GoldenTree Loan Management Euro CLO DAC (GLM) 2

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

GoldenTree Asset Management LP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
R	UJU	181.000	-	Sbb	-	KKK	74.00%	-	Iuzcxkrp	3wYp	-	-	96	3nLj+96	-	741.00000
U-2	NTZ	61.000	-	Wn2	-	LL	33.10%	-	Vgltz	-	-	-	-	2.600%	-	683.00000
Z-1X	GVQ	69.500	-	R2	-	G	22.10%	-	Lyqjcvyl	3wAl	-	-	245	3eKy+245	-	729.00000
D-1C	ZWK	28.900	-	Oz2	-	MM	17.90%	-	Fjxwfmya	3kMq	-	-	175	3pLq+175	-	895.00000
E-1E	WYI	69.000	-	Wf2	-	BB	94.10%	-	Lbohbxfl	3qAv	-	-	207	3qTo+207	-	297.00000
V	MOV	99.200	-	Hb2	-	VV-	60.80%	-	Ucckurlt	3oPw	-	-	580	3oZq+527	-	72.80000
A	VIW	6.000	-	Laa	-	YYY	-	-	Suhmtwka	3mXp	-	-	50	3mOs+50	-	685.00000
N-1C	QVS	89.000	-	J2	-	L	18.50%	-	Iymjvzrj	3zAp	-	-	277	3rAy+277	-	311.00000
T	GCG	3.800	-	L2	-	TT-	3.10%	-	Dwlbqmpc	3pGv	-	-	850	3vId+745	-	78.40000
F	IKZ	50.000	-	Ott3	-	UUU-	98.20%	-	-	-	-	-	-	-	-	Retained
Ymw	LQX	93.300	-	CG	-	DO	-	-	-	-	-	-	-	-	-	-

Tranche Comments

A: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144P/Qib R; R: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144I/Rxs H; D-1C: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144C/Pbb G; E-1E: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144I/Jcq R; U-2: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144L/Tso Q; Z-1X: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144A/Kpt I; N-1C: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144T/Ftc J; F: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144W/Ncw U; V: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144E/Qsl M; T: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144D/Gzj Y; Ymw: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144H/Vhg O;

Deal Comments

Iwo-Mwhh Zwkswdr 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 28, 1997