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
G	PTA	986.000	-	-	RRR	WWW	64.00%	-	Udofssrb	3sVu	-	128	3oMs+128	-	891.00000
A	CTY	93.000	-	-	BB-	KK-	5.10%	-	Cxcqkiei	3sJe	-	575	3pIk+575	-	679.00000
Qty	QSY	27.100	-	-	AX	EF	-	-	-	-	-	-	-	-	Retained
F	KLB	73.000	-	-	LLL-	GGG-	20.00%	-	Dvrxfcah	3jLp	-	310	3bIt+310	-	833.00000
R	OBS	9.000	-	-	CCC	LLL	-	-	Xwsvmsxw	3vWy	-	50	3pQw+50	-	178.00000
Z	OPF	54.000	-	-	RR	MM	44.60%	-	Wwyfktjc	3qYt	-	195	3pNi+195	-	694.00000
S	DKL	61.000	-	-	J	T	10.40%	-	Fbpmwltq	3kZi	-	225	3kRe+225	-	420.00000
Y	NPE	95.000	-	-	N-	G-	4.70%	-	Dkpevxwr	3eOh	-	875	3eWy+842	-	92.00000

Tranche Comments

R: First Pay: 2025-07-20; Redemption: 2026-07-15; Registration: 144Q/Wzf L; G: First Pay: 2025-07-20; Redemption: 2026-07-15; Registration: 144I/Uqa K; Z: First Pay: 2025-07-20; Redemption: 2026-07-15; Registration: 144P/Ezm T; S: First Pay: 2025-07-20; Redemption: 2026-07-15; Registration: 144N/Hcv T; F: First Pay: 2025-07-20; Redemption: 2026-07-15; Registration: 144A/Itk F; A: First Pay: 2025-07-20; Redemption: 2026-07-15; Registration: 144W/Ykz Z; Y: First Pay: 2025-07-20; Redemption: 2026-07-15; Registration: 144Y/Ccg J; Qty: First Pay: 2025-07-20; Redemption: 2026-07-15; Registration: 144K/Mft A;

Deal Comments

Myb Fphh Zxelysm 1.5

Reinvestment Period (YRS)

5.5

Reinvestment Period End Date

Apr 11, 2012

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	QGL	56.700	6.10	-	A	T	71.33%	-	Gkhpaeae	3wYi	-	230	3mGk+230	-	770.00000
H	KTG	41.000	8.90	-	ZZ-	HH-	34.46%	-	Xuzskqaz	3zIf	-	635	3tMo+627	-	53.90000
C	XZE	17.000	97.80	-	M-	L-	8.39%	-	-	-	-	-	-	-	Retained
P	WUN	4.872	4.50	-	III	GGG	-	-	Xkuakqmo	3hOs	-	99	3lSq+99	-	389.00000
Z	OZQ	57.300	5.50	-	UUU	QQQ-	47.95%	-	Zyqjtwtt	3fTm	-	330	3fVm+330	-	471.00000
L	QWX	841.300	1.00	-	JJJ	EEE	67.00%	-	Ihvkajlq	3hAj	-	135	3lKm+135	-	976.00000
V	YWU	70.900	4.00	-	TT	SS	16.70%	-	Mvmmmkeo	3bXb	-	190	3dDq+190	-	650.00000
E Qsso	EML	96.000	7.00	-	VVV	OOO	75.00%	-	Bsxdftdd	3sVa	-	135	3hFf+135	-	941.00000

Tranche Comments

P: First Pay: 2024-10-20; Redemption: 2026-01-20; Registration: 144D/Khw R; L: First Pay: 2024-10-20; Redemption: 2026-01-20; Registration: 144L/Git J; E Qsso: First Pay: 2024-10-20; Redemption: 2026-01-20; Registration: 144L/Ouh V; V: First Pay: 2024-10-20; Redemption: 2026-01-20; Registration: 144U/Rqu F; I: First Pay: 2024-10-20; Redemption: 2026-01-20; Registration: 144I/Aye V; Z: First Pay: 2024-10-20; Redemption: 2026-01-20; Registration: 144I/Twb N; H: First Pay: 2024-10-20; Redemption: 2026-01-20; Registration: 144M/Hpu Z; C: First Pay: 2024-10-20; Redemption: 2026-01-20; Registration: 144F/Fsy L;

Deal Comments

Yghgc. Vtm Fkpp Dghhtxo 2.00

Risk Retention

ANj Rbyyubyhrt

Pricing Speed

20% KUL

Reinvestment Period (YRS)

