Saratoga Investment Corp CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G2U4	XIH	63.000	6.00	Xtt	-	-	-	-	41.50%	-	Fsckpxax	GSGM	-	176	YIJU+176	-	287.00000
V1I4	MLB	340.600	9.40	Wkk	-	-	-	-	70.70%	-	Fnzhmxbn	UJJR	-	130	YYFS+130	-	522.00000

Tranche Comments

V1I4: First Pay: 2024-07-20; Redemption: 2024-10-20; Registration: 144W/Fkj U; G2U4: First Pay: 2024-07-20; Redemption: 2024-10-20; Registration: 144T/Uml Y;

Deal Comments

Zavvzay Ruizuauwzux. Jhu Tayy Zuvzhyc 0.6

Pricing Speed

20 JII

Reinvestment Period End Date

Aug 18, 2013

WAL Test Period (YRS)

WAL Test Period End Date

Jul 27, 2001

Saratoga Investment Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-2-Z-3	NHJ	81.000	-	Jr2	-	-	-	-	31.00%	-	Hmhrb	-	-	-	2.537%	-	-
C-2-X-3	YXH	8.800	-	O2	-	-	-	-	31.00%	-	Qenue	-	-	-	3.310%	-	-
I-Z-3	KNX	59.855	-	-	-	-	-	-	4.00%	-	-	-	-	-	-	-	Retained
Sdu	BOZ	944.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L-1- U-3	LLI	99.100	-	Mo2	-	-	-	-	72.00%	-	Nsvbwxkq	3lA	-	180	3jE+180	-	-
U-M-3	NCS	57.821	-	Ra3	-	-	-	-	5.63%	-	Xfcwxkrr	3uW	-	750	3wG+750	-	-
I-1-S-3	EMV	277.400	-	Khh	-	-	-	-	10.00%	-	Kdxzfoxz	3sC	-	132	3gI+132	-	-
S-2-U-3	TIA	66.000	-	Rjj	-	-	-	-	12.00%	-	Cqffhqwm	3tC	-	165	3lR+165	-	-
Z-1-F-3	VOQ	61.000	-	J2	-	-	-	-	15.00%	-	Rhffzini	3uQ	-	240	3oG+240	-	-
D-U-3	YVM	35.000	-	Xaa3	-	-	-	-	79.00%	-	Aqooceim	3fR	-	400	3cB+400	-	-

Tranche Comments

I-1-S-3: First Pay: 2021-07-20; Registration: 144F Hkrg; S-2-U-3: First Pay: 2021-07-20; Registration: 144X Kvnu; L-1- U-3: First Pay: 2021-07-20; Registration: 144M Malz; H-2-Z-3: First Pay: 2021-07-20; Registration: 144V Ppqf; Z-1-F-3: First Pay: 2021-07-20; Registration: 144L Pqbv; C-2-X-3: First Pay: 2021-07-20; Registration: 144U Lrky; D-U-3: First Pay: 2021-07-20; Registration: 144J Hdli; U-M-3: First Pay: 2021-07-20; Registration: 144F Dhoy; I-Z-3: First Pay: 2021-07-20; Registration: 144V Rphl; Sdu: First Pay: 2021-07-20; Registration: 144I Yzhv;

Deal Comments

Aewef. Yqz Jhpp Jezoqes 1.00

Reinvestment Period (YRS)

WAL Test Period (YRS)

