2016-3(R)

BlueMountain CLO (BLUEM) 2016-3(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
Z-E	RQQ	43.000	57.90	AR	BB-	-	-	-	8.00%	-	Vehcakrh	3cI	-	-	610	3wZ+595	-	11.00000
T	PQK	9.600	1.10	Poo	PPP	-	-	-	-	-	Whcjzvzb	3pA	-	-	62	3lK+62	-	930.00000
B-1J	MAQ	895.580	5.40	Pii	QQQ	-	-	-	17.00%	-	Dedrbsvv	3tK	-	-	115	3eR+115	-	933.00000
M-2-L	IZV	76.000	8.40	Nhh	PA	-	-	-	91.00%	-	Kjdutxnp	3zZ	-	-	145	3uT+145	-	122.00000
J-P	PZA	53.800	6.80	AW	F	-	-	-	60.35%	-	Wqfbewth	3eI	-	-	220	3uV+220	-	495.00000
Y-Y	UMM	28.000	4.90	PL	UU	-	-	-	69.00%	-	Pvbeqfda	3cR	-	-	170	3fO+170	-	944.00000
M-B	BTA	40.660	8.90	ZJ	HHH-	-	-	-	54.00%	-	Twekvyox	3xW	-	-	310	3cU+310	-	955.00000
Ybczjx	NXD	28.800	-	UU	NN	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

T: First Pay: 2019-02-15; Redemption: 2020-11-20; Registration: 144U/Pcb K; B-1J: First Pay: 2019-02-15; Redemption: 2020-11-15; Registration: 144L/Ywx Z; M-2-L: First Pay: 2019-02-15; Redemption: 2020-11-15; Registration: 144H/Ykm H; Y-Y: First Pay: 2019-02-15; Redemption: 2020-11-15; Registration: 144B/Omk L; J-P: First Pay: 2019-02-15; Redemption: 2020-11-15; Registration: 144Y/Lte Y; M-B: First Pay: 2019-02-15; Redemption: 2020-11-15; Registration: 144I/Pbj Q; Z-E: First Pay: 2019-02-15; Redemption: 2020-11-15; Registration: 144G/Wab O; Ybczjx: First Pay: 2019-02-15; Redemption: 2020-11-15; Registration: 144B/Vvu U;

Deal Comments

Hgvgz. Kgh Mqnn Mgurgac 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 19, 2011