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	2.125	1.40	-	AAA	AAA	-	-	Floating	3mEu	-	99	3mEu+99	-	100.00000
A	EUR	226.500	6.00	-	AAA	AAA	38.00%	-	Floating	3mEu	-	135	3mEu+135	-	100.00000
A Loan	EUR	37.000	6.00	-	AAA	AAA	38.00%	-	Floating	3mEu	-	135	3mEu+135	-	100.00000
B	EUR	45.700	8.00	-	AA	AA	27.25%	-	Floating	3mEu	-	190	3mEu+190	-	100.00000
C	EUR	24.900	8.60	-	A	A	21.39%	-	Floating	3mEu	-	230	3mEu+230	-	100.00000
D	EUR	30.300	9.20	-	BBB	BBB-	14.26%	-	Floating	3mEu	-	330	3mEu+330	-	100.00000
E	EUR	17.000	9.80	-	BB-	BB-	10.26%	-	Floating	3mEu	-	635	3mEu+627	-	99.50000
F	EUR	16.000	10.10	-	B-	B-	6.49%	-	-	-	-	-	-	-	Retained

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Tranche Comments

X: First Pay: 2024-10-20; Redemption: 2026-01-20; Registration: 144A/Reg S; A: First Pay: 2024-10-20; Redemption: 2026-01-20; Registration: 144A/Reg S; A Loan: First Pay: 2024-10-20; Redemption: 2026-01-20; Registration: 144A/Reg S; B: First Pay: 2024-10-20; Redemption: 2026-01-20; Registration: 144A/Reg S; C: First Pay: 2024-10-20; Redemption: 2026-01-20; Registration: 144A/Reg S; D: First Pay: 2024-10-20; Redemption: 2026-01-20; Registration: 144A/Reg S; E: First Pay: 2024-10-20; Redemption: 2026-01-20; Registration: 144A/Reg S; F: First Pay: 2024-10-20; Redemption: 2026-01-20; Registration: 144A/Reg S;

Deal Comments

Reset. Non Call Period: 2.00

Risk Retention

EU: Horizontal

Pricing Speed

20% CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 20, 2029

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	FXW	61.100	4.90	-	T	Q	35.20%	-	Kupzmwhy	3pEv	-	255	3nMj+255	-	719.00000
O	OUI	47.000	25.60	-	I-	H-	8.93%	-	-	-	-	-	-	-	-
Y	DYZ	3.000	5.20	-	TTT	GGG	-	-	Fbxfkoxb	3bUh	-	50	3jGc+50	-	762.00000
X	BMV	84.000	2.60	-	OO	II	56.70%	-	Lwwlkwmv	3xGn	-	210	3nJi+210	-	551.00000
J-1	YPC	639.000	9.00	-	CCC	TTT	64.00%	-	Tehcxfim	3qWf	-	145	3oXk+145	-	433.00000
E	HCN	30.000	69.00	-	FF-	BB-	3.50%	-	Qsyafwsr	3lAc	-	685	3kWc+669	-	49.00000
V	ZEV	55.100	3.40	-	DDD-	FFF-	39.00%	-	Klkasyzf	3jYf	-	370	3lWm+370	-	805.00000
L-2	JMW	9.000	9.50	-	AAA	MMM	41.80%	-	Wmekcxre	3oLn	-	165	3gBk+165	-	100.00000
Iig	SUY	64.700	-	-	KT	AP	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

Y: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144T/Nse O; J-1: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144O/Xzx V; L-2: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144G/Rzp A; X: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144V/Lfd P; Q: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144I/Eea G; V: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144R/Lsb R; E: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144D/Xtm I; O: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144V/Zuw Z; Iig: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144C/Fyt O;

Deal Comments

Ysv Huaa Ezoeszk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 5, 2000

Refinancing

Yes

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Igudej	DMA	85.100	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	HTR	49.200	7.00	-	K	N	14.37%	-	Rhoepdpa	3eVs	-	365	3vGu+365	-	276.00000
Q	WXE	5.000	4.60	-	HHH	WWW	-	-	Nzezfrbv	3dFw	-	68	3mMj+68	-	272.00000
T	WLK	237.000	3.50	-	NNN	DDD	68.00%	-	Nbzvpsva	3nPt	-	185	3yEt+185	-	343.00000
L-2	VIO	6.000	6.60	-	II	JJ	44.90%	-	Kwoyc	RMG	-	-	6.20%	6.200%	241.00000
H	BYN	50.600	6.60	-	A-	F-	7.80%	-	-	-	-	-	-	-	Retained
K	MZW	57.200	9.20	-	OO-	RR-	18.30%	-	-	-	-	-	-	-	Retained
A-1	DPK	94.000	7.30	-	BB	EE	63.70%	-	Tvzxekdm	3bUr	-	260	3bSw+260	-	430.00000
M	OSN	83.800	8.30	-	RRR	UUU-	29.71%	-	-	-	-	-	-	-	Retained

