Investment in Saratoga CLO - Schedule of Financial Statements of Saratoga CLO (Details) - Saratoga Investment Corp. CLO 2013-1, Ltd. [Member] - USD ($)
|
Aug. 31, 2026 |
Feb. 28, 2026 |
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Cost (in Dollars) |
|
$ 333,443,020
|
|
$ 382,812,855
|
|
| Fair Value (in Dollars) |
|
$ 307,144,422
|
|
$ 354,116,571
|
|
| Investment, Identifier [Axis]: 1011778 B.C Unltd Liability Co - Beverage, Food & Tobacco - Term Loan B6 - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
1.75%
|
|
1.75%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.44%
|
|
5.42%
|
|
| Maturity Date |
|
Sep. 20, 2030
|
|
Sep. 20, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
1,354,209
|
|
1,361,428
|
|
| Cost (in Dollars) |
|
$ 1,341,883
|
|
$ 1,347,552
|
|
| Fair Value (in Dollars) |
|
$ 1,353,965
|
|
$ 1,359,154
|
|
| Investment, Identifier [Axis]: 19TH HOLDINGS GOLF, LLC - Consumer goods: Durable - Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.00%
|
|
3.25%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
6.75%
|
|
7.02%
|
|
| Maturity Date |
|
Feb. 07, 2029
|
|
Feb. 07, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
2,410,863
|
|
2,423,420
|
|
| Cost (in Dollars) |
|
$ 2,363,838
|
|
$ 2,366,682
|
|
| Fair Value (in Dollars) |
|
$ 2,419,157
|
|
$ 2,412,830
|
|
| Investment, Identifier [Axis]: 888 Acquisitions Limited - Hotel, Gaming & Leisure - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
5.25%
|
|
5.25%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
9.02%
|
|
9.05%
|
|
| Maturity Date |
|
Jul. 08, 2028
|
|
Jul. 08, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
2,990,096
|
|
3,005,629
|
|
| Cost (in Dollars) |
|
$ 2,850,177
|
|
$ 2,830,391
|
|
| Fair Value (in Dollars) |
|
$ 2,975,146
|
|
$ 2,806,506
|
|
| Investment, Identifier [Axis]: AHEAD DB Holdings, LLC - Services: Business - Term Loan B3 (07/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.50%
|
|
2.50%
|
|
| SOFR Floor |
|
0.75%
|
|
0.75%
|
|
| Current Rate (All In) |
|
6.23%
|
|
6.17%
|
|
| Maturity Date |
|
Feb. 01, 2031
|
|
Feb. 01, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
2,849,260
|
|
2,866,735
|
|
| Cost (in Dollars) |
|
$ 2,805,059
|
|
$ 2,817,968
|
|
| Fair Value (in Dollars) |
|
$ 2,842,137
|
|
$ 2,785,205
|
|
| Investment, Identifier [Axis]: AIT Worldwide Logistics Holdings, Inc. - Transportation: Cargo - Term Loan B (01/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
4.00%
|
|
| SOFR Floor |
|
|
|
0.75%
|
|
| Current Rate (All In) |
|
|
|
7.67%
|
|
| Maturity Date |
|
|
|
Apr. 08, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
2,431,139
|
|
| Cost (in Dollars) |
|
|
|
$ 2,337,505
|
|
| Fair Value (in Dollars) |
|
|
|
$ 2,421,634
|
|
| Investment, Identifier [Axis]: ALTISOURCE PORTFOLIO - 29C - Banking, Finance, Insurance & Real Estate - Common Stock - Equity |
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|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
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|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
7,917
|
|
|
|
| Cost (in Dollars) |
|
|
|
|
|
| Fair Value (in Dollars) |
|
$ 1,504
|
|
|
|
| Investment, Identifier [Axis]: ALTISOURCE PORTFOLIO - 30 - Banking, Finance, Insurance & Real Estate - Common Stock - Equity |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
7,917
|
|
|
|
| Cost (in Dollars) |
|
|
|
|
|
| Fair Value (in Dollars) |
|
$ 2,138
|
|
|
|
| Investment, Identifier [Axis]: ALTISOURCE PORTFOLIO SOL - Banking, Finance, Insurance & Real Estate - Common Stock - Equity |
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|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
37,028
|
|
37,028
|
|
| Cost (in Dollars) |
|
$ 216,246
|
|
$ 216,246
|
|
| Fair Value (in Dollars) |
|
$ 215,505
|
|
$ 282,156
|
|
| Investment, Identifier [Axis]: APEX GROUP TREASURY LLC - Banking, Finance, Insurance & Real Estate - Term Loan (2/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.50%
|
|
3.50%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
7.26%
|
|
7.17%
|
|
| Maturity Date |
|
Feb. 27, 2032
|
|
Feb. 27, 2032
|
|
| Principal/ Number of Shares (in Shares) |
|
483,912
|
|
486,362
|
|
| Cost (in Dollars) |
|
$ 466,614
|
|
$ 467,586
|
|
| Fair Value (in Dollars) |
|
$ 460,254
|
|
$ 430,431
|
|
| Investment, Identifier [Axis]: ARC FALCON I INC.- Chemicals, Plastics, & Rubber - Term Loan - Loan |
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|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
3.50%
|
|
| SOFR Floor |
|
|
|
0.50%
|
|
| Current Rate (All In) |
|
|
|
7.27%
|
|
| Maturity Date |
|
|
|
Sep. 23, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
961,274
|
|
| Cost (in Dollars) |
|
|
|
$ 960,627
|
|
| Fair Value (in Dollars) |
|
|
|
$ 957,938
|
|
| Investment, Identifier [Axis]: ARCIS GOLF LLC - Services: Consumer - Term Loan B (01/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.50%
|
|
2.75%
|
|
| SOFR Floor |
|
0.00%
|
|
0.50%
|
|
| Current Rate (All In) |
|
6.26%
|
|
6.42%
|
|
| Maturity Date |
|
Aug. 05, 2033
|
|
Nov. 24, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
487,240
|
|
489,544
|
|
| Cost (in Dollars) |
|
$ 484,960
|
|
$ 486,712
|
|
| Fair Value (in Dollars) |
|
$ 487,698
|
|
$ 490,919
|
|
| Investment, Identifier [Axis]: ATHENAHEALTH GROUP INC. - Healthcare & Pharmaceuticals - Athenahealth 4/26 Term Loan B |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.25%
|
|
|
|
| SOFR Floor |
|
0.50%
|
|
|
|
| Current Rate (All In) |
|
6.94%
|
|
|
|
| Maturity Date |
|
Feb. 16, 2032
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
1,290,761
|
|
|
|
| Cost (in Dollars) |
|
$ 1,282,605
|
|
|
|
| Fair Value (in Dollars) |
|
$ 1,289,380
|
|
|
|
