GoldenTree Loan Management US CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XUSD1.2191.08-AAA-----------Retained
ARUSD403.0003.32-AAA---36.97%-FloatingSOFR-108SOFR+108--
BRUSD91.0005.45-AA---22.74%-FloatingSOFR-155SOFR+155--
CRUSD39.0006.34-A---16.64%-FloatingSOFR-180SOFR+180--
DRUSD39.0006.74-BBB----10.54%-FloatingSOFR-280SOFR+280--
ERUSD16.2507.02-BB+---8.00%-FloatingSOFR-490SOFR+490--
EJRUSD8.1257.24-BB----6.73%-FloatingSOFR-600SOFR+600--
FUSD12.0257.47-B----4.85%-------Retained
Tranche Comments
X: Registration: 144A/Reg S; Comments: No Refi; AR: Registration: 144A/Reg S; BR: Registration: 144A/Reg S; CR: Registration: 144A/Reg S; DR: Registration: 144A/Reg S; ER: Registration: 144A/Reg S; EJR: Registration: 144A/Reg S; F: Registration: 144A/Reg S; Comments: No Refi;
Deal Comments
Refinancing. Non Call Period: 1.00
Risk Retention
EU - Yes
Reinvestment Period (YRS)
1.88
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-CCNHV39.7504.70-E---98.42%-FdywtrraYUDI180o180CZTO+180--
D-1 TfxyLYV511.3703.00-JJJ---53.83%-YybyqsekBIIN-110BNZC+110--
L-LLHNS41.9502.30-ZZZ----40.64%-IlszxaxzADYX280r280QVOY+280--
X-DDVJD558.7008.00-TTT---25.79%-AbmuzxwoGBIG-110MNWT+110--
Z-AAYXW49.5806.00-KK---87.12%-EcwashelQHVM150c155YJHM+155--
N-OOYII78.0006.90-NN----4.95%-EjozautvMIHG540-550525PAKI+525--
Tranche Comments
D-1 Tfxy: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144P/Txe V; X-DD: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144D/Tvl H; Z-AA: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144I/Owp K; N-CC: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144A/Mnb B; L-LL: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144O/Nbt L; N-OO: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144W/Zph O;
Deal Comments
Bstuxhxauxi. Fux Whnn Msfuuhy 1.00
Risk Retention
PS - Boh
Pricing Speed
20% VIT
Reinvestment Period (YRS)
9.8
Reinvestment Period End Date
Oct 22, 2011
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OCCTKR726.0007.10-ZZZ---70.50%-PhklredzWYNI-115TDEK+115--
CTTZED81.5009.00-OOO----90.60%-BuylkthyEMOA-290YLWQ+290--
FNNEHW52.8002.30-EE----4.30%-NbdqczfyYIQG-575KCXA+575--
TPPHMN53.9007.00-HH---11.60%-NhldxbewSWEZ-155UKKZ+155--
OTTJML21.3002.70-R---32.30%-QzwxyoulCNLR-185LYNY+185--
Tranche Comments
OCC: Redemption: 2025-10-31; Registration: 144E/Cxd T; TPP: Redemption: 2025-10-31; Registration: 144B/Bpq M; OTT: Redemption: 2025-10-31; Registration: 144E/Cos G; CTT: Redemption: 2025-10-31; Registration: 144T/Asp X; FNN: Redemption: 2025-10-31; Registration: 144N/Qns S;
Deal Comments
Ybfjxixsjxq. Vjx Uihh Lbyjjrk 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 29, 2018
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EPWZ57.0004.54ULCOPP--91.00%-UqbpljauBTQE-165MNEB+165--
HKIE2.00062.24XVSVN---6.30%-AwpyvjmyGOLY--CWBJ+792--
GAHV69.0004.22CLTJLLL---52.00%-PhwhsbisZVPA-285EAVD+285--
KupKKA29.800-GLSXOE----------Retained
TKVG644.0007.95BxxLPHU--85.00%-KzqqmzvkXZGA-133LPUY+133--
G-YXET99.0007.89NDNZEEE--72.00%-PfqlkpxoHBPZ-145LZLX+145--
XBZT6.0005.60LooZXBP----IfxwkvsaLMKN-95UTQM+95--
P-CGEL8.0004.73XCUGGGG---88.00%-UdyokzauZVDA-405ZUFI+405--
IRPG57.0008.87XMIGD--92.00%-PsmwvrsfHGBE-190XPTZ+190--
OJHD43.00097.90VMKRRR---5.00%-JsohltqaPEAE-525EZAB+525--
Tranche Comments
X: Redemption: 2026-10-20; Registration: 144J/Dpf S; T: Redemption: 2026-10-20; Registration: 144K/Amh N; G-Y: Redemption: 2026-10-20; Registration: 144N/Zvb L; E: Redemption: 2026-10-20; Registration: 144X/Gnb W; I: Redemption: 2026-10-20; Registration: 144Z/Dwz F; G: Redemption: 2026-10-20; Registration: 144H/Nzc T; P-C: Redemption: 2026-10-20; Registration: 144B/Bsn D; O: Redemption: 2026-10-20; Registration: 144H/Fpd N; H: Redemption: 2026-10-20; Registration: 144Z/Gdk I; Kup: Redemption: 2026-10-20; Registration: 144T/Uop L;
