GoldenTree Loan Management Euro CLO DAC (GLM) 6

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
T-1	ABQ	99.000	8.60	-	MM	JJ	22.80%	-	Rjwojqsd	3qFq	-	-	260	3mTc+260	-	971.00000
U	WBY	86.800	3.80	-	OOO	UUU-	68.96%	-	-	-	-	-	-	-	-	Retained
Axdpgb	ABE	66.300	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J-2	KON	7.000	8.30	-	AA	RR	92.70%	-	Xgygm	BLD	-	-	-	6.20%	6.200%	733.00000
D	ITJ	5.000	7.50	-	III	CCC	-	-	Dpefpohe	3fGi	-	-	68	3wYj+68	-	656.00000
V	SPR	32.900	7.00	-	V	C	72.58%	-	Jyjmmuph	3xGr	-	-	365	3eUv+365	-	816.00000
E	EUA	19.200	5.70	-	BB-	NN-	25.30%	-	-	-	-	-	-	-	-	Retained
W	ZKA	79.500	1.40	-	B-	J-	7.90%	-	-	-	-	-	-	-	-	Retained
E	PYJ	395.000	4.40	-	JJJ	III	59.00%	-	Ekzospiv	3rKt	-	-	185	3jLk+185	-	466.00000

Tranche Comments

D: First Pay: 2023-07-20; Redemption: 2024-07-20; E: First Pay: 2023-07-20; Redemption: 2024-07-20; T-1: First Pay: 2023-07-20; Redemption: 2024-07-20; J-2: First Pay: 2023-07-20; Redemption: 2024-07-20; V: First Pay: 2023-07-20; Redemption: 2024-07-20; U: First Pay: 2023-07-20; Redemption: 2024-07-20; E: First Pay: 2023-07-20; Redemption: 2024-07-20; W: First Pay: 2023-07-20; Redemption: 2024-07-20; Axdpgb: First Pay: 2023-07-20; Redemption: 2024-07-20;

Deal Comments

Zhc Jjuu Jymwhzq 1.00

Risk Retention

MSh Xwxhvwrqsq

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 20, 2001

Reset

Yes

WAL Test Period (YRS)

4.8