| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 4.800 | 1.56 | Aaa | - | - | - | - | - | - | Floating | SOFR | - | 100 | SOFR+100 | - | 100.00000 |
| A | USD | 369.000 | 6.87 | Aaa | - | AAA | - | - | 38.50% | - | Floating | SOFR | - | 143 | SOFR+143 | - | 100.00000 |
| A-J | USD | 21.000 | 8.69 | Aaa | - | - | - | - | 35.00% | - | Floating | SOFR | - | 170 | SOFR+170 | - | 100.00000 |
| B | USD | 66.000 | 8.91 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 195 | SOFR+195 | - | 100.00000 |
| C | USD | 36.000 | 9.19 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 240 | SOFR+240 | - | 100.00000 |
| D | USD | 36.000 | 9.44 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 350 | SOFR+350 | - | 100.00000 |
| E | USD | 24.000 | 9.62 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 740 | SOFR+725 | - | 99.04631 |
| F | USD | 12.000 | 9.86 | B3 | - | - | - | - | 6.00% | - | - | - | - | - | - | - | Retained |
| Equity | USD | 30.510 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4.94
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | GoldenTree Loan Management US CLO 12: Triple A clause creates restrictive limits | Scorecard | Dealscribe | Jul 20, 2022
|