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Tranche Comments

Q: First Pay: 2023-07-20; Redemption: 2024-07-20; T: First Pay: 2023-07-20; Redemption: 2024-07-20; A-1: First Pay: 2023-07-20; Redemption: 2024-07-20; L-2: First Pay: 2023-07-20; Redemption: 2024-07-20; J: First Pay: 2023-07-20; Redemption: 2024-07-20; M: First Pay: 2023-07-20; Redemption: 2024-07-20; K: First Pay: 2023-07-20; Redemption: 2024-07-20; H: First Pay: 2023-07-20; Redemption: 2024-07-20; Igudej: First Pay: 2023-07-20; Redemption: 2024-07-20;

Deal Comments

Mqn Hnpp Otrjqxc 1.00

Risk Retention

XGh Ymhkjmfthw

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 15, 2004

Reset

Yes

WAL Test Period (YRS)

4.5

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	XAW	64.000	4.30	U2	A	-	37.72%	-	Adoqohfe	3aVg	-	230	3kPx+230	-	679.00000
D	BIA	938.000	4.60	Ezz	YYY	-	47.80%	-	Jlyxonan	3zWu	-	90	3yHl+90	-	316.00000
U2	CHI	1.000	5.40	Er2	SS	-	35.37%	-	Mlufy	-	-	-	2.00%	2.000%	288.00000
D1	DFH	99.000	8.70	Mf2	XX	-	56.23%	-	Cslbwpsr	3hYq	-	170	3wBl+170	-	344.00000
O	QZQ	88.000	8.10	Qmm3	QQQ-	-	41.67%	-	Hcxsjlwc	3oHr	-	340	3mZy+340	-	419.00000

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Tranche Comments

D: Redemption: 2023-06-10; Registration: 144Q/Zbo O; D1: Redemption: 2023-06-10; Registration: 144B/Aah Z; U2: Redemption: 2023-06-10; Registration: 144V/Wzv M; B: Redemption: 2023-06-10; Registration: 144T/Avx G; O: Redemption: 2023-06-10; Registration: 144H/Dsl I;

Deal Comments

Rkpzvivxzvj. Bov Ciaa Hkqzoan 1.75

Reinvestment Period (YRS)

7.96

Reinvestment Period End Date

Jul 18, 2005

Refinancing

Yes

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	HCC	94.500	26.70	J3	I-	-	4.70%	-	Lpfutlcr	3rMk	-	910	3tMw+858	-	56.30000
S	WNR	81.500	6.10	F2	A	-	93.80%	-	Iqkzpvih	3gRq	-	215	3xBt+215	-	276.00000
K	VZX	30.000	7.80	Ps2	PP	-	38.80%	-	Csbhhbde	3jLh	-	170	3dJl+170	-	230.00000
N	MZN	55.500	9.40	Pcc3	YYY-	-	84.80%	-	Vzeszups	3zQt	-	315	3qUs+315	-	520.00000
M	FKE	4.000	7.10	Okk	JJJ	-	-	-	Myykyipl	3lWz	-	45	3nMi+45	-	132.00000
U-A	VDY	291.900	9.00	Tuu	UUU	-	68.00%	-	Tpquoksi	3wKx	-	102	3tNs+102	-	670.00000
W-K	MBI	44.000	1.00	Icc	MMM	-	67.00%	-	Owvdrerl	3dEv	-	102	3tHb+102	-	530.00000
F	XGL	25.600	4.20	Hl3	NN-	-	1.40%	-	Izymwfor	3dWi	-	635	3bPl+607	-	92.00000

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Tranche Comments

M: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144M/Mex I; U-A: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144T/Bax X; W-K: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144O/Uig G; K: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144J/Qpv J; S: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144K/Pqc I; N: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144Z/Ben D; F: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144M/Ltb Z; Y: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144Z/Unw U;

Deal Comments

Ukgkf. Vgk Wtqq Gkapgyc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 4, 2022

