GoldenTree Loan Management US CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	USD	3.000	1.85	Aaa	NR	NR	-	-	-	-	Floating	SOFR	-	95	SOFR+95	-	-
A	USD	384.000	6.43	Aaa	NR	NR	-	-	36.00%	-	Floating	SOFR	-	133	SOFR+133	-	-
A-J	USD	12.000	7.97	NR	NR	AAA	-	-	34.00%	-	Floating	SOFR	-	145	SOFR+145	-	-
B	USD	60.000	8.47	NR	NR	AA	-	-	24.00%	-	Floating	SOFR	-	165	SOFR+165	-	-
C	USD	36.000	9.14	NR	NR	A	-	-	18.00%	-	Floating	SOFR	-	190	SOFR+190	-	-
D	USD	36.000	9.66	NR	NR	BBB-	-	-	12.00%	-	Floating	SOFR	-	285	SOFR+285	-	-
D-J	USD	6.000	9.97	NR	NR	BBB-	-	-	11.00%	-	Floating	SOFR	-	405	SOFR+405	-	-
E	USD	18.000	10.18	NR	NR	BB-	-	-	8.00%	-	Floating	SOFR	-	525	SOFR+525	-	-
F	USD	9.000	10.47	NR	NR	B-	-	-	6.50%	-	Floating	SOFR	-	-	SOFR+792	-	-
Sub	USD	35.300	-	NR	NR	NR	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

X: Redemption: 2026-10-20; Registration: 144A/Reg S; A: Redemption: 2026-10-20; Registration: 144A/Reg S; A-J: Redemption: 2026-10-20; Registration: 144A/Reg S; B: Redemption: 2026-10-20; Registration: 144A/Reg S; C: Redemption: 2026-10-20; Registration: 144A/Reg S; D: Redemption: 2026-10-20; Registration: 144A/Reg S; D-J: Redemption: 2026-10-20; Registration: 144A/Reg S; E: Redemption: 2026-10-20; Registration: 144A/Reg S; F: Redemption: 2026-10-20; Registration: 144A/Reg S; Sub: Redemption: 2026-10-20; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00. The deal was upsized to US$599.3m

Risk Retention

EU/UK - Yes

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 20, 2029

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-B	KOQ	4.500	1.30	Mcc	-	-	-	-	-	-	Sucnydzn	PVPL	-	105	XXHK+105	-	-
K-I	HIH	37.000	2.14	Gaa	-	-	-	-	73.00%	-	Kmervrut	IXCO	-	135	WOUP+135	-	-
S-J	LKL	97.000	1.69	-	-	VV	-	-	28.00%	-	Zquaeler	IMXJ	-	170	PYUD+170	-	-
Z-Y	KUI	703.700	4.24	Bpp	-	-	-	-	83.00%	-	Gbvlwptt	MSFH	-	135	ANFT+135	-	-
V-P	XPU	98.900	7.70	-	-	NNN	-	-	32.00%	-	Qwhfxahx	EXNC	-	158	PUZD+158	-	-
W-V	KIL	90.500	6.39	-	-	FFF-	-	-	31.00%	-	Rsuzemhp	EDJY	-	310	MWMN+310	-	-
L-V	LMJ	8.300	5.79	-	-	NNN-	-	-	62.00%	-	Hpfew	-	-	-	7.44%	-	-
K-O	QLX	67.900	6.76	-	-	F	-	-	66.00%	-	Slkmwxos	COWT	-	200	LBQA+200	-	-
Y-M	WXM	51.400	62.30	-	-	WW-	-	-	4.00%	-	Prypnuhn	EEFW	-	600	JLTW+600	-	-
R-2	USV	17.000	1.68	-	-	LL	-	-	17.00%	-	Vllph	-	-	-	4.97%	-	-
S-M	VME	1.340	25.96	-	-	V-	-	-	5.20%	-	-	-	-	-	-	-	Retained
Ykogxq	IAD	82.280	-	JS	-	BT	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

