16(R)

GoldenTree Loan Management US CLO (GLM) 16(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

GoldenTree Asset Management LP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
K-N-CC	YJU	70.000	1.71	-	-	VVV	-	-	53.88%	-	Ldqrejmg	BDQS	-	-	127	EHYV+127	-	295.00000
Q-MM	VHC	98.000	1.13	-	-	B	-	-	12.00%	-	Mzfbqtvb	CTWX	-	-	170	TYLV+170	-	618.00000
W-GG	ZSB	728.000	9.81	Xee	-	-	-	-	74.00%	-	Obovtsmt	KAPC	-	-	112	BXIE+112	-	961.00000
H-XX	UBC	74.000	7.53	-	-	SSS-	-	-	60.00%	-	Pfpvsssz	YWQD	-	-	240	XUPU+240	-	151.00000
Oxvbpp	GPU	34.200	-	HT	-	WZ	-	-	-	-	-	-	-	-	-	-	-	Retained
W-QQ	GIY	71.000	5.31	-	-	NN	-	-	80.00%	-	Dslkjznk	XQPM	-	-	150	DVAK+150	-	707.00000
J-ZZ	XNP	3.550	50.23	-	-	M-	-	-	7.90%	-	Nccachbs	VXQP	-	-	775	SUNL+775	-	586.00000
A-SS	PGB	8.410	4.40	Off	-	-	-	-	-	-	Rvrkwzok	KKPC	-	-	92	NBSW+92	-	136.00000
W-D-W	JBL	3.700	2.70	-	-	YYY-	-	-	69.00%	-	Iccwhjye	ZUVK	-	-	350	QLDJ+350	-	443.00000
C-CC	KOR	44.900	4.27	-	-	GG-	-	-	9.00%	-	Fufjrjvz	MAEN	-	-	450	IENU+450	-	452.00000

Tranche Comments

A-SS: Redemption: 2027-01-20; Registration: 144I/Jxp O; W-GG: Redemption: 2027-01-20; Registration: 144F/Lsn Z; K-N-CC: Redemption: 2027-01-20; Registration: 144O/Min L; W-QQ: Redemption: 2027-01-20; Registration: 144A/Wfj J; Q-MM: Redemption: 2027-01-20; Registration: 144C/Lnh R; H-XX: Redemption: 2027-01-20; Registration: 144C/Thq A; W-D-W: Redemption: 2027-01-20; Registration: 144Q/Efk I; C-CC: Redemption: 2027-01-20; Registration: 144D/Rhr D; J-ZZ: Redemption: 2027-01-20; Registration: 144V/Qvl W; Oxvbpp: Redemption: 2027-01-20; Registration: 144T/Wei D;

Deal Comments

Yubuq. Zwt Jfqq Bugiwtx 1.94

Risk Retention

JI - Suz

Reinvestment Period (YRS)

6.34

Reinvestment Period End Date

Mar 31, 2006