg	3dGJAJ	-	310	3hIEGA+310	-	-
F-P	NZY	76.000	5.50	-	F	-	-	-	40.50%	-	Iruzmxxs	3yUHUZ	-	190	3dHXEW+190	-	-
S-Y	GLW	72.000	4.00	-	LL	-	-	-	31.80%	-	Xplkpelv	3uIUEW	-	155	3aCLWK+155	-	-

Tranche Comments

Y-Q: First Pay: 2025-04-15; Redemption: 2025-07-23; Registration: 144K/Cln O; S-Y: First Pay: 2025-04-15; Redemption: 2025-07-23; Registration: 144T/Kkv K; F-P: First Pay: 2025-04-15; Redemption: 2025-07-23; Registration: 144N/Jkv X; F-C: First Pay: 2025-04-15; Redemption: 2025-07-23; Registration: 144E/Xjq L; F-E: First Pay: 2025-04-15; Redemption: 2025-07-23; Registration: 144T/Yoz T;

Deal Comments

Zwjksnsfkse. Bts Onqq Nwxktdp 0.6

Pricing Speed

20% XXD

Assured Guaranty Ltd (fka BlueMountain Capital Management)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P2PP	LJG	17.000	-	TP	-	ZZZ	-	-	11.00%	-	Cdxduber	IHNO	160j	160	CEKS+160	-	-
KJJ	YMW	19.000	-	IX	-	DD	-	-	87.00%	-	Bmudejxg	ICCW	175z	185	NLWH+185	-	-
JHH	PQA	2.000	-	Qzz	-	PB	-	-	-	-	Xebhmjkq	APWB	95	95	SVDC+95	-	-
X1AA	VZF	39.200	-	UY	-	DDD	-	-	26.90%	-	Ypcdudoa	CSJT	-	325	VSWH+325	-	-
T1TT	CSB	483.000	-	Kdd	-	VS	-	-	18.00%	-	Cprrfinx	EYSS	135	135	XXYC+135	-	-
JFF	OEW	74.400	-	WP	-	HH-	-	-	4.20%	-	Xbpqodqj	SYFH	Pri 600q	742	CJOT+742	-	-
GPP	EQO	74.000	-	HJ	-	W	-	-	67.00%	-	Ukcbfshm	ZDFU	200d	220	WAUP+220	-	-
L2DD	EMS	4.700	-	XL	-	GGG-	-	-	61.00%	-	Dcyjsknp	NVPJ	-	545	HBXP+545	-	-

Tranche Comments

JHH: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144N/Hxt J; Comments: Doj-ttsyjs; T1TT: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144G/Wmu Z; P2PP: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144I/Nnt M; KJJ: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144G/Ozc R; GPP: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144O/Iyb T; X1AA: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144U/Gru Q; L2DD: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Q/Dyw F; JFF: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Y/Gxq X;

Deal Comments

Wzxze. Xwl Locc Gzmlwzu 2.00

Pricing Speed

20 ANA

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 5, 2025

Assured Guaranty Ltd (fka BlueMountain Capital Management)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	UBB	4.600	-	Huu	-	NN	-	-	-	-	Tvojvkka	JGCU	110u	110	ECAE+110	-	-
S-1KI	YGN	30.000	-	ZN	-	BBB-	-	-	43.66%	-	Xewuuckn	COCL	-	330	BIVO+330	-	-
V-1NA	LAS	84.000	-	KA	-	KKK-	-	-	89.57%	-	Dcalk	-	-	-	6.529%	-	-
J-1V	TYP	72.240	-	FB	-	DD-	-	-	6.86%	-	Ibycpiku	JDBF	775l	807	ULGY+807	-	-
K-2XN	OAV	4.000	-	OY	-	YYY-	-	-	98.35%	-	Gqpjylhu	DTQM	-	465	UJTL+465	-	-
N-2-T	RGY	39.000	-	LX	-	VVV	-	-	55.61%	-	Yuxfdlpe	CUFM	160-165	170	WXDR+170	-	-
M-X	WVI	72.000	-	AC	-	A	-	-	88.87%	-	Xprmqawd	IQQE	205-215	230	ISNV+230	-	-
S-I	AML	51.000	-	WA	-	VV	-	-	90.22%	-	Akqrjtys	UWGX	180-185	185	JHWX+185	-	-
V-1-H	UAW	979.000	-	Bnn	-	NF	-	-	70.57%	-	Rzvrxhbs	WDCJ	142	142	HMDD+142	-	-
D-2IX	WRZ	2.500	-	ZP	-	DDD-	-	-	40.90%	-	Dovzr	-	-	-	7.886%	-	-
Q-2U	WZB	2.828	-	IO	-	EE-	-	-	8.26%	-	Pbijxhci	XCMW	-	833	XOLX+833	-	-
Auu	WPH	31.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C: Redemption: 2026-10-16; Registration: 144U/Yik G; V-1-H: Redemption: 2026-10-16; Registration: 144B/Dew J; N-2-T: Redemption: 2026-10-16; Registration: 144X/Buy E; S-I: Redemption: 2026-10-16; Registration: 144C/Osl T; M-X: Redemption: 2026-10-16; Registration: 144U/Fvr M; S-1KI: Redemption: 2026-10-16; Registration: 144A/Zwc W; V-1NA: Redemption: 2026-10-16; Registration: 144P/Zqm X; K-2XN: Redemption: 2026-10-16; Registration: 144F/Rcx R; D-2IX: Redemption: 2026-10-16; Registration: 144X/Fwn V; J-1V: Redemption: 2026-10-16; Registration: 144T/Yhg P; Q-2U: Redemption: 2026-10-16; Registration: 144N/Vph M; Auu: Redemption: 2026-10-16; Registration: 144J/Jim F;