| Investment, Identifier [Axis]: ATHENAHEALTH GROUP INC. - Healthcare & Pharmaceuticals - Term Loan B (2/22) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
2.75%
|
|
| SOFR Floor |
|
|
|
0.50%
|
|
| Current Rate (All In) |
|
|
|
6.42%
|
|
| Maturity Date |
|
|
|
Feb. 15, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
1,294,020
|
|
| Cost (in Dollars) |
|
|
|
$ 1,291,768
|
|
| Fair Value (in Dollars) |
|
|
|
$ 1,258,435
|
|
| Investment, Identifier [Axis]: Adtalem Global Education Inc. - Services: Business - Term Loan B (08/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
2.75%
|
|
| SOFR Floor |
|
|
|
0.75%
|
|
| Current Rate (All In) |
|
|
|
6.42%
|
|
| Maturity Date |
|
|
|
Aug. 12, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
237,528
|
|
| Cost (in Dollars) |
|
|
|
$ 236,609
|
|
| Fair Value (in Dollars) |
|
|
|
$ 237,331
|
|
| Investment, Identifier [Axis]: Agiliti Health Inc. - Healthcare & Pharmaceuticals - Term Loan B (03/23) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.00%
|
|
3.00%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.75%
|
|
6.58%
|
|
| Maturity Date |
|
May 01, 2030
|
|
May 01, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
2,121,425
|
|
2,132,332
|
|
| Cost (in Dollars) |
|
$ 2,111,625
|
|
$ 2,121,217
|
|
| Fair Value (in Dollars) |
|
$ 2,056,891
|
|
$ 2,031,110
|
|
| Investment, Identifier [Axis]: Air Canada - Transportation: Consumer - Term Loan B (03/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
1.75%
|
|
1.75%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.57%
|
|
5.47%
|
|
| Maturity Date |
|
Mar. 21, 2031
|
|
Mar. 21, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
977,513
|
|
982,500
|
|
| Cost (in Dollars) |
|
$ 975,888
|
|
$ 980,765
|
|
| Fair Value (in Dollars) |
|
$ 975,314
|
|
$ 980,289
|
|
| Investment, Identifier [Axis]: AlixPartners, LLP - Banking, Finance, Insurance & Real Estate - Term Loan (08/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.00%
|
|
2.00%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.69%
|
|
5.67%
|
|
| Maturity Date |
|
Aug. 12, 2032
|
|
Aug. 12, 2032
|
|
| Principal/ Number of Shares (in Shares) |
|
238,177
|
|
239,374
|
|
| Cost (in Dollars) |
|
$ 238,177
|
|
$ 239,374
|
|
| Fair Value (in Dollars) |
|
$ 237,841
|
|
$ 235,585
|
|
| Investment, Identifier [Axis]: Allen Media, LLC - Media: Diversified & Production - Term Loan (7/21) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
5.50%
|
|
5.50%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
9.38%
|
|
9.32%
|
|
| Maturity Date |
|
Feb. 10, 2027
|
|
Feb. 10, 2027
|
|
| Principal/ Number of Shares (in Shares) |
|
4,236,033
|
|
4,258,657
|
|
| Cost (in Dollars) |
|
$ 4,234,300
|
|
$ 4,252,679
|
|
| Fair Value (in Dollars) |
|
$ 3,119,839
|
|
$ 2,516,866
|
|
| Investment, Identifier [Axis]: Alliant Holdings Intermediate, LLC - Banking, Finance, Insurance & Real Estate - Term Loan (8/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.50%
|
|
2.50%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.19%
|
|
6.17%
|
|
| Maturity Date |
|
Sep. 19, 2031
|
|
Sep. 19, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
785,096
|
|
789,061
|
|
| Cost (in Dollars) |
|
$ 785,096
|
|
$ 789,061
|
|
| Fair Value (in Dollars) |
|
$ 783,094
|
|
$ 769,879
|
|
| Investment, Identifier [Axis]: Alterra Mountain Company (Intrawest Resort Holdings) - Hotel, Gaming & Leisure - Term Loan B8 (07/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.50%
|
|
2.50%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.19%
|
|
6.17%
|
|
| Maturity Date |
|
May 31, 2030
|
|
May 31, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
246,267
|
|
247,508
|
|
| Cost (in Dollars) |
|
$ 246,267
|
|
$ 247,508
|
|
| Fair Value (in Dollars) |
|
$ 246,883
|
|
$ 247,508
|
|
| Investment, Identifier [Axis]: Altisource Portfolio Solutions - CS Warrant - Banking, Finance, Insurance & Real Estate - Warrants - Equity |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
990
|
|
990
|
|
| Cost (in Dollars) |
|
$ 3,735
|
|
$ 3,736
|
|
| Fair Value (in Dollars) |
|
$ 188
|
|
$ 330
|
|
| Investment, Identifier [Axis]: Altisource Portfolio Solutions - NS Warrant - Banking, Finance, Insurance & Real Estate - Warrants - Equity |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
990
|
|
990
|
|
| Cost (in Dollars) |
|
$ 3,129
|
|
$ 3,129
|
|
| Fair Value (in Dollars) |
|
$ 267
|
|
$ 426
|
|
| Investment, Identifier [Axis]: Altisource Solutions S.a r.l. - Banking, Finance, Insurance & Real Estate - Term Loan (Specified) B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
6.50%
|
|
6.50%
|
|
| SOFR Floor |
|
3.50%
|
|
3.50%
|
|
| Current Rate (All In) |
|
10.33%
|
|
10.27%
|
|
| Maturity Date |
|
Feb. 20, 2029
|
|
Feb. 20, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
493,745
|
|
496,248
|
|
| Cost (in Dollars) |
|
$ 485,679
|
|
$ 486,595
|
|
| Fair Value (in Dollars) |
|
$ 493,745
|
|
$ 496,248
|
|
| Investment, Identifier [Axis]: Altium Packaging LLC - Containers, Packaging & Glass - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.50%
|
|
2.50%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.19%
|
|
6.17%
|
|
| Maturity Date |
|
Jun. 11, 2031
|
|
Jun. 11, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
475,300
|
|
477,725
|
|
| Cost (in Dollars) |
|
$ 474,539
|
|
$ 476,870
|
|
| Fair Value (in Dollars) |
|
$ 461,835
|
|
$ 460,207
|
|
| Investment, Identifier [Axis]: American Axle & Manufacturing Inc. - Automotive - Term Loan (12/22) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.00%
|
|
|
|
| SOFR Floor |
|
0.50%
|
|
|
|
| Current Rate (All In) |
|
6.64%
|
|
|
|
| Maturity Date |
|
Dec. 13, 2029
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
477,500
|
|
|
|
| Cost (in Dollars) |
|
$ 469,793
|
|
|
|
| Fair Value (in Dollars) |
|
$ 478,842
|
|
|
|
