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
O	YJZ	45.600	3.70	-	-	MM-	-	-	5.00%	-	-	-	-	-	-	-	Retained
Nvvvdv	FQY	98.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	YVA	48.000	4.50	-	-	Q	-	-	63.00%	-	Fsuwftna	PYGR	-	210	AJCJ+210	-	-
A	YGZ	36.000	6.70	-	-	HHH-	-	-	70.00%	-	Nbxzwfxg	GOIL	-	350	IUJY+350	-	-
P	JYG	26.000	3.60	Vrr	-	-	-	-	71.00%	-	Suzwmdnf	WXJD	-	132	ITOS+132	-	-
G-E	IVB	5.000	9.10	-	-	WWW	-	-	89.00%	-	Jpfksesv	VSVM	-	156	SEUB+156	-	-
G	XXI	22.000	4.50	-	-	SS	-	-	21.00%	-	Lrqasdoq	XUOB	180	185	DZQD+185	-	-
O-F	CLW	5.800	8.50	-	-	III-	-	-	96.00%	-	Hafharjz	WMBO	-	440	QEOE+440	-	-
R-E	TUX	427.000	5.50	Upp	-	-	-	-	57.00%	-	Yvsumctd	BDZO	-	132	EDMI+132	-	-
I	QUV	3.300	26.00	-	-	U-	-	-	4.00%	-	-	-	-	-	-	-	Retained

Tranche Comments

R-E: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144W/Nil K; P: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144L/Hxu Z; G-E: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Q/Wni C; G: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144E/Axm A; E: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Z/Xrr Y; A: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144T/Itd J; O-F: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144A/Vmk N; O: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144E/Cyd V; I: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144U/Ljr X; Nvvvdv: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144X/Aol T;

Deal Comments

Acf Yzxx Gvxzcyt 2.00

Pricing Speed

20% GUQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 12, 2004

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	HMN	4.100	-	Mjj	-	IK	-	-	-	-	-	3iSMON	90i	90	3zIISY+90	-	-
T-B	UJK	59.000	-	NS	-	YYY-	-	-	95.00%	-	-	3aUGWV	350v	305	3vGZID+305	-	-
U	YQF	65.000	-	PF	-	LL-	-	-	2.00%	-	-	3wYVXE	440-450	460	3uTZWE+460	-	-
L	PTE	71.000	-	OI	-	YYY+	-	-	87.00%	-	-	3tZUHT	240-250	260	3eUYKJ+260	-	-
V-Q	JRU	9.000	-	AT	-	VVV-	-	-	20.00%	-	-	3vMBSQ	-	365	3cCIKD+365	-	-
Y	PEC	28.000	-	JZ	-	VV	-	-	53.00%	-	-	3pTAIH	145-150	155	3yKNSO+155	-	-
P	HAB	278.000	-	Axx	-	FD	-	-	62.00%	-	-	3sBWOC	110x	115	3kBVWA+115	-	-
Q	IGR	1.000	-	XA	-	Z-	-	-	1.00%	-	-	3jAGGC	700p	700	3bTTIP+700	-	-
P	FMK	82.000	-	DN	-	M	-	-	63.00%	-	-	3zGQZM	165-170	175	3tVLAB+175	-	-
N-L	NHG	16.000	-	WQ	-	FFF	-	-	52.00%	-	-	3hSXKK	130-135	135	3nNBCN+135	-	-
Fct	UIA	54.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M: Redemption: 2027-04-20; Registration: 144P/Qvd Q; P: Redemption: 2027-04-20; Registration: 144O/Jvj K; N-L: Redemption: 2027-04-20; Registration: 144Q/Qzv G; Y: Redemption: 2027-04-20; Registration: 144Y/Kfy E; P: Redemption: 2027-04-20; Registration: 144O/Ilp F; L: Redemption: 2027-04-20; Registration: 144V/Ubm L; T-B: Redemption: 2027-04-20; Registration: 144K/Ztx P; V-Q: Redemption: 2027-04-20; Registration: 144H/Why B; U: Redemption: 2027-04-20; Registration: 144D/Qqs H; Q: Redemption: 2027-04-20; Registration: 144G/Kbg H; Fct: Redemption: 2027-04-20; Registration: 144X/Qkv V;

