GoldenTree Loan Management US CLO (GLM) 26

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
G-U	OAU	2.000	5.80	-	-	DDD-	-	-	79.00%	-	-	-	-	390-400	-	-	-	-
I	EIW	43.000	4.20	-	-	J	-	-	84.00%	-	-	-	-	175-180	-	-	-	-
Zplzdk	BUI	86.410	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P-E	ORH	92.100	5.20	-	-	SSS	-	-	70.00%	-	-	-	-	145s	-	-	-	-
K	EGF	4.800	7.00	Evv	-	-	-	-	-	-	-	-	-	90a	-	-	-	-
K	LWI	27.000	8.20	-	-	UU-	-	-	5.00%	-	-	-	-	475-485	-	-	-	-
J	WVT	3.100	48.00	-	-	U-	-	-	7.80%	-	-	-	-	725	-	-	-	-
T	XQX	60.000	8.00	-	-	AA	-	-	57.00%	-	-	-	-	155-160	-	-	-	-
J	WTA	924.800	4.20	Akk	-	RRR	-	-	56.20%	-	-	-	-	-	-	-	-	-
V	YNA	12.000	2.80	-	-	CCC-	-	-	24.00%	-	-	-	-	270i	-	-	-	-

Tranche Comments

K: Registration: 144A/Lmc M; J: Registration: 144W/Ftt K; Comments: Bjy-Bgyvyh; P-E: Registration: 144C/Yju H; T: Registration: 144K/Kde O; I: Registration: 144D/Dyw J; V: Registration: 144L/Jde O; G-U: Registration: 144M/Anl W; K: Registration: 144N/Tyx A; J: Registration: 144L/Qcf C; Zplzdk: Registration: 144Q/Jbc I;

Deal Comments

Duk Jjff Fakyulp 2.00

Risk Retention

ZW - Ect

Pricing Speed

20% UQR

Reinvestment Period (YRS)