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
C-AARAG340.3009.00-YYY---31.72%-WymlrwayTMWQ-110AXUU+110--
U-FFRSK13.7902.70-YYY----91.59%-XwbzjlrkEUFE280l280GLGY+280--
S-NNHWC25.0004.10-RR----8.27%-RkwpaemoGPWT540-550525HOIG+525--
X-NNWOW34.3306.50-V---76.60%-CdsfwrjzWOMM180w180LVWS+180--
C-OOOMB94.2107.00-HH---10.76%-FzvrfconJKKK150v155KNHD+155--
X-1 PgikCXJ154.1003.00-RRR---99.34%-TkqvrwfzTIYS-110LILC+110--
Tranche Comments
X-1 Pgik: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144N/Zsu U; C-AA: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144P/Nzi A; C-OO: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144A/Rxg V; X-NN: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144L/Cdh P; U-FF: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144C/Xsd D; S-NN: First Pay: 2025-01-20; Redemption: 2025-11-19; Registration: 144H/Jht Q;
Deal Comments
Swbysfsxysw. Gps Hftt Owryplm 1.00
Risk Retention
IW - Pfs
Pricing Speed
20% JHM
Reinvestment Period (YRS)
8.2
Reinvestment Period End Date
Mar 16, 2010
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PSSKQX122.0007.80-EEE---95.10%-BfrxldhySAHZ-115UMTS+115--
UVVPUX15.3007.00-UU---17.40%-IhradusuAYWN-155EABM+155--
OGGGSX89.5005.00-LLL----14.60%-AeuerxeoGOPY-290TAHI+290--
HZZTCP81.2001.20-Y---74.60%-ImzkdrkoNQYR-185DTMQ+185--
UCCJZH38.2002.10-ZZ----6.40%-AdcuedjtDKYX-575WPDV+575--
Tranche Comments
PSS: Redemption: 2025-10-31; Registration: 144O/Ore N; UVV: Redemption: 2025-10-31; Registration: 144E/Jqo G; HZZ: Redemption: 2025-10-31; Registration: 144N/Cmt I; OGG: Redemption: 2025-10-31; Registration: 144Q/Rwu G; UCC: Redemption: 2025-10-31; Registration: 144I/Yco Q;
Deal Comments
Qwsevjvheva. Ruv Wjee Lwbeucp 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 16, 2006
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EwsERF36.400-ESUWOV----------Retained
MYBO6.0004.88OooGYMJ----TdyvqwbqPWYQ-95CILD+95--
NCOU967.0002.93NjjPOFK--36.00%-McukpkvpJCFQ-133CXJT+133--
K-RGBA59.0003.98TFDAEEE--86.00%-CsshvtmePOAM-145XVTY+145--
TPOD47.0003.51KCSYY--17.00%-GufezthoHGMN-190SBES+190--
N-DARF1.0003.31SNPSMMM---90.00%-GrcweyilDINL-405THDE+405--
QMNK57.0003.61VHFPUUU---72.00%-IvdzhhbgCJWE-285DDTY+285--
IRFU30.0005.57BMWXNN--58.00%-IbwffdzzTDDP-165BGAP+165--
SOZQ1.00072.44EMVIJ---7.50%-XvsqwhznYUYD--JMPL+792--
EMHG70.00070.54VBHXNN---5.00%-YlqxhbmoEEEL-525KSEM+525--
Tranche Comments
M: Redemption: 2026-10-20; Registration: 144G/Aye J; N: Redemption: 2026-10-20; Registration: 144D/Xed F; K-R: Redemption: 2026-10-20; Registration: 144W/Luq Z; I: Redemption: 2026-10-20; Registration: 144F/Brx J; T: Redemption: 2026-10-20; Registration: 144H/Dkr S; Q: Redemption: 2026-10-20; Registration: 144N/Ljz K; N-D: Redemption: 2026-10-20; Registration: 144E/Udv B; E: Redemption: 2026-10-20; Registration: 144H/Vhf R; S: Redemption: 2026-10-20; Registration: 144G/Oow Z; Ews: Redemption: 2026-10-20; Registration: 144W/Hjd Q;
Deal Comments
Eqn Xfll Glxyqod 2.00. Gkl olfl afo vdoyglo qq QL$599.3q
Risk Retention
ZA/AP - Qrh
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 14, 2022
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-UTQY95.0007.33--YY--76.00%-DxvxuyxwPLMU-170KNCU+170--
Z-QNQK76.20097.10--WW---1.00%-GjxzfyicAHCX-600NHWF+600--
P-SJHX65.5009.67--GGG---89.00%-OymmmpqiNBBR-310AJQJ+310--
A-ZWZU1.5501.15Abb------BpdrarufSYBF-105XIDO+105--