| Investment, Identifier [Axis]: American Axle & Manufacturing Inc.- Automotive - Term Loan (12/22) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
3.00%
|
|
| SOFR Floor |
|
|
|
0.50%
|
|
| Current Rate (All In) |
|
|
|
6.66%
|
|
| Maturity Date |
|
|
|
Dec. 13, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
480,000
|
|
| Cost (in Dollars) |
|
|
|
$ 471,250
|
|
| Fair Value (in Dollars) |
|
|
|
$ 478,800
|
|
| Investment, Identifier [Axis]: American Greetings Corporation - Media: Advertising, Printing & Publishing - Term Loan B (04/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
5.75%
|
|
| SOFR Floor |
|
|
|
0.00%
|
|
| Current Rate (All In) |
|
|
|
9.42%
|
|
| Maturity Date |
|
|
|
Oct. 30, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
2,852,238
|
|
| Cost (in Dollars) |
|
|
|
$ 2,851,373
|
|
| Fair Value (in Dollars) |
|
|
|
$ 2,845,108
|
|
| Investment, Identifier [Axis]: Amynta Agency Borrower Inc. - Banking, Finance, Insurance & Real Estate - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.50%
|
|
|
|
| SOFR Floor |
|
0.00%
|
|
|
|
| Current Rate (All In) |
|
6.19%
|
|
|
|
| Maturity Date |
|
Dec. 29, 2031
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
3,381,558
|
|
|
|
| Cost (in Dollars) |
|
$ 3,329,640
|
|
|
|
| Fair Value (in Dollars) |
|
$ 3,384,466
|
|
|
|
| Investment, Identifier [Axis]: Amynta Agency Borrower Inc.- Banking, Finance, Insurance & Real Estate - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
2.50%
|
|
| SOFR Floor |
|
|
|
0.00%
|
|
| Current Rate (All In) |
|
|
|
6.17%
|
|
| Maturity Date |
|
|
|
Dec. 29, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
3,390,033
|
|
| Cost (in Dollars) |
|
|
|
$ 3,332,526
|
|
| Fair Value (in Dollars) |
|
|
|
$ 3,278,637
|
|
| Investment, Identifier [Axis]: Aramark Services, Inc. - Services: Consumer - Term Loan (08/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
1.75%
|
|
|
|
| SOFR Floor |
|
0.00%
|
|
|
|
| Current Rate (All In) |
|
5.48%
|
|
|
|
| Maturity Date |
|
Apr. 06, 2028
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
1,513,631
|
|
|
|
| Cost (in Dollars) |
|
$ 1,511,914
|
|
|
|
| Fair Value (in Dollars) |
|
$ 1,514,388
|
|
|
|
| Investment, Identifier [Axis]: Aramark Services, Inc. - Services: Consumer - Term Loan B-10 (12/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
1.75%
|
|
|
|
| SOFR Floor |
|
0.00%
|
|
|
|
| Current Rate (All In) |
|
5.44%
|
|
|
|
| Maturity Date |
|
Jun. 24, 2030
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
2,178,778
|
|
|
|
| Cost (in Dollars) |
|
$ 2,160,579
|
|
|
|
| Fair Value (in Dollars) |
|
$ 2,182,874
|
|
|
|
| Investment, Identifier [Axis]: Aramark Services, Inc.- Services: Consumer - Term Loan (08/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
1.75%
|
|
| SOFR Floor |
|
|
|
0.00%
|
|
| Current Rate (All In) |
|
|
|
5.42%
|
|
| Maturity Date |
|
|
|
Apr. 06, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
1,753,715
|
|
| Cost (in Dollars) |
|
|
|
$ 1,751,257
|
|
| Fair Value (in Dollars) |
|
|
|
$ 1,754,820
|
|
| Investment, Identifier [Axis]: Aramark Services, Inc.- Services: Consumer - Term Loan B-10 (12/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
1.75%
|
|
| SOFR Floor |
|
|
|
0.00%
|
|
| Current Rate (All In) |
|
|
|
5.42%
|
|
| Maturity Date |
|
|
|
Jun. 24, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
2,230,663
|
|
| Cost (in Dollars) |
|
|
|
$ 2,209,788
|
|
| Fair Value (in Dollars) |
|
|
|
$ 2,232,515
|
|
| Investment, Identifier [Axis]: Aretec Group, Inc. - Banking, Finance, Insurance & Real Estate - Term Loan B-4 - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.00%
|
|
3.00%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.69%
|
|
6.67%
|
|
| Maturity Date |
|
Aug. 09, 2030
|
|
Aug. 09, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
2,590,210
|
|
2,603,226
|
|
| Cost (in Dollars) |
|
$ 2,580,380
|
|
$ 2,592,314
|
|
| Fair Value (in Dollars) |
|
$ 2,592,567
|
|
$ 2,509,223
|
|
| Investment, Identifier [Axis]: Ascensus Group Holdings, Inc - Banking, Finance, Insurance & Real Estate - Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.00%
|
|
3.00%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.69%
|
|
6.67%
|
|
| Maturity Date |
|
Nov. 24, 2032
|
|
Nov. 24, 2032
|
|
| Principal/ Number of Shares (in Shares) |
|
489,615
|
|
490,842
|
|
| Cost (in Dollars) |
|
$ 487,141
|
|
$ 488,123
|
|
| Fair Value (in Dollars) |
|
$ 482,476
|
|
$ 478,978
|
|
| Investment, Identifier [Axis]: Aspire Bakeries Holdings, LLC - Beverage, Food & Tobacco - Term Loan (12/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.00%
|
|
3.00%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.69%
|
|
6.67%
|
|
| Maturity Date |
|
Dec. 23, 2030
|
|
Dec. 23, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
884,329
|
|
886,545
|
|
| Cost (in Dollars) |
|
$ 877,696
|
|
$ 880,042
|
|
| Fair Value (in Dollars) |
|
$ 888,016
|
|
$ 887,653
|
|
| Investment, Identifier [Axis]: Asurion, LLC - Banking, Finance, Insurance & Real Estate - Term Loan B10 - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
4.00%
|
|
4.00%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
7.92%
|
|
7.77%
|
|
| Maturity Date |
|
Aug. 19, 2028
|
|
Aug. 19, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
1,905,933
|
|
1,935,000
|
|
| Cost (in Dollars) |
|
$ 1,868,241
|
|
$ 1,887,506
|
|
| Fair Value (in Dollars) |
|
$ 1,907,363
|
|
$ 1,932,581
|
|
| Investment, Identifier [Axis]: Asurion, LLC - Banking, Finance, Insurance & Real Estate - Term Loan B12 - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
4.25%
|
|
4.25%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
8.07%
|
|
7.92%
|
|
| Maturity Date |
|
Sep. 19, 2030
|
|
Sep. 19, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
2,868,387
|
|
2,882,984
|
|
| Cost (in Dollars) |
|
$ 2,866,037
|
|
$ 2,880,325
