2016-2(R)

BlueMountain CLO (BLUEM) 2016-2(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
Y-1S2	RUA	881.000	-	-	OOO	-	-	-	-	-	Ppcldwji	3wI	-	-	112	3yO+112	-	-
L-2X2	AUR	26.000	-	-	UU	-	-	-	-	-	Aqmhrcfb	3cU	-	-	170	3lV+170	-	-
Z-2-M2	EYC	73.300	-	-	MMM-	-	-	-	-	-	Qcmhodov	3bM	-	-	430	3dC+430	-	-
I-J2	BJR	54.000	-	-	Z	-	-	-	-	-	Zdcpqimk	3lP	-	-	225	3qB+225	-	-
V-1-K2	MPI	56.700	-	-	QQQ+	-	-	-	-	-	Jfexcseq	3qB	-	-	310	3vS+310	-	-

Tranche Comments

Y-1S2: First Pay: 2021-11-20; Redemption: 2022-09-09; L-2X2: First Pay: 2021-11-20; Redemption: 2022-09-09; I-J2: First Pay: 2021-11-20; Redemption: 2022-09-09; V-1-K2: First Pay: 2021-11-20; Redemption: 2022-09-09; Z-2-M2: First Pay: 2021-11-20; Redemption: 2022-09-09;

Deal Comments

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Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 12, 2017