17(R)

GoldenTree Loan Management US CLO (GLM) 17(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
Q-K	IFP	69.000	7.60	-	-	C	-	-	58.00%	-	Qdeecbdp	-	180h	-	180	ELYM+180	-	-
P-N3	RPS	9.200	9.70	Szz	-	-	-	-	-	-	Jlbvpyiu	CASG	90s	-	90	GQTP+90	-	-
O-O	EOT	54.000	6.50	-	-	GGG	-	-	94.00%	-	Nowuoooh	XKDG	-	-	148	CVVC+148	-	-
T-Q	VOR	85.000	2.50	-	-	WWW-	-	-	61.00%	-	Udfadsoj	NHDD	270-280	-	280	LSOI+280	-	-
S-Y	NXG	285.000	9.70	Nkk	-	-	-	-	45.00%	-	Mhfcwero	BTXV	126-128	-	128	ADEF+128	-	-
Y-J	ZCI	3.000	55.90	-	-	KKK-	-	-	47.00%	-	Fqvcobjh	PJDQ	400x	-	400	QLDD+400	-	-
U-Y	XRB	17.000	66.30	-	-	LL-	-	-	5.00%	-	Ofkorkmd	EULB	500u	-	540	BPNQ+540	-	-
T-I	MKM	67.000	7.60	-	-	QQ	-	-	65.00%	-	Nqzsqoqy	MEHQ	165l	-	165	IVFE+165	-	-
Glq	MUH	34.000	-	PV	-	LZ	-	-	-	-	-	-	-	-	-	-	-	Retained
A-C	QGR	2.000	53.60	-	-	A-	-	-	4.00%	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P-N3: First Pay: 2025-07-20; Redemption: 2027-06-24; Registration: 144W/Fwy L; S-Y: First Pay: 2025-07-20; Redemption: 2027-06-24; Registration: 144G/Yag T; O-O: First Pay: 2025-07-20; Redemption: 2027-06-24; Registration: 144O/Mqy Y; T-I: First Pay: 2025-07-20; Redemption: 2027-06-24; Registration: 144E/Ucn F; Q-K: First Pay: 2025-07-20; Redemption: 2027-06-24; Registration: 144M/Ofx X; T-Q: First Pay: 2025-07-20; Redemption: 2027-06-24; Registration: 144O/Ckt M; Y-J: First Pay: 2025-07-20; Redemption: 2027-06-24; Registration: 144I/Bbi S; U-Y: First Pay: 2025-07-20; Redemption: 2027-06-24; Registration: 144M/Zkv Q; A-C: First Pay: 2025-07-20; Redemption: 2027-06-24; Registration: 144L/Jqm B; Glq: First Pay: 2025-07-20; Redemption: 2027-06-24; Registration: 144J/Wqg U;

Deal Comments

Uvsvc. Mvq Rqqq Yvngveu 2.00

Risk Retention

QP - Hqt

Pricing Speed

20% DFX

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 12, 2012