|
|
| Fair Value (in Dollars) |
|
$ 2,841,510
|
|
$ 2,874,335
|
|
| Investment, Identifier [Axis]: Avolon TLB Borrower 1 (US) LLC - Capital Equipment - Term Loan B6 |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
1.75%
|
|
|
|
| SOFR Floor |
|
0.00%
|
|
|
|
| Current Rate (All In) |
|
5.40%
|
|
|
|
| Maturity Date |
|
Jun. 22, 2030
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
1,450,533
|
|
|
|
| Cost (in Dollars) |
|
$ 1,425,358
|
|
|
|
| Fair Value (in Dollars) |
|
$ 1,453,463
|
|
|
|
| Investment, Identifier [Axis]: Avolon TLB Borrower 1 (US) LLC - Capital Equipment - Term Loan B6 - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
1.75%
|
|
| SOFR Floor |
|
|
|
0.00%
|
|
| Current Rate (All In) |
|
|
|
5.42%
|
|
| Maturity Date |
|
|
|
Jun. 22, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
1,457,896
|
|
| Cost (in Dollars) |
|
|
|
$ 1,427,348
|
|
| Fair Value (in Dollars) |
|
|
|
$ 1,462,196
|
|
| Investment, Identifier [Axis]: Axalta Coating Systems US Holdings - Chemicals, Plastics, & Rubber - Term Loan B (11/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
1.75%
|
|
1.75%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
5.48%
|
|
5.42%
|
|
| Maturity Date |
|
Dec. 20, 2029
|
|
Dec. 20, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
670,782
|
|
725,038
|
|
| Cost (in Dollars) |
|
$ 667,354
|
|
$ 720,887
|
|
| Fair Value (in Dollars) |
|
$ 670,903
|
|
$ 724,675
|
|
| Investment, Identifier [Axis]: B&G Foods, Inc. - Beverage, Food & Tobacco - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.50%
|
|
3.50%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
7.19%
|
|
7.17%
|
|
| Maturity Date |
|
Oct. 10, 2029
|
|
Oct. 10, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
524,283
|
|
526,951
|
|
| Cost (in Dollars) |
|
$ 523,212
|
|
$ 525,719
|
|
| Fair Value (in Dollars) |
|
$ 515,763
|
|
$ 495,334
|
|
| Investment, Identifier [Axis]: BROWN GROUP HOLDING, LLC - Aerospace & Defense - Term Loan B-2 - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.25%
|
|
2.50%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.01%
|
|
6.17%
|
|
| Maturity Date |
|
Jul. 01, 2031
|
|
Jul. 01, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
485,143
|
|
486,359
|
|
| Cost (in Dollars) |
|
$ 477,591
|
|
$ 478,134
|
|
| Fair Value (in Dollars) |
|
$ 486,880
|
|
$ 487,060
|
|
| Investment, Identifier [Axis]: BW Gas & Convenience Holdings LLC - Beverage, Food & Tobacco - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.50%
|
|
3.50%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
7.30%
|
|
7.29%
|
|
| Maturity Date |
|
Mar. 31, 2028
|
|
Mar. 31, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
2,375,000
|
|
2,387,500
|
|
| Cost (in Dollars) |
|
$ 2,368,436
|
|
$ 2,378,891
|
|
| Fair Value (in Dollars) |
|
$ 2,380,938
|
|
$ 2,378,547
|
|
| Investment, Identifier [Axis]: Baldwin Insurance Group Holdings, LLC - Banking, Finance, Insurance & Real Estate - Term Loan B2 - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.50%
|
|
2.50%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.14%
|
|
6.16%
|
|
| Maturity Date |
|
May 27, 2031
|
|
May 27, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
1,615,757
|
|
1,623,917
|
|
| Cost (in Dollars) |
|
$ 1,608,167
|
|
$ 1,615,529
|
|
| Fair Value (in Dollars) |
|
$ 1,595,560
|
|
$ 1,590,091
|
|
| Investment, Identifier [Axis]: Belfor Holdings Inc. - Services: Consumer - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.75%
|
|
2.75%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
6.44%
|
|
6.42%
|
|
| Maturity Date |
|
Nov. 01, 2030
|
|
Nov. 04, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
1,379,273
|
|
1,386,385
|
|
| Cost (in Dollars) |
|
$ 1,370,342
|
|
$ 1,376,720
|
|
| Fair Value (in Dollars) |
|
$ 1,382,722
|
|
$ 1,388,118
|
|
| Investment, Identifier [Axis]: Bengal Debt Merger Sub LLC - Beverage, Food & Tobacco - Third Out Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
[1] |
1.00%
|
|
1.00%
|
|
| SOFR Floor |
[1] |
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
[1] |
4.83%
|
|
4.77%
|
|
| Maturity Date |
[1] |
Jan. 24, 2030
|
|
Jan. 24, 2030
|
|
| Principal/ Number of Shares (in Shares) |
[1] |
413,076
|
|
402,884
|
|
| Cost (in Dollars) |
[1] |
$ 191,766
|
|
$ 165,333
|
|
| Fair Value (in Dollars) |
[1] |
$ 155,729
|
|
$ 84,831
|
|
| Investment, Identifier [Axis]: Bombardier Recreational Products, Inc. - Consumer goods: Durable - Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.25%
|
|
2.25%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.94%
|
|
5.92%
|
|
| Maturity Date |
|
Jan. 22, 2031
|
|
Jan. 22, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
1,404,347
|
|
1,411,439
|
|
| Cost (in Dollars) |
|
$ 1,402,218
|
|
$ 1,408,828
|
|
| Fair Value (in Dollars) |
|
$ 1,407,226
|
|
$ 1,411,877
|
|
| Investment, Identifier [Axis]: Bombardier Recreational Products, Inc. - Consumer goods: Durable - Term Loan B3 - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.25%
|
|
2.25%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
5.94%
|
|
5.92%
|
|
| Maturity Date |
|
Dec. 13, 2029
|
|
Dec. 13, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
481,462
|
|
483,893
|
|
| Cost (in Dollars) |
|
$ 474,943
|
|
$ 476,456
|
|
| Fair Value (in Dollars) |
|
$ 482,487
|
|
$ 485,224
|
|
| Investment, Identifier [Axis]: Boxer Parent Company, Inc. - High Tech Industries - Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.75%
|
|
3.00%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.51%
|
|
6.82%
|
|
| Maturity Date |
|
Jul. 30, 2031
|
|
Jul. 30, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
994,604
|
|
999,640
|
|
| Cost (in Dollars) |
|
$ 991,476
|
|
$ 996,144
|
|
| Fair Value (in Dollars) |
|
$ 941,243
|
|
$ 917,849
|
|
