GoldenTree Loan Management US CLO (GLM) 12

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XUSD4.8001.56Aaa------FloatingSOFR-100SOFR+100-100.00000
AUSD369.0006.87Aaa-AAA--38.50%-FloatingSOFR-143SOFR+143-100.00000
A-JUSD21.0008.69Aaa----35.00%-FloatingSOFR-170SOFR+170-100.00000
BUSD66.0008.91--AA--24.00%-FloatingSOFR-195SOFR+195-100.00000
CUSD36.0009.19--A--18.00%-FloatingSOFR-240SOFR+240-100.00000
DUSD36.0009.44--BBB---12.00%-FloatingSOFR-350SOFR+350-100.00000
EUSD24.0009.62--BB---8.00%-FloatingSOFR-740SOFR+725-99.04631
FUSD12.0009.86B3----6.00%-------Retained
EquityUSD30.510-NR-NR----------Retained
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4.94
Research
AllReportsSurveillanceOther
SectorNameTypePublisherDate
CLOS
GoldenTree Loan Management US CLO 12: Triple A clause creates restrictive limitsScorecardDealscribe
Jul 20, 2022
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