X-DFYS10.6008.10--NNN--17.00%-YmmckjeuMLZI-158NQBP+158--
X-DCXU769.5009.41Lnn----93.00%-XxucsjnbYEZL-135PITN+135--
M-UFHV8.9005.67--NNN---61.00%-Dpqjx---7.44%--
O-LHBV98.0001.33Rzz----42.00%-CyfeeypdLWDA-135AGTV+135--
M-2LEA87.0003.22--QQ--59.00%-Asykq---4.97%--
F-FVHR27.6002.20--E--50.00%-AvpfdinpBWTD-200BMTL+200--
P-NZHZ6.51024.13--L---2.60%-------Retained
WclzekXYK55.670-BG-FE----------Retained
Tranche Comments
A-Z: Registration: 144M/Czy J; X-D: Registration: 144I/Fiw M; O-L: Registration: 144Y/Pmh Y; X-D: Registration: 144C/Gwq B; J-U: Registration: 144A/Ujk S; M-2: Registration: 144V/Wrn R; F-F: Registration: 144P/Msv P; P-S: Registration: 144P/Vaj A; M-U: Registration: 144D/Mwe F; Z-Q: Registration: 144T/Qhx H; P-N: Registration: 144L/Xlu P; Wclzek: Registration: 144M/Iml S;
Deal Comments
Umqmw. Yzh Ngbb Smfmzwn 2.00
Risk Retention
LP/PO - Ipu
Reinvestment Period (YRS)
3.3
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-LQEZ44.0008.60--B--50.00%-JrfxvthcBVDM-200XPBK+200--
E-WNOT49.0003.50--BBB---70.00%-JjmfzdrnHQST-300BMSZ+300--
S-HMTO1.0008.10Lkk------YvwrommuYEXF-90TTQI+90--
WvmEKA78.380-GH-ND----------Retained
L-2-OCKZ2.0001.60--TT--80.00%-Nbznk---5.11%--
B-K-CKCL56.0005.50--HHH--55.00%-OewszfigCUNE-153IQMO+153--
N-TANG42.00024.60--V---1.00%-DvozqjdmVOJM-875ESWA+816--
U-SZND25.00029.90--CC---2.00%-PflzpaurUCBZ-570PILG+570--
K-ULCJ255.0004.10Obb-DDD--81.00%-NsydbifcKDGP-135VSLN+135--
F-1-TVOE58.0008.70--BB--84.00%-DcccwxqdMQQV-165WSSK+165--
Tranche Comments
S-H: Redemption: 2026-07-20; Registration: 144O/Opp A; K-U: Redemption: 2026-07-20; Registration: 144D/Vso J; B-K-C: Redemption: 2026-07-20; Registration: 144W/Uya W; F-1-T: Redemption: 2026-07-20; Registration: 144Q/Jel S; L-2-O: Redemption: 2026-07-20; Registration: 144T/Biq G; S-L: Redemption: 2026-07-20; Registration: 144X/Qlc T; E-W: Redemption: 2026-07-20; Registration: 144X/Rcb X; U-S: Redemption: 2026-07-20; Registration: 144W/Xhc J; N-T: Redemption: 2026-07-20; Registration: 144J/Ttw G; Wvm: Redemption: 2026-07-20; Registration: 144H/Kqk S;
Deal Comments
Rghgh. Wwg Mmzz Jgavwrf 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 24, 2001
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-DDYKW58.0006.80-H---62.22%-MwebjfvxKIQP175-185190CSPV+190--
B-XXGCG59.0002.80-PPP----40.75%-WwvfpvwrKWIE275-280280WVWC+280--
P-1STJM401.0009.90-ZZZ---73.64%-UrcldzpvXWVX-107YSXV+107--
Y-AAZVH72.0001.90-YY---66.72%-XbpmmumoIUHS140-150150NBVT+150--
V-TTVWW183.0003.80-FFF---97.77%-ZsfmuazcTXCC-107ZYDJ+107--
Tranche Comments
P-1S: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144K/Uau B; V-TT: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144A/Wxb E; Y-AA: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144D/Xkq S; G-DD: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144Y/Ozt T; B-XX: First Pay: 2024-10-20; Redemption: 2025-02-05; Registration: 144B/Gqe X;
Deal Comments
Zxyijxjxijp. Qfj Lxhh Lxlifin 0.5
Pricing Speed
20% GLQ
Reinvestment Period (YRS)
8.76
Reinvestment Period End Date
Jul 27, 1993
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-QAUS61.71053.80--WW---7.00%-GehmcpnjXOPB-590NYZG+590--
J1-SKRS14.4005.70--BB--65.00%-AxjmmribNWWT-165DCYK+165--
J-INQM41.4008.70--NNN---25.00%-WxfsfixbXAIV-300HELF+300--
X-IEQR3.8004.50--HHH----KlycetceCEPA-90JBYZ+90--
H-TAFJ836.7704.70Zcc-OOO--69.00%-OvwjkxzkLZDU-135TUQC+135--
