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

Refinancing

Yes

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Sqj	XTK	82.900	-	-	GA	FF	-	-	-	-	-	-	-	-	Retained
E	NMR	30.300	9.40	-	X	T	96.80%	-	Tjlhrkvb	3mUt	-	255	3oXc+255	-	535.00000
O	GCV	24.000	4.10	-	DD	LL	59.60%	-	Yehxjfqp	3cLn	-	210	3kCm+210	-	692.00000
N	KUI	74.900	4.30	-	GGG-	SSS-	14.00%	-	Imfeoqmm	3zQj	-	370	3mAu+370	-	787.00000
G	ICT	32.000	33.30	-	D-	G-	2.41%	-	-	-	-	-	-	-	-
B	HSD	9.000	1.80	-	EEE	WWW	-	-	Xdzsxpca	3hEe	-	50	3wJt+50	-	142.00000
Q-1	LFS	257.000	2.00	-	NNN	JJJ	74.00%	-	Zrqdmifi	3lLw	-	145	3oTx+145	-	588.00000
F	CLD	60.000	18.00	-	KK-	VV-	3.10%	-	Ukrjehzm	3nWl	-	685	3sMk+669	-	97.00000
R-2	CIL	3.000	4.50	-	OOO	KKK	42.20%	-	Rjpjchzz	3vYh	-	165	3fFc+165	-	155.00000

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Tranche Comments

B: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144K/Xxr N; Q-1: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144Z/Bfj J; R-2: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144B/Pnd C; O: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144K/Dur U; E: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144N/Guz Z; N: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144Q/Hur Z; F: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144V/Ysl C; G: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144J/Ocm C; Sqj: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144X/Bsn X;

Deal Comments

Vwn Ynkk Fwqlwbz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 23, 2006

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	XKE	54.700	2.00	-	E	X	21.39%	-	Hypxvjml	3yHq	-	365	3iUm+365	-	491.00000
U	LPF	73.600	5.10	-	RRR	XXX-	58.92%	-	-	-	-	-	-	-	Retained
W	XBZ	57.900	1.10	-	U-	I-	4.10%	-	-	-	-	-	-	-	Retained
S-2	WBF	6.000	3.10	-	KK	RR	26.40%	-	Eiqbp	IJN	-	-	6.20%	6.200%	826.00000
Wxqqgm	LBT	79.200	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	PMM	6.000	8.50	-	YYY	SSS	-	-	Ulmqmyjd	3tKg	-	68	3qEk+68	-	482.00000
X-1	KYK	96.000	3.80	-	EE	PP	94.70%	-	Iclpyknv	3fXg	-	260	3fAj+260	-	616.00000
V	BTK	987.000	8.50	-	OOO	EEE	90.00%	-	Pdxrjlhb	3wJe	-	185	3sAb+185	-	157.00000
S	NTB	27.900	7.10	-	AA-	II-	14.90%	-	-	-	-	-	-	-	Retained

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Tranche Comments

J: First Pay: 2023-07-20; Redemption: 2024-07-20; V: First Pay: 2023-07-20; Redemption: 2024-07-20; X-1: First Pay: 2023-07-20; Redemption: 2024-07-20; S-2: First Pay: 2023-07-20; Redemption: 2024-07-20; W: First Pay: 2023-07-20; Redemption: 2024-07-20; U: First Pay: 2023-07-20; Redemption: 2024-07-20; S: First Pay: 2023-07-20; Redemption: 2024-07-20; W: First Pay: 2023-07-20; Redemption: 2024-07-20; Wxqqgm: First Pay: 2023-07-20; Redemption: 2024-07-20;

Deal Comments

Whv Vytt Yokxhop 1.00

Risk Retention

NDk Osudbsschp

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 27, 2017

WAL Test Period (YRS)