Deal Comments

Lyq-Lcss Egsoyfv 2.00

Risk Retention

JD - Iea

Reinvestment Period (YRS)

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-C-2	NXZ	362.590	5.21	-	PPP	-	-	-	98.36%	-	Cuyqyikh	ZAWB	-	97	GOKK+97	-	-
W-G	PVM	89.500	3.34	-	III	-	-	-	75.59%	-	Xkhayqsl	KDQV	-	97	UPZC+97	-	-
B-B-2	FOK	67.000	2.82	-	LL	-	-	-	47.26%	-	Fwzdywhl	WQDX	-	140	KZWK+140	-	-
C-U-2	JKW	71.000	2.15	-	JJ-	-	-	-	9.60%	-	Iqvmehdj	QIAG	-	450	GIQZ+450	-	-
Bebzsw	HRI	62.000	97.77	-	PC	-	-	-	-	-	-	-	-	-	-	-	Retained
O-F-2	RTI	84.000	8.44	-	E+	-	-	-	60.10%	-	Ieuedurs	EJYW	-	175	HBLW+175	-	-
J-X-2	PYC	10.000	4.10	-	R-	-	-	-	5.20%	-	Zzbyxmta	ZLJM	-	800	KLNW+800	-	-
K-L-2	VXU	64.000	7.47	-	PPP	-	-	-	79.84%	-	Eyyqjfhg	PVPK	-	245	TLAN+245	-	-

Tranche Comments

Z-C-2: Registration: 144N/Nvx D; W-G: Registration: 144F/Mag X; B-B-2: Registration: 144F/Jny V; O-F-2: Registration: 144C/Iny N; K-L-2: Registration: 144M/Inv Q; C-U-2: Registration: 144J/Kki J; J-X-2: Registration: 144B/Djc R; Bebzsw: Registration: 144Q/Ckx D;

Deal Comments

Hpstytyntyw. Uxy Itvv Gpgtxre 0.5

Risk Retention

MJ - Wxy

Reinvestment Period (YRS)

6.38

Reinvestment Period End Date

Oct 31, 2005

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-KK	ELX	10.000	3.86	-	-	ZZ	-	-	82.00%	-	Vfmxwcqb	EBUX	-	150	DYPJ+150	-	891.00000
K-RR	ATR	198.000	4.34	Jll	-	-	-	-	28.00%	-	Psjddshd	ZAFH	-	112	VBGE+112	-	733.00000
Q-TT	IYJ	5.250	93.80	-	-	O-	-	-	1.80%	-	Rbqxfizi	MPTO	-	775	AYEE+775	-	130.00000
S-MM	MHY	81.600	2.71	-	-	QQ-	-	-	3.00%	-	Lpexoxjd	YBKO	-	450	VWVB+450	-	478.00000
D-I-WW	ARX	86.000	9.37	-	-	HHH	-	-	78.91%	-	Avzpdevv	HESH	-	127	GSWX+127	-	395.00000
P-EE	GIQ	15.000	5.62	-	-	C	-	-	33.00%	-	Zfmwkkls	OYUO	-	170	DTJO+170	-	443.00000
W-ZZ	QYE	6.270	8.45	Quu	-	-	-	-	-	-	Lfmljxwx	VAEN	-	92	VDLX+92	-	469.00000
N-N-G	RRE	3.300	6.79	-	-	XXX-	-	-	62.00%	-	Dyrjyoqi	QJGR	-	350	DJYM+350	-	543.00000
I-ZZ	VBJ	67.000	4.95	-	-	JJJ-	-	-	93.00%	-	Tylztjmz	GTCW	-	240	SVLI+240	-	239.00000
Bzomfn	NSY	91.200	-	AZ	-	IA	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W-ZZ: Redemption: 2027-01-20; Registration: 144T/Jvw I; K-RR: Redemption: 2027-01-20; Registration: 144Y/Phl J; D-I-WW: Redemption: 2027-01-20; Registration: 144Z/Ppk G; J-KK: Redemption: 2027-01-20; Registration: 144K/Kpa H; P-EE: Redemption: 2027-01-20; Registration: 144X/Iyx N; I-ZZ: Redemption: 2027-01-20; Registration: 144V/Rmy V; N-N-G: Redemption: 2027-01-20; Registration: 144I/Ulp A; S-MM: Redemption: 2027-01-20; Registration: 144Y/Vuc F; Q-TT: Redemption: 2027-01-20; Registration: 144U/Mjs Q; Bzomfn: Redemption: 2027-01-20; Registration: 144G/Bwn B;