P2-IMKY7.0008.60--ZZ--94.00%-Zsvwk---5.52%--
S-HGYZ9.42066.50--H---2.00%-VxocttxrDDEB-875AUBO+840--
CguPRY52.820-JP-HB----------Retained
Y-BKRL26.9104.70--W--57.00%-OjllbciqGBWK-190DZPE+190--
Tranche Comments
X-I: Redemption: 2026-07-20; Registration: 144C/Mce H; H-T: Redemption: 2026-07-20; Registration: 144G/Zte O; J1-S: Redemption: 2026-07-20; Registration: 144E/Ysi O; P2-I: Redemption: 2026-07-20; Registration: 144J/Cdj N; Y-B: Redemption: 2026-07-20; Registration: 144A/Jen F; J-I: Redemption: 2026-07-20; Registration: 144P/Puj I; D-Q: Redemption: 2026-07-20; Registration: 144O/Gcu I; S-H: Redemption: 2026-07-20; Registration: 144A/Gxe R; Cgu: Redemption: 2026-07-20; Registration: 144A/Lqa R;
Deal Comments
Yuhuy. She Xezz Euwxhjs 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 30, 1997
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NOUK561.0006.10Zjj-JJJ--31.00%-XmwawmckJPCZ-142PWWR+142-402.00000
E-UAVF61.0001.84--ZZZ--84.00%-VrrqmucsSEEC-162WJPG+162-667.00000
C-1ZOR60.0007.99--FF--27.00%-CmlrljmbXMFO-170ZYAC+170-125.00000
ILEN13.0001.51--AA---8.00%-NseblpvlVTZJ-570MHVQ+570-380.00000
VBMH30.0002.90--N--34.00%-CeomxjcnVWEH-210SEIN+210-997.00000
ZKSI7.00047.87--C---2.00%-MhxcvqydSPSR-800YCZN+783-23.00000
NXUA3.2007.40Ctt------RfmulvlgJIEW-85WZYT+85-104.00000
QUYU64.0007.15--DDD---27.00%-WdwhdrvzKNOI-305ADAY+305-999.00000
K-IKXS9.0007.78--XXX---16.00%-OmjhldxnUQHK-425NKKS+425-604.00000
L-2EJF3.0005.44--CC--91.00%-JmrymGPTD--5.99%5.993%968.00000
IqsmsuPMC14.710---BL----------Retained
Tranche Comments
N: Registration: 144Q/Yps G; N: Registration: 144E/Eor C; E-U: Registration: 144G/Ylw K; C-1: Registration: 144M/Dxa K; L-2: Registration: 144B/Iyn K; V: Registration: 144V/Dcx B; Q: Registration: 144C/Ztv C; K-I: Registration: 144B/Iup D; I: Registration: 144A/Una O; Z: Registration: 144M/Jfu L; Iqsmsu: Registration: 144Z/Fhd J;
Deal Comments
Qhu Jott Cptbhie 2.00
Risk Retention
PG - Dip
Reinvestment Period (YRS)
5.1
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PYTM33.0009.00-Y---38.00%-OwlafyqxHWDA220z220GUPQ+220--
SJUW3.00023.60-Q----9.00%-RccmvfbyXICU-800KVXM+774--
PprhouEKP29.100--------------Retained
WMVM8.6005.50-FFF-----XjwmtpfsKZMO-90VCPU+90--
HOZJ156.4002.40-PPP---41.20%-QculoqamHOZD148145QKMS+145--
QZIM86.00067.00-MM----8.00%-KkszyzmlPVTY590j590LNPK+590--
PKKL82.3005.10-QQ---51.00%-QbowqmnkXAWS185d180IJFJ+180--
JOEB11.0007.80-RRR----78.00%-RhmshufgCKBZ315n315VFBF+315--
B-XOBB7.0004.90-AAA----80.00%-SjclfifaIMPJ435x435PUKV+435--
Tranche Comments
W: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144N/Wdj U; H: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144V/Lzq U; P: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144H/Lmz K; P: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144U/Yyf Q; J: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144O/Jdw C; B-X: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144M/Aqm T; Q: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144E/Axc H; S: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144U/Ldu Q; Pprhou: First Pay: 2024-10-20; Redemption: 2026-05-29; Registration: 144G/Tks L;
Deal Comments
Ogc Zxll Obbfgdy 2.00. Wvb dbxl yxl yqlfdbd jg NL$500k
Risk Retention
QR - Hvg
Pricing Speed
20% UKL
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 19, 2012

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