6.6

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L1	MKP	65.000	8.40	Xa2	KK	-	91.71%	-	Glbkahnl	3nQd	-	170	3cHv+170	-	544.00000
X	CLM	33.000	2.70	Hqq3	NNN-	-	32.59%	-	Aqmpvtpt	3vWc	-	340	3jWu+340	-	411.00000
J	MUL	551.000	9.30	Ymm	FFF	-	45.30%	-	Cvpujtpm	3bQd	-	90	3jHn+90	-	525.00000
T2	JQI	9.000	5.60	Jd2	QQ	-	45.68%	-	Vrscl	-	-	-	2.00%	2.000%	702.00000
D	QJX	76.000	1.90	Z2	R	-	52.23%	-	Pfcjtwxw	3eZv	-	230	3yXs+230	-	279.00000

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Tranche Comments

J: Redemption: 2023-06-10; Registration: 144K/Cbw L; L1: Redemption: 2023-06-10; Registration: 144B/Ifm A; T2: Redemption: 2023-06-10; Registration: 144A/Ptb Y; D: Redemption: 2023-06-10; Registration: 144T/Xtc P; X: Redemption: 2023-06-10; Registration: 144M/Hkv E;

Deal Comments

Wkjyqqqcyqk. Doq Wqhh Ekeyopd 1.75

Reinvestment Period (YRS)

7.39

Reinvestment Period End Date

Jul 31, 2004

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	DPU	45.000	1.70	Zf2	DD	-	72.30%	-	Amsprbdn	3zAg	-	170	3pVd+170	-	530.00000
H-P	QUZ	71.000	4.00	Ess	TTT	-	63.00%	-	Grypcmqa	3dBz	-	102	3aLj+102	-	160.00000
O	CTZ	49.600	5.30	A2	T	-	77.50%	-	Llxuzvwk	3fXq	-	215	3gOa+215	-	843.00000
H	NTI	42.100	7.70	Drr3	BBB-	-	38.10%	-	Opupkrhu	3jHm	-	315	3gRd+315	-	164.00000
O	ALZ	44.200	2.20	Zs3	BB-	-	3.10%	-	Zpezzfcf	3aFt	-	635	3wYf+607	-	30.00000
A	YCH	3.000	2.70	Dzz	CCC	-	-	-	Rzsphuum	3bNm	-	45	3jGv+45	-	541.00000
A	NPW	52.500	33.60	X3	H-	-	4.70%	-	Rfthktkk	3dGo	-	910	3tGj+858	-	73.20000
C-V	QLU	675.600	1.00	Hhh	BBB	-	86.00%	-	Hxfvxzca	3tWk	-	102	3mQg+102	-	637.00000

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Tranche Comments

A: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144M/Ect S; C-V: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144J/Hqm I; H-P: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144W/Oqx L; A: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144H/Iug U; O: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144Y/Lyc C; H: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144L/Gfc U; O: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144W/Acn I; A: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144V/Dsq J;

Deal Comments

Fzuzx. Zun Rfzz Jzgxudm 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 19, 2002

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	TWT	8.000	-	Fmm	MMM	-	-	-	Nzpjkckp	3hDz	-	27	3nJb+27	-	428.00000
V	FCG	52.400	-	Zr3	VV-	-	3.10%	-	-	-	-	-	-	-	Retained
B	HVF	25.000	-	Gbb3	SSS	-	72.90%	-	Qdhvhowa	3sBv	-	330	3iMk+330	-	472.00000
L	TMS	44.000	-	Fj2	XX	-	80.00%	-	Wwppsluo	3jYa	-	130	3vUa+130	-	561.00000
A	ONN	37.000	-	T2	G	-	17.50%	-	Irsoxicl	3sRg	-	205	3tIm+205	-	460.00000
C	WWH	198.000	-	Gjj	NNN	-	19.00%	-	Kwkfwhnd	3iPn	-	82	3aMq+82	-	238.00000
V	LPF	56.900	-	O3	I-	-	7.90%	-	-	-	-	-	-	-	Retained
Mfj	KDD	85.430	-	UE	UK	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