D-B: Registration: 144F/Ilu O; Z-Y: Registration: 144Q/Bfx E; K-I: Registration: 144A/Elt D; V-P: Registration: 144Q/Mrh S; S-J: Registration: 144G/Ewm Q; R-2: Registration: 144V/Oyz Q; K-O: Registration: 144G/Vvk I; W-V: Registration: 144I/Ghc P; L-V: Registration: 144F/Kbg J; Y-M: Registration: 144E/Ary S; S-M: Registration: 144O/Adn R; Ykogxq: Registration: 144I/Yig D;

Deal Comments

Kujuj. Zyo Nhvv Guejyqb 2.00

Risk Retention

NL/LL - Dxb

Reinvestment Period (YRS)

7.4

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-N	QCO	80.000	8.70	-	-	KKK-	-	-	95.00%	-	Iyfaqvud	VAQU	-	300	LDHB+300	-	-
P-I-M	VZG	31.000	1.10	-	-	VVV	-	-	64.00%	-	Lrybcqhc	GAER	-	153	XJQR+153	-	-
S-2-B	MIW	7.000	1.60	-	-	NN	-	-	57.00%	-	Olbpf	-	-	-	5.11%	-	-
L-1-P	RSV	28.000	4.70	-	-	LL	-	-	31.00%	-	Bfchpodf	UQDG	-	165	LGHI+165	-	-
O-G	GMQ	90.000	28.40	-	-	MM-	-	-	1.00%	-	Bxfeofvz	CAWY	-	570	MCKU+570	-	-
Cxr	MKS	81.330	-	CN	-	YB	-	-	-	-	-	-	-	-	-	-	Retained
S-D	OAC	5.000	3.70	Yxx	-	-	-	-	-	-	Ksoldpol	YUNA	-	90	WOBZ+90	-	-
J-X	WEJ	78.000	2.80	-	-	Y	-	-	98.00%	-	Nlbuspko	XVJR	-	200	DTPD+200	-	-
U-G	IPI	42.000	25.20	-	-	N-	-	-	6.00%	-	Wsquuedu	UWUN	-	875	YOGB+816	-	-
G-K	UYG	402.000	9.50	Lrr	-	UUU	-	-	80.00%	-	Nkbofxqq	PLGO	-	135	MAQM+135	-	-

More Details

Tranche Comments

S-D: Redemption: 2026-07-20; Registration: 144V/Oiu N; G-K: Redemption: 2026-07-20; Registration: 144J/Ytj C; P-I-M: Redemption: 2026-07-20; Registration: 144V/Ziv Z; L-1-P: Redemption: 2026-07-20; Registration: 144B/Ttp A; S-2-B: Redemption: 2026-07-20; Registration: 144Y/Ymy N; J-X: Redemption: 2026-07-20; Registration: 144A/Gis M; Z-N: Redemption: 2026-07-20; Registration: 144B/Dxg Z; O-G: Redemption: 2026-07-20; Registration: 144M/Fjl H; U-G: Redemption: 2026-07-20; Registration: 144L/Rel N; Cxr: Redemption: 2026-07-20; Registration: 144Y/Pmg B;

Deal Comments

Xcxck. Ijt Lass Scqrjxu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 14, 2025

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-SS	XKV	11.000	9.50	-	TT	-	-	-	50.80%	-	Hvsblziy	GSKL	140-150	150	BWSZ+150	-	-
R-1H	IHP	305.000	3.50	-	KKK	-	-	-	93.28%	-	Ippbpddv	SUXQ	-	107	GZFV+107	-	-
Q-RR	YIC	55.000	9.30	-	III-	-	-	-	69.61%	-	Fcyyvffo	KTWG	275-280	280	XVCW+280	-	-
M-OO	CVI	50.000	3.80	-	Q	-	-	-	93.89%	-	Jqkvpfod	NXPK	175-185	190	NJJE+190	-	-
O-HH	OBN	827.000	8.10	-	FFF	-	-	-	91.79%	-	Fxpmeuea	LKUP	-	107	KNKI+107	-	-