| Investment, Identifier [Axis]: BroadStreet Partners, Inc. - Banking, Finance, Insurance & Real Estate - Term Loan B-4 - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.50%
|
|
2.50%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.19%
|
|
6.17%
|
|
| Maturity Date |
|
Jun. 13, 2031
|
|
Jun. 16, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
2,856,004
|
|
2,868,890
|
|
| Cost (in Dollars) |
|
$ 2,854,803
|
|
$ 2,867,506
|
|
| Fair Value (in Dollars) |
|
$ 2,811,736
|
|
$ 2,739,503
|
|
| Investment, Identifier [Axis]: Brookfield Property REIT Inc. - Banking, Finance, Insurance & Real Estate - GGP/Brookfield Retail 4/26 Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.00%
|
|
|
|
| SOFR Floor |
|
0.00%
|
|
|
|
| Current Rate (All In) |
|
6.69%
|
|
|
|
| Maturity Date |
|
May 28, 2030
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
1,721,912
|
|
|
|
| Cost (in Dollars) |
|
$ 1,755,487
|
|
|
|
| Fair Value (in Dollars) |
|
$ 1,721,379
|
|
|
|
| Investment, Identifier [Axis]: Brookfield Property REIT Inc. - Banking, Finance, Insurance & Real Estate - Term Loan B (05/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
3.50%
|
|
| SOFR Floor |
|
|
|
0.00%
|
|
| Current Rate (All In) |
|
|
|
7.17%
|
|
| Maturity Date |
|
|
|
May 16, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
1,730,609
|
|
| Cost (in Dollars) |
|
|
|
$ 1,764,353
|
|
| Fair Value (in Dollars) |
|
|
|
$ 1,733,084
|
|
| Investment, Identifier [Axis]: Brookfield WEC Holdings Inc. - Energy: Electricity - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.00%
|
|
2.00%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.71%
|
|
5.67%
|
|
| Maturity Date |
|
Jan. 27, 2031
|
|
Jan. 27, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
1,418,735
|
|
1,425,973
|
|
| Cost (in Dollars) |
|
$ 1,418,735
|
|
$ 1,425,973
|
|
| Fair Value (in Dollars) |
|
$ 1,418,508
|
|
$ 1,421,267
|
|
| Investment, Identifier [Axis]: Buckeye Partners, L.P. - Utilities: Oil & Gas - Term Loan B-7 (10/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
1.75%
|
|
1.75%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.44%
|
|
5.42%
|
|
| Maturity Date |
|
Nov. 22, 2032
|
|
Nov. 22, 2032
|
|
| Principal/ Number of Shares (in Shares) |
|
1,130,560
|
|
1,136,241
|
|
| Cost (in Dollars) |
|
$ 1,128,644
|
|
$ 1,133,991
|
|
| Fair Value (in Dollars) |
|
$ 1,132,968
|
|
$ 1,138,604
|
|
| Investment, Identifier [Axis]: CAPSTONE BORROWER INC - Services: Business - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.75%
|
|
2.75%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.48%
|
|
6.42%
|
|
| Maturity Date |
|
Jun. 17, 2030
|
|
Jun. 17, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
859,579
|
|
863,942
|
|
| Cost (in Dollars) |
|
$ 851,803
|
|
$ 855,298
|
|
| Fair Value (in Dollars) |
|
$ 846,840
|
|
$ 765,306
|
|
| Investment, Identifier [Axis]: CBL & Associates Limited Partnership - Retail - Term Loan 11/21 - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
2.75%
|
|
| SOFR Floor |
|
|
|
1.00%
|
|
| Current Rate (All In) |
|
|
|
6.54%
|
|
| Maturity Date |
|
|
|
Mar. 02, 2026
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
1,966,341
|
|
| Cost (in Dollars) |
|
|
|
$ 1,958,592
|
|
| Fair Value (in Dollars) |
|
|
|
$ 1,899,151
|
|
| Investment, Identifier [Axis]: CCC Intelligent Solutions Inc. - Services: Business - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.00%
|
|
2.00%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
5.69%
|
|
5.67%
|
|
| Maturity Date |
|
Jan. 23, 2032
|
|
Jan. 23, 2032
|
|
| Principal/ Number of Shares (in Shares) |
|
239,003
|
|
240,216
|
|
| Cost (in Dollars) |
|
$ 238,865
|
|
$ 240,010
|
|
| Fair Value (in Dollars) |
|
$ 238,525
|
|
$ 236,538
|
|
| Investment, Identifier [Axis]: CCRR Parent, Inc. - Healthcare & Pharmaceuticals - Equity Interests - Equity |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
54,864
|
|
|
|
| Cost (in Dollars) |
|
$ 54,864
|
|
|
|
| Fair Value (in Dollars) |
|
|
|
|
|
| Investment, Identifier [Axis]: CCRR Parent, Inc. - Healthcare & Pharmaceuticals - Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
5.25%
|
|
4.25%
|
|
| SOFR Floor |
|
0.75%
|
|
0.50%
|
|
| Current Rate (All In) |
|
9.02%
|
|
8.17%
|
|
| Maturity Date |
|
May 27, 2032
|
|
Mar. 06, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
650,351
|
|
970,000
|
|
| Cost (in Dollars) |
|
$ 396,270
|
|
$ 948,589
|
|
| Fair Value (in Dollars) |
|
$ 453,295
|
|
$ 227,950
|
|
| Investment, Identifier [Axis]: CCRR Parent, Inc. - Healthcare & Pharmaceuticals - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
4.25%
|
|
| SOFR Floor |
|
|
|
0.75%
|
|
| Current Rate (All In) |
|
|
|
8.33%
|
|
| Maturity Date |
|
|
|
Mar. 06, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
952,500
|
|
| Cost (in Dollars) |
|
|
|
$ 951,356
|
|
| Fair Value (in Dollars) |
|
|
|
$ 261,147
|
|
| Investment, Identifier [Axis]: CDK GLOBAL, INC. - High Tech Industries - Term Loan B (05/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.25%
|
|
3.25%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.98%
|
|
6.92%
|
|
| Maturity Date |
|
Jul. 06, 2029
|
|
Jul. 06, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
975,131
|
|
980,094
|
|
| Cost (in Dollars) |
|
$ 960,745
|
|
$ 963,358
|
|
| Fair Value (in Dollars) |
|
$ 489,194
|
|
$ 612,559
|
|
| Investment, Identifier [Axis]: CIMPRESS PUBLIC LIMITED COMPANY - Media: Advertising, Printing & Publishing - Term Loan B (5/26) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.50%
|
|
|
|
| SOFR Floor |
|
0.00%
|
|
|
|
| Current Rate (All In) |
|
6.19%
|
|
|
|
| Maturity Date |
|
May 19, 2033
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
1,911,084
|
|
|
|
| Cost (in Dollars) |
|
$ 1,877,557
|
|
|
|
| Fair Value (in Dollars) |
|
$ 1,914,677
|
|
|
|