E: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144A/Fqe A; C: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144C/Aiz Q; L: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144L/Lvv L; A: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144X/Xrd H; B: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144E/Lkz Y; V: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144F/Fhh P; V: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144J/Ptm N; Mfj: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144L/Xtm H;

Deal Comments

Lfs Nvnn Cumafhp 1.00

Risk Retention

YM - Ahycwhqsqy/Mychcqqshy

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 16, 1993

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-1	NMX	39.100	5.70	-	FF	WW	92.40%	-	Ybcyllfz	3eWv	-	230	3iTh+230	-	232.00000
V	IJM	87.000	6.30	-	BBB	VVV-	80.00%	-	Lhnpuven	3nZk	-	410	3iRx+410	-	708.00000
V	PVV	25.400	1.10	-	EE	FF-	71.00%	-	-	-	-	-	-	-	Retained
Pvd	QOV	20.200	-	-	VU	HE	-	-	-	-	-	-	-	-	-
C	VEE	1.800	9.20	-	F-	F-	39.10%	-	-	-	-	-	-	-	Retained
I	FNS	75.000	8.10	-	G	F	41.90%	-	Pfkztylh	3lHa	-	280	3qVe+280	-	914.00000
Q-2	ZMW	85.000	8.50	-	LL	AA	62.50%	-	Djphk	-	-	-	2.60%	2.600%	367.00000
E	BAH	906.000	4.50	-	TTT	EEE	39.40%	-	Qzdeymiw	3pNg	-	155	3lJt+155	-	201.00000

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Tranche Comments

E: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144Q/Yia W; X-1: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144U/Ooy H; Q-2: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144E/Woi B; I: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144L/Urs B; V: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144L/Jlu J; V: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144W/Akg O; C: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144Z/Khj I; Pvd: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144O/Yov O;

Deal Comments

Wqz-Fwyy Hkqlqki 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 7, 1996

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Pxg	JFJ	46.980	-	AZ	GF	-	-	-	-	-	-	-	-	-	-
D-2	BVI	6.000	-	Hv2	II	-	-	-	Rvzpo	-	-	-	2.450%	2.450%	884.00000
E	YZQ	21.000	-	Xb3	JJ-	-	-	-	Lkyahrqt	3iYy	-	665	3nGg+591	-	61.00000
Q	TYE	9.200	-	Cbb	OOO	-	-	-	Mferbilv	3pCv	-	45	3yLy+45	-	540.00000
Q	SHV	369.000	-	Gnn	QQQ	-	-	-	Jvwertlr	3jZd	-	112	3gEf+112	-	567.00000
L-1	IUZ	78.000	-	Jt2	II	-	-	-	Gjwbsvkd	3zBi	-	190	3mSr+190	-	611.00000
G	MNG	74.900	-	X3	X-	-	-	-	Gjfvvkzv	3fNx	-	925	3bAo+832	-	85.00000
R	SLS	33.000	-	X2	L	-	-	-	Iwsuxaif	3vZg	-	260	3hXd+260	-	444.00000
M	OJM	54.000	-	Hzz3	JJJ-	-	-	-	Dxerxyqe	3nCu	-	390	3pNk+390	-	648.00000

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Tranche Comments

Q: First Pay: 2020-01-20; Redemption: 2021-07-20; Q: First Pay: 2020-01-20; Redemption: 2021-07-20; L-1: First Pay: 2020-01-20; Redemption: 2021-07-20; D-2: First Pay: 2020-01-20; Redemption: 2021-07-20; R: First Pay: 2020-01-20; Redemption: 2021-07-20; M: First Pay: 2020-01-20; Redemption: 2021-07-20; E: First Pay: 2020-01-20; Redemption: 2021-07-20; G: First Pay: 2020-01-20; Redemption: 2021-07-20; Pxg: First Pay: 2020-01-20; Redemption: 2021-07-20;

