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
K-1	YYQ	554.000	2.00	-	PPP	SSS	19.00%	-	Csrlxzdl	3xCe	-	145	3hRd+145	-	746.00000
Xmz	KMR	69.300	-	-	SR	KS	-	-	-	-	-	-	-	-	Retained
Y	SSI	71.000	7.50	-	BB	YY	74.70%	-	Zmkvhbox	3dRn	-	210	3gSr+210	-	434.00000
P	QYN	5.000	8.80	-	YYY	EEE	-	-	Kmfbycnj	3sJz	-	50	3gHp+50	-	919.00000
X	AWY	33.000	22.10	-	P-	H-	4.57%	-	-	-	-	-	-	-	-
U-2	NCQ	7.000	2.70	-	UUU	LLL	72.30%	-	Zbpydxzh	3oRp	-	165	3jLj+165	-	217.00000
U	HVE	34.800	6.90	-	AAA-	ZZZ-	68.00%	-	Dxxudrif	3jTj	-	370	3cOc+370	-	362.00000
F	JXG	42.000	87.00	-	JJ-	MM-	5.30%	-	Xdqakjqm	3pUb	-	685	3dEh+669	-	21.00000
X	PUZ	51.600	1.70	-	A	L	67.10%	-	Mjzxslwc	3oAg	-	255	3gAn+255	-	630.00000

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Tranche Comments

P: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144K/Zzq J; K-1: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144P/Fhd I; U-2: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144B/Ytm V; Y: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144G/Kst Q; X: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144F/Vvg P; U: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144E/Pji T; F: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144J/Fyi C; X: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144Q/Jod G; Xmz: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144X/Czu M;

Deal Comments

Ghm Wwgg Qthnhcz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 16, 2007

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	LUK	24.100	2.50	-	AAA	LLL-	69.47%	-	-	-	-	-	-	-	Retained
V-1	XJB	25.000	2.60	-	BB	GG	75.50%	-	Sqbkmfjb	3gLp	-	260	3oFr+260	-	308.00000
X	LLR	59.800	8.00	-	O	T	64.62%	-	Apljsisr	3gMh	-	365	3iUu+365	-	939.00000
R	LOT	99.300	6.30	-	OO-	QQ-	39.40%	-	-	-	-	-	-	-	Retained
X	ETC	13.900	2.70	-	S-	C-	4.60%	-	-	-	-	-	-	-	Retained
Hojuzp	NJD	23.500	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B	SUN	2.000	3.20	-	SSS	RRR	-	-	Ujhvuzdh	3nTo	-	68	3hTf+68	-	743.00000
W	XWM	689.000	5.20	-	SSS	JJJ	78.00%	-	Kykjtcsg	3iFv	-	185	3tRr+185	-	740.00000
O-2	IOW	7.000	4.60	-	AA	UU	11.50%	-	Htccg	YTU	-	-	6.20%	6.200%	141.00000

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Tranche Comments

B: First Pay: 2023-07-20; Redemption: 2024-07-20; W: First Pay: 2023-07-20; Redemption: 2024-07-20; V-1: First Pay: 2023-07-20; Redemption: 2024-07-20; O-2: First Pay: 2023-07-20; Redemption: 2024-07-20; X: First Pay: 2023-07-20; Redemption: 2024-07-20; G: First Pay: 2023-07-20; Redemption: 2024-07-20; R: First Pay: 2023-07-20; Redemption: 2024-07-20; X: First Pay: 2023-07-20; Redemption: 2024-07-20; Hojuzp: First Pay: 2023-07-20; Redemption: 2024-07-20;

Deal Comments

Kkt Nxpp Bttokni 1.00

Risk Retention

PZs Tqxweqzyjs

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 24, 2023

WAL Test Period (YRS)

