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
D2B4	KKL	68.000	2.00	Wxx	-	-	-	-	16.70%	-	Fkrufybl	QQBE	-	176	NXQV+176	-	821.00000
J1J4	ZJX	768.700	5.10	Uxx	-	-	-	-	41.60%	-	Trjykwju	UQGS	-	130	PGKX+130	-	807.00000

Tranche Comments

J1J4: First Pay: 2024-07-20; Redemption: 2024-10-20; Registration: 144J/Ddd V; D2B4: First Pay: 2024-07-20; Redemption: 2024-10-20; Registration: 144E/Dfz S;

Deal Comments

Oszarsj Yxwrvsvmrvb. Lgv Msjj Oxzrgbn 0.6

Pricing Speed

20 GGV

Reinvestment Period End Date

Sep 13, 1993

WAL Test Period (YRS)

WAL Test Period End Date

Aug 10, 2024

Saratoga Investment Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-2-W-3	QLB	62.000	-	Mc2	-	-	-	-	63.00%	-	Bjvpm	-	-	-	2.537%	-	-
V-1-T-3	VGX	79.000	-	O2	-	-	-	-	87.00%	-	Zruoakep	3yK	-	240	3iE+240	-	-
L-C-3	MUT	11.000	-	Zii3	-	-	-	-	54.00%	-	Zhfjtaop	3pA	-	400	3lV+400	-	-
G-1-I-3	CSA	823.100	-	Vaa	-	-	-	-	17.00%	-	Ijlolsja	3rP	-	132	3dE+132	-	-
I-2-O-3	WBJ	8.800	-	L2	-	-	-	-	96.00%	-	Hgigq	-	-	-	3.310%	-	-
M-1- S-3	PJD	99.400	-	Kn2	-	-	-	-	33.00%	-	Gjvuvyms	3vL	-	180	3sP+180	-	-
B-S-3	TVW	46.699	-	-	-	-	-	-	2.00%	-	-	-	-	-	-	-	Retained
E-L-3	XAM	53.674	-	Un3	-	-	-	-	6.21%	-	Sfzfxvxh	3aI	-	750	3uK+750	-	-
Ixb	WWI	979.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-2-X-3	QYX	86.000	-	Omm	-	-	-	-	10.00%	-	Uexywtbw	3bZ	-	165	3mP+165	-	-

Tranche Comments

G-1-I-3: First Pay: 2021-07-20; Registration: 144Z Oxxn; H-2-X-3: First Pay: 2021-07-20; Registration: 144V Okxr; M-1- S-3: First Pay: 2021-07-20; Registration: 144R Iexn; W-2-W-3: First Pay: 2021-07-20; Registration: 144Q Ojtk; V-1-T-3: First Pay: 2021-07-20; Registration: 144E Lpzd; I-2-O-3: First Pay: 2021-07-20; Registration: 144H Diao; L-C-3: First Pay: 2021-07-20; Registration: 144G Agkh; E-L-3: First Pay: 2021-07-20; Registration: 144I Voio; B-S-3: First Pay: 2021-07-20; Registration: 144T Ezed; Ixb: First Pay: 2021-07-20; Registration: 144J Acaj;

Deal Comments

Apupy. Kxt Mupp Ppvgxgh 1.00

Reinvestment Period (YRS)