Deal Comments

Hmi-Uqpp Shfvmis 2.00

Risk Retention

Pdplpzkkld/Pqmpkl

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 5, 2018

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	VVE	96.000	-	Mdd3	-	NNN-	55.40%	-	-	-	-	-	-	-	Retained
N-1N	GTN	59.000	-	Ol2	-	AA	64.80%	-	Xjeajkxr	3hPm	-	207	3yCa+207	-	504.00000
X-1R	DGW	15.000	-	L2	-	Z	48.30%	-	Llxfavxc	3rHx	-	277	3wJw+277	-	109.00000
S	NEX	8.000	-	Pnn	-	NNN	-	-	Fbrbhbdq	3yRi	-	50	3kGt+50	-	991.00000
Q-1B	CUB	21.500	-	G2	-	L	99.70%	-	Dkvsuurr	3bEm	-	245	3bHx+245	-	195.00000
J	GGM	9.100	-	F2	-	PP-	2.60%	-	Hseazfav	3oBh	-	850	3fKy+745	-	54.50000
S	FGU	627.000	-	Pnn	-	HHH	92.00%	-	Kdnxzijn	3cNq	-	96	3yBl+96	-	338.00000
O-1O	DAW	89.100	-	Fi2	-	NN	98.70%	-	Arpavyym	3wZm	-	175	3dUe+175	-	911.00000
U-2	TNW	76.000	-	Rp2	-	PP	86.60%	-	Ojyuo	-	-	-	2.600%	-	686.00000
M	WPV	47.200	-	Ho2	-	UU-	28.50%	-	Ylyepthq	3mCt	-	580	3gNg+527	-	52.20000
Prq	CYS	97.150	-	GR	-	LT	-	-	-	-	-	-	-	-	-

More Details

Tranche Comments

S: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144U/Nnx J; S: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144J/Tpm G; O-1O: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144J/Tpc Q; N-1N: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144X/Ahn Y; U-2: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144H/Epg R; Q-1B: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144W/Dyw D; X-1R: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144K/Cdt O; D: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144O/Nwa R; M: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144C/Dav U; J: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144A/Tug L; Prq: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144K/Dxc Z;

Deal Comments

Ikh-Xjtt Bnyukgd 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 19, 1996

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-2	MLY	89.000	-	Qgg	-	RRR	-	-	Tyzeq	-	-	-	1.370%	1.370%	828.00000
J-1J	VAD	17.000	-	Pz2	-	QQ	-	-	Icodeplu	3zKp	-	127	3cBx+127	-	179.00000
U-1U	WQY	17.000	-	S2	-	Y	-	-	Jcvqvpwo	3eZo	-	155	3sFc+155	-	619.00000
Q	ONR	66.000	-	Att2	-	III-	-	-	Txuqtzjw	3cSu	-	235	3mPy+235	-	536.00000
C-1F	ACC	98.000	-	Buu	-	MMM	-	-	Bdxcpvrb	3eYg	-	95	3mUw+95	-	519.00000
U	LJZ	55.400	-	Bv2	-	CC-	-	-	Fhbhevkb	3qSx	-	500	3sPf+473	-	91.00000
C-1Z	SAE	34.400	-	H2	-	A	-	-	Zbwoukxk	3sJd	-	177	3mXq+177	-	557.00000
R	AKL	5.000	-	Jkk	-	GGG	-	-	Rvfdyokl	3oCv	-	30	3fZy+30	-	907.00000
K-1K	VXT	202.000	-	Ill	-	TTT	-	-	Pbzcvijt	3jKj	-	73	3iDi+73	-	375.00000
W-1J	QCJ	57.000	-	Mt2	-	DD	-	-	Wffjcfvw	3vEq	-	105	3qXt+105	-	289.00000
B	OHE	84.000	-	A2	-	O-	-	-	Bjdadnon	3zWe	-	690	3wQf+644	-	39.35000
Crq	TJR	23.190	-	JD	-	PJ	-	-	-	-	-	-	-	-	113.00000