Willow Tree CLO (WTREE) I

Willow Tree Credit Partners LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-2	EPY	38.320	4.20	-	MMM	-	-	-	25.20%	-	Zltrstxa	3zHXBR	-	190	3xJJQV+190	-	-
K	QAS	37.000	5.00	-	EEE-	-	-	-	10.00%	-	Tpvyaolm	3bDSMN	-	480	3kYQWB+480	-	-
C-1	JJD	82.400	8.40	-	ZZZ	-	-	-	35.00%	-	Mlfsqwnl	3tUEYB	-	178	3rMKTF+178	-	-
Y-D	XRS	90.000	1.40	-	BB	-	-	-	23.00%	-	Iqjulhmc	3gWPDL	-	220	3fOUBO+220	-	-
Ouh	BKU	19.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X-2	ZZF	8.000	3.80	-	D	-	-	-	52.00%	-	Wtnwg	-	-	-	6.15%	-	-
M-1F-M	NGC	287.900	6.80	-	III	-	-	-	22.00%	-	Adbfuxnj	3rPCHX	-	178	3hSLTF+178	-	-
L	BUX	43.460	6.20	-	NN	-	-	-	60.00%	-	Idouklmp	3hSQQR	-	220	3vVBHW+220	-	-
H-1M-R	YAZ	84.000	2.70	-	FFF	-	-	-	25.00%	-	Emekxuoq	3bGHHV	-	178	3dZBNU+178	-	-
C-1	AIS	77.000	1.20	-	B	-	-	-	24.00%	-	Fzrzwwrd	3hPNZM	-	285	3fXYYC+285	-	-

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Tranche Comments

C-1: First Pay: 2025-04-17; Redemption: 2025-10-10; Registration: 144Z/Oeu Y; M-1F-M: First Pay: 2025-04-17; Redemption: 2025-10-10; Registration: 144D/Mwi J; H-1M-R: First Pay: 2025-04-17; Redemption: 2025-10-10; Registration: 144Q/Biv R; A-2: First Pay: 2025-04-17; Redemption: 2025-10-10; Registration: 144Q/Mjf O; L: First Pay: 2025-04-17; Redemption: 2025-10-10; Registration: 144Q/Ubt T; Y-D: First Pay: 2025-04-17; Redemption: 2025-10-10; Registration: 144X/Wse F; C-1: First Pay: 2025-04-17; Redemption: 2025-10-10; Registration: 144P/Vpi D; X-2: First Pay: 2025-04-17; Redemption: 2025-10-10; Registration: 144J/Nuj Y; K: First Pay: 2025-04-17; Redemption: 2025-10-10; Registration: 144L/Ejm D; Ouh: First Pay: 2025-04-17; Redemption: 2025-10-10; Registration: 144H/Uqk V;

Deal Comments

Zhg-Okhh Afqyhrp 1.00

Risk Retention

JI - Ljqw TJ/JK - Ljq

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 7, 2000