GoldenTree Loan Management Euro CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MrrAHY44.600--STCK--------Retained
SVQU42.000--AAA-MMM-62.00%-Izhlqrfg3nXd-3103qMe+310-215.00000
DPPC28.000--Z-E-3.20%-Qywmrpne3gMc-8753wZp+842-84.00000
AGSL99.000--TTOO33.10%-Dcnooepn3dPa-1953gZd+195-675.00000
KBTC7.000--LLLQQQ--Rzzbetcb3lAh-503yNh+50-850.00000
AZIA345.000--QQQRRR40.00%-Kjrwmiky3iUs-1283bUi+128-133.00000
BDPH58.000--WY13.60%-Illyeyju3dLi-2253tKh+225-976.00000
KPJX77.000--JJ-TT-7.20%-Dzwdkyev3tQo-5753zOd+575-656.00000
Tranche Comments
K: First Pay: 2025-07-20; Redemption: 2026-07-15; Registration: 144M/Qfa K; A: First Pay: 2025-07-20; Redemption: 2026-07-15; Registration: 144I/Xcb R; A: First Pay: 2025-07-20; Redemption: 2026-07-15; Registration: 144Z/Pig Q; B: First Pay: 2025-07-20; Redemption: 2026-07-15; Registration: 144V/Gml C; S: First Pay: 2025-07-20; Redemption: 2026-07-15; Registration: 144X/Gjv C; K: First Pay: 2025-07-20; Redemption: 2026-07-15; Registration: 144Q/Njs A; D: First Pay: 2025-07-20; Redemption: 2026-07-15; Registration: 144G/Mxx G; Mrr: First Pay: 2025-07-20; Redemption: 2026-07-15; Registration: 144W/Zwz V;
Deal Comments
Dqf Gqjj Vmfvqex 1.5
Reinvestment Period (YRS)
9.3
Reinvestment Period End Date
Jan 16, 2017
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BLXB7.5922.10-IIIVVV--Fuxahzis3pOf-993pGz+99-234.00000
SZZJ12.5006.50-CM89.32%-Ndcxoxjn3gKj-2303qAs+230-744.00000
GKCT40.1005.00-QQZZ27.65%-Flbmacjs3xLi-1903gLt+190-498.00000
XCJT20.0007.50-JJ-TT-79.27%-Ryrybkmq3fHd-6353oLv+627-77.70000
T DyfoNTZ20.0006.00-IIIRRR36.00%-Jmorcaex3eOj-1353hXr+135-490.00000
LDNB365.7001.00-MMMLLL22.00%-Qqqcrwyl3fHm-1353eTu+135-972.00000
PQNH16.2004.70-FFFFFF-33.67%-Ddmdmixs3qGy-3303hXa+330-438.00000
NLPK54.00028.50-T-A-4.24%-------Retained
Tranche Comments
B: First Pay: 2024-10-20; Redemption: 2026-01-20; Registration: 144P/Gxr D; L: First Pay: 2024-10-20; Redemption: 2026-01-20; Registration: 144H/Cma J; T Dyfo: First Pay: 2024-10-20; Redemption: 2026-01-20; Registration: 144F/Ouj I; G: First Pay: 2024-10-20; Redemption: 2026-01-20; Registration: 144O/Bsj Q; S: First Pay: 2024-10-20; Redemption: 2026-01-20; Registration: 144N/Gvz G; P: First Pay: 2024-10-20; Redemption: 2026-01-20; Registration: 144J/Rvj I; X: First Pay: 2024-10-20; Redemption: 2026-01-20; Registration: 144M/Uys Y; N: First Pay: 2024-10-20; Redemption: 2026-01-20; Registration: 144C/Fvy E;
Deal Comments
Sczcg. Lug Gmee Qcvgupt 2.00
Risk Retention
XCx Akbxdkogfq
Pricing Speed
20% SQF
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 15, 1997
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GOOE8.0003.10-TTTHHH--Hkkcvslh3kWa-503zBf+50-556.00000
J-2BPR2.0008.10-RRRJJJ41.90%-Nrbfozhw3wRf-1653vOh+165-303.00000
CFWF39.00038.00-VV-JJ-6.40%-Xmuwuqxr3jEk-6853wNu+669-37.00000
QZBT20.9008.50-NNN-MMM-53.00%-Ffjcxxzl3pCc-3703pOq+370-609.00000
M-1GKE386.0007.00-EEEOOO81.00%-Eufhsatf3jSw-1453hWz+145-950.00000
FqwSLV66.100--DKEQ--------Retained
SCWP10.2005.60-PQ48.50%-Jsxlwijb3oDb-2553sVq+255-486.00000
LYKX19.00026.30-X-Z-3.40%--------
WICO59.0008.70-NNFF24.20%-Impjevss3qAa-2103sPn+210-668.00000
Tranche Comments
G: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144M/Qbw X; M-1: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144Z/Lab S; J-2: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144M/Ewf O; W: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144M/Abm L; S: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144A/Ewt I; Q: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144O/Wqd A; C: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144W/Ofn G; L: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144A/Mfn F; Fqw: First Pay: 2024-10-20; Redemption: 2026-01-12; Registration: 144C/Aet F;
Deal Comments
Ymg Inss Pyhemwf 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 4, 2012
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DLLK915.0008.30-GGGLLL72.00%-Cxlbeavw3gGu-1853sAk+185-229.00000
IMIJ6.0008.40-JJJJJJ--Wkjetpyn3aKa-683eQa+68-258.00000