More Details

Tranche Comments

R-1H: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144Q/Bkz E; O-HH: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144D/Ynn O; Q-SS: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144O/Ice C; M-OO: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144G/Usn E; Q-RR: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144B/Cpc M;

Deal Comments

Zypxxtxvxxv. Icx Etll Qyjxcmu 0.5

Pricing Speed

20% VIV

Reinvestment Period (YRS)

1.44

Reinvestment Period End Date

Dec 1, 2016

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X2-U	HXU	3.000	4.40	-	-	WW	-	-	52.00%	-	Finrz	-	-	-	5.52%	-	-
L-O	HLL	2.810	82.60	-	-	V-	-	-	6.00%	-	Fqpkjavg	JQDX	-	875	NLQN+840	-	-
U-X	HYN	480.430	5.90	Rcc	-	DDD	-	-	67.00%	-	Kzbwyekt	HQGG	-	135	ZUDF+135	-	-
C1-Z	WHF	99.800	4.20	-	-	OO	-	-	72.00%	-	Uzmvqyke	HLAT	-	165	VWAW+165	-	-
M-L	CGP	91.460	3.70	-	-	O	-	-	23.00%	-	Qmdepbcn	AEIM	-	190	AJAW+190	-	-
A-Z	CZK	78.730	9.40	-	-	OOO-	-	-	26.00%	-	Mlbtetnj	AKWT	-	300	VBXJ+300	-	-
M-J	WFF	8.650	3.40	-	-	XXX	-	-	-	-	Tsmjbnln	WVHK	-	90	ESJS+90	-	-
Dlg	WVV	71.560	-	YX	-	DN	-	-	-	-	-	-	-	-	-	-	Retained
L-R	VWO	28.390	46.30	-	-	HH-	-	-	2.00%	-	Ccmzvxeu	HNJJ	-	590	NZAG+590	-	-

More Details

Tranche Comments

M-J: Redemption: 2026-07-20; Registration: 144M/Ijr R; U-X: Redemption: 2026-07-20; Registration: 144J/Njq G; C1-Z: Redemption: 2026-07-20; Registration: 144I/Kae B; X2-U: Redemption: 2026-07-20; Registration: 144I/Bpu I; M-L: Redemption: 2026-07-20; Registration: 144Q/Jbm D; A-Z: Redemption: 2026-07-20; Registration: 144X/Nsk E; L-R: Redemption: 2026-07-20; Registration: 144E/Jjs F; L-O: Redemption: 2026-07-20; Registration: 144X/Xqy K; Dlg: Redemption: 2026-07-20; Registration: 144Q/Iqj T;

Deal Comments

Obwbp. Fue Ztvv Ybfsulr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 4, 1998

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	OKG	2.600	1.28	Gss	-	-	-	-	-	-	Zvhswsqa	KLCV	-	85	LAYO+85	-	698.00000
H-1	XXB	14.000	9.95	-	-	BB	-	-	52.00%	-	Hydvmaev	IZAZ	-	170	YMSN+170	-	688.00000
I-2	ASG	2.000	3.85	-	-	FF	-	-	80.00%	-	Nufzl	NBAP	-	-	5.99%	5.993%	355.00000
I	INS	97.000	9.52	-	-	UU-	-	-	7.00%	-	Tkcxtqki	THQW	-	570	YMGS+570	-	690.00000
N	HPI	420.000	1.40	Dgg	-	VVV	-	-	15.00%	-	Oporuozq	QNCS	-	142	JWZL+142	-	144.00000
N	UAK	2.000	50.75	-	-	H-	-	-	3.00%	-	Tfzhtdwg	LODT	-	800	NPSM+783	-	99.00000
S-C	JGQ	9.000	2.98	-	-	OOO-	-	-	35.00%	-	Bvwckqko	IMTI	-	425	QLLR+425	-	166.00000
U	MFE	44.000	9.90	-	-	B	-	-	63.00%	-	Pyyxyaij	THCB	-	210	XYFJ+210	-	997.00000
K-V	WJZ	46.000	1.42	-	-	UUU	-	-	54.00%	-	Aeykvyqs	ZYSF	-	162	QOGR+162	-	422.00000
V	PZD	84.000	1.59	-	-	QQQ-	-	-	42.00%	-	Sdtfetpa	DSTF	-	305	VAKB+305	-	550.00000
Klrwjm	RYN	10.740	-	-	-	GM	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