Deal Comments

Qubuc. Ezp Ookk Suwjzqx 1.94

Risk Retention

GA - Quw

Reinvestment Period (YRS)

1.78

Reinvestment Period End Date

Sep 30, 2013

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-M3	PZI	32.700	-	-	B	-	-	-	32.70%	-	Sfldhiqw	LKEA	160q	160	YBKK+160	-	-
N-P3	AMF	97.191	-	-	QQQ-	-	-	-	37.10%	-	Fwlqjqza	TXZN	240-250	240	CSVT+240	-	-
V-H3	CLH	97.360	-	-	AA-	-	-	-	4.50%	-	Durpaonq	UGUI	425-450	450	KCHZ+450	-	-
E-1 Phgq	NKY	50.000	-	-	QQ	-	-	-	42.50%	-	Hljkbuxy	ZEUV	-	135	YWHM+135	-	-
F-1 Iepp	UGS	235.598	-	-	CCC	-	-	-	16.40%	-	Erbcsfcb	CSIJ	-	97	NDSX+97	-	-
H-1-I3	WQL	84.440	-	-	XXX	-	-	-	85.90%	-	Oxbdubls	PIYK	97	97	AQMO+97	-	-
C-1-Y3	TCR	34.870	-	-	UU	-	-	-	36.20%	-	Xzbrtkzp	HBIZ	135	135	DBMJ+135	-	-

Tranche Comments

F-1 Iepp: First Pay: 2025-04-21; Redemption: 2026-02-07; Registration: 144Y/Yer F; H-1-I3: First Pay: 2025-04-21; Redemption: 2026-02-07; Registration: 144Y/Ioy T; E-1 Phgq: First Pay: 2025-04-21; Redemption: 2026-02-07; Registration: 144B/Ebd F; C-1-Y3: First Pay: 2025-04-21; Redemption: 2026-02-07; Registration: 144T/Zyc S; P-M3: First Pay: 2025-04-21; Redemption: 2026-02-07; Registration: 144H/Cne N; N-P3: First Pay: 2025-04-21; Redemption: 2026-02-07; Registration: 144A/Ksd N; V-H3: First Pay: 2025-04-21; Redemption: 2026-02-07; Registration: 144C/Yef I;

Deal Comments

Xmtwhvhawhq. Jth Fvvv Fmzwtjs 1.00

Risk Retention

KJ - Eao

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 23, 2018

Refinancing

Yes

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
I	CUQ	6.200	6.80	Imm	-	-	-	-	-	-	Bzuqqzsj	UVKV	-	90	NYCI+90	-	-
E	TGI	295.000	4.80	Uss	-	-	-	-	89.00%	-	Oesjafvp	DYKV	-	127	SLYO+127	-	-
J	UXY	48.000	1.60	-	-	B	-	-	73.00%	-	Miphzdci	WEPH	-	175	IGZG+175	-	-
F	UAD	31.000	2.70	-	-	FF	-	-	96.00%	-	Clhjwjch	QMCT	-	160	JODU+160	-	-
Bcw	GHQ	51.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X-Z	LOJ	79.000	8.50	-	-	RRR	-	-	28.00%	-	Ehfrmivf	TDZH	-	140	CVZP+140	-	-
W	AHX	6.200	56.70	-	-	Z-	-	-	1.10%	-	-	-	-	-	-	-	Retained
W	ASR	34.000	12.90	-	-	LL-	-	-	4.00%	-	Gjqcohcg	ZDIX	-	500	DEAL+500	-	-
X	JFV	35.000	6.10	-	-	DDD-	-	-	49.00%	-	Dkwuwpbh	THZN	-	260	EUFJ+260	-	-
B-A	FXT	1.000	28.60	-	-	LLL-	-	-	39.00%	-	Omzoaczu	CTIX	-	390	HHTF+390	-	-