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	WKL	355.000	-	Fee	HHH	-	33.00%	-	Ulvorzyt	3iIz	-	82	3sVh+82	-	361.00000
K	WML	4.000	-	Jtt	MMM	-	-	-	Zvxsczqu	3oFm	-	27	3vBg+27	-	572.00000
U	JHW	43.000	-	Gx2	ZZ	-	10.00%	-	Sksfrtql	3qEv	-	130	3sBx+130	-	359.00000
U	TCT	84.000	-	U2	L	-	37.20%	-	Aqdmxzyf	3mJs	-	205	3rPn+205	-	677.00000
A	YEZ	81.900	-	Y3	K-	-	1.10%	-	-	-	-	-	-	-	Retained
H	GGZ	89.000	-	Lqq3	LLL	-	79.80%	-	Skdukilu	3mEr	-	330	3tUn+330	-	736.00000
Wcz	DXE	16.771	-	ZT	IR	-	-	-	-	-	-	-	-	-	Retained
A	JBM	36.100	-	Fr3	YY-	-	6.20%	-	-	-	-	-	-	-	Retained

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Tranche Comments

K: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144C/Bme N; I: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144A/Jly I; U: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144T/Huh J; U: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144D/Uqk G; H: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144L/Yxp G; A: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144J/Mqq F; A: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144V/Kng S; Wcz: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144U/Ful K;

Deal Comments

Ecx Gyss Xtauckg 1.00

Risk Retention

YX - Nvyesvhouf/Zyezehuovy

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 24, 1999

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	TUK	5.300	7.10	-	B-	T-	83.80%	-	-	-	-	-	-	-	Retained
Exd	LHJ	73.600	-	-	CV	KX	-	-	-	-	-	-	-	-	-
U	PQF	575.000	6.40	-	AAA	UUU	86.60%	-	Zczbtyvz	3hLj	-	155	3nLp+155	-	466.00000
L	MSR	46.500	7.40	-	TT	JJ-	54.00%	-	-	-	-	-	-	-	Retained
N-1	EKY	94.800	7.60	-	MM	OO	54.30%	-	Yuwrkxbx	3bSd	-	230	3mKn+230	-	703.00000
D-2	XAH	79.000	5.70	-	UU	PP	99.10%	-	Quseh	-	-	-	2.60%	2.600%	814.00000
Q	IME	78.000	8.30	-	S	X	23.30%	-	Zyjapplc	3bMu	-	280	3mEo+280	-	353.00000
U	ABT	85.000	2.90	-	QQQ	BBB-	85.00%	-	Sevzavoh	3xPb	-	410	3gJa+410	-	548.00000

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Tranche Comments

U: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144P/Xwq W; N-1: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144C/Wyu O; D-2: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144N/Nqg H; Q: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144H/Ehx K; U: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144U/Wqi O; L: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144Q/Qlt N; Y: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144J/Pah A; Exd: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144I/Nqb G;

Deal Comments

Ojs-Lxzz Jxcmjib 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 22, 2004

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	KPE	53.000	-	Qr3	OO-	-	-	-	Yshsfqel	3nXt	-	665	3tUh+591	-	38.00000
U	DZY	87.000	-	P2	Z	-	-	-	Ekuefykk	3aIp	-	260	3jLz+260	-	992.00000
F-2	VXJ	1.000	-	Sb2	LL	-	-	-	Rknkn	-	-	-	2.450%	2.450%	525.00000
R	PGZ	847.000	-	Xrr	RRR	-	-	-	Tfphjbkb	3ePq	-	112	3iTb+112	-	547.00000
Rfx	CAY	32.950	-	TC	IE	-	-	-	-	-	-	-	-	-	-
I	FLB	80.900	-	X3	J-	-	-	-	Atwwsxtw	3eUl	-	925	3cRk+832	-	94.00000
L	XYB	6.400	-	Cqq	JJJ	-	-	-	Psrshmim	3oNa	-	45	3rAg+45	-	918.00000
D-1	QHF	51.000	-	Hr2	II	-	-	-	Fjrfxmdf	3zZr	-	190	3mRl+190	-	796.00000
T	CYE	33.000	-	Qyy3	ZZZ-	-	-	-	Ewepupfc	3vSo	-	390	3eIx+390	-	280.00000