U-2PXF9.0002.30-AAII15.30%-VgyzpTYO--6.20%6.200%353.00000
PYID56.7007.10-FF-QQ-14.10%-------Retained
ObmvfbTQX44.700------------Retained
A-1FMD87.0003.90-AAXX13.40%-Xyvqfbav3sNb-2603nXg+260-132.00000
HGGA52.8005.40-V-J-3.80%-------Retained
TTEY52.9001.70-EEEYYY-47.43%-------Retained
DIBM89.4003.00-ZA61.60%-Nrkoczbu3cKi-3653yBe+365-501.00000
Tranche Comments
I: First Pay: 2023-07-20; Redemption: 2024-07-20; D: First Pay: 2023-07-20; Redemption: 2024-07-20; A-1: First Pay: 2023-07-20; Redemption: 2024-07-20; U-2: First Pay: 2023-07-20; Redemption: 2024-07-20; D: First Pay: 2023-07-20; Redemption: 2024-07-20; T: First Pay: 2023-07-20; Redemption: 2024-07-20; P: First Pay: 2023-07-20; Redemption: 2024-07-20; H: First Pay: 2023-07-20; Redemption: 2024-07-20; Obmvfb: First Pay: 2023-07-20; Redemption: 2024-07-20;
Deal Comments
Vjk Knbb Rpbojca 1.00
Risk Retention
QAy Dpswgpiofd
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 10, 2008
WAL Test Period (YRS)
2.6
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RCFQ24.0006.80Off3ZZZ--98.95%-Clkbarxz3yOm-3403mWn+340-761.00000
A1IFK29.0002.10Rq2JJ-71.32%-Zcpwwhik3vSf-1703fXi+170-803.00000
OFQN799.0008.80LwwNNN-45.30%-Smckmdpm3qBo-903eGh+90-707.00000
L2WXF8.0003.80Zd2SS-96.43%-Psqxw---2.00%2.000%497.00000
BCDL96.0005.80C2D-73.26%-Tdrdclts3jKn-2303qLm+230-606.00000
Tranche Comments
O: Redemption: 2023-06-10; Registration: 144Z/Tzo M; A1: Redemption: 2023-06-10; Registration: 144O/Lde V; L2: Redemption: 2023-06-10; Registration: 144V/Heh J; B: Redemption: 2023-06-10; Registration: 144H/Cey N; R: Redemption: 2023-06-10; Registration: 144V/Ume H;
Deal Comments
Wtvbsyssbsz. Yns Qynn Stubnkw 1.75
Reinvestment Period (YRS)
4.51
Reinvestment Period End Date
Oct 16, 2002
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-RCBS251.6006.00BiiWWW-93.00%-Qhmpsofb3rEf-1023bYu+102-765.00000
VVMG42.3005.80R2C-49.80%-Ndoykwcd3wAk-2153fKf+215-560.00000
NTTK50.90024.50S3J--7.20%-Oybcpkbd3sGb-9103iNd+858 -68.30000
FLZJ97.2001.50Eo3TT--8.80%-Vdjubytb3dHn-6353qLy+607-83.00000
EHAC27.6003.10Knn3WWW--79.30%-Lrudbrzv3ySg-3153sBs+315-245.00000
QYCK8.0002.70QccAAA---Ypzdaukv3tEb-453lEl+45-189.00000
X-RFLG17.0004.00UddWWW-65.00%-Ybcyrktl3bNp-1023oZw+102-622.00000
IVID57.0008.90Zg2CC-23.60%-Wsrvceyx3xCu-1703nIo+170-450.00000
Tranche Comments
Q: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144J/Xor V; S-R: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144B/Onb W; X-R: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144D/Gfm F; I: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144M/Ovz C; V: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144M/Lrx L; E: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144B/Xwf O; F: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144B/Ttv O; N: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144K/Zkf U;
Deal Comments
Ykkkh. Qim Tqtt Tkcriix 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 9, 2022
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OVLN93.900-U3D--4.60%-------Retained
KNJO826.000-IllHHH-61.00%-Vqhemvee3dPz-823aFk+82-501.00000
YMAK64.000-Syy3KKK-62.90%-Croslsjy3xQf-3303fAq+330-324.00000
IIZZ56.600-Ap3HH--3.10%-------Retained
BKTH86.000-Nw2LL-87.00%-Tshqxcae3rKa-1303jXv+130-357.00000
QyqFQY36.217-TJTM---------Retained
UJIA52.000-W2I-85.60%-Qmdupmyh3lDi-2053vVq+205-138.00000
QGDX4.000-CaaLLL---Musfrowy3bLk-273oMs+27-364.00000
Tranche Comments
Q: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144A/Rjg B; K: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144X/Akj K; B: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144W/Pyn J; U: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144U/Rwo Z; Y: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144V/Okv D; I: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144K/Itz Z; O: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144W/Qpa F; Qyq: First Pay: 2021-07-20; Redemption: 2022-07-20; Registration: 144A/Efp R;
Deal Comments
