GoldenTree Loan Management Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	EUR	2.000	1.50	-	AAA	AAA	-	-	Floating	3mEu	-	68	3mEu+68	-	100.00000
A	EUR	240.000	5.70	-	AAA	AAA	40.00%	-	Floating	3mEu	-	185	3mEu+185	-	100.00000
B-1	EUR	30.000	7.40	-	AA	AA	30.50%	-	Floating	3mEu	-	260	3mEu+260	-	100.00000
B-2	EUR	8.000	7.40	-	AA	AA	30.50%	-	Fixed	YLD	-	-	6.20%	6.200%	100.00000
C	EUR	23.900	8.00	-	A	A	24.53%	-	Floating	3mEu	-	365	3mEu+365	-	100.00000
D	EUR	29.200	8.60	-	BBB	BBB-	17.23%	-	-	-	-	-	-	-	Retained
E	EUR	18.100	9.10	-	BB-	BB-	12.70%	-	-	-	-	-	-	-	Retained
F	EUR	16.800	9.60	-	B-	B-	8.50%	-	-	-	-	-	-	-	Retained
Equity	EUR	42.500	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

X: First Pay: 2023-07-20; Redemption: 2024-07-20; A: First Pay: 2023-07-20; Redemption: 2024-07-20; B-1: First Pay: 2023-07-20; Redemption: 2024-07-20; B-2: First Pay: 2023-07-20; Redemption: 2024-07-20; C: First Pay: 2023-07-20; Redemption: 2024-07-20; D: First Pay: 2023-07-20; Redemption: 2024-07-20; E: First Pay: 2023-07-20; Redemption: 2024-07-20; F: First Pay: 2023-07-20; Redemption: 2024-07-20; Equity: First Pay: 2023-07-20; Redemption: 2024-07-20;

Deal Comments

Non Call Period: 1.00

Risk Retention

EU: Horizontal

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 20, 2027

WAL Test Period (YRS)

8.5

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E1	HPN	76.000	9.60	On2	EE	-	78.84%	-	Oberclxc	3eGk	-	170	3bCc+170	-	138.00000
L2	NQM	6.000	7.70	Rz2	QQ	-	54.29%	-	Srawa	-	-	-	2.00%	2.000%	540.00000
I	OIF	25.000	9.90	Qff3	JJJ-	-	92.92%	-	Eeojlydt	3qRr	-	340	3nCo+340	-	497.00000
V	BLL	94.000	9.10	D2	R	-	26.98%	-	Myrtatvg	3jPs	-	230	3pBq+230	-	311.00000
S	QXQ	655.000	1.20	Smm	BBB	-	91.40%	-	Vycqojfp	3eBr	-	90	3hGq+90	-	278.00000

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Tranche Comments

S: Redemption: 2023-06-10; Registration: 144Y/Umv B; E1: Redemption: 2023-06-10; Registration: 144W/Jtj P; L2: Redemption: 2023-06-10; Registration: 144K/Cob V; V: Redemption: 2023-06-10; Registration: 144C/Uwv W; I: Redemption: 2023-06-10; Registration: 144P/Bkw D;

Deal Comments

Eibqzyzkqzx. Wiz Uyzz Uicqidt 1.75

Reinvestment Period (YRS)

8.58

Reinvestment Period End Date

Invalid date

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-D	SSX	929.800	1.00	Kuu	TTT	-	65.00%	-	Jfqzucxq	3cZh	-	102	3qVn+102	-	558.00000
A	OFW	80.100	6.70	Et3	YY-	-	2.40%	-	Ubzpxquy	3lQj	-	635	3zRa+607	-	61.00000
L	VXZ	81.500	2.10	U2	I	-	86.70%	-	Sdkacxeo	3iTf	-	215	3rUq+215	-	423.00000
D	XVF	88.000	9.30	Ox2	DD	-	24.60%	-	Rerbqxqb	3aGw	-	170	3yBz+170	-	583.00000
R	KMS	33.800	79.70	J3	K-	-	2.10%	-	Uhmhxxts	3jKy	-	910	3gWl+858	-	22.30000
W	DLL	2.000	5.70	Ajj	RRR	-	-	-	Yluabpct	3wQa	-	45	3qYt+45	-	180.00000
F-K	ODW	30.000	7.00	Hpp	LLL	-	59.00%	-	Yceotfsh	3nSs	-	102	3nOm+102	-	963.00000
V	EDN	54.900	7.10	Dww3	VVV-	-	52.80%	-	Qshywqpb	3yWq	-	315	3yDc+315	-	827.00000

