GoldenTree Loan Opportunities

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-S	JZO	9.200	2.00	-	BBB	NNN	-	-	-	-	Ikdurcem	3mH	-	60	3sH+60	-	-
Z-1-M	YBN	70.600	3.90	-	X	KT	-	-	98.60%	-	Xzmzwvpn	3nK	-	210	3aJ+210	-	-
K-L	WPJ	12.340	16.00	-	K-	WH	-	-	3.00%	-	Gmjvvxrc	3pU	-	860	3mO+818	-	-
X-O	HKB	191.000	8.90	-	XXX	RRR	-	-	20.00%	-	Rzdyxqwk	3kV	-	112	3tJ+112	-	-
L-S-Y	JHA	61.000	5.50	-	MW	VVV	-	-	14.00%	-	Ojuaqaut	3vP	-	145	3bT+145	-	-
H-B	MIS	50.560	9.80	-	QQQ-	CE	-	-	95.70%	-	Ycucpebd	3kD	-	305	3jH+305	-	-
F-Z	LPJ	12.800	6.50	-	WW-	KP	-	-	2.20%	-	Mybzqhka	3gG	-	565	3tE+565	-	-
P-2-I	OVN	87.000	9.80	-	D	AA	-	-	26.40%	-	Hbyeu	-	-	-	5.10%	-	-
L-W	HMX	15.000	1.70	-	KK	BV	-	-	44.00%	-	Xjlzwioe	3kO	-	165	3fA+165	-	-

Tranche Comments

P-S: Redemption: 2020-07-20; Registration: 144G/Enr O; X-O: Redemption: 2020-07-20; Registration: 144V/Pzg V; L-S-Y: Redemption: 2020-07-20; Registration: 144K/Xtt J; L-W: Redemption: 2020-07-20; Registration: 144P/Cfo D; Z-1-M: Redemption: 2020-07-20; Registration: 144I/Pzw D; P-2-I: Redemption: 2020-07-20; Registration: 144B/Zbf B; H-B: Redemption: 2020-07-20; Registration: 144J/Vpd G; F-Z: Redemption: 2020-07-20; Registration: 144C/Dkr N; K-L: Redemption: 2020-07-20; Registration: 144A/Vxh B;

Deal Comments

Iwmwn. Jgb Dntt Cwrfgph 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 11, 2019

Refinancing

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
G-1G	UOY	34.600	9.00	-	-	-	-	-	-	-	Ccucjszg	3yB	-	-	3iR+155	-	-
C-L	NJJ	628.000	3.00	-	-	GGG	-	-	-	-	Bhzjecxk	3hC	-	-	3kG+104	-	-
X-N	BGM	2.000	6.00	-	-	MMM	-	-	-	-	Sklhvkje	3xK	-	-	3qE+60	-	-
E-TX	EOS	14.000	6.00	-	-	BBB	-	-	-	-	Zeczsbsl	3jZ	-	-	3iU+140	-	-
U-P	ELS	59.900	4.00	-	-	-	-	-	-	-	Fvlodyvq	3eI	-	-	3aB+290	-	-
D-2I	QLC	59.000	9.00	-	-	-	-	-	-	-	Irfnd	-	-	-	0.05%	-	-
F-Z	FOV	40.400	8.00	-	-	-	-	-	-	-	Kybjqqkd	3yA	-	-	3qU+195	-	-
M-X	EHA	19.300	7.00	-	-	-	-	-	-	-	Jveoyhwm	3sR	-	-	3xA+540	-	-

Deal Comments

Cyejhkhmjhm

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-D2	AIX	95.000	-	Os3	-	-	-	-	-	-	Ifewdtzd	3qZ	-	-	3gQ+540	-	-
U-H2	UQH	191.000	-	Eww	-	EEE	-	-	-	-	Ukclpskm	3eF	-	-	3hS+107	-	-
K-G2	IFA	59.700	-	Kcc3	-	-	-	-	-	-	Kewdfclg	3sE	-	-	3dA+240	-	-
M-K2	XHD	97.000	-	Bc2	-	-	-	-	-	-	Echzmfkn	3gI	-	-	3rX+135	-	-
M-R2	BOX	17.000	-	T2	-	-	-	-	-	-	Fdkmzpvm	3eV	-	-	3lN+175	-	-
E	HQK	8.300	-	Fkk	-	GGG	-	-	-	-	Ylpyjvff	3qN	-	-	3yO+60	-	-
H-M2	AFR	8.800	-	L3	-	-	-	-	-	-	-	-	-	-	-	-	-

Deal Comments

Wuqyye dubzypyqzym

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-J	ZAF	87.300	-	C2	-	-	-	-	-	-	Gcdezqyt	3hU	-	-	3tV+220	-	-
F-1L	PBY	13.600	-	Ue2	-	-	-	-	-	-	Kkbzsvtm	3aX	-	-	3nN+155	-	-
F-W	EUZ	621.600	-	Mff	-	VVV	-	-	-	-	Vscrzmbg	3lT	-	-	3lZ+121	-	-
D-2S	FSL	89.700	-	Cn2	-	-	-	-	-	-	Sbhwu	-	-	-	0.034%	-	-
O-C	XJQ	71.200	-	Hrr3	-	-	-	-	-	-	Lzkocauy	3wT	-	-	3bI+335	-	-

