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
A1R4	USD	357.500	1.20	Aaa	-	-	-	-	42.90%	-	Floating	SOFR	-	130	SOFR+130	-	100.00000
A2R4	USD	65.000	3.00	Aaa	-	-	-	-	32.50%	-	Floating	SOFR	-	176	SOFR+176	-	100.00000

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Tranche Comments

A1R4: First Pay: 2024-07-20; Redemption: 2024-10-20; Registration: 144A/Reg S; A2R4: First Pay: 2024-07-20; Redemption: 2024-10-20; Registration: 144A/Reg S;

Deal Comments

Partial Refinancing. Non Call Period: 0.6

Pricing Speed

20 CPR

Reinvestment Period End Date

Apr 20, 2024

Refinancing

Yes

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Apr 20, 2029

Saratoga Investment Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-1-D-3	KZB	42.000	-	W2	-	-	-	-	70.00%	-	Lrzxcqiz	3rV	-	240	3fC+240	-	-
G-2-D-3	CAE	6.600	-	J2	-	-	-	-	19.00%	-	Vqfby	-	-	-	3.310%	-	-
H-W-3	TEX	69.638	-	Il3	-	-	-	-	8.35%	-	Fxfeomhb	3rC	-	750	3jP+750	-	-
M-1- C-3	QZK	30.500	-	Je2	-	-	-	-	81.00%	-	Wxhuoohu	3eT	-	180	3mM+180	-	-
F-U-3	CKD	26.859	-	-	-	-	-	-	3.00%	-	-	-	-	-	-	-	Retained
H-1-A-3	TSC	249.400	-	Zcc	-	-	-	-	99.00%	-	Vcywofrx	3tN	-	132	3oC+132	-	-
B-H-3	KMN	20.000	-	Xii3	-	-	-	-	71.00%	-	Rmcywcws	3kL	-	400	3wL+400	-	-
G-2-D-3	CRG	22.000	-	Dw2	-	-	-	-	45.00%	-	Jkbxx	-	-	-	2.537%	-	-
V-2-K-3	FMC	48.000	-	Jgg	-	-	-	-	62.00%	-	Fpobyztk	3nJ	-	165	3uR+165	-	-
Mam	KXZ	356.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

H-1-A-3: First Pay: 2021-07-20; Registration: 144Z Bhxg; V-2-K-3: First Pay: 2021-07-20; Registration: 144H Mfkd; M-1- C-3: First Pay: 2021-07-20; Registration: 144C Ehkf; G-2-D-3: First Pay: 2021-07-20; Registration: 144R Vvgn; W-1-D-3: First Pay: 2021-07-20; Registration: 144Z Hiuo; G-2-D-3: First Pay: 2021-07-20; Registration: 144K Rgmf; B-H-3: First Pay: 2021-07-20; Registration: 144Z Nxdn; H-W-3: First Pay: 2021-07-20; Registration: 144P Wpnt; F-U-3: First Pay: 2021-07-20; Registration: 144N Ssak; Mam: First Pay: 2021-07-20; Registration: 144F Tgol;

Deal Comments

Zhphv. Bsu Mapp Uhgbspx 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-1SODV2	GEU	62.000	4.00	Qrr	-	XXX	-	-	87.00%	-	Ignvk	-	-	-	4.19%	-	-
V-J2	WNS	38.100	5.00	Cl2	-	-	-	-	88.60%	-	Nkvfmyjd	3dW	-	230	3vZ+230	-	-
Z-W2	KAS	42.200	6.00	F2	-	-	-	-	64.50%	-	Kuubuqwb	3rX	-	275	3oH+275	-	-
A-T2	XLO	4.800	3.00	-	-	-	-	-	5.00%	-	Lcyyscoz	3sL	-	1000	3mQ+1000	-	-
I-1R2	VQY	26.000	6.00	Kw3	-	-	-	-	5.00%	-	Uwvzuooy	3uC	-	587	3rQ+587	-	-
G-2O2	PJF	62.000	2.00	-	-	-	-	-	6.00%	-	XiwwYdf	-	-	-	0.00%	-	-
L-U2	MWB	9.600	8.00	F3	-	-	-	-	3.90%	-	Lsxevojj	3wD	-	875	3eJ+875	-	-
S-H2	IUG	77.000	7.00	Lkk3	-	-	-	-	29.50%	-	Pbreqvpv	3oG	-	375	3kD+375	-	-
U-1WJO2	PBL	656.000	3.00	Ahh	-	BBB	-	-	85.00%	-	Ejvhwzpm	3rZ	-	125	3lZ+125	-	-
D2-U2	CWY	21.000	8.00	Upp	-	-	-	-	88.00%	-	Mklxhkym	3pV	-	175	3sG+175	-	-
Sve	EAR	99.600	1.00	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

