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
A	QHJ	66.000	2.00	-	-	LL	-	-	26.00%	-	Bxckjlum	BCLG	-	155-160	165	DJAE+165	-	-
B	LFF	6.200	4.00	Ess	-	-	-	-	-	-	Izistpie	NLCR	-	90z	100	DEGS+100	-	-
D	AED	20.000	8.50	-	-	A	-	-	46.00%	-	Brvdqlic	CSQA	-	175-180	180	DBVK+180	-	-
U-Z	HAE	95.600	4.90	-	-	OOO	-	-	78.00%	-	Kevjjlyr	WODI	-	145l	155	UUYA+155	-	-
Lohsxn	KVG	81.780	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	QYA	46.000	7.30	-	-	III-	-	-	46.00%	-	Orddziwf	TATA	-	270i	275	ZAFT+275	-	-
B	XYV	711.500	9.60	Znn	-	LLL	-	-	52.30%	-	Ffmyhhac	FBMF	-	-	128	YTPE+128	-	-
A-A	TSS	1.000	5.80	-	-	RRR-	-	-	85.00%	-	Laakryag	KISF	-	390-400	390	JEOT+390	-	-
U	IWW	69.000	3.40	-	-	ZZ-	-	-	3.00%	-	Hejkcztq	UGZY	-	475-485	500	XKIW+500	-	-
Z	JWI	2.800	54.00	-	-	Z-	-	-	8.20%	-	Nwzsswxj	ZPHU	-	725	783	DXZE+783	-	-

Tranche Comments

B: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144V/Rtx G; B: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144I/Exa C; Comments: Xyq-Xhaaql; U-Z: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144D/Niz U; A: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144X/Rzb O; D: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144K/Kdb N; M: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144K/Xmt W; A-A: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144L/Qer V; U: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144C/Qhi O; Z: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144V/Uxz V; Lohsxn: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144F/Vcn M;

Deal Comments

Yuh Ksoo Xqykunt 2.00

Risk Retention

ON - Bcr

Pricing Speed

20% VLJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 18, 2008

WAL Test Period (YRS)