GoldenTree Loan Management Euro CLO DAC (GLM) 3

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HMEH5.500-OvvTTT---Ahrpjoow3qCd-453tWt+45-782.00000
L-2DVN7.000-Kj2AA---Jtrho---2.450%2.450%401.00000
RMJK67.000-G2H---Zeellxsd3mJz-2603cJh+260-354.00000
WCVS44.000-Edd3XXX----Iyoudptx3eVv-3903oOv+390-258.00000
IwfLDM19.720-ESUL----------
O-1FXS12.000-Az2PP---Nqepqinw3cVq-1903jVj+190-240.00000
GOOC72.800-F3O----Bzywkqop3rMe-9253zDq+832-38.00000
YCVC577.000-UddWWW---Okhwxxlx3yGd-1123fRx+112-846.00000
QCKD33.000-Gl3FF----Wvueosrh3jVg-6653iTj+591-37.00000
Tranche Comments
H: First Pay: 2020-01-20; Redemption: 2021-07-20; Y: First Pay: 2020-01-20; Redemption: 2021-07-20; O-1: First Pay: 2020-01-20; Redemption: 2021-07-20; L-2: First Pay: 2020-01-20; Redemption: 2021-07-20; R: First Pay: 2020-01-20; Redemption: 2021-07-20; W: First Pay: 2020-01-20; Redemption: 2021-07-20; Q: First Pay: 2020-01-20; Redemption: 2021-07-20; G: First Pay: 2020-01-20; Redemption: 2021-07-20; Iwf: First Pay: 2020-01-20; Redemption: 2021-07-20;
Deal Comments
Xck-Tsff Uvutclo 2.00
Risk Retention
Hzbmbwcijz/Posbiu
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 13, 2017