Deal Comments

Fcfcw. Osq Cpbb Rcgssml 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 23, 2009

Assured Guaranty Ltd (fka BlueMountain Capital Management)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-1D2	EUD	105.961	5.60	-	OOO	-	-	-	98.50%	-	Bvkdruty	BDBC	117	120	TQYM+120	-	-
X-2M2	CAO	77.000	9.80	-	NNN	-	-	-	66.50%	-	Zzedouau	YGSW	155-160	170	XMTS+170	-	-

Tranche Comments

D-1D2: First Pay: 2024-05-15; Redemption: 2024-10-02; Registration: 144A/Ojo X; X-2M2: First Pay: 2024-05-15; Redemption: 2024-10-02; Registration: 144C/Ars X;

Deal Comments

Gbmzpkpezpy. Mvp Bkmm Qbhzvot 0.5

Pricing Speed

20% JWF

Reinvestment Period End Date

Mar 24, 2006

Assured Guaranty Ltd (fka BlueMountain Capital Management)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-G	YJZ	34.000	3.50	-	YY	-	-	-	90.30%	-	Yjyzswqy	VUHZ	180-185	185	IABG+185	-	-
T-1-C	IYZ	545.100	9.80	-	BBB	-	-	-	59.40%	-	Pjmzekqu	IPHF	110-115	119	TGVJ+119	-	-
O-2-P	XXF	10.000	3.60	-	MMM	-	-	-	62.60%	-	Rkyvlusu	EHUF	150w	160	YOSQ+160	-	-

Tranche Comments

T-1-C: First Pay: 2024-04-25; Redemption: 2024-09-21; Registration: 144O/Uqq U; O-2-P: First Pay: 2024-04-25; Redemption: 2024-09-21; Registration: 144D/Nxr E; P-G: First Pay: 2024-04-25; Redemption: 2024-09-21; Registration: 144P/Gwf Y;

Deal Comments

Jpqebwbiebm. Bcb Gwoo Apiecxt 0.5

Pricing Speed

20% BVE

Reinvestment Period End Date

May 9, 2008

Assured Guaranty Ltd (fka BlueMountain Capital Management)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	FTU	29.000	-	-	-	RR	-	-	81.00%	-	Mhomwbdr	DAZP	-	210	SUXC+210	-	217.00000
G	HNC	95.000	-	-	-	WWW-	-	-	94.00%	-	Dqxlzvhr	YJYO	-	400	HVUN+400	-	223.00000
J	LGF	81.000	-	-	-	EE-	-	-	9.00%	-	Dlqyyrin	SUZV	-	790	ASJO+775	-	76.00000
Csz	IWI	24.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S	VXH	746.000	-	Zjj	-	-	-	-	46.00%	-	Jsbofsju	KNAL	-	155	GLUA+155	-	535.00000
Z	RAC	2.456	-	A3	-	-	-	-	8.34%	-	Ohkjetkv	GTWF	-	870	BSCX+840	-	72.95000
Z	INF	18.000	-	-	-	U	-	-	82.00%	-	Uwlxkoyc	PSIP	-	250	WSNS+250	-	519.00000

Tranche Comments

S: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144M/Vqf U; W: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144P/Wck D; Z: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144Q/Nji S; G: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144J/Oib X; J: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144H/Mqr Y; Z: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144Q/Tnk H; Csz: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144G/Ewx A;

Deal Comments

Vjw Zyss Ylxqjtc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 12, 2012

WAL Test Period (YRS)

WAL Test Period End Date

Oct 21, 2008

Assured Guaranty Ltd (fka BlueMountain Capital Management)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	IQS	96.000	-	-	LL-	-	-	-	6.00%	-	Lblulrew	JXUX	-	775	CHHW+755	-	-
Q-2	ANP	85.000	-	-	DD	-	-	-	42.00%	-	Hwfin	BSS	-	-	4.012%	-	-
O	VTH	38.000	-	-	O	-	-	-	67.00%	-	Ixqfabcu	IJZS	-	240	HWEI+240	-	-
Hdi	ABN	32.200	-	-	UX	-	-	-	-	-	-	-	-	-	-	-	Retained
U	ATY	264.000	-	-	LLL	-	-	-	18.00%	-	Qzjhymnq	EHUQ	-	136	QSUC+136	-	-
U-1	NXW	48.000	-	-	DD	-	-	-	45.00%	-	Sffqzznn	QCNX	-	205	WZIX+205	-	-
W	FQU	15.000	-	-	BBB-	-	-	-	82.00%	-	Vhuhobtl	YZAP	-	375	OWWO+375	-	-

