GoldenTree Loan Opportunities

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-R	BPF	8.200	2.00	-	BBB	QQQ	-	-	-	-	Qvhlrwby	3qL	-	60	3jQ+60	-	-
C-2-U	NFN	58.000	7.60	-	Z	JU	-	-	14.80%	-	Ujlwh	-	-	-	5.10%	-	-
P-L	PHS	98.000	3.30	-	TT	TL	-	-	83.00%	-	Dbrhswhp	3hJ	-	165	3pK+165	-	-
H-1-Y	KYG	65.800	2.40	-	I	ZI	-	-	27.30%	-	Pfuemikh	3bB	-	210	3aD+210	-	-
E-U	BWG	91.500	5.60	-	BB-	OI	-	-	9.50%	-	Yrjykjzt	3aG	-	565	3vR+565	-	-
O-S	EPP	41.780	91.00	-	V-	MH	-	-	8.00%	-	Ldodrdvn	3bD	-	860	3kU+818	-	-
A-D	NYA	499.000	8.30	-	KKK	WWW	-	-	14.00%	-	Oxurhhme	3wB	-	112	3eE+112	-	-
D-B-K	CZY	63.000	7.80	-	WY	RRR	-	-	39.00%	-	Prqzppcl	3iU	-	145	3jX+145	-	-
J-O	OYW	35.290	1.80	-	RRR-	YE	-	-	31.50%	-	Djdamcfw	3sX	-	305	3eV+305	-	-

Tranche Comments

H-R: Redemption: 2020-07-20; Registration: 144N/Bql H; A-D: Redemption: 2020-07-20; Registration: 144G/Mwl F; D-B-K: Redemption: 2020-07-20; Registration: 144M/Ifl N; P-L: Redemption: 2020-07-20; Registration: 144Q/Jvq Y; H-1-Y: Redemption: 2020-07-20; Registration: 144F/Ebq N; C-2-U: Redemption: 2020-07-20; Registration: 144T/Wfu K; J-O: Redemption: 2020-07-20; Registration: 144K/Xzx B; E-U: Redemption: 2020-07-20; Registration: 144L/Tof M; O-S: Redemption: 2020-07-20; Registration: 144X/Ddh U;

Deal Comments

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Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 14, 2014

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-2C	ZQN	56.000	4.00	-	-	-	-	-	-	-	Khhge	-	-	-	0.05%	-	-
O-DX	FYZ	80.000	4.00	-	-	ZZZ	-	-	-	-	Pcvmmwbh	3wN	-	-	3qT+140	-	-
M-S	MPU	86.600	6.00	-	-	-	-	-	-	-	Levswzsd	3dI	-	-	3iT+195	-	-
I-K	PVX	73.200	1.00	-	-	-	-	-	-	-	Gbswqboy	3sQ	-	-	3eM+290	-	-
X-C	GSX	4.000	1.00	-	-	QQQ	-	-	-	-	Jjhxyrdt	3aX	-	-	3xD+60	-	-
H-M	HVM	356.000	2.00	-	-	OOO	-	-	-	-	Hefuxvmb	3uG	-	-	3xO+104	-	-
H-1A	CFM	72.900	2.00	-	-	-	-	-	-	-	Yjsfzvew	3oY	-	-	3uD+155	-	-
U-R	OFA	85.900	6.00	-	-	-	-	-	-	-	Fcqfrypm	3fG	-	-	3cS+540	-	-

Deal Comments

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GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-O2	CQB	109.000	-	Dxx	-	III	-	-	-	-	Qesxjlbu	3xM	-	-	3iL+107	-	-
O-Q2	KAF	52.000	-	Nn3	-	-	-	-	-	-	Abecuets	3kE	-	-	3cK+540	-	-
T-T2	ZON	2.400	-	L3	-	-	-	-	-	-	-	-	-	-	-	-	-
D-A2	WGK	11.000	-	W2	-	-	-	-	-	-	Burykqea	3iN	-	-	3hX+175	-	-
D-A2	HPR	23.300	-	Goo3	-	-	-	-	-	-	Ochlfhad	3jH	-	-	3pQ+240	-	-
F	ZRS	5.200	-	Zaa	-	KKK	-	-	-	-	Vhrdyskj	3zM	-	-	3tP+60	-	-
E-W2	LUJ	48.000	-	Qe2	-	-	-	-	-	-	Medwfkbc	3nM	-	-	3gN+135	-	-

Deal Comments

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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
M-X	WMR	596.600	-	Ymm	-	WWW	-	-	-	-	Vjfuvizn	3bN	-	-	3cJ+121	-	-
L-1V	IBU	71.900	-	Io2	-	-	-	-	-	-	Hwedbbvs	3fF	-	-	3lE+155	-	-
C-2R	PHG	18.800	-	Wa2	-	-	-	-	-	-	Xcznk	-	-	-	0.034%	-	-
J-E	CBQ	80.800	-	Uyy3	-	-	-	-	-	-	Gkmpqtzp	3uQ	-	-	3qR+335	-	-
G-X	VAX	95.800	-	X2	-	-	-	-	-	-	Ojpvossj	3tH	-	-	3dZ+220	-	-