| Investment, Identifier [Axis]: CIMPRESS PUBLIC LIMITED COMPANY - Media: Advertising, Printing & Publishing - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
2.50%
|
|
| SOFR Floor |
|
|
|
0.50%
|
|
| Current Rate (All In) |
|
|
|
6.17%
|
|
| Maturity Date |
|
|
|
May 17, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
1,920,736
|
|
| Cost (in Dollars) |
|
|
|
$ 1,885,068
|
|
| Fair Value (in Dollars) |
|
|
|
$ 1,920,736
|
|
| Investment, Identifier [Axis]: CITADEL SECURITIES LP - Banking, Finance, Insurance & Real Estate - Term Loan (10/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
2.00%
|
|
| SOFR Floor |
|
|
|
0.00%
|
|
| Current Rate (All In) |
|
|
|
5.67%
|
|
| Maturity Date |
|
|
|
Oct. 31, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
4,778,621
|
|
| Cost (in Dollars) |
|
|
|
$ 4,778,621
|
|
| Fair Value (in Dollars) |
|
|
|
$ 4,762,708
|
|
| Investment, Identifier [Axis]: CLYDESDALE ACQUISITION HOLDINGS, INC. - Containers, Packaging & Glass - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.18%
|
|
3.18%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
6.86%
|
|
6.85%
|
|
| Maturity Date |
|
Apr. 13, 2029
|
|
Apr. 13, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
1,220,000
|
|
1,220,000
|
|
| Cost (in Dollars) |
|
$ 1,206,224
|
|
$ 1,203,910
|
|
| Fair Value (in Dollars) |
|
$ 1,217,633
|
|
$ 1,209,044
|
|
| Investment, Identifier [Axis]: CROCS INC - Consumer goods: Durable - Term Loan B (01/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.25%
|
|
2.25%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
5.94%
|
|
5.92%
|
|
| Maturity Date |
|
Feb. 19, 2029
|
|
Feb. 19, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
750,000
|
|
750,000
|
|
| Cost (in Dollars) |
|
$ 737,265
|
|
$ 734,817
|
|
| Fair Value (in Dollars) |
|
$ 753,345
|
|
$ 752,813
|
|
| Investment, Identifier [Axis]: Callaway Golf Company - Retail - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
2.75%
|
|
| SOFR Floor |
|
|
|
0.00%
|
|
| Current Rate (All In) |
|
|
|
6.42%
|
|
| Maturity Date |
|
|
|
Mar. 16, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
76,620
|
|
| Cost (in Dollars) |
|
|
|
$ 76,101
|
|
| Fair Value (in Dollars) |
|
|
|
$ 76,907
|
|
| Investment, Identifier [Axis]: Camping World, Inc. - Retail - Term Loan B (5/21) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.50%
|
|
2.50%
|
|
| SOFR Floor |
|
0.75%
|
|
0.75%
|
|
| Current Rate (All In) |
|
6.30%
|
|
6.29%
|
|
| Maturity Date |
|
Jun. 05, 2028
|
|
Jun. 05, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
2,337,859
|
|
2,350,518
|
|
| Cost (in Dollars) |
|
$ 2,257,339
|
|
$ 2,247,033
|
|
| Fair Value (in Dollars) |
|
$ 2,255,403
|
|
$ 2,292,742
|
|
| Investment, Identifier [Axis]: CareerBuilder, LLC - Services: Business - Term Loan B3 - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
[1] |
2.50%
|
|
2.50%
|
|
| SOFR Floor |
[1] |
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
[1] |
6.58%
|
|
6.58%
|
|
| Maturity Date |
[1] |
Jul. 31, 2026
|
|
Jul. 31, 2026
|
|
| Principal/ Number of Shares (in Shares) |
[1] |
|
|
|
|
| Cost (in Dollars) |
[1] |
$ 597,917
|
|
$ 380,369
|
|
| Fair Value (in Dollars) |
[1] |
|
|
|
|
| Investment, Identifier [Axis]: Castle US Holding Corporation - Media: Advertising, Printing & Publishing - Term Loan B1 - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
4.25%
|
|
4.25%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
8.33%
|
|
8.18%
|
|
| Maturity Date |
|
May 31, 2030
|
|
May 31, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
1,730,489
|
|
1,739,251
|
|
| Cost (in Dollars) |
|
$ 1,263,033
|
|
$ 1,226,866
|
|
| Fair Value (in Dollars) |
|
$ 844,911
|
|
$ 832,232
|
|
| Investment, Identifier [Axis]: Charlotte Buyer, Inc. - Services: Business - Term Loan B (01/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
4.25%
|
|
| SOFR Floor |
|
|
|
0.50%
|
|
| Current Rate (All In) |
|
|
|
7.91%
|
|
| Maturity Date |
|
|
|
Feb. 11, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
1,459,068
|
|
| Cost (in Dollars) |
|
|
|
$ 1,416,074
|
|
| Fair Value (in Dollars) |
|
|
|
$ 1,394,709
|
|
| Investment, Identifier [Axis]: Charlotte Buyer, Inc. - Services: Business - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
4.50%
|
|
|
|
| SOFR Floor |
|
0.50%
|
|
|
|
| Current Rate (All In) |
|
8.14%
|
|
|
|
| Maturity Date |
|
Jun. 30, 2031
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
1,455,384
|
|
|
|
| Cost (in Dollars) |
|
$ 1,406,190
|
|
|
|
| Fair Value (in Dollars) |
|
$ 1,458,615
|
|
|
|
| Investment, Identifier [Axis]: Chemours Company, (The) - Chemicals, Plastics, & Rubber - Term Loan B4 (10/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.50%
|
|
3.50%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
7.19%
|
|
7.17%
|
|
| Maturity Date |
|
Oct. 15, 2032
|
|
Oct. 15, 2032
|
|
| Principal/ Number of Shares (in Shares) |
|
2,339,963
|
|
2,351,722
|
|
| Cost (in Dollars) |
|
$ 2,316,926
|
|
$ 2,327,364
|
|
| Fair Value (in Dollars) |
|
$ 2,345,088
|
|
$ 2,343,491
|
|
| Investment, Identifier [Axis]: Churchill Downs Incorporated - Hotel, Gaming & Leisure - Term Loan B1 (3/21) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
1.75%
|
|
1.75%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.44%
|
|
5.42%
|
|
| Maturity Date |
|
Mar. 17, 2028
|
|
Mar. 17, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
473,750
|
|
476,250
|
|
| Cost (in Dollars) |
|
$ 473,596
|
|
$ 475,992
|
|
| Fair Value (in Dollars) |
|
$ 472,566
|
|
$ 475,955
|
|
| Investment, Identifier [Axis]: Clarios Global LP - Automotive - Term Loan B (07/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.50%
|
|
2.50%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.19%
|
|
6.17%
|
|
| Maturity Date |
|
May 06, 2030
|
|
May 06, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
963,856
|
|
