| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R-3 | USD | 357.500 | - | Aaa | - | - | - | - | 45.00% | - | Floating | 3mL | - | 132 | 3mL+132 | - | - |
| A-2-R-3 | USD | 65.000 | - | Aaa | - | - | - | - | 35.00% | - | Floating | 3mL | - | 165 | 3mL+165 | - | - |
| B-1- R-3 | USD | 60.500 | - | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | - | 180 | 3mL+180 | - | - |
| B-2-R-3 | USD | 11.000 | - | Aa2 | - | - | - | - | 24.00% | - | Fixed | - | - | - | 2.54% | - | - |
| C-1-R-3 | USD | 26.000 | - | A2 | - | - | - | - | 19.00% | - | Floating | 3mL | - | 240 | 3mL+240 | - | - |
| C-2-R-3 | USD | 6.500 | - | A2 | - | - | - | - | 19.00% | - | Fixed | - | - | - | 3.31% | - | - |
| D-R-3 | USD | 39.000 | - | Baa3 | - | - | - | - | 13.00% | - | Floating | 3mL | - | 400 | 3mL+400 | - | - |
| E-R-3 | USD | 27.625 | - | Ba3 | - | - | - | - | 8.75% | - | Floating | 3mL | - | 750 | 3mL+750 | - | - |
| F-R-3 | USD | 17.875 | - | - | - | - | - | - | 6.00% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 111.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-R-3: First Pay: 2021-07-20; Registration: 144A Only;
A-2-R-3: First Pay: 2021-07-20; Registration: 144A Only;
B-1- R-3: First Pay: 2021-07-20; Registration: 144A Only;
B-2-R-3: First Pay: 2021-07-20; Registration: 144A Only;
C-1-R-3: First Pay: 2021-07-20; Registration: 144A Only;
C-2-R-3: First Pay: 2021-07-20; Registration: 144A Only;
D-R-3: First Pay: 2021-07-20; Registration: 144A Only;
E-R-3: First Pay: 2021-07-20; Registration: 144A Only;
F-R-3: First Pay: 2021-07-20; Registration: 144A Only;
Sub: First Pay: 2021-07-20; Registration: 144A Only;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
3
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Saratoga Investment Corp CLO 2013-1 | Performance Analytics | Dealscribe | Mar 4, 2021
|