1.6

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K1	QWF	22.000	1.50	Ee2	EE	-	38.11%	-	Jdwovxaz	3yXo	-	170	3mGd+170	-	386.00000
A	CDQ	85.000	2.20	Ikk3	OOO-	-	75.85%	-	Absbowfx	3fVc	-	340	3lSx+340	-	766.00000
Y	LWU	26.000	2.40	Q2	Z	-	46.97%	-	Geuedfsz	3oBc	-	230	3dPy+230	-	336.00000
A2	JFO	7.000	6.10	Oa2	SS	-	95.21%	-	Hsrmj	-	-	-	2.00%	2.000%	311.00000
U	CDL	118.000	9.10	Ezz	WWW	-	90.70%	-	Zdhqswtc	3bKx	-	90	3bUx+90	-	728.00000

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Tranche Comments

U: Redemption: 2023-06-10; Registration: 144V/Nze Q; K1: Redemption: 2023-06-10; Registration: 144T/Wxe U; A2: Redemption: 2023-06-10; Registration: 144L/Jpl B; Y: Redemption: 2023-06-10; Registration: 144I/Eqh W; A: Redemption: 2023-06-10; Registration: 144I/Tnq N;

Deal Comments

Gwztxjxntxm. Oex Tjxx Jwytegu 1.75

Reinvestment Period (YRS)

6.82

Reinvestment Period End Date

May 8, 1996

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	FJN	26.800	4.80	Yaa3	TTT-	-	15.20%	-	Zbraruak	3jUl	-	315	3fTy+315	-	287.00000
Q-X	CER	410.500	8.00	Vkk	WWW	-	76.00%	-	Orbzsbeu	3hDj	-	102	3xYw+102	-	766.00000
T	SUV	67.000	3.20	Co2	II	-	92.90%	-	Myskfcxx	3mSx	-	170	3iTo+170	-	741.00000
R	AHO	79.200	8.40	F2	J	-	61.70%	-	Tfzvkbcd	3yJm	-	215	3eNo+215	-	912.00000
L	EZN	23.900	2.40	Li3	ZZ-	-	2.10%	-	Vuaearxo	3sNl	-	635	3vUh+607	-	48.00000
P	FMB	53.900	93.70	N3	L-	-	2.70%	-	Rzdvyues	3xPu	-	910	3mCb+858	-	87.60000
K-O	VWJ	65.000	4.00	Mll	GGG	-	11.00%	-	Kljlwrse	3cBg	-	102	3sMi+102	-	174.00000
B	BHW	4.000	6.20	Uhh	HHH	-	-	-	Hezqazjd	3gGq	-	45	3qPl+45	-	944.00000

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Tranche Comments

B: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144F/Imj I; Q-X: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144W/Vzi V; K-O: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144J/Vyr U; T: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144V/Ejs H; R: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144L/Ode D; F: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144I/Kiy T; L: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144X/Etz M; P: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144Y/Bqc B;

Deal Comments

Gmbmp. Qme Wsxx Pmccmdt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 15, 1998

Reset

Yes

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	HKA	60.600	-	W3	A-	-	5.10%	-	-	-	-	-	-	-	Retained
E	WQA	1.000	-	Puu	BBB	-	-	-	Erhedtwf	3lHa	-	27	3nBg+27	-	614.00000
N	PMD	32.000	-	L2	K	-	12.90%	-	Ivuyaaxo	3fLz	-	205	3bOc+205	-	970.00000
A	DPQ	87.000	-	Vuu3	GGG	-	89.10%	-	Rmubzlmh	3gUc	-	330	3tTz+330	-	319.00000
E	HKR	37.000	-	Cx2	SS	-	60.00%	-	Mlffucif	3qRo	-	130	3bGs+130	-	385.00000
D	AMZ	28.300	-	Ic3	GG-	-	7.10%	-	-	-	-	-	-	-	Retained
Tqt	SJE	46.803	-	NI	BB	-	-	-	-	-	-	-	-	-	Retained
H	TAA	270.000	-	Syy	QQQ	-	83.00%	-	Idqbqsqv	3mCv	-	82	3vFt+82	-	262.00000

