| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 3.900 | - | - | AAA | - | - | - | - | - | Floating | 3mL | 80 | 80 | 3mL+80 | - | - |
| A | USD | 403.000 | - | - | AAA | - | - | - | - | - | Floating | 3mL | 113 | 113 | 3mL+113 | - | - |
| B | USD | 91.000 | - | - | AA | - | - | - | - | - | Floating | 3mL | 160 | 160 | 3mL+160 | - | - |
| C | USD | 39.000 | - | - | A | - | - | - | - | - | Floating | 3mL | 195 | 195 | 3mL+195 | - | - |
| D | USD | 39.000 | - | - | BBB- | - | - | - | - | - | Floating | 3mL | 300 | 300 | 3mL+300 | - | - |
| E | USD | 16.250 | - | - | BB+ | - | - | - | - | - | Floating | 3mL | 535 | 535 | 3mL+535 | - | - |
| E-J | USD | 8.125 | - | - | BB- | - | - | - | - | - | Floating | 3mL | 775 | 775 | 3mL+775 | - | - |
| F | USD | 12.025 | - | - | B- | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Sub | USD | 39.000 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144A/Reg S;
A: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144A/Reg S;
B: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144A/Reg S;
C: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144A/Reg S;
D: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144A/Reg S;
E: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144A/Reg S;
E-J: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144A/Reg S;
F: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144A/Reg S;
Sub: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2026
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | GoldenTree Loan Management US CLO 11: Manager sticks to no value workout approach | Scorecard | Dealscribe | Feb 23, 2022
|