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Tranche Comments

W: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144U/Utw B; A-D: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144C/Tqt F; F-K: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144P/Bml Y; D: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144H/Uwo T; L: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144B/Wsu X; V: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144H/Neb W; A: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144U/Btb S; R: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144J/Vmj I;

Deal Comments

Avjvp. Vbt Mnvv Ivwfbxa 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	OWD	41.700	-	X3	E-	-	1.30%	-	-	-	-	-	-	-	Retained
R	XYF	74.000	-	R2	M	-	64.90%	-	Dsddbomz	3gJh	-	205	3vEp+205	-	713.00000
J	DDD	91.500	-	Uu3	GG-	-	4.90%	-	-	-	-	-	-	-	Retained
N	JFV	46.000	-	Oaa3	VVV	-	18.60%	-	Cxehaopv	3tTh	-	330	3aPn+330	-	342.00000
Bjr	LVU	43.244	-	HY	AN	-	-	-	-	-	-	-	-	-	Retained
D	CAQ	355.000	-	Euu	XXX	-	24.00%	-	Wlowwuxs	3pLo	-	82	3hBq+82	-	781.00000
N	YTF	44.000	-	Kn2	SS	-	72.00%	-	Kzuqssjt	3yDv	-	130	3eCk+130	-	523.00000
V	FUO	5.000	-	Wss	KKK	-	-	-	Szbjyolb	3lKf	-	27	3fSf+27	-	139.00000

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Tranche Comments

V: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144G/Bwo I; D: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144Y/Vnw E; N: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144M/Rbt Q; R: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144V/Hrg S; N: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144K/Bhl A; J: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144L/Tak L; B: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144U/Xda P; Bjr: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144T/Ujy P;

Deal Comments

Rmp Vnhh Gcfmmra 1.00

Risk Retention

JN - Wxwsjxxhmt/Qwsbsxmhxw

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	DFP	652.000	1.80	-	PPP	ZZZ	88.80%	-	Muoxqtvy	3ePd	-	155	3hTc+155	-	928.00000
P-1	OGY	93.400	5.60	-	HH	GG	97.50%	-	Dbxqsinh	3lVu	-	230	3eMl+230	-	643.00000
K	YFI	4.600	8.30	-	B-	I-	75.10%	-	-	-	-	-	-	-	Retained
A-2	MWR	79.000	9.90	-	UU	LL	65.30%	-	Vylkj	-	-	-	2.60%	2.600%	276.00000
C	NAI	53.000	8.30	-	LLL	PPP-	92.00%	-	Njzcchmg	3jZy	-	410	3dPo+410	-	968.00000
H	QXC	96.400	5.10	-	HH	UU-	92.00%	-	-	-	-	-	-	-	Retained
Kyx	BZJ	97.200	-	-	GH	TO	-	-	-	-	-	-	-	-	-
A	EGL	91.000	9.60	-	X	C	31.90%	-	Qcbexsep	3fSn	-	280	3yHc+280	-	753.00000

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Tranche Comments

L: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144M/Pxm W; P-1: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144F/Tie X; A-2: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144H/Czl K; A: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144D/Tjl P; C: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144O/Uns W; H: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144F/Ahp V; K: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144G/Jvx K; Kyx: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144B/Zfg Y;

Deal Comments

Wxc-Jvuu Rchaxyi 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	DBW	92.000	-	Hn3	LL-	-	-	-	Ycwkpeas	3nLu	-	665	3hNr+591	-	38.00000
V	HCP	61.000	-	Rjj3	GGG-	-	-	-	Obcqhuiv	3eVl	-	390	3lNn+390	-	686.00000
D	YEQ	42.600	-	J3	D-	-	-	-	Xvuqliox	3sXw	-	925	3cMo+832	-	20.00000
Wpj	BUV	64.920	-	AN	JK	-	-	-	-	-	-	-	-	-	-
J	QGH	1.200	-	Ipp	MMM	-	-	-	Gmbmwtbp	3lZx	-	45	3jDd+45	-	303.00000
X	IIH	14.000	-	A2	O	-	-	-	Abyjmiew	3nVa	-	260	3eYe+260	-	991.00000
I	FIE	417.000	-	Dtt	AAA	-	-	-	Uesqjytk	3iYl	-	112	3yAb+112	-	799.00000
G-1	PVI	74.000	-	Ox2	II	-	-	-	Aezjpecn	3xXm	-	190	3qQk+190	-	894.00000
P-2	DHU	4.000	-	Hf2	PP	-	-	-	Wficz	-	-	-	2.450%	2.450%	669.00000

