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
U-TT	TNQ	16.900	5.79	-	-	XX-	-	-	2.00%	-	Uhbpkmqj	VXCQ	-	-	450	INQD+450	-	517.00000
Z-AA	YMW	9.870	82.10	-	-	C-	-	-	3.20%	-	Feuoktwn	DMDK	-	-	775	KNMN+775	-	797.00000
J-SS	JMK	4.350	2.56	Mnn	-	-	-	-	-	-	Drvheezq	NYMS	-	-	92	EMTG+92	-	941.00000
C-JJ	QSJ	332.000	9.55	Dee	-	-	-	-	68.00%	-	Hjweswwx	JCTG	-	-	112	KSEI+112	-	223.00000
G-M-AA	GEB	52.000	3.12	-	-	CCC	-	-	11.23%	-	Lmpvewun	UDWN	-	-	127	PXEC+127	-	902.00000
B-BB	LRM	31.000	3.72	-	-	O	-	-	64.00%	-	Bfhozkts	AVLU	-	-	170	WEGH+170	-	466.00000
W-PP	HVH	45.000	4.59	-	-	ZZ	-	-	89.00%	-	Mucavdbu	TCIG	-	-	150	HXMU+150	-	222.00000
G-LL	KPH	54.000	5.21	-	-	JJJ-	-	-	60.00%	-	Pwcffrvb	USAT	-	-	240	JXEV+240	-	824.00000
Csqxpf	NBF	57.600	-	WB	-	HX	-	-	-	-	-	-	-	-	-	-	-	Retained
T-D-F	TAM	6.400	7.46	-	-	NNN-	-	-	43.00%	-	Wpzyybbi	MVJD	-	-	350	JYFN+350	-	695.00000

Tranche Comments

J-SS: Redemption: 2027-01-20; Registration: 144H/Dax W; C-JJ: Redemption: 2027-01-20; Registration: 144W/Ysm D; G-M-AA: Redemption: 2027-01-20; Registration: 144P/Crl W; W-PP: Redemption: 2027-01-20; Registration: 144B/Etm G; B-BB: Redemption: 2027-01-20; Registration: 144M/Odg U; G-LL: Redemption: 2027-01-20; Registration: 144J/Zuh S; T-D-F: Redemption: 2027-01-20; Registration: 144L/Oay P; U-TT: Redemption: 2027-01-20; Registration: 144H/Jom O; Z-AA: Redemption: 2027-01-20; Registration: 144I/Gfm A; Csqxpf: Redemption: 2027-01-20; Registration: 144B/Kpu E;

Deal Comments

Fhxhp. Vbb Uczz Bhftbds 1.94

Risk Retention

FC - Rik

Reinvestment Period (YRS)

1.91

Reinvestment Period End Date

Dec 2, 2015