Reinvestment Period End Date

May 3, 2020

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1	HNK	431.000	8.00	-	ZZZ	RRR	44.00%	-	Vefplkjo	3kUz	-	145	3bPz+145	-	643.00000
Y	DKY	5.000	1.30	-	EEE	JJJ	-	-	Nhyatocs	3fSr	-	50	3vJe+50	-	451.00000
C	ICL	50.000	28.50	-	R-	A-	5.85%	-	-	-	-	-	-	-	-
O	BII	80.300	5.50	-	YYY-	TTT-	10.00%	-	Qrlfkvbg	3mPv	-	370	3oTl+370	-	583.00000
N	TFV	73.000	33.00	-	SS-	AA-	3.70%	-	Ycyeorad	3fYh	-	685	3oXr+669	-	51.00000
R-2	TQI	6.000	9.10	-	UUU	ZZZ	30.40%	-	Qqzkecwu	3xMy	-	165	3gUq+165	-	819.00000
Kjd	KMQ	23.700	-	-	ZR	ZM	-	-	-	-	-	-	-	-	Retained
W	YSP	29.200	5.10	-	I	A	53.90%	-	Gmfacwsb	3pMq	-	255	3mZs+255	-	399.00000
Z	DKM	23.000	2.60	-	LL	LL	24.40%	-	Vuymsjvc	3nDb	-	210	3mTv+210	-	312.00000

Tranche Comments

Y: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144C/Bbv N; N-1: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144L/Rlj Y; R-2: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144M/Wwv V; Z: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144Y/Wuw M; W: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144A/Oyc Y; O: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144Y/Qmp G; N: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144G/Ysm H; C: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144Z/Eif D; Kjd: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144F/Oit V;

Deal Comments

Aqw Xsww Qsboqcy 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 11, 2002

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	GYK	31.800	3.70	-	JJ-	LL-	50.70%	-	-	-	-	-	-	-	Retained
E	GKU	668.000	6.40	-	AAA	VVV	54.00%	-	Irzbcvxx	3tRe	-	185	3xEf+185	-	625.00000
Q	VOH	93.800	6.40	-	AAA	III-	25.87%	-	-	-	-	-	-	-	Retained
L-1	ZCZ	72.000	4.40	-	PP	MM	50.40%	-	Mjmhhcyd	3cDy	-	260	3qUy+260	-	169.00000
B-2	QSH	6.000	1.70	-	JJ	SS	14.60%	-	Vblyx	AXD	-	-	6.20%	6.200%	966.00000
H	HSQ	93.100	9.00	-	O	Z	63.74%	-	Lmdmqskx	3lHs	-	365	3tMk+365	-	984.00000
J	XYV	1.000	3.20	-	OOO	XXX	-	-	Khxdrdns	3fJk	-	68	3mYf+68	-	264.00000
B	AJO	27.300	3.50	-	R-	R-	1.20%	-	-	-	-	-	-	-	Retained
Ovouxv	TMT	22.500	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J: First Pay: 2023-07-20; Redemption: 2024-07-20; E: First Pay: 2023-07-20; Redemption: 2024-07-20; L-1: First Pay: 2023-07-20; Redemption: 2024-07-20; B-2: First Pay: 2023-07-20; Redemption: 2024-07-20; H: First Pay: 2023-07-20; Redemption: 2024-07-20; Q: First Pay: 2023-07-20; Redemption: 2024-07-20; Y: First Pay: 2023-07-20; Redemption: 2024-07-20; B: First Pay: 2023-07-20; Redemption: 2024-07-20; Ovouxv: First Pay: 2023-07-20; Redemption: 2024-07-20;

Deal Comments

Wfo Symm Dptjfhz 1.00

Risk Retention

CKs Zpkwhpgrjl

Reinvestment Period (YRS)

Reinvestment Period End Date

May 5, 1999

WAL Test Period (YRS)

9.3

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	HMQ	29.000	4.30	Pff3	LLL-	-	39.52%	-	Mjsxbkcg	3bFf	-	340	3rZc+340	-	655.00000
V	EHZ	636.000	5.80	Duu	JJJ	-	19.20%	-	Hhsxzkkm	3dFs	-	90	3yMf+90	-	796.00000
X2	YFQ	7.000	9.40	Sa2	DD	-	30.31%	-	Qrkfe	-	-	-	2.00%	2.000%	236.00000
A	AMH	77.000	8.20	Q2	M	-	12.54%	-	Lckfksvr	3oQd	-	230	3rEt+230	-	209.00000
V1	LCF	25.000	7.20	Mt2	ZZ	-	46.54%	-	Kwmdkfma	3dAb	-	170	3gPh+170	-	101.00000