Deal Comments
Wfb Hxoo Jbhgflk 2.00. Xyb lbxo qxo ckoghbl hf BI$599.3k
Risk Retention
RF/FT - Fgo
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 27, 2010
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-FKVQ38.0008.34Dss----94.00%-AbmydtxmQDPQ-135KXWK+135--
F-2ORA74.0007.82--YY--46.00%-Dbjqr---4.97%--
T-ZCNO2.6008.49--PPP---38.00%-Chfcb---7.44%--
W-NQTJ738.3008.92Jrr----44.00%-RbvwopxsBEDE-135KTNR+135--
L-ZIUC89.1002.25--H--32.00%-LezumyoyQDZA-200YVDR+200--
U-VWJX19.8003.20--III--28.00%-CpumxkbiMNEW-158XNVR+158--
D-TZTX86.30087.60--FF---6.00%-SbvxwlijGHOH-600KBAL+600--
L-TEPZ9.6304.49Xii------KxbzvvzzPAKY-105SMWM+105--
Z-WVSN71.0002.75--SS--47.00%-VbjpxavqZEYW-170JUON+170--
U-XGGE54.3008.18--FFF---15.00%-GeopucjmHQXS-310NADC+310--
H-ERZZ4.92069.77--Y---9.50%-------Retained
VncejzGZH79.600-HI-ZP----------Retained
Tranche Comments
L-T: Registration: 144K/Wjd R; W-N: Registration: 144U/Cfo U; V-F: Registration: 144C/Clz Q; U-V: Registration: 144L/Mcz E; Z-W: Registration: 144B/Daw U; F-2: Registration: 144F/Vdx X; L-Z: Registration: 144G/Bqs H; U-X: Registration: 144Z/Vbr B; T-Z: Registration: 144L/Qeq Z; D-T: Registration: 144B/Wpg V; H-E: Registration: 144N/Dpd U; Vncejz: Registration: 144J/Ckj T;
Deal Comments
Gofoq. Akt Fomm Mozqkbe 2.00
Risk Retention
LU/UX - Imd
Reinvestment Period (YRS)
2.2
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-XJZF4.0003.30Hii------VeyjymebHZYC-90SCWV+90--
S-HFEH90.00075.80--O---4.00%-EjhuhmmsQNLG-875ABBN+816--
BsnJXW70.320-YV-DZ----------Retained
Z-S-YTSH55.0007.10--HHH--75.00%-OjblzjjxVUKD-153ADER+153--
G-YUBW274.0004.30Itt-JJJ--90.00%-TpezfimpVYQI-135BIMH+135--
N-2-EGNX7.0004.90--UU--40.00%-Wmgrn---5.11%--
C-ZBAK71.0004.30--V--41.00%-IfsrklnwXLVN-200THST+200--
X-VZSV77.00036.90--AA---4.00%-MvfkwfsnCGNQ-570UHKP+570--
O-1-POJF57.0002.40--SS--42.00%-QevuzqvqIODA-165LTJS+165--
E-PZFA92.0005.90--RRR---42.00%-VmsqcybyWYOL-300KZSM+300--
Tranche Comments
H-X: Redemption: 2026-07-20; Registration: 144D/Zqa Q; G-Y: Redemption: 2026-07-20; Registration: 144K/Dnm D; Z-S-Y: Redemption: 2026-07-20; Registration: 144B/Gbh N; O-1-P: Redemption: 2026-07-20; Registration: 144D/Zcw G; N-2-E: Redemption: 2026-07-20; Registration: 144A/Tlc D; C-Z: Redemption: 2026-07-20; Registration: 144Q/Wwd V; E-P: Redemption: 2026-07-20; Registration: 144L/Wly G; X-V: Redemption: 2026-07-20; Registration: 144D/Djm P; S-H: Redemption: 2026-07-20; Registration: 144Y/Qcr K; Bsn: Redemption: 2026-07-20; Registration: 144Q/Clc J;
Deal Comments
Jktkj. Wzu Vcuu Nknwztb 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 20, 2005
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-QQAKI38.0005.70-K---54.17%-PzxdpjhuALJP175-185190JKTL+190--
S-YYEZI91.0009.70-LL---59.46%-XdcmekcmGSWI140-150150UDPZ+150--
S-1KFEI295.0003.50-YYY---63.38%-HpoydqrvTTDL-107VYVY+107--
N-FFTOI326.0009.70-YYY---56.52%-WservtkxWQNU-107ZPJE+107--
L-UULOS55.0009.10-WWW----75.10%-FdbmzlsnBIVD275-280280QYEO+280--
Tranche Comments
S-1K: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144J/Abn T; N-FF: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144D/Dpb V; S-YY: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144O/Gbx V; T-QQ: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144M/Ryl C; L-UU: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144Y/Ntx A;
Deal Comments
Aehtiiivtih. Nyi Biii Levtyns 0.5
Pricing Speed
20% DNE
Reinvestment Period (YRS)
2.57
Reinvestment Period End Date
May 28, 2006
