GoldenTree Loan Management Euro CLO DAC (GLM) 5

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
E	GUW	659.000	-	Qrr	CCC	-	98.00%	-	Njoxqemo	3dHf	-	-	82	3tPj+82	-	490.00000
D	ODU	98.000	-	Lff3	ZZZ	-	43.50%	-	Iwjrpmls	3tLf	-	-	330	3gBl+330	-	164.00000
N	YQF	81.000	-	Hg2	TT	-	32.00%	-	Wpevwsve	3dJf	-	-	130	3kTu+130	-	543.00000
Q	BIL	25.700	-	Mu3	WW-	-	2.60%	-	-	-	-	-	-	-	-	Retained
R	BED	8.000	-	Zdd	YYY	-	-	-	Lfjprbhe	3nAl	-	-	27	3zFt+27	-	881.00000
Mco	QHM	21.962	-	LR	TM	-	-	-	-	-	-	-	-	-	-	Retained
U	SJV	47.000	-	O2	H	-	61.90%	-	Fwxzhior	3qOh	-	-	205	3yNl+205	-	605.00000
X	ODW	83.900	-	A3	L-	-	5.90%	-	-	-	-	-	-	-	-	Retained

Tranche Comments

R: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144Q/Brc O; E: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144I/Iqx J; N: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144T/Xsf Z; U: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144K/Woe K; D: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144U/Umn W; Q: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144H/Civ R; X: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144X/Nve H; Mco: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144E/Faq H;

Deal Comments

Rbq Wsvv Hvjmbvh 1.00

Risk Retention

ST - Zcwpocrfcz/Rwpeprcfcw

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 23, 2006