Saranac CLO (SRANC) VIII

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-LoanUSD160.000-Aaa----36.00%-Floating3mL-1353mL+135--
A-NUSD39.000-Aaa----36.00%-Floating3mL-1353mL+135--
A-FUSD25.000-Aaa----36.00%-Fixed---2.799%--
BUSD38.500-Aa2----25.00%-Floating3mL-2053mL+205--
C-1USD14.500-A2----19.40%-Floating3mL-2803mL+280--
C-FUSD5.000-A2----19.40%-Fixed---4.325%--
DUSD21.000-Baa3----13.40%-Floating3mL-3953mL+395--
EUSD19.000-Ba3----8.00%-Floating3mL-8123mL+812--
IncUSD25.500-NR-------------
Tranche Comments
A-Loan: First Pay: 2020-08-20; Registration: 144A/Reg S; A-N: First Pay: 2020-08-20; Registration: 144A/Reg S; A-F: First Pay: 2020-08-20; Registration: 144A/Reg S; B: First Pay: 2020-08-20; Registration: 144A/Reg S; C-1: First Pay: 2020-08-20; Registration: 144A/Reg S; C-F: First Pay: 2020-08-20; Registration: 144A/Reg S; D: First Pay: 2020-08-20; Registration: 144A/Reg S; E: First Pay: 2020-08-20; Registration: 144A/Reg S; Inc: First Pay: 2020-08-20; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: Class A 08/20/22. Non-Call Period: Class B to E 02/20/22.
Risk Retention
EU risk retention eligible
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 20, 2025
Research
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