Tranche Comments

V: Redemption: 2023-06-10; Registration: 144F/Vvg N; V1: Redemption: 2023-06-10; Registration: 144Q/Fwd T; X2: Redemption: 2023-06-10; Registration: 144Y/Xbi B; A: Redemption: 2023-06-10; Registration: 144L/Jxj I; T: Redemption: 2023-06-10; Registration: 144E/Mfe K;

Deal Comments

Fupnqzqbnqn. Yxq Hzoo Butnxkv 1.75

Reinvestment Period (YRS)

3.20

Reinvestment Period End Date

Aug 31, 1999

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-N	VSP	125.500	1.00	Dyy	JJJ	-	11.00%	-	Jafwvewa	3zYq	-	102	3bNy+102	-	351.00000
V	LOG	2.000	5.90	Sbb	MMM	-	-	-	Puvjlazv	3gUz	-	45	3jAn+45	-	632.00000
O-X	SBN	78.000	5.00	Fcc	BBB	-	78.00%	-	Aceycxye	3iNx	-	102	3gLb+102	-	416.00000
M	AXF	37.000	3.80	Jn2	ZZ	-	47.70%	-	Mhujreig	3cHf	-	170	3dRx+170	-	508.00000
J	SHP	31.100	3.20	Hee3	NNN-	-	86.40%	-	Jusfkizf	3vUd	-	315	3bTb+315	-	436.00000
A	BWB	58.800	7.20	Pr3	JJ-	-	3.80%	-	Jxrszpqg	3mFj	-	635	3yKw+607	-	79.00000
P	GUY	54.600	31.20	T3	E-	-	6.50%	-	Krqlwrrt	3yKz	-	910	3qCp+858	-	79.90000
O	WIZ	66.700	3.60	Y2	M	-	22.30%	-	Qhwwzmrc	3iKb	-	215	3jKa+215	-	400.00000

Tranche Comments

V: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144T/Xpj K; Q-N: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144W/Gbw R; O-X: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144F/Fky D; M: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144Y/Rra H; O: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144V/Wqp P; J: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144W/Ivt I; A: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144M/Hmi G; P: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144Z/Kny E;

Deal Comments

Jjhjm. Fmw Zhss Tjnqmhe 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 7, 2016

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	XMG	362.000	-	Ucc	WWW	-	75.00%	-	Sphoprvv	3mHh	-	82	3bGm+82	-	725.00000
D	IYI	44.900	-	A3	S-	-	2.20%	-	-	-	-	-	-	-	Retained
P	HYA	79.000	-	Ess3	OOO	-	74.50%	-	Nswralxq	3iGo	-	330	3eYa+330	-	582.00000
X	PHU	96.000	-	B2	F	-	23.50%	-	Awumhyoz	3jSh	-	205	3gBw+205	-	516.00000
G	FTJ	37.900	-	Aj3	JJ-	-	8.50%	-	-	-	-	-	-	-	Retained
A	VXL	7.000	-	Wzz	LLL	-	-	-	Dszxpyzy	3dDi	-	27	3mOm+27	-	335.00000
J	BJI	73.000	-	Tx2	PP	-	93.00%	-	Ldbqwuwy	3qYh	-	130	3jYh+130	-	334.00000
Knr	QYW	83.932	-	HZ	FP	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144J/Wwv G; D: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144X/Iyi S; J: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144L/Ixp X; X: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144G/Yhm T; P: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144T/Wei E; G: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144M/Ghj H; D: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144Z/Wlv H; Knr: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144L/Atp O;

Deal Comments

Lyc Hsww Yekzyoq 1.00

Risk Retention

IV - Bmsyvmqrvn/Lsygyqvrms

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 4, 2001

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	LAB	14.000	4.60	-	SSS	LLL-	50.00%	-	Tyhuwbme	3kVf	-	410	3xRa+410	-	781.00000
D	EMK	17.400	6.70	-	II	KK-	74.00%	-	-	-	-	-	-	-	Retained
Nef	FLY	28.900	-	-	LH	CA	-	-	-	-	-	-	-	-	-
Q	LLD	272.000	8.10	-	YYY	ZZZ	28.60%	-	Nrcmufvt	3hPy	-	155	3jYl+155	-	355.00000
T-1	HHM	88.600	2.70	-	BB	VV	47.60%	-	Lshczlaz	3tZo	-	230	3pBl+230	-	715.00000
A	OVL	36.000	9.90	-	C	W	48.10%	-	Bceqhouj	3vSi	-	280	3gTg+280	-	226.00000
H	ZLT	9.100	9.20	-	M-	N-	46.80%	-	-	-	-	-	-	-	Retained
R-2	SDG	70.000	1.70	-	DD	PP	41.80%	-	Igwik	-	-	-	2.60%	2.600%	402.00000

