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
J-G	WQI	78.100	1.60	GU	J	-	-	-	95.24%	-	Rhyxqthm	3hR	-	-	220	3dF+220	-	572.00000
I	FIP	7.300	8.20	Qee	OOO	-	-	-	-	-	Xmhokekk	3xW	-	-	62	3vH+62	-	933.00000
P-2-H	URJ	25.000	7.70	Inn	EU	-	-	-	12.00%	-	Fsorsbnq	3qR	-	-	145	3qL+145	-	751.00000
D-T	TWS	98.000	62.80	KH	QQ-	-	-	-	9.00%	-	Apbzsyzv	3hJ	-	-	610	3hX+595	-	22.00000
M-B	OOD	22.000	8.50	PQ	TT	-	-	-	22.00%	-	Rmdaqlmh	3bC	-	-	170	3lK+170	-	347.00000
N-V	KMP	48.520	8.10	GK	QQQ-	-	-	-	22.00%	-	Yfkkzync	3vJ	-	-	310	3kJ+310	-	424.00000
I-1F	JHZ	567.750	3.40	Qii	FFF	-	-	-	26.00%	-	Uhouwbdl	3fC	-	-	115	3yZ+115	-	441.00000
Vcrhsn	XHR	85.100	-	AF	XU	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

I: First Pay: 2019-02-15; Redemption: 2020-11-20; Registration: 144F/Ati G; I-1F: First Pay: 2019-02-15; Redemption: 2020-11-15; Registration: 144H/Cfe H; P-2-H: First Pay: 2019-02-15; Redemption: 2020-11-15; Registration: 144M/Vow Z; M-B: First Pay: 2019-02-15; Redemption: 2020-11-15; Registration: 144V/Ibf N; J-G: First Pay: 2019-02-15; Redemption: 2020-11-15; Registration: 144W/Nkw F; N-V: First Pay: 2019-02-15; Redemption: 2020-11-15; Registration: 144E/Iok T; D-T: First Pay: 2019-02-15; Redemption: 2020-11-15; Registration: 144T/Acb Y; Vcrhsn: First Pay: 2019-02-15; Redemption: 2020-11-15; Registration: 144J/Xrp C;

Deal Comments

Afpfm. Jww Zgff Tftuwjo 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 7, 2016