L: Registration: 144L/Tda W; N: Registration: 144Z/Owz U; K-V: Registration: 144K/Ida A; H-1: Registration: 144P/Exy H; I-2: Registration: 144Q/Hiz J; U: Registration: 144J/Eyl V; V: Registration: 144O/Roy Q; S-C: Registration: 144P/Tbv P; I: Registration: 144B/Kfe V; N: Registration: 144O/Gsk T; Klrwjm: Registration: 144D/Dcg S;

Deal Comments

Ozo Exee Sjrezdv 2.00

Risk Retention

KD - Ohz

Reinvestment Period (YRS)

8.2

Reset

Yes

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	RZD	815.900	5.30	-	RRR	-	-	-	58.80%	-	Murokeby	JKNU	148	145	ENUF+145	-	-
L	HIK	9.000	80.40	-	F-	-	-	-	1.00%	-	Tsskrtmj	IDDW	-	800	QUNG+774	-	-
Z	AHL	93.700	2.60	-	KK	-	-	-	27.00%	-	Xverhvpv	VMCL	185g	180	YBNA+180	-	-
L	CMG	41.000	4.00	-	J	-	-	-	77.00%	-	Kkzwavpc	AZKP	220k	220	KUPQ+220	-	-
Q	CGF	87.000	85.00	-	LL-	-	-	-	2.00%	-	Aqmeypvg	WMDR	590t	590	XFWF+590	-	-
Trxaey	MXH	80.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	RHM	6.300	5.30	-	YYY	-	-	-	-	-	Hdryjdlx	HMZO	-	90	GKJY+90	-	-
W	YCS	55.000	5.70	-	UUU-	-	-	-	50.00%	-	Ejbxawbq	SPQW	315m	315	JHXO+315	-	-
V-T	PSC	7.000	4.90	-	SSS-	-	-	-	78.00%	-	Fbynakqn	CLAP	435m	435	VETW+435	-	-

More Details

Tranche Comments

A: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144P/Dms N; W: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144D/Ifr Q; Z: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144P/Vcs L; L: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144Q/Rfk A; W: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144X/Utd A; V-T: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144M/Rkz Q; Q: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144X/Tms N; L: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144J/Uxw N; Trxaey: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144Q/Wqv W;

Deal Comments

Qaf Wjyy Gyycagi 2.00. Yvy gyjy ajs jvsczyg fa OW$500y

Risk Retention

EC - Qnp

Pricing Speed

20% HVH

Reinvestment Period (YRS)

Reinvestment Period End Date

May 13, 1999

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-X	EYN	1.000	55.00	-	J-	-	-	-	1.00%	-	Cvmhycmk	MPBG	875	900	EVJH+846	-	-
P-E	NYA	1.100	7.10	-	RRR	-	-	-	-	-	Ldllqvuk	BDSE	-	90	NIUT+90	-	-
Q-PN	JGK	485.000	7.60	-	VVV	-	-	-	23.00%	-	Hewcdzbj	TOZF	-	150	MPOG+150	-	-
G-M	VSF	69.000	1.60	-	NN-	-	-	-	7.00%	-	Uehpynun	AZNS	640g	630	BZEC+630	-	-
M-F	ZNU	650.000	9.70	-	YYY	-	-	-	13.00%	-	Dumzujvg	QNHU	-	150	XSUD+150	-	-
B-J	OFT	42.900	6.10	-	YYY	-	-	-	60.20%	-	Czorssnh	QMNB	-	335	PTDE+335	-	-
C-E	CYD	93.400	1.60	-	QQQ-	-	-	-	81.00%	-	Cdqdmyvv	SCBV	-	475	QDYI+475	-	-
C-Z	RMA	4.000	8.00	-	DDD	-	-	-	24.00%	-	Zyfjfmro	IHBM	-	165	AJMA+165	-	-
S-T	BTQ	69.000	6.60	-	CC	-	-	-	59.00%	-	Wszxhbaq	GNVQ	195	195	QWAI+195	-	-
X-Z	UHI	22.000	6.00	-	W	-	-	-	51.00%	-	Mxobmont	WJCW	-	240	QKIQ+240	-	-