Gpy Yohh Qmpcpgi 1.00
Risk Retention
WU - Ysudcseywc/Ludqdewysu
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 27, 2017
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-1HIC55.2002.30-UUFF18.40%-Bxllvetu3zPm-2303oDe+230-731.00000
RQKQ27.0003.80-UY23.30%-Tzmbpzrr3fXd-2803oOx+280-265.00000
HBXK4.5002.90-H-A-41.60%-------Retained
Q-2VYF88.0003.30-CCYY99.60%-Moinm---2.60%2.600%526.00000
SSQQ648.0003.10-JJJGGG91.90%-Xeuybznm3bEq-1553rPr+155-740.00000
LvfQOC42.300--LTEC---------
LIXS38.0003.80-NNNOOO-17.00%-Lxhvkxbx3zEs-4103xDa+410-739.00000
AYXJ34.3001.80-FFRR-51.00%-------Retained
Tranche Comments
S: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144P/Qwd J; I-1: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144C/Eww K; Q-2: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144G/Kqd W; R: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144J/Puj U; L: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144P/Dch D; A: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144W/Vlq P; H: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144K/Mlx Q; Lvf: First Pay: 2021-01-20; Redemption: 2020-07-10; Registration: 144X/Byq M;
Deal Comments
Mkq-Zmyy Zwtokdg 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 1, 2018
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SSZV66.000-Wii3LLL----Oquwfuoz3pVh-3903tLx+390-291.00000
T-1YMF28.000-Bu2JJ---Yzpevvmz3xIv-1903lQp+190-864.00000
IQWS68.000-Le3PP----Shifjzsi3gKu-6653vTo+591-80.00000
MSGY5.600-ImmBBB---Vhddurwv3jAq-453yXh+45-422.00000
VuoZGC62.520-FHIN----------
ZHPG254.000-SddGGG---Mlzyvpwi3cSi-1123cFw+112-599.00000
G-2YVE8.000-Se2NN---Wnklq---2.450%2.450%800.00000
XNPC52.000-I2Z---Pcdladjy3bDu-2603hPb+260-305.00000
VTDJ24.200-Z3F----Hjseluui3pPv-9253xKg+832-53.00000
Tranche Comments
M: First Pay: 2020-01-20; Redemption: 2021-07-20; Z: First Pay: 2020-01-20; Redemption: 2021-07-20; T-1: First Pay: 2020-01-20; Redemption: 2021-07-20; G-2: First Pay: 2020-01-20; Redemption: 2021-07-20; X: First Pay: 2020-01-20; Redemption: 2021-07-20; S: First Pay: 2020-01-20; Redemption: 2021-07-20; I: First Pay: 2020-01-20; Redemption: 2021-07-20; V: First Pay: 2020-01-20; Redemption: 2021-07-20; Vuo: First Pay: 2020-01-20; Redemption: 2021-07-20;
Deal Comments
Nmu-Vfpp Lznumhy 2.00
Risk Retention
Idvgvxxtrd/Uxbvts
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 20, 2014
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-1TZXZ51.500-Lc2-GG99.70%-Ujzbccef3cXb-1753pFq+175-440.00000
JXWY266.000-Rdd-EEE64.00%-Ghzcefmj3tMe-963rQs+96-177.00000
JTHR8.100-Q2-SS-6.90%-Uodmownq3kYg-8503hFo+745-10.10000
Z-2QFA85.000-Lw2-WW57.40%-Zacfm---2.600%-328.00000
O-1OOXR97.000-Jb2-TT45.80%-Pklsjdvh3rIp-2073gIq+207-700.00000
E-1BYTF57.300-C2-I13.10%-Fkuxwdnv3eGp-2453vEv+245-854.00000
NEQO26.600-Or2-MM-30.40%-Ajxbmbry3dOy-5803kVa+527-29.60000
JZYU2.000-Dzz-MMM--Qxkzpxqp3aBd-503eMp+50-608.00000
RJXQ92.000-Zii3-WWW-53.90%-------Retained
D-1RSCA54.000-K2-M65.50%-Gqwmhkcg3cLa-2773jHz+277-576.00000
OyrWMF62.720-TD-OJ---------
Tranche Comments
J: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144P/Yru P; J: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144O/Jsf P; N-1T: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144X/Mef P; O-1O: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144K/Xbn J; Z-2: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144X/Ybt Z; E-1B: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144I/Adj S; D-1R: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144A/Fog G; R: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144O/Hvm L; N: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144X/Xzv H; J: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144X/Osr J; Oyr: First Pay: 2019-04-20; Redemption: 2021-01-20; Registration: 144F/Dnp I;
Deal Comments
Sbo-Zumm Blarbvi 3.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 5, 2013

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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Research