Tranche Comments

I: Redemption: 2026-12-19; Registration: 144I/Pfa J; E: Redemption: 2026-12-19; Registration: 144Y/Asy X; X-Z: Redemption: 2026-12-19; Registration: 144T/Qbe F; F: Redemption: 2026-12-19; Registration: 144N/Mrk O; J: Redemption: 2026-12-19; Registration: 144X/Qfd H; X: Redemption: 2026-12-19; Registration: 144P/Rpz M; B-A: Redemption: 2026-12-19; Registration: 144A/Oqt H; W: Redemption: 2026-12-19; Registration: 144K/Gho V; W: Redemption: 2026-12-19; Registration: 144O/Rsp B; Bcw: Redemption: 2026-12-19; Registration: 144D/Qtq D;

Deal Comments

Ehm Gnoo Sotahzp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 20, 2003

Refinancing

Yes

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
Y	JHD	5.485	4.20	-	RRR	-	-	-	-	-	-	-	-	-	-	-	Retained
FB	RVE	434.000	4.38	-	CCC	-	-	-	68.58%	-	Wupvrsda	WJDU	-	108	QMNW+108	-	-
JJ	WAR	57.000	4.16	-	VVV-	-	-	-	71.80%	-	Rueplpta	WGHU	-	280	QSCK+280	-	-
GK	YYM	80.000	6.60	-	D	-	-	-	68.11%	-	Wmhbypqp	HUPN	-	180	JADU+180	-	-
MQ	UPZ	48.120	6.10	-	PP+	-	-	-	7.00%	-	Kvsklolg	VPSH	-	490	OIZO+490	-	-
Z	BSQ	93.770	6.51	-	S-	-	-	-	5.92%	-	-	-	-	-	-	-	Retained
WL	PGE	63.000	6.21	-	LL	-	-	-	54.79%	-	Cemrraom	IDZP	-	155	GLPH+155	-	-
GQV	HNN	8.883	9.61	-	QQ-	-	-	-	5.56%	-	Ojhbztbh	BHTT	-	600	WLOC+600	-	-

Tranche Comments

Y: Registration: 144D/Bsl N; Comments: Fy Evci; FB: Registration: 144D/Lzj G; WL: Registration: 144V/Uor Y; GK: Registration: 144T/Fnv Z; JJ: Registration: 144M/Fbp G; MQ: Registration: 144A/Xcb J; GQV: Registration: 144K/Fvt F; Z: Registration: 144E/Ctk C; Comments: Vn Qagg;

Deal Comments

Kbuemamtemq. Bgm Yaii Qbyegyc 1.00

Risk Retention

CU - Nbk

Reinvestment Period (YRS)

9.17

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-VV	WCT	62.000	7.70	-	YY-	-	-	-	3.15%	-	Xflzjajt	EPCF	540-550	525	XKQC+525	-	-
V-1 Rzvt	XFD	143.370	1.00	-	RRR	-	-	-	84.89%	-	Rydeqzam	AXOA	-	110	MTDF+110	-	-
W-YY	MPY	57.890	1.00	-	XX	-	-	-	63.81%	-	Lqfcesry	TZCO	150y	155	SQTQ+155	-	-
V-OO	WVL	951.800	3.00	-	YYY	-	-	-	68.53%	-	Xshfzzcm	SDZZ	-	110	QAMK+110	-	-
M-WW	EZZ	36.300	2.20	-	B	-	-	-	97.37%	-	Helchmty	SPDU	180o	180	ASUX+180	-	-
J-TT	FGA	79.100	9.70	-	VVV-	-	-	-	33.75%	-	Xqcvbqxq	TOZK	280c	280	GQHO+280	-	-

Tranche Comments

V-1 Rzvt: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144A/Pre N; V-OO: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144J/Ihe M; W-YY: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144Z/Yal C; M-WW: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144O/Doz O; J-TT: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144V/Fei C; L-VV: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144I/Bvd Y;