Tranche Comments

Q: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144B/Fuw O; T-1: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144D/Pnz G; R-2: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144N/Fcd V; A: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144X/Och V; N: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144G/Oac S; D: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144A/Yej W; H: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144B/Gnl W; Nef: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144V/Udj C;

Deal Comments

Bus-Zoaa Dnrfuly 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 7, 1992

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	QHS	40.700	-	S3	W-	-	-	-	Rtdykajt	3tDg	-	925	3pTm+832	-	51.00000
Z	XSU	84.000	-	Ov3	PP-	-	-	-	Auqkevzn	3iBg	-	665	3lYc+591	-	65.00000
Wrn	HQE	22.720	-	AV	BK	-	-	-	-	-	-	-	-	-	-
Y-2	QBT	4.000	-	Be2	EE	-	-	-	Wzsnw	-	-	-	2.450%	2.450%	491.00000
X	YHH	8.400	-	Rgg	EEE	-	-	-	Qwhxoqwk	3tYu	-	45	3eVi+45	-	651.00000
I	HSN	60.000	-	T2	F	-	-	-	Ylixfviv	3iQc	-	260	3bYa+260	-	120.00000
V-1	TSX	57.000	-	By2	JJ	-	-	-	Juvurqcx	3sQt	-	190	3tPv+190	-	737.00000
G	XOX	427.000	-	Xnn	RRR	-	-	-	Wqqrcqwb	3rRm	-	112	3hPs+112	-	537.00000
P	QZE	62.000	-	Gcc3	YYY-	-	-	-	Gyodhqjm	3jFn	-	390	3kVr+390	-	908.00000

Tranche Comments

X: First Pay: 2020-01-20; Redemption: 2021-07-20; G: First Pay: 2020-01-20; Redemption: 2021-07-20; V-1: First Pay: 2020-01-20; Redemption: 2021-07-20; Y-2: First Pay: 2020-01-20; Redemption: 2021-07-20; I: First Pay: 2020-01-20; Redemption: 2021-07-20; P: First Pay: 2020-01-20; Redemption: 2021-07-20; Z: First Pay: 2020-01-20; Redemption: 2021-07-20; I: First Pay: 2020-01-20; Redemption: 2021-07-20; Wrn: First Pay: 2020-01-20; Redemption: 2021-07-20;

Deal Comments

Hsh-Xbjj Uwgusva 2.00

Risk Retention

Bhbzbiapbh/Rvvbpx

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 23, 1994

Refinancing

Yes

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	QTL	95.000	-	Cyy3	-	AAA-	86.50%	-	-	-	-	-	-	-	Retained
Z	MYL	29.200	-	Cm2	-	GG-	64.60%	-	Nezuueff	3bPw	-	580	3vWh+527	-	25.80000
R-1R	HZD	45.000	-	Lo2	-	PP	61.40%	-	Qybbymzr	3aZv	-	207	3hMj+207	-	844.00000
Y-1S	SVP	51.000	-	P2	-	R	22.90%	-	Aydqajhs	3zZt	-	277	3cYr+277	-	878.00000
M	XTY	8.400	-	Y2	-	NN-	2.10%	-	Tsfdsmbx	3cLf	-	850	3oKr+745	-	87.70000
X	CYF	7.000	-	Mkk	-	HHH	-	-	Cwnxypmn	3lYz	-	50	3hVo+50	-	756.00000
W	WWW	664.000	-	Suu	-	SSS	59.00%	-	Wbummfoj	3bYr	-	96	3sPs+96	-	200.00000
K-1U	VEM	57.100	-	U2	-	N	97.70%	-	Xsuasods	3cJb	-	245	3kIq+245	-	341.00000
G-1B	ANE	37.900	-	Cv2	-	VV	29.20%	-	Wvrhbfrf	3lNj	-	175	3jOs+175	-	720.00000
O-2	OYP	51.000	-	Jy2	-	DD	20.80%	-	Xuxlq	-	-	-	2.600%	-	120.00000
Ktt	ZNL	38.820	-	YW	-	IZ	-	-	-	-	-	-	-	-	-

Tranche Comments

X: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144C/Ntg P; W: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144A/Ynp F; G-1B: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144C/Gjt B; R-1R: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144I/Qas U; O-2: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144W/Ttl Q; K-1U: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144T/Akb Z; Y-1S: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144E/Mpd J; E: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144Y/Moq J; Z: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144T/Dzy E; M: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144M/Qen C; Ktt: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144O/Obj H;

Deal Comments

Ron-Bpcc Secsovw 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 28, 2006