1,185,030
|
|
| Cost (in Dollars) |
|
$ 961,218
|
|
$ 1,181,455
|
|
| Fair Value (in Dollars) |
|
$ 966,506
|
|
$ 1,180,586
|
|
| Investment, Identifier [Axis]: Cloud Software Group Inc - High Tech Industriese - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.25%
|
|
3.25%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.98%
|
|
6.92%
|
|
| Maturity Date |
|
Mar. 21, 2031
|
|
Mar. 21, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
492,525
|
|
495,013
|
|
| Cost (in Dollars) |
|
$ 492,341
|
|
$ 494,747
|
|
| Fair Value (in Dollars) |
|
$ 469,992
|
|
$ 458,629
|
|
| Investment, Identifier [Axis]: Connect Finco SARL - Telecommunications - Term Loan B (03/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
4.50%
|
|
4.50%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
8.19%
|
|
8.17%
|
|
| Maturity Date |
|
Sep. 27, 2029
|
|
Sep. 27, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
2,822,531
|
|
2,836,969
|
|
| Cost (in Dollars) |
|
$ 2,777,400
|
|
$ 2,784,593
|
|
| Fair Value (in Dollars) |
|
$ 2,837,716
|
|
$ 2,831,210
|
|
| Investment, Identifier [Axis]: Corelogic, Inc. - Services: Business - Term Loan B (07/26) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
4.25%
|
|
|
|
| SOFR Floor |
|
0.00%
|
|
|
|
| Current Rate (All In) |
|
7.94%
|
|
|
|
| Maturity Date |
|
Jul. 25, 2031
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
2,381,250
|
|
|
|
| Cost (in Dollars) |
|
$ 2,378,595
|
|
|
|
| Fair Value (in Dollars) |
|
$ 2,331,387
|
|
|
|
| Investment, Identifier [Axis]: Corelogic, Inc.- Services: Business - Term Loan (4/21) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
3.50%
|
|
| SOFR Floor |
|
|
|
0.50%
|
|
| Current Rate (All In) |
|
|
|
7.29%
|
|
| Maturity Date |
|
|
|
Jun. 02, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
2,393,750
|
|
| Cost (in Dollars) |
|
|
|
$ 2,390,000
|
|
| Fair Value (in Dollars) |
|
|
|
$ 2,268,078
|
|
| Investment, Identifier [Axis]: Creative Artists Agency, LLC - Media: Diversified & Production - Term Loan B (7/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.50%
|
|
2.50%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.19%
|
|
6.17%
|
|
| Maturity Date |
|
Oct. 01, 2031
|
|
Oct. 01, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
1,556,452
|
|
1,564,293
|
|
| Cost (in Dollars) |
|
$ 1,550,009
|
|
$ 1,557,435
|
|
| Fair Value (in Dollars) |
|
$ 1,558,787
|
|
$ 1,558,099
|
|
| Investment, Identifier [Axis]: Cross Financial Corp - Banking, Finance, Insurance & Real Estate - Term Loan B4 (07/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.75%
|
|
2.75%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.44%
|
|
6.42%
|
|
| Maturity Date |
|
Oct. 31, 2031
|
|
Oct. 31, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
479,017
|
|
481,431
|
|
| Cost (in Dollars) |
|
$ 478,303
|
|
$ 480,633
|
|
| Fair Value (in Dollars) |
|
$ 465,844
|
|
$ 468,793
|
|
| Investment, Identifier [Axis]: Crown Subsea Communications Holding, Inc. - Construction & Building - Term Loan B (01/26) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.00%
|
|
3.00%
|
|
| SOFR Floor |
|
0.75%
|
|
0.75%
|
|
| Current Rate (All In) |
|
6.69%
|
|
6.67%
|
|
| Maturity Date |
|
Jan. 30, 2031
|
|
Jan. 30, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
2,376,000
|
|
2,376,000
|
|
| Cost (in Dollars) |
|
$ 2,359,968
|
|
$ 2,358,575
|
|
| Fair Value (in Dollars) |
|
$ 2,388,617
|
|
$ 2,377,497
|
|
| Investment, Identifier [Axis]: DIRECTV FINANCING, LLC - Media: Broadcasting & Subscription - Term Loan (1/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
5.25%
|
|
| SOFR Floor |
|
|
|
0.75%
|
|
| Current Rate (All In) |
|
|
|
9.18%
|
|
| Maturity Date |
|
|
|
Aug. 02, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
2,615,800
|
|
| Cost (in Dollars) |
|
|
|
$ 2,604,745
|
|
| Fair Value (in Dollars) |
|
|
|
$ 2,614,989
|
|
| Investment, Identifier [Axis]: DIRECTV FINANCING, LLC - Media: Broadcasting & Subscription - Term Loan B (07/26) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
4.50%
|
|
|
|
| SOFR Floor |
|
0.75%
|
|
|
|
| Current Rate (All In) |
|
8.32%
|
|
|
|
| Maturity Date |
|
Aug. 02, 2029
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
2,472,250
|
|
|
|
| Cost (in Dollars) |
|
$ 2,463,608
|
|
|
|
| Fair Value (in Dollars) |
|
$ 2,487,899
|
|
|
|
| Investment, Identifier [Axis]: DISCOVERY PURCHASER CORPORATION - Chemicals, Plastics, & Rubber - Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.75%
|
|
3.75%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
7.48%
|
|
7.42%
|
|
| Maturity Date |
|
Oct. 04, 2029
|
|
Oct. 04, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
1,451,947
|
|
1,459,234
|
|
| Cost (in Dollars) |
|
$ 1,391,117
|
|
$ 1,389,418
|
|
| Fair Value (in Dollars) |
|
$ 1,445,239
|
|
$ 1,429,510
|
|
| Investment, Identifier [Axis]: DOMTAR CORPORATION - Forest Products & Paper - Term Loan 9/21 - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
5.50%
|
|
5.50%
|
|
| SOFR Floor |
|
0.75%
|
|
0.75%
|
|
| Current Rate (All In) |
|
9.35%
|
|
9.29%
|
|
| Maturity Date |
|
Nov. 30, 2028
|
|
Nov. 30, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
2,812,589
|
|
2,898,865
|
|
| Cost (in Dollars) |
|
$ 2,786,990
|
|
$ 2,867,842
|
|
| Fair Value (in Dollars) |
|
$ 2,253,587
|
|
$ 2,348,081
|
|
| Investment, Identifier [Axis]: DRI HOLDING INC. - Media: Advertising, Printing & Publishing - Term Loan (12/21) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
5.25%
|
|
5.25%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
9.22%
|
|
9.02%
|
|
| Maturity Date |
|
Dec. 15, 2028
|
|
Dec. 15, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
3,832,400
|
|
3,852,412
|
|
| Cost (in Dollars) |
|
$ 3,766,484
|
|
$ 3,773,120
|
|
| Fair Value (in Dollars) |
|
$ 3,640,780
|
|
$ 3,772,166
|
|
