GoldenTree Loan Management Euro CLO DAC (GLM) 5

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XEUR2.000-AaaAAA---Floating3mEu-273mEu+27-100.00000
AEUR252.000-AaaAAA-37.00%-Floating3mEu-823mEu+82-100.00000
BEUR36.000-Aa2AA-28.00%-Floating3mEu-1303mEu+130-100.00000
CEUR27.000-A2A-21.30%-Floating3mEu-2053mEu+205-100.00000
DEUR28.000-Baa3BBB-14.30%-Floating3mEu-3303mEu+330-100.00000
EEUR20.400-Ba3BB--9.20%-------Retained
FEUR13.600-B3B--5.80%-------Retained
SubEUR22.525-NRNR---------Retained
Tranche Comments
X: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144A/Reg S; A: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144A/Reg S; B: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144A/Reg S; C: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144A/Reg S; D: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144A/Reg S; E: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144A/Reg S; F: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144A/Reg S; Sub: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Risk Retention
EU - Horizontal/Originator
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 20, 2025