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Tranche Comments

E: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144O/Etj P; H: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144B/Gjn Q; E: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144X/Eov L; N: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144Y/Bst Q; A: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144V/Jzj L; D: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144Z/Hnp O; P: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144X/Ity K; Tqt: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144W/Wpg C;

Deal Comments

Xmx Xbyy Vwjzmls 1.00

Risk Retention

ET - Ffprhfksai/Nprkrkasfp

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 29, 2014

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Ocl	GLJ	84.700	-	-	BP	DB	-	-	-	-	-	-	-	-	-
O	OKP	837.000	4.20	-	LLL	NNN	40.50%	-	Pvummbrc	3wYb	-	155	3vRj+155	-	744.00000
G-1	KSK	57.700	4.70	-	AA	XX	52.70%	-	Ohvvbkot	3aVo	-	230	3aCt+230	-	197.00000
M	PPB	28.000	4.40	-	R	V	63.60%	-	Dbxjwipc	3vVw	-	280	3kLm+280	-	918.00000
M	PXQ	37.700	6.40	-	HH	ZZ-	66.00%	-	-	-	-	-	-	-	Retained
O-2	ZZT	34.000	5.50	-	CC	HH	62.40%	-	Nvswz	-	-	-	2.60%	2.600%	808.00000
Z	WPK	79.000	1.30	-	UUU	ZZZ-	67.00%	-	Lrwdlisl	3xPf	-	410	3fFi+410	-	421.00000
H	ICD	6.400	7.90	-	V-	U-	66.90%	-	-	-	-	-	-	-	Retained

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Tranche Comments

O: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144Y/Amz S; G-1: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144Q/Wjv E; O-2: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144L/Ned T; M: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144J/Mfm T; Z: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144Z/Aiv N; M: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144I/Kyw A; H: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144X/Yax D; Ocl: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144A/Liq C;

Deal Comments

Vqc-Hgll Mtpsqqi 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 12, 1991

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Mdo	KEJ	55.810	-	LG	EM	-	-	-	-	-	-	-	-	-	-
I	VTX	91.000	-	O2	R	-	-	-	Wsfkbvik	3jJi	-	260	3pFj+260	-	505.00000
U	GGT	89.000	-	Vaa3	VVV-	-	-	-	Pzvfschm	3cJd	-	390	3xSt+390	-	252.00000
Q	ZPH	681.000	-	Qvv	SSS	-	-	-	Xlqlcwhs	3iYg	-	112	3qPh+112	-	639.00000
W-1	OMQ	22.000	-	Gn2	MM	-	-	-	Bhxvttnw	3zUf	-	190	3bQs+190	-	363.00000
G	BMP	53.000	-	Bm3	WW-	-	-	-	Bvxspfxu	3pXl	-	665	3lSs+591	-	23.00000
I	TYF	79.500	-	J3	S-	-	-	-	Pqlejoce	3bEt	-	925	3hRe+832	-	93.00000
Y-2	QHL	1.000	-	He2	WW	-	-	-	Vcsoq	-	-	-	2.450%	2.450%	588.00000
H	FEZ	8.300	-	Nff	FFF	-	-	-	Oyrqhcad	3tIn	-	45	3wCp+45	-	980.00000

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Tranche Comments

H: First Pay: 2020-01-20; Redemption: 2021-07-20; Q: First Pay: 2020-01-20; Redemption: 2021-07-20; W-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; U: First Pay: 2020-01-20; Redemption: 2021-07-20; G: First Pay: 2020-01-20; Redemption: 2021-07-20; I: First Pay: 2020-01-20; Redemption: 2021-07-20; Mdo: First Pay: 2020-01-20; Redemption: 2021-07-20;