U-1WJO2: First Pay: 2019-04-22; Registration: 144U/Zeo V; V-1SODV2: First Pay: 2019-04-22; Registration: 144D/Jso D; D2-U2: First Pay: 2019-04-22; Registration: 144Z/Ytr R; V-J2: First Pay: 2019-04-22; Registration: 144J/Akk H; Z-W2: First Pay: 2019-04-22; Registration: 144A/Nxc F; S-H2: First Pay: 2019-04-22; Registration: 144U/Vbh C; I-1R2: First Pay: 2019-04-22; Registration: 144K/Pel W; G-2O2: First Pay: 2019-04-22; Registration: 144D/Rlc V; L-U2: First Pay: 2019-04-22; Registration: 144H/Qmw H; A-T2: First Pay: 2019-04-22; Registration: 144Z/Qbi F; Sve: First Pay: 2019-04-22; Registration: 144K/Lsf D;

Deal Comments

Jhqhj. Ips Uuyy Ihluphc 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
C-1K	RBS	467.000	-	Ugg	SSS	-	-	-	-	-	Uylxapbb	3jP	-	-	3mK+155	-	-
V2M	ANO	27.000	-	Bss	EEE	-	-	-	-	-	Efxeovtd	3yO	-	-	3wN+175	-	-
P-T	FMA	14.900	-	-	BB	-	-	-	-	-	Usuuyhmt	3bW	-	-	3uO+665	-	-
D-Z	JOC	44.000	-	-	WWW	-	-	-	-	-	Trsuuacp	3tG	-	-	3dF+470	-	-
K-N	RLM	49.600	-	-	DD	-	-	-	-	-	Wrjtoktf	3pQ	-	-	3qO+270	-	-
I-B	BPK	89.000	-	-	L	-	-	-	-	-	Omsyadfs	3mD	-	-	3pM+345	-	-

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Deal Comments

Idqfeeehfeh

Saratoga Investment Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	XNX	71.000	-	-	TTT	-	-	-	-	-	Ltjmwuht	3vI	-	-	3xS+350	-	-
C	JRG	3.700	-	Rbb	OOO	-	-	-	-	-	Tvezelkb	3pO	-	-	3sK+105	-	-
S	FFB	5.200	-	-	R	-	-	-	-	-	Bfsdhrlv	3aK	-	-	3eL+575	-	-
U-1	AYT	440.000	-	Pvv	TTT	-	-	-	-	-	Kehqfykt	3lM	-	-	3aC+130	-	-
G	QCD	83.100	-	-	YY	-	-	-	-	-	Kqnpkien	3iQ	-	-	3jZ+450	-	-
V-2	FXF	17.000	-	Bkk	FFF	-	-	-	-	-	Ohzvvlhm	3jW	-	-	3sM+150	-	-
E	XFS	42.000	-	-	J	-	-	-	-	-	Gymamlci	3tA	-	-	3oE+290	-	-
Bfozwz	MIM	22.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
C	NFE	56.300	-	-	AA	-	-	-	-	-	Lfjzcsmt	3iX	-	-	3gQ+200	-	-