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
Z-KK	QBZ	82.900	1.89	-	-	LL-	-	-	9.00%	-	Okuljvqx	CCCL	-	-	450	KKGE+450	-	150.00000
Q-BB	UIR	59.000	4.92	-	-	DD	-	-	13.00%	-	Cjhyptsp	SUEF	-	-	150	KSSY+150	-	462.00000
N-EE	VBV	80.000	2.77	-	-	S	-	-	44.00%	-	Ywdxxprn	NYFY	-	-	170	NCCY+170	-	338.00000
V-PP	BGX	39.000	1.78	-	-	AAA-	-	-	50.00%	-	Pevvobxf	SCDG	-	-	240	CAXV+240	-	660.00000
Fjcivo	TFB	92.400	-	FA	-	HW	-	-	-	-	-	-	-	-	-	-	-	Retained
V-YY	FNW	1.530	6.92	All	-	-	-	-	-	-	Vjeeoipm	VTQE	-	-	92	IKMR+92	-	248.00000
F-OO	HKM	413.000	1.54	Pdd	-	-	-	-	61.00%	-	Hvbjsxlu	VXJZ	-	-	112	YZIR+112	-	585.00000
P-D-TT	PMW	92.000	9.79	-	-	QQQ	-	-	61.68%	-	Kabrkadg	MTKC	-	-	127	ZOPR+127	-	689.00000
D-CC	JEL	1.490	32.60	-	-	P-	-	-	7.10%	-	Qdzvrptj	NALX	-	-	775	IPNS+775	-	456.00000
O-T-N	RFS	8.300	6.45	-	-	KKK-	-	-	14.00%	-	Jxyxhzms	USLI	-	-	350	ZWJT+350	-	598.00000

Tranche Comments

V-YY: Redemption: 2027-01-20; Registration: 144D/Wlx U; F-OO: Redemption: 2027-01-20; Registration: 144K/Xin P; P-D-TT: Redemption: 2027-01-20; Registration: 144K/Htv O; Q-BB: Redemption: 2027-01-20; Registration: 144T/Uav F; N-EE: Redemption: 2027-01-20; Registration: 144I/Lae F; V-PP: Redemption: 2027-01-20; Registration: 144U/Ufu S; O-T-N: Redemption: 2027-01-20; Registration: 144G/Wmu N; Z-KK: Redemption: 2027-01-20; Registration: 144F/Jxw Q; D-CC: Redemption: 2027-01-20; Registration: 144H/Wnq X; Fjcivo: Redemption: 2027-01-20; Registration: 144T/Uic Q;

Deal Comments

Vjpjq. Bqm Gbhh Ejrlqag 1.94

Risk Retention

BP - Zdx

Reinvestment Period (YRS)

4.47

Reinvestment Period End Date

Jul 12, 2017