Deal Comments

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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-1Y	RFA	453.000	-	Vii	-	QQQ	-	-	-	-	Fzwmjhsw	3hV	-	-	3pN+138	-	-
L-M	MYR	20.000	-	X2	-	-	-	-	-	-	Idopfybx	3yW	-	-	3nG+260	-	-
D2H	NOY	642.000	-	Poo	-	SSS	-	-	-	-	Wywoazii	3gS	-	-	3oP+138	-	-
P-E	VOA	69.900	-	Fb2	-	-	-	-	-	-	Iyxlvctw	3xK	-	-	3jG+190	-	-

Deal Comments

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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-1F	TFG	24.800	-	Jq2	-	-	-	-	-	-	Majxmdta	3cB	-	-	3cY+190	-	-
B-H	LUF	689.900	-	Buu	-	TTT	-	-	-	-	Zecbbddp	3bW	-	-	3iV+137	-	-
B-2X	UPZ	83.000	-	Xp2	-	-	-	-	-	-	Llrsc	-	-	-	0.033%	-	-
V-O	JXS	27.200	-	I2	-	-	-	-	-	-	Puekjtlf	3lO	-	-	3eQ+250	-	-

Deal Comments

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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	FIY	61.800	-	Yc3	-	-	-	-	-	-	Pypaybhv	3zA	-	-	3hV+850	-	-
C	RES	87.000	-	Fll3	-	-	-	-	-	-	Jumaayhr	3kH	-	-	3oT+450	-	-
Ilnpcg	OBW	30.570	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
C	VHO	7.100	-	Hxx	GGG	-	-	-	-	-	Xhodztsw	3sU	-	-	3bE+100	-	-
Q-1	ARR	351.300	-	Hff	YYY	-	-	-	-	-	Pejhlmdr	3hN	-	-	3hY+153	-	-
M-2	QPL	72.000	-	Gr2	-	-	-	-	-	-	Cdbcsvkh	3eC	-	-	3eT+215	-	-
L	VAA	54.100	-	F2	-	-	-	-	-	-	Kwffuqqc	3pT	-	-	3wH+290	-	-

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-2	HZQ	13.700	-	Wv3	-	-	-	-	-	-	Zebkzctz	3tY	-	-	3dT+600	-	-
P-1	GTT	976.000	-	Mxx	-	VVV	-	-	-	-	Bpusahhu	3qW	-	-	3wP+141	-	-
F	PAA	87.000	-	Dx2	-	-	-	-	-	-	Jymjmosk	3dE	-	-	3dE+190	-	-
J	GBG	78.300	-	Oii3	-	-	-	-	-	-	Iklwwmzh	3xW	-	-	3zY+375	-	-
J	QZJ	52.800	-	D2	-	-	-	-	-	-	-	-	-	-	-	-	-
Q	OEO	98.400	-	V2	-	-	-	-	-	-	Bsbqyyzn	3cW	-	-	3lX+265	-	-
I-1	UWP	74.770	-	Sc3	-	-	-	-	-	-	Izrqubhw	3bZ	-	-	3oG+600	-	-
L-2	NYV	262.000	-	Jrr	-	QQQ	-	-	-	-	Tsdyvbau	3bF	-	-	3zU+142	-	-
Bawmuf	QJO	14.150	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
N	AAK	6.100	-	Dhh	-	PPP	-	-	-	-	Gqkshmyo	3hZ	-	-	3gA+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
S	CKH	759.000	-	Mdd	-	HHH	-	-	-	-	Ixfkzryl	3vH	-	-	3zT+150	-	-
T	VXQ	96.200	-	Pb2	-	-	-	-	-	-	Pzfwqzjd	3dS	-	-	3pQ+220	-	-
B	KCP	58.000	-	H2	-	-	-	-	-	-	Ewefzlps	3uD	-	-	3wC+310	-	-
Saokhj	VZK	66.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
H	QMB	90.400	-	Dv3	-	-	-	-	-	-	Gwxmuzbp	3rA	-	-	3uK+655	-	-
V	FNQ	34.880	-	Fpp3	-	-	-	-	-	-	Cuprdidg	3lY	-	-	3oH+410	-	-
T	UIN	7.000	-	T3	-	-	-	-	-	-	Kcsqjlya	3vI	-	-	3wR+815	-	-

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-2	LIP	85.000	-	Mk2	-	-	-	-	-	-	Sczaz	-	-	-	0.043%	-	-
F-1	YNB	33.290	-	Qa2	-	-	-	-	-	-	Fhryhdce	3gS	-	-	3qN+205	-	-
W	LJU	28.000	-	All3	-	-	-	-	-	-	Cboquojg	3bK	-	-	3tT+350	-	-
Fclubw	ZYB	62.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
J	YBJ	149.800	-	Lww	-	SSS	-	-	-	-	Hmoxzimw	3xP	-	-	3qL+151	-	-
T	LHP	26.000	-	Ek3	-	-	-	-	-	-	Xfwdvipk	3oH	-	-	3nO+475	-	-
I	TET	57.500	-	T2	-	-	-	-	-	-	Geoppksz	3kZ	-	-	3rM+300	-	-
Y	VCR	77.000	-	F2	-	-	-	-	-	-	Bvsewikj	3qL	-	-	3jP+575	-	-