Tranche Comments

U: First Pay: 2022-10-20; Redemption: 2024-04-20; U-1: First Pay: 2022-10-20; Redemption: 2024-04-20; Q-2: First Pay: 2022-10-20; Redemption: 2024-04-20; O: First Pay: 2022-10-20; Redemption: 2024-04-20; W: First Pay: 2022-10-20; Redemption: 2024-04-20; U: First Pay: 2022-10-20; Redemption: 2024-04-20; Hdi: First Pay: 2022-10-20; Redemption: 2024-04-20;

Deal Comments

Ewy Itxx Jmrwwop 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 5, 2012

Refinancing

Yes

Assured Guaranty Ltd (fka BlueMountain Capital Management)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-O	VVI	7.800	-	Bmm	-	-	-	-	-	-	Abueuhul	GWLM	-	100	BWDS+100	-	-
V-K	IOC	52.000	-	Xg3	-	-	-	-	3.00%	-	Shiapqqi	JLLU	-	670	ITLD+670	-	-
P-F	TWH	87.000	-	-	-	YYY-	-	-	46.00%	-	Chzdbmin	YQKZ	-	330	ZDUR+330	-	-
Zgehvg	KYE	11.600	-	XK	-	TN	-	-	-	-	-	-	-	-	-	-	Retained
E-P	NQQ	191.000	-	Xss	-	-	-	-	15.00%	-	Idbahlmk	HWHX	-	137	ZEVF+137	-	-
H-R	EQV	14.000	-	-	-	M	-	-	91.00%	-	Xcojebmj	MJMZ	-	215	SESQ+215	-	-
Q-Q	JPZ	27.000	-	-	-	XX	-	-	58.00%	-	Bbshyzle	JBPV	-	190	WXOS+190	-	-

Tranche Comments

Y-O: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144C/Lnv Q; E-P: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144X/Bjp O; Q-Q: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144T/Iov G; H-R: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144C/Kdo V; P-F: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144O/Hwi T; V-K: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144V/Gly D; Zgehvg: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144A/Cus Z;

Deal Comments

Fuvub. Xbn Ocww Hueabzj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 2, 2014

Assured Guaranty Ltd (fka BlueMountain Capital Management)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
SE	XWB	26.000	-	-	ZZ-	-	-	-	-	-	Hkpbzpha	3jY	Edo 700j	713	3yX+713	-	-
NL	CPN	22.000	-	-	C	-	-	-	-	-	Zzbxyvzc	3gA	210-220	220	3rV+220	-	-
GF	UPA	631.000	-	-	WWW	-	-	-	-	-	Ffbqsrkw	3xE	-	121	3fU+121	-	-
Svj	QAH	78.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
XT	QZX	46.000	-	-	FF	-	-	-	-	-	Iucbdkqe	3lA	170-175	178	3dS+178	-	-
IE2	BAH	8.000	-	-	XXX-	-	-	-	-	-	Nruplahu	3bU	-	437	3mK+437	-	-
YW1	FHK	88.000	-	-	KKK	-	-	-	-	-	Akxlkmxd	3eE	-	350	3fV+350	-	-

Tranche Comments

GF: Redemption: 2023-10-20; XT: Redemption: 2023-10-20; NL: Redemption: 2023-10-20; YW1: Redemption: 2023-10-20; IE2: Redemption: 2023-10-20; SE: Redemption: 2023-10-20; Svj: Redemption: 2023-10-20;

Deal Comments

Vegeq. Qmx Gvff Zeyqmsp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 5, 2023

Assured Guaranty Ltd (fka BlueMountain Capital Management)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	PMU	84.000	3.40	NS	-	RR+	-	-	89.00%	-	Yxsrkhar	3vS	165-170	170	3uE+170	-	-
R	FGI	95.000	5.80	Nb3	-	DA	-	-	4.00%	-	Flyxxbaf	3kW	650-675	683	3zX+683	-	-
B	BMI	200.000	7.40	Qkk	-	ZU	-	-	40.00%	-	Bwchmofw	3lS	119	119	3bC+119	-	-
P	EJW	94.000	9.30	QE	-	BBB	-	-	91.00%	-	Hakjayrj	3oT	325-335	350	3rZ+350	-	-
Swl	QVE	50.700	-	HU	-	QX	-	-	-	-	-	-	-	-	-	-	Retained
U	QAX	13.000	5.70	NS	-	P	-	-	53.00%	-	Fsuqqhri	3aC	200-210	210	3fE+210	-	-

Tranche Comments

B: Redemption: 2023-11-20; X: Redemption: 2023-11-20; U: Redemption: 2023-11-20; P: Redemption: 2023-11-20; R: Redemption: 2023-11-20; Swl: Redemption: 2023-11-20;

Deal Comments

Hto Knkk Lalitiy 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 6, 1995

Refinancing

Yes