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
C	MAB	9.000	4.30	-	JJJ	PPP	-	-	Zpcaqkqa	3pJp	-	-	68	3rLw+68	-	374.00000
K	XHN	265.000	7.60	-	YYY	SSS	76.00%	-	Wulxcsdg	3nEl	-	-	185	3aAc+185	-	829.00000
N-1	SYJ	53.000	1.10	-	YY	TT	21.10%	-	Empvqdep	3jWu	-	-	260	3tMf+260	-	864.00000
Z-2	KOL	6.000	8.30	-	KK	MM	83.60%	-	Sinhc	EXX	-	-	-	6.20%	6.200%	882.00000
K	OCO	97.300	5.20	-	I-	M-	2.80%	-	-	-	-	-	-	-	-	Retained
Qnoltu	IWG	69.400	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	GKJ	27.300	4.00	-	N	F	13.83%	-	Edrhazwl	3aUu	-	-	365	3yZf+365	-	368.00000
F	SEA	82.500	2.80	-	LLL	QQQ-	96.73%	-	-	-	-	-	-	-	-	Retained
N	NTJ	93.600	8.40	-	BB-	TT-	83.10%	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C: First Pay: 2023-07-20; Redemption: 2024-07-20; K: First Pay: 2023-07-20; Redemption: 2024-07-20; N-1: First Pay: 2023-07-20; Redemption: 2024-07-20; Z-2: First Pay: 2023-07-20; Redemption: 2024-07-20; I: First Pay: 2023-07-20; Redemption: 2024-07-20; F: First Pay: 2023-07-20; Redemption: 2024-07-20; N: First Pay: 2023-07-20; Redemption: 2024-07-20; K: First Pay: 2023-07-20; Redemption: 2024-07-20; Qnoltu: First Pay: 2023-07-20; Redemption: 2024-07-20;

Deal Comments

Ncs Mfww Phbhccm 1.00

Risk Retention

LUf Gysqrydvgi

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 29, 2016

WAL Test Period (YRS)

9.9