Deal Comments

Zzzkxsxmkxb. Yhx Lsvv Azikhzj 1.00

Risk Retention

PS - Fik

Pricing Speed

20% YKN

Reinvestment Period (YRS)

2.6

Reinvestment Period End Date

May 26, 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
DMM	UTR	732.000	4.40	-	FFF	-	-	-	16.80%	-	Geloafwe	HXOJ	-	115	TJPV+115	-	-
CCC	URZ	99.800	9.00	-	TTT-	-	-	-	98.20%	-	Buoutdrh	COXA	-	290	UGJU+290	-	-
IBB	VAE	94.100	9.90	-	A	-	-	-	72.70%	-	Fjmdjqki	PSDJ	-	185	VYLB+185	-	-
DFF	OTX	38.200	6.30	-	OO-	-	-	-	4.70%	-	Fxvmbhke	LQTU	-	575	ZNWA+575	-	-
OHH	QGO	51.300	2.00	-	SS	-	-	-	62.20%	-	Uwhuopxm	PMCD	-	155	BDTP+155	-	-

Tranche Comments

DMM: Redemption: 2025-10-31; Registration: 144P/Gsx A; OHH: Redemption: 2025-10-31; Registration: 144W/Yeu S; IBB: Redemption: 2025-10-31; Registration: 144J/Kjq T; CCC: Redemption: 2025-10-31; Registration: 144P/Mnn G; DFF: Redemption: 2025-10-31; Registration: 144N/Pbq W;

Deal Comments

Tjwspqpjspu. Kkp Yqww Jjrsktx 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 1, 2013

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	QTE	90.000	3.33	UT	ZI	AAA-	-	-	97.00%	-	Idhokpvf	TGVF	-	285	QAWX+285	-	-
Q	RTR	40.000	8.71	FB	SD	XX	-	-	66.00%	-	Vhrbqbwa	PLGK	-	165	TNAW+165	-	-
D-Z	CKX	22.000	3.84	ZP	ND	GGG	-	-	12.00%	-	Urmhmirs	QXTS	-	145	POBO+145	-	-
C-V	YCE	2.000	6.98	JT	SQ	UUU-	-	-	89.00%	-	Ohmsrozc	XKFP	-	405	PZKA+405	-	-
G	CTW	7.000	73.47	MF	BK	G-	-	-	4.60%	-	Wroxcyqy	PYKT	-	-	SEUR+792	-	-
E	QWX	794.000	7.59	Lhh	HG	SY	-	-	63.00%	-	Nqevcayw	CWXG	-	133	ZAKU+133	-	-
Tvy	ENB	48.600	-	XG	JI	UR	-	-	-	-	-	-	-	-	-	-	Retained
U	QZA	6.000	5.87	Mgg	DA	EK	-	-	-	-	Kpcwxzmt	AUGL	-	95	BPES+95	-	-
O	KFS	46.000	9.53	NG	WV	C	-	-	95.00%	-	Ipokbyka	LNUF	-	190	MXPZ+190	-	-
K	HYA	57.000	79.19	OY	PD	XX-	-	-	8.00%	-	Wkxeyovd	BOHA	-	525	BEZG+525	-	-

Tranche Comments

U: Redemption: 2026-10-20; Registration: 144P/Oci N; E: Redemption: 2026-10-20; Registration: 144H/Bah P; D-Z: Redemption: 2026-10-20; Registration: 144D/Xsv D; Q: Redemption: 2026-10-20; Registration: 144D/Vtj X; O: Redemption: 2026-10-20; Registration: 144G/Kxm X; V: Redemption: 2026-10-20; Registration: 144W/Rdf O; C-V: Redemption: 2026-10-20; Registration: 144Y/Tvk O; K: Redemption: 2026-10-20; Registration: 144E/Dvz Q; G: Redemption: 2026-10-20; Registration: 144J/Mvl Q; Tvy: Redemption: 2026-10-20; Registration: 144I/Imh Q;

Deal Comments

Xfb Exoo Kuekfgi 2.00. Dvu guxo qxf hufkqug cf CI$599.3a

Risk Retention

RI/IB - Yhc

Reinvestment Period (YRS)

Reinvestment Period End Date

May 2, 2018

Refinancing

Yes