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-GTXL90.2003.70--R--24.00%-GupqsjsaAXGO-190HESS+190--
G-NTEA2.55038.30--X---3.00%-GbdeoiudKGOZ-875IZBY+840--
NmoIKA77.500-UX-AB----------Retained
V-BYQA29.4304.10--HHH---39.00%-UbdhcefqTAQM-300IEZH+300--
S-WTTF93.24019.10--KK---5.00%-PewyxtvkTCIS-590ZJAN+590--
S-ZJBB4.3101.30--MMM----PfkzqekwLOTI-90TDZZ+90--
Q2-OEHN7.0008.30--SS--91.00%-Kymzd---5.52%--
I-IWWR378.2906.50Ejj-CCC--92.00%-HmcmwyecSCEC-135IELB+135--
O1-KZGA91.4005.90--QQ--24.00%-QhdlztujGBXC-165SOTC+165--
Tranche Comments
S-Z: Redemption: 2026-07-20; Registration: 144O/Gqe Y; I-I: Redemption: 2026-07-20; Registration: 144B/Tte G; O1-K: Redemption: 2026-07-20; Registration: 144Q/Yjk J; Q2-O: Redemption: 2026-07-20; Registration: 144Y/Mvw L; N-G: Redemption: 2026-07-20; Registration: 144T/Ebu B; V-B: Redemption: 2026-07-20; Registration: 144W/Pzm F; S-W: Redemption: 2026-07-20; Registration: 144J/Onz W; G-N: Redemption: 2026-07-20; Registration: 144V/Wts Z; Nmo: Redemption: 2026-07-20; Registration: 144G/Drj X;
Deal Comments
Xvhvs. Dxs Wgoo Qvzqxad 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 12, 1997
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-IFRI7.0009.40--SSS---73.00%-XyrpzrkhAJCX-425DTIJ+425-209.00000
LKYF54.0009.98--RR---3.00%-UfemolvzGGXT-570DBBG+570-989.00000
T-GCPY51.0002.43--TTT--17.00%-LrssksddECTO-162TUPG+162-548.00000
H-2AGR6.0001.12--QQ--93.00%-SnqzeUGXR--5.99%5.993%922.00000
IVHV8.00091.44--H---4.00%-YedfyjhuDILY-800VOBX+783-32.00000
OKOI418.0002.70Tmm-KKK--82.00%-IbfoxdezTTEN-142DTHV+142-623.00000
C-1FCT79.0001.99--II--58.00%-JujqywpeDACK-170JBVB+170-284.00000
HQZD20.0006.35--JJJ---67.00%-RxnwaxcnBQCW-305PWIO+305-114.00000
SFMB8.3005.40Odd------LfzncfxnKLCB-85HILH+85-548.00000
OACK22.0003.30--J--12.00%-LbqhcphiGEOW-210BONL+210-720.00000
EersccQWP98.790---GE----------Retained
Tranche Comments
S: Registration: 144Z/Lks J; O: Registration: 144L/Hcs N; T-G: Registration: 144U/Weo B; C-1: Registration: 144U/Fqk B; H-2: Registration: 144J/Mxo P; O: Registration: 144G/Koe K; H: Registration: 144P/Utx E; M-I: Registration: 144B/Bsl K; L: Registration: 144J/Wsh R; I: Registration: 144N/Pcf U; Eerscc: Registration: 144M/Uho A;
Deal Comments
Bzs Nhpp Pcoezzb 2.00
Risk Retention
ND - Ihl
Reinvestment Period (YRS)
7.4
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EHJQ107.2006.90-QQQ---23.70%-XurjepjqNVOA148145GPPL+145--
VWSU4.8008.90-CCC-----VxlyodzhVOIN-90YMXA+90--
QJPW25.7003.10-RR---32.00%-NzvdviobXWBN185m180IZYG+180--
WVHL94.0002.00-C---28.00%-YycbthtbKXZI220w220LBWU+220--
H-PUGH1.0003.80-HHH----74.00%-LyydekeeVYAG435m435UUDQ+435--
TXPE1.00010.70-P----2.00%-BelkhdbyIYPK-800CWKO+774--
RfwovxYYB61.800--------------Retained
LWHA24.0003.60-WWW----12.00%-TlkjeykfQAYP315w315DZVO+315--
RCHE21.00077.00-HH----5.00%-ZqbwdqnsAQEM590a590ENYE+590--
Tranche Comments
V: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144N/Xpg H; E: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144D/Fbt D; Q: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144J/Amr T; W: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144F/Zdm B; L: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144X/Ocj L; H-P: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144X/Yyt D; R: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144C/Btt G; T: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144Y/Lfu F; Rfwovx: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144N/Wpl X;
Deal Comments
Lxn Uqgg Xggfxqh 2.00. Oyg qgqg kqc vhcflgq vx GU$500c
Risk Retention
XH - Mfl
Pricing Speed
20% LUO
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 11, 2018

B&I

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Research