Deal Comments

Wnt-Kwnn Rcafncm 2.00

Risk Retention

Omhlhksblm/Zdbhbp

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 8, 2014

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	VUO	548.000	-	Ghh	-	NNN	66.00%	-	Lrhwfhbt	3dNb	-	96	3dZr+96	-	290.00000
P-2	MNZ	96.000	-	Po2	-	DD	65.80%	-	Sscxp	-	-	-	2.600%	-	542.00000
Z-1M	LYD	73.300	-	O2	-	S	21.20%	-	Mosypfyo	3hUg	-	245	3fMo+245	-	875.00000
S	KVW	2.300	-	V2	-	YY-	5.20%	-	Spzwyqzw	3pMz	-	850	3zEa+745	-	73.30000
K-1W	GDX	42.600	-	Vw2	-	QQ	69.60%	-	Edezxkrq	3sKb	-	175	3eAr+175	-	352.00000
S	SDB	25.700	-	Ov2	-	GG-	43.60%	-	Wzsbdzrk	3sFc	-	580	3gIn+527	-	38.90000
U	OMP	8.000	-	Syy	-	MMM	-	-	Frrdaitd	3gLs	-	50	3mVq+50	-	919.00000
E-1X	GQL	21.000	-	X2	-	E	89.10%	-	Quhjpjoc	3gYa	-	277	3kTx+277	-	814.00000
Z	MZX	22.000	-	Cgg3	-	AAA-	23.70%	-	-	-	-	-	-	-	Retained
Q-1Q	ALV	44.000	-	Cr2	-	TT	60.40%	-	Wcymsjld	3yGd	-	207	3xAo+207	-	356.00000
Xmv	OIR	68.700	-	IT	-	AX	-	-	-	-	-	-	-	-	-

More Details

Tranche Comments

U: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144D/Keb W; X: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144G/Oiz S; K-1W: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144I/Tod B; Q-1Q: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144M/Dlv G; P-2: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144C/Wok P; Z-1M: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144P/Jvc D; E-1X: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144B/Cok C; Z: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144P/Qox I; S: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144Y/Ify K; S: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144H/Qua I; Xmv: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144K/Fmf O;

Deal Comments

Vno-Gtzz Ovnwnme 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 23, 2004

GoldenTree Asset Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	DMB	7.000	-	Jdd	-	YYY	-	-	Pkkfqfxy	3bCe	-	30	3hLt+30	-	117.00000
K-1K	EHE	47.000	-	Jt2	-	VV	-	-	Bvhyxlsn	3bKl	-	127	3bNa+127	-	794.00000
X	HYG	21.100	-	Vv2	-	NN-	-	-	Lbwzlaab	3bJr	-	500	3pJu+473	-	74.00000
Z-2	KMF	69.000	-	Daa	-	DDD	-	-	Zbsns	-	-	-	1.370%	1.370%	444.00000
E-1V	GYN	38.000	-	We2	-	AA	-	-	Rjdfmulz	3sXx	-	105	3xHf+105	-	363.00000
W-1J	OMF	97.400	-	L2	-	M	-	-	Ipuphjdc	3qAd	-	177	3yVy+177	-	479.00000
B-1B	ZOW	965.000	-	Eaa	-	NNN	-	-	Axdzspij	3mUh	-	73	3wRn+73	-	127.00000
F-1B	PNV	47.000	-	C2	-	A	-	-	Lxooybyl	3yXn	-	155	3wAo+155	-	657.00000
R	EGT	51.000	-	Vcc2	-	III-	-	-	Wpulbxha	3cAv	-	235	3mAk+235	-	758.00000
C-1X	EKN	58.000	-	Yuu	-	BBB	-	-	Wcowuyvv	3wDv	-	95	3mYo+95	-	157.00000
U	QXG	15.000	-	F2	-	V-	-	-	Xszmyvab	3hEp	-	690	3yAb+644	-	80.10000
Jkt	QTY	82.640	-	IK	-	OG	-	-	-	-	-	-	-	-	685.00000