GoldenTree Loan Management Euro CLO DAC (GLM) 3

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
G-2	DFJ	8.000	-	Or2	WW	-	-	-	Rwumx	-	-	-	-	2.450%	2.450%	780.00000
L	OVF	3.700	-	Rll	LLL	-	-	-	Aczfvlif	3gFf	-	-	45	3eGv+45	-	602.00000
C	JSM	15.000	-	Sz3	SS-	-	-	-	Keqdvhyd	3iKr	-	-	665	3gVv+591	-	53.00000
L-1	WMB	78.000	-	Se2	XX	-	-	-	Nrwstpxh	3jDx	-	-	190	3kIu+190	-	621.00000
C	GGR	83.000	-	Euu3	UUU-	-	-	-	Hxkwarlt	3bJn	-	-	390	3oVb+390	-	244.00000
O	ZQE	59.400	-	U3	N-	-	-	-	Norurmof	3eHa	-	-	925	3gZx+832	-	44.00000
I	GVW	52.000	-	Q2	A	-	-	-	Uxmycrvr	3sJr	-	-	260	3yPg+260	-	833.00000
O	ASI	668.000	-	Hnn	FFF	-	-	-	Jpchuwcl	3hUd	-	-	112	3yAy+112	-	477.00000
Cyo	XTW	13.230	-	AR	LT	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

L: First Pay: 2020-01-20; Redemption: 2021-07-20; O: First Pay: 2020-01-20; Redemption: 2021-07-20; L-1: First Pay: 2020-01-20; Redemption: 2021-07-20; G-2: First Pay: 2020-01-20; Redemption: 2021-07-20; I: First Pay: 2020-01-20; Redemption: 2021-07-20; C: First Pay: 2020-01-20; Redemption: 2021-07-20; C: First Pay: 2020-01-20; Redemption: 2021-07-20; O: First Pay: 2020-01-20; Redemption: 2021-07-20; Cyo: First Pay: 2020-01-20; Redemption: 2021-07-20;

Deal Comments

Nrs-Vcll Ooxrrhe 2.00

Risk Retention

Mklxlbnvck/Pbslvn

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 25, 2010