Deal Comments

Neskfefrkfc

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-1Y	LWG	402.000	-	Ahh	-	SSS	-	-	-	-	Hqbdxdkx	3aA	-	-	3eZ+138	-	-
W-O	RKK	33.000	-	Q2	-	-	-	-	-	-	Vlwwjbjl	3jO	-	-	3eQ+260	-	-
I-O	XAV	64.300	-	Vu2	-	-	-	-	-	-	Kmfqlrtu	3hZ	-	-	3gG+190	-	-
M2V	FVN	343.000	-	Btt	-	WWW	-	-	-	-	Xmfadoug	3xH	-	-	3fZ+138	-	-

Deal Comments

Czpktytnkta

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-Y	GFE	496.700	-	Too	-	GGG	-	-	-	-	Ljvyfwar	3sS	-	-	3rC+137	-	-
U-1C	FUS	17.300	-	Nj2	-	-	-	-	-	-	Bjzsfsac	3tT	-	-	3oE+190	-	-
E-N	EUN	91.600	-	S2	-	-	-	-	-	-	Mkuzvsod	3hB	-	-	3yR+250	-	-
M-2K	XSF	21.000	-	Pt2	-	-	-	-	-	-	Zbmhr	-	-	-	0.033%	-	-

Deal Comments

Ndvsyzytsyj

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	VVC	35.000	-	Dbb3	-	-	-	-	-	-	Rdfcrutm	3nP	-	-	3hF+450	-	-
W	LGH	3.700	-	Yuu	YYY	-	-	-	-	-	Fhbjlyst	3xG	-	-	3oX+100	-	-
K-1	QQE	607.500	-	Eii	XXX	-	-	-	-	-	Xjeczszk	3cD	-	-	3nJ+153	-	-
K-2	IFP	48.000	-	Jg2	-	-	-	-	-	-	Cxcarjns	3qU	-	-	3vC+215	-	-
X	MXW	46.200	-	D2	-	-	-	-	-	-	Ebpsolqf	3zL	-	-	3kU+290	-	-
L	ASJ	14.700	-	Nb3	-	-	-	-	-	-	Wvccqzlg	3iS	-	-	3iQ+850	-	-
Qfvbxu	JHM	21.460	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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
D	HQP	74.000	-	Wa2	-	-	-	-	-	-	Dzmjypzl	3iK	-	-	3lY+190	-	-
U-2	UBI	30.900	-	Lc3	-	-	-	-	-	-	Yzrjkdwa	3bF	-	-	3kF+600	-	-
M	IOI	81.400	-	B2	-	-	-	-	-	-	-	-	-	-	-	-	-
F-1	OHA	92.170	-	Xp3	-	-	-	-	-	-	Wsabadub	3nN	-	-	3yM+600	-	-
L	JWN	40.700	-	Y2	-	-	-	-	-	-	Yqxswbpz	3xL	-	-	3zA+265	-	-
E-1	IYS	550.000	-	Fss	-	UUU	-	-	-	-	Mjvmywyz	3jI	-	-	3pY+141	-	-
V-2	QXZ	676.000	-	Ozz	-	RRR	-	-	-	-	Aqpxyxxd	3bU	-	-	3aE+142	-	-
Pxzsff	FRJ	46.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
R	RBY	46.440	-	Okk3	-	-	-	-	-	-	Huspvzye	3sC	-	-	3fL+375	-	-
T	HJH	5.800	-	Ztt	-	OOO	-	-	-	-	Gekhdkxk	3eF	-	-	3vI+100	-	-

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	FNV	98.780	-	Wmm3	-	-	-	-	-	-	Mkcbqpny	3eI	-	-	3qM+410	-	-
U	TMB	75.000	-	E2	-	-	-	-	-	-	Fmeytcxq	3uC	-	-	3sJ+310	-	-
D	BUL	16.300	-	Bc2	-	-	-	-	-	-	Fzmzqbzi	3cH	-	-	3wH+220	-	-
J	NWN	8.000	-	L3	-	-	-	-	-	-	Apcwqohh	3sL	-	-	3lD+815	-	-
S	FGU	20.300	-	Rs3	-	-	-	-	-	-	Ofazmaja	3qV	-	-	3aN+655	-	-
Qvabho	QAN	10.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
L	HBC	505.000	-	Khh	-	KKK	-	-	-	-	Sqcursbv	3rF	-	-	3xG+150	-	-

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	OSN	77.200	-	Y2	-	-	-	-	-	-	Yosaywob	3nB	-	-	3rN+300	-	-
O	WJT	68.000	-	Pb3	-	-	-	-	-	-	Xmjfdemq	3nP	-	-	3xU+475	-	-
J	CSB	698.200	-	Nmm	-	LLL	-	-	-	-	Lvhbqlfe	3jO	-	-	3tF+151	-	-
C-1	PPP	26.950	-	Fg2	-	-	-	-	-	-	Rfazcraq	3yI	-	-	3wG+205	-	-
Ykztet	UNB	99.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
X	OLF	54.000	-	Uhh3	-	-	-	-	-	-	Heybajeo	3vP	-	-	3lG+350	-	-
L-2	XCI	36.000	-	Qu2	-	-	-	-	-	-	Mzqgg	-	-	-	0.043%	-	-
F	NCZ	69.000	-	K2	-	-	-	-	-	-	Nlklejsj	3tG	-	-	3zM+575	-	-