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Tranche Comments

J: First Pay: 2020-01-20; Redemption: 2021-07-20; I: First Pay: 2020-01-20; Redemption: 2021-07-20; G-1: First Pay: 2020-01-20; Redemption: 2021-07-20; P-2: First Pay: 2020-01-20; Redemption: 2021-07-20; X: First Pay: 2020-01-20; Redemption: 2021-07-20; V: First Pay: 2020-01-20; Redemption: 2021-07-20; G: First Pay: 2020-01-20; Redemption: 2021-07-20; D: First Pay: 2020-01-20; Redemption: 2021-07-20; Wpj: First Pay: 2020-01-20; Redemption: 2021-07-20;

Deal Comments

Fcg-Zrrr Drfwcrj 2.00

Risk Retention

Qhsxsflfah/Ynhsfc

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-2	LQQ	60.000	-	Fr2	-	VV	97.90%	-	Jabfl	-	-	-	2.600%	-	294.00000
J-1R	JNM	57.100	-	Ts2	-	II	36.80%	-	Hhpkvtwl	3hQf	-	175	3dXv+175	-	205.00000
J-1C	YMG	15.000	-	T2	-	L	55.10%	-	Ehpsrcis	3zRf	-	277	3vSq+277	-	404.00000
Q	SWX	84.300	-	Pn2	-	EE-	65.60%	-	Nxqayupg	3eBq	-	580	3pRv+527	-	24.40000
P	WOB	2.900	-	W2	-	PP-	6.70%	-	Gushoqty	3oZb	-	850	3hNj+745	-	22.20000
T	DML	781.000	-	Gqq	-	OOO	83.00%	-	Hysbpqbo	3kZl	-	96	3mTb+96	-	219.00000
B	KDP	97.000	-	Tdd3	-	OOO-	18.60%	-	-	-	-	-	-	-	Retained
K-1R	KCJ	51.700	-	I2	-	Y	20.20%	-	Krvqxscp	3cDi	-	245	3cCd+245	-	471.00000
Y	TGG	4.000	-	Qnn	-	RRR	-	-	Wkublhcm	3fJn	-	50	3fBp+50	-	351.00000
F-1F	YQJ	86.000	-	Ph2	-	BB	52.60%	-	Irhcrjcx	3xNd	-	207	3nGy+207	-	218.00000
Xrd	KHA	61.230	-	YX	-	TG	-	-	-	-	-	-	-	-	-

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Tranche Comments

Y: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144U/Rxd E; T: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144T/Xnw L; J-1R: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144X/Pag W; F-1F: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144A/Miu X; F-2: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144O/Kde J; K-1R: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144P/Jfi F; J-1C: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144H/Usb R; B: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144U/Pzc T; Q: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144N/Hjt D; P: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144L/Oie F; Xrd: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144Q/Pqb T;

Deal Comments

Btk-Frff Bvmjtrp 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Refinancing

Yes

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	MXG	8.000	-	Jzz	-	RRR	-	-	Gsowarca	3hZm	-	30	3eJw+30	-	622.00000
H-1E	IUY	11.000	-	O2	-	M	-	-	Hmrhsxix	3fVa	-	155	3qJg+155	-	321.00000
D-1T	NCF	67.000	-	Fxx	-	WWW	-	-	Xjkaztos	3hUf	-	95	3gLr+95	-	718.00000
D-1D	ZMW	61.000	-	Nd2	-	BB	-	-	Dhzkxxaw	3nVg	-	127	3kAl+127	-	793.00000
E-1Y	ONC	92.100	-	M2	-	P	-	-	Dspccdqm	3pHa	-	177	3hOr+177	-	364.00000
Q	OUX	71.100	-	Gh2	-	II-	-	-	Mkvedcov	3lPh	-	500	3cYd+473	-	97.00000
X-1X	FLV	450.000	-	Lss	-	JJJ	-	-	Mywusjmk	3dUj	-	73	3zUr+73	-	824.00000
M-2	SJU	62.000	-	Tgg	-	BBB	-	-	Hpwif	-	-	-	1.370%	1.370%	525.00000
Q-1B	SQK	65.000	-	Fb2	-	EE	-	-	Uxsvdtvz	3vKp	-	105	3tXx+105	-	487.00000
I	VKE	71.000	-	Vii2	-	LLL-	-	-	Xmdfhllt	3fBa	-	235	3fBt+235	-	787.00000
I	ZFT	86.000	-	G2	-	F-	-	-	Yljxsuwe	3ePi	-	690	3wSm+644	-	91.94000
Cgc	DCG	16.730	-	XZ	-	UH	-	-	-	-	-	-	-	-	547.00000