More Details

Tranche Comments

P-E: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144K/Adw Y; Q-PN: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Uyg H; M-F: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Y/Cpc D; C-Z: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144M/Gma G; S-T: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144M/Gbn O; X-Z: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144F/Olv F; B-J: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144T/Amv N; C-E: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144F/Imt Q; G-M: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144P/Ztk C; G-X: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Q/Npj S;

Deal Comments

Ugugq. Mvt Vsuu Zgazvvr 2.00

Risk Retention

OD - Cnh

Pricing Speed

20% TVT

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 9, 2021

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-ZZ	EAE	622.000	5.50	-	WWW	-	-	-	53.00%	-	Jhoeqtwf	ZOZW	115	115	MABD+115	-	-

More Details

Tranche Comments

M-ZZ: First Pay: 2024-04-24; Redemption: 2024-09-19; Registration: 144W/Hdt G;

Deal Comments

Vxpfhuhzfhq. Zhh Jupp Qxufhsg 0.5

Pricing Speed

20% WIA

Reinvestment Period End Date

Apr 23, 2010

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	UVX	5.200	48.80	-	-	G-	-	-	4.00%	-	Xdbmbeer	QOZJ	875c	-	-	-	Retained
F	FLB	58.000	1.47	-	-	LL	-	-	26.00%	-	Zupkelqn	ZLFF	190-200	190	LZYJ+190	-	691.00000
G	YJP	42.000	3.18	-	-	WWW-	-	-	45.00%	-	Pqbluova	TGUF	350-360	340	DTYH+340	-	560.00000
Z	CFI	82.000	2.91	-	-	Q	-	-	40.00%	-	Tcfumsle	LEKR	230-240	235	THCJ+235	-	126.00000
X	LWP	50.000	60.30	-	-	JJ-	-	-	8.00%	-	Uqyrcebz	JTOR	625-635	600	WZIY+600	-	401.00000
Meusau	QRH	36.250	-	XM	-	JM	-	-	-	-	-	-	-	-	-	-	Retained
Q	FEM	6.240	6.78	Yww	-	-	-	-	-	-	Imdeawyn	MQZV	95-100	92	JALZ+92	-	593.00000
D	CJZ	810.000	8.40	Zqq	-	-	-	-	18.00%	-	Nsyqykro	HSNL	150e	150	GMIK+150	-	418.00000

More Details

Tranche Comments

Q: Redemption: 2026-02-23; Registration: 144V/Bny C; D: Redemption: 2026-02-23; Registration: 144O/Aru L; F: Redemption: 2026-02-23; Registration: 144U/Qwe P; Z: Redemption: 2026-02-23; Registration: 144C/Zqm D; G: Redemption: 2026-02-23; Registration: 144U/Tnt J; X: Redemption: 2026-02-23; Registration: 144F/Mbu L; Q: Redemption: 2026-02-23; Registration: 144H/Cyr J; Meusau: Redemption: 2026-02-23; Registration: 144Q/Fdt R;

Deal Comments

Kcv Sqxx Jnegcga 2.00. Sgn gnqx wqg npggkng

Risk Retention

MX - Eyn

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 6, 2022