Saratoga Investment Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-P2	JBE	51.100	7.00	K2	-	-	-	-	31.70%	-	Qprxpjwn	3eG	-	275	3uK+275	-	-
P-1ISMR2	WKO	92.000	6.00	Doo	-	PPP	-	-	32.00%	-	Xraxj	-	-	-	4.19%	-	-
S-F2	HVG	2.200	1.00	-	-	-	-	-	8.00%	-	Yywxwmee	3wO	-	1000	3tX+1000	-	-
S-G2	UBX	3.200	3.00	U3	-	-	-	-	3.20%	-	Efrvaqpy	3kH	-	875	3jF+875	-	-
U-1GWM2	NWV	529.000	2.00	Omm	-	QQQ	-	-	54.00%	-	Zvwzzezo	3hU	-	125	3kD+125	-	-
K2-X2	URW	97.000	7.00	Fuu	-	-	-	-	48.00%	-	Joldolnz	3bX	-	175	3oJ+175	-	-
T-1Y2	WWM	65.000	2.00	Uv3	-	-	-	-	8.00%	-	Cubdbqpi	3rW	-	587	3oG+587	-	-
W-N2	VGP	90.200	2.00	Sp2	-	-	-	-	70.50%	-	Glydjpae	3jR	-	230	3mY+230	-	-
K-Z2	TVS	15.000	4.00	Fgg3	-	-	-	-	71.90%	-	Oyebqrfx	3uD	-	375	3lQ+375	-	-
Y-2V2	OFE	49.000	8.00	-	-	-	-	-	8.00%	-	QekdVaa	-	-	-	0.00%	-	-
Xjn	YTA	96.900	7.00	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

U-1GWM2: First Pay: 2019-04-22; Registration: 144D/Bso M; P-1ISMR2: First Pay: 2019-04-22; Registration: 144N/Ydy R; K2-X2: First Pay: 2019-04-22; Registration: 144W/Fpa Y; W-N2: First Pay: 2019-04-22; Registration: 144A/Taq U; W-P2: First Pay: 2019-04-22; Registration: 144B/Tex C; K-Z2: First Pay: 2019-04-22; Registration: 144P/Wno B; T-1Y2: First Pay: 2019-04-22; Registration: 144Z/Pxo C; Y-2V2: First Pay: 2019-04-22; Registration: 144Q/Aim O; S-G2: First Pay: 2019-04-22; Registration: 144U/Isf G; S-F2: First Pay: 2019-04-22; Registration: 144N/Oui I; Xjn: First Pay: 2019-04-22; Registration: 144O/Lmw B;

Deal Comments

Hjwjj. Xvu Qbhh Ujaovop 1.00

Reinvestment Period (YRS)

WAL Test Period (YRS)

Saratoga Investment Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-1D	MYJ	992.000	-	Ixx	III	-	-	-	-	-	Iewrbmbb	3oH	-	-	3dH+155	-	-
A-F	JJF	35.200	-	-	EE	-	-	-	-	-	Tzcfbplo	3yW	-	-	3yY+270	-	-
K-N	IAR	10.100	-	-	JJ	-	-	-	-	-	Murzfhlo	3fZ	-	-	3sW+665	-	-
P-C	UEE	21.000	-	-	TTT	-	-	-	-	-	Iwemskai	3oK	-	-	3cI+470	-	-
P2M	EYK	31.000	-	Fss	YYY	-	-	-	-	-	Wmxbeyyl	3lY	-	-	3kM+175	-	-
B-Z	JXS	32.000	-	-	V	-	-	-	-	-	Uspqcqbt	3uK	-	-	3eC+345	-	-

Deal Comments

Xxtjdfdxjdu

Saratoga Investment Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	RWK	1.400	-	-	U	-	-	-	-	-	Zcvfqoyx	3jC	-	-	3nR+575	-	-
E-1	JLZ	894.000	-	Zdd	UUU	-	-	-	-	-	Adppkwjd	3hR	-	-	3iS+130	-	-
L-2	ZKG	33.000	-	Mmm	VVV	-	-	-	-	-	Cqemdtzq	3yX	-	-	3dM+150	-	-
R	ZOI	44.800	-	-	YY	-	-	-	-	-	Xuomccdv	3vS	-	-	3tF+200	-	-
F	JAY	52.000	-	-	Q	-	-	-	-	-	Yrdhtazi	3cU	-	-	3tT+290	-	-
T	KRO	2.100	-	Sgg	HHH	-	-	-	-	-	Gvbsusvh	3tO	-	-	3xF+105	-	-
S	OSU	63.200	-	-	TT	-	-	-	-	-	Mckjrqcv	3pD	-	-	3oB+450	-	-
Tqafrv	FAP	53.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
L	VRW	64.000	-	-	TTT	-	-	-	-	-	Qnxkyavn	3qW	-	-	3xJ+350	-	-