Refinancing

Yes

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
J-1GPF2	ZQO	892.000	3.00	Pff	-	ZZZ	-	-	78.00%	-	Tufcrfdg	3wI	-	125	3cT+125	-	-
H-Z2	CAA	5.600	9.00	-	-	-	-	-	3.00%	-	Zlnsppun	3zH	-	1000	3bS+1000	-	-
I-1TYVX2	TQM	32.000	9.00	Wee	-	FFF	-	-	48.00%	-	Xnaid	-	-	-	4.19%	-	-
K-L2	PHE	71.000	8.00	Jii3	-	-	-	-	68.70%	-	Tbfflyye	3tG	-	375	3hG+375	-	-
W2-M2	OEH	47.000	5.00	Ree	-	-	-	-	41.00%	-	Osyzmmtb	3nB	-	175	3iS+175	-	-
A-1M2	VAB	15.000	1.00	Iy3	-	-	-	-	9.00%	-	Todywiot	3fQ	-	587	3pH+587	-	-
N-S2	VYB	5.500	2.00	B3	-	-	-	-	9.20%	-	Yjvdsuzf	3yW	-	875	3fD+875	-	-
L-R2	LKP	58.900	6.00	Ld2	-	-	-	-	79.80%	-	Sqdqhvhl	3aC	-	230	3rN+230	-	-
L-F2	AMG	38.100	8.00	P2	-	-	-	-	46.20%	-	Recjztzo	3cY	-	275	3bJ+275	-	-
X-2C2	IUO	97.000	3.00	-	-	-	-	-	5.00%	-	AbilYsk	-	-	-	0.00%	-	-
Jed	PKL	22.700	1.00	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J-1GPF2: First Pay: 2019-04-22; Registration: 144M/Adb V; I-1TYVX2: First Pay: 2019-04-22; Registration: 144D/Yin Z; W2-M2: First Pay: 2019-04-22; Registration: 144W/Wzh B; L-R2: First Pay: 2019-04-22; Registration: 144Z/Eng H; L-F2: First Pay: 2019-04-22; Registration: 144J/Pft Y; K-L2: First Pay: 2019-04-22; Registration: 144U/Wjq R; A-1M2: First Pay: 2019-04-22; Registration: 144U/Ikt A; X-2C2: First Pay: 2019-04-22; Registration: 144J/Trt H; N-S2: First Pay: 2019-04-22; Registration: 144Y/Fyo F; H-Z2: First Pay: 2019-04-22; Registration: 144C/Pjf K; Jed: First Pay: 2019-04-22; Registration: 144Z/Adc V;

Deal Comments

Dzezg. Kmz Sgyy Tztwmvh 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-1W	EHM	100.000	-	Woo	NNN	-	-	-	-	-	Rdmlyrso	3lM	-	-	3gB+155	-	-
P2V	LFB	71.000	-	Ree	LLL	-	-	-	-	-	Uljzwyym	3xU	-	-	3xN+175	-	-
I-H	CUX	70.700	-	-	LL	-	-	-	-	-	Rfcyffze	3bD	-	-	3qD+270	-	-
P-A	PTI	67.000	-	-	L	-	-	-	-	-	Byhofdof	3xN	-	-	3kA+345	-	-
U-Q	MWW	56.000	-	-	ZZZ	-	-	-	-	-	Xbybtzsh	3hW	-	-	3vR+470	-	-
Q-T	NGF	54.100	-	-	NN	-	-	-	-	-	Wpmobsai	3tY	-	-	3pW+665	-	-

Deal Comments

Zmljxuxbjxg

Saratoga Investment Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	CRR	33.900	-	-	JJ	-	-	-	-	-	Pwcybzqw	3fH	-	-	3sC+200	-	-
F-2	FPJ	62.000	-	Pee	HHH	-	-	-	-	-	Jdfwwpkp	3jC	-	-	3zE+150	-	-
R	YUL	64.000	-	-	JJJ	-	-	-	-	-	Wkzybamr	3lD	-	-	3kK+350	-	-
Gglfwx	YYO	97.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
W	INC	1.600	-	-	F	-	-	-	-	-	Ewzesfua	3xV	-	-	3bU+575	-	-
S	UWU	2.100	-	Moo	KKK	-	-	-	-	-	Hhphmtuh	3qB	-	-	3rF+105	-	-
O-1	OCG	686.000	-	Lpp	KKK	-	-	-	-	-	Phluxich	3mX	-	-	3qG+130	-	-
Y	ZSW	49.700	-	-	HH	-	-	-	-	-	Kdknzkon	3gW	-	-	3rN+450	-	-
J	OIQ	63.000	-	-	X	-	-	-	-	-	Scvjkcry	3xR	-	-	3uR+290	-	-