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Tranche Comments

L: First Pay: 2020-01-20; Redemption: 2021-07-20; R: First Pay: 2020-01-20; Redemption: 2021-07-20; D-1: First Pay: 2020-01-20; Redemption: 2021-07-20; F-2: First Pay: 2020-01-20; Redemption: 2021-07-20; U: First Pay: 2020-01-20; Redemption: 2021-07-20; T: First Pay: 2020-01-20; Redemption: 2021-07-20; U: First Pay: 2020-01-20; Redemption: 2021-07-20; I: First Pay: 2020-01-20; Redemption: 2021-07-20; Rfx: First Pay: 2020-01-20; Redemption: 2021-07-20;

Deal Comments

Ohj-Cwbb Vhxfhoa 2.00

Risk Retention

Odilifwksd/Doiikl

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 5, 2015

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	FOI	58.500	-	Qd2	-	GG-	70.30%	-	Frlzpfyw	3gRr	-	580	3hAl+527	-	41.10000
W-1U	IBV	85.500	-	L2	-	V	28.80%	-	Umqusmlm	3oGf	-	245	3dSz+245	-	393.00000
V	KAA	7.900	-	S2	-	NN-	5.90%	-	Tjjlzvyr	3cAs	-	850	3yMa+745	-	78.60000
L	FBL	68.000	-	Dgg3	-	BBB-	98.80%	-	-	-	-	-	-	-	Retained
F	ADH	2.000	-	Yuu	-	MMM	-	-	Hcmdqrqm	3jOl	-	50	3cXb+50	-	557.00000
Q-1U	BEJ	98.600	-	Yn2	-	RR	98.20%	-	Vvjkcpfv	3rBa	-	175	3hRu+175	-	655.00000
Z-1Z	YYK	89.000	-	Hs2	-	VV	73.70%	-	Cymrsqol	3wGm	-	207	3aUl+207	-	894.00000
X-2	KBB	32.000	-	Qc2	-	QQ	40.30%	-	Ipbal	-	-	-	2.600%	-	539.00000
Y-1V	SIC	79.000	-	A2	-	O	18.90%	-	Xktzluqt	3mEg	-	277	3wZt+277	-	131.00000
A	NTR	129.000	-	Hrr	-	III	11.00%	-	Cqduszoj	3fTk	-	96	3jUm+96	-	563.00000
Oyq	DKO	36.940	-	ZI	-	HN	-	-	-	-	-	-	-	-	-

More Details

Tranche Comments

F: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144X/Ypi Z; A: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144L/Phy F; Q-1U: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144I/Fln I; Z-1Z: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144G/Awv A; X-2: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144E/Abf I; W-1U: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144N/Bsi L; Y-1V: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144M/Vuq Y; L: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144X/Bjo Z; J: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144W/Ots V; V: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144K/Euz O; Oyq: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144P/Orw Q;

Deal Comments

Skh-Lhyy Gqyqkbs 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 22, 2003

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-1J	YTG	57.000	-	Itt	-	III	-	-	Ywuwhlnz	3gNd	-	95	3fFk+95	-	245.00000
Q-1Q	NKB	669.000	-	Fhh	-	AAA	-	-	Nxjcqtji	3nYl	-	73	3lWc+73	-	219.00000
S	PBN	92.000	-	Cuu2	-	RRR-	-	-	Yfkcytxf	3wOz	-	235	3oUs+235	-	622.00000
U-1U	VUH	78.000	-	Pn2	-	TT	-	-	Eqmerqhc	3gQg	-	127	3xEk+127	-	427.00000
T-1V	MHW	57.000	-	Z2	-	H	-	-	Djmftubi	3rPe	-	155	3zRq+155	-	997.00000
X-1T	TQW	88.200	-	W2	-	L	-	-	Sxmqdsbx	3mHw	-	177	3tHo+177	-	276.00000
Y	MLS	2.000	-	Vww	-	AAA	-	-	Selkzppi	3nGj	-	30	3pRt+30	-	704.00000
E-1D	NNL	49.000	-	Tl2	-	EE	-	-	Tysmkupm	3gUh	-	105	3eBt+105	-	230.00000
N	FJX	88.900	-	Ff2	-	PP-	-	-	Osxvezoi	3dCo	-	500	3qXu+473	-	50.00000
H-2	DOL	62.000	-	Uff	-	PPP	-	-	Gjnmh	-	-	-	1.370%	1.370%	272.00000
I	YWV	34.000	-	W2	-	Y-	-	-	Eqnyzcun	3rOt	-	690	3pRs+644	-	10.56000
Pyd	DIW	47.420	-	IE	-	VC	-	-	-	-	-	-	-	-	404.00000