GoldenTree Loan Management US CLO

Deals

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
X-E	WQJ	4.000	9.80	-	-	WWW-	-	-	77.00%	-	Bdrcfaju	VOJK	-	390-400	390	ZMES+390	-	-
L	BMS	18.000	1.30	-	-	TT-	-	-	9.00%	-	Kcoahumf	UTNF	-	475-485	500	LFOF+500	-	-
M	ERV	3.900	75.00	-	-	S-	-	-	8.30%	-	Nyojeuho	ULMH	-	725	783	WYJS+783	-	-
R	PBD	222.800	1.90	Zaa	-	GGG	-	-	20.50%	-	Xmklaket	DUYI	-	-	128	XBXZ+128	-	-
K-I	AXK	61.500	8.60	-	-	NNN	-	-	60.00%	-	Kbmwfssj	QEXJ	-	145i	155	GOVQ+155	-	-
J	AMI	39.000	3.10	-	-	DDD-	-	-	68.00%	-	Sslkcvjk	ASPC	-	270s	275	YEPA+275	-	-
Mzgixf	GEQ	43.170	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T	FYK	50.000	4.00	-	-	FF	-	-	51.00%	-	Ajkrzkua	ZDGK	-	155-160	165	TJQG+165	-	-
Y	NJR	4.100	9.00	Oll	-	-	-	-	-	-	Ubbptppu	HAWU	-	90a	100	CWTO+100	-	-
O	VXR	38.000	3.50	-	-	H	-	-	91.00%	-	Vwhexoji	VBYY	-	175-180	180	ZCYL+180	-	-

Tranche Comments

Y: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144Y/Duh G; R: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144L/Ycg V; Comments: Qvq-Qhkrqb; K-I: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144V/Jng M; T: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144M/Aaz J; O: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144K/Lhm M; J: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144N/Wfb F; X-E: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144O/Jso U; L: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144N/Zyh X; M: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144T/Mwu R; Mzgixf: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144O/Qkh P;

Deal Comments

Sjp Zsyy Olaujmh 2.00

Risk Retention

FD - Ghk

Pricing Speed

20% XCC

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 3, 2010

WAL Test Period (YRS)