| Investment, Identifier [Axis]: DRW Holdings, LLC - Banking, Finance, Insurance & Real Estate - Term Loan B (06/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.50%
|
|
3.50%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
7.19%
|
|
7.17%
|
|
| Maturity Date |
|
Jun. 26, 2031
|
|
Jun. 17, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
6,178,900
|
|
6,241,950
|
|
| Cost (in Dollars) |
|
$ 6,161,542
|
|
$ 6,221,653
|
|
| Fair Value (in Dollars) |
|
$ 6,007,065
|
|
$ 6,117,111
|
|
| Investment, Identifier [Axis]: DTZ U.S. Borrower, LLC - Construction & Building - Term Loan (7/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
2.75%
|
|
| SOFR Floor |
|
|
|
0.50%
|
|
| Current Rate (All In) |
|
|
|
6.42%
|
|
| Maturity Date |
|
|
|
Jan. 31, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
932,250
|
|
| Cost (in Dollars) |
|
|
|
$ 916,770
|
|
| Fair Value (in Dollars) |
|
|
|
$ 933,415
|
|
| Investment, Identifier [Axis]: DTZ U.S. Borrower, LLC - Construction & Building - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.25%
|
|
2.50%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
5.94%
|
|
6.17%
|
|
| Maturity Date |
|
Jun. 13, 2033
|
|
Jan. 31, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
932,250
|
|
1,708,945
|
|
| Cost (in Dollars) |
|
$ 918,038
|
|
$ 1,708,945
|
|
| Fair Value (in Dollars) |
|
$ 932,250
|
|
$ 1,709,663
|
|
| Investment, Identifier [Axis]: DTZ U.S. Borrower, LLC - Construction & Building - Term Loan B - Loan - One |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.50%
|
|
|
|
| SOFR Floor |
|
0.50%
|
|
|
|
| Current Rate (All In) |
|
6.19%
|
|
|
|
| Maturity Date |
|
Jan. 31, 2030
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
1,704,673
|
|
|
|
| Cost (in Dollars) |
|
$ 1,704,673
|
|
|
|
| Fair Value (in Dollars) |
|
$ 1,706,275
|
|
|
|
| Investment, Identifier [Axis]: Dave & Buster's Inc. - Hotel, Gaming & Leisure - Term Loan B (1/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.25%
|
|
3.25%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
7.06%
|
|
7.13%
|
|
| Maturity Date |
|
Jun. 29, 2029
|
|
Jun. 29, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
762,038
|
|
762,038
|
|
| Cost (in Dollars) |
|
$ 743,396
|
|
$ 740,571
|
|
| Fair Value (in Dollars) |
|
$ 624,711
|
|
$ 704,123
|
|
| Investment, Identifier [Axis]: Delek US Holdings, Inc. - Utilities: Oil & Gas - Term Loan B (11/22) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
3.50%
|
|
| SOFR Floor |
|
|
|
0.50%
|
|
| Current Rate (All In) |
|
|
|
7.27%
|
|
| Maturity Date |
|
|
|
Nov. 16, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
5,238,000
|
|
| Cost (in Dollars) |
|
|
|
$ 5,168,379
|
|
| Fair Value (in Dollars) |
|
|
|
$ 5,214,638
|
|
| Investment, Identifier [Axis]: Delek US Holdings, Inc. - Utilities: Oil & Gas - Term Loan B (5/26) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.00%
|
|
|
|
| SOFR Floor |
|
0.50%
|
|
|
|
| Current Rate (All In) |
|
6.73%
|
|
|
|
| Maturity Date |
|
May 17, 2032
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
4,831,579
|
|
|
|
| Cost (in Dollars) |
|
$ 4,773,499
|
|
|
|
| Fair Value (in Dollars) |
|
$ 4,847,668
|
|
|
|
| Investment, Identifier [Axis]: Derby Buyer LLC - Chemicals, Plastics, & Rubber - Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.75%
|
|
|
|
| SOFR Floor |
|
0.50%
|
|
|
|
| Current Rate (All In) |
|
6.39%
|
|
|
|
| Maturity Date |
|
Nov. 01, 2030
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
611,015
|
|
|
|
| Cost (in Dollars) |
|
$ 605,056
|
|
|
|
| Fair Value (in Dollars) |
|
$ 614,071
|
|
|
|
| Investment, Identifier [Axis]: Derby Buyer LLC - Chemicals, Plastics, & Rubber - Term Loan B (12/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
3.00%
|
|
| SOFR Floor |
|
|
|
0.00%
|
|
| Current Rate (All In) |
|
|
|
6.66%
|
|
| Maturity Date |
|
|
|
Nov. 01, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
614,102
|
|
| Cost (in Dollars) |
|
|
|
$ 607,478
|
|
| Fair Value (in Dollars) |
|
|
|
$ 613,844
|
|
| Investment, Identifier [Axis]: DexKo Global, Inc. (Dragon Merger) - Automotive - Dexko Global 3/26 (USD) Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
[1] |
4.50%
|
|
|
|
| SOFR Floor |
[1] |
0.00%
|
|
|
|
| Current Rate (All In) |
[1] |
8.32%
|
|
|
|
| Maturity Date |
[1] |
Oct. 03, 2031
|
|
|
|
| Principal/ Number of Shares (in Shares) |
[1] |
967,200
|
|
|
|
| Cost (in Dollars) |
[1] |
$ 965,979
|
|
|
|
| Fair Value (in Dollars) |
[1] |
$ 932,623
|
|
|
|
| Investment, Identifier [Axis]: DexKo Global, Inc. (Dragon Merger) - Automotive - Term Loan (9/21) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
3.75%
|
|
| SOFR Floor |
|
|
|
0.50%
|
|
| Current Rate (All In) |
|
|
|
7.68%
|
|
| Maturity Date |
|
|
|
Oct. 04, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
962,500
|
|
| Cost (in Dollars) |
|
|
|
$ 960,816
|
|
| Fair Value (in Dollars) |
|
|
|
$ 957,004
|
|
| Investment, Identifier [Axis]: Diamond Sports Group, LLC - Media: Broadcasting & Subscription - 1st Priority Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
10.00%
|
|
| SOFR Floor |
|
|
|
1.00%
|
|
| Current Rate (All In) |
|
|
|
13.77%
|
|
| Maturity Date |
|
|
|
May 25, 2026
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
29,734
|
|
| Cost (in Dollars) |
|
|
|
$ 29,677
|
|
| Fair Value (in Dollars) |
|
|
|
$ 5,947
|
|
| Investment, Identifier [Axis]: Dye & Durham Corporation - Services: Business - Term Loan B (04/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
4.25%
|
|
4.25%
|
|
| SOFR Floor |
|
1.00%
|
|
1.00%
|
|
| Current Rate (All In) |
|
8.08%
|
|
8.02%
|
|
| Maturity Date |
|
Apr. 11, 2031
|
|
Apr. 11, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
1,299,175
|
|
1,299,800
|
|
| Cost (in Dollars) |
|
$ 1,285,157
|
|
$ 1,284,463
|
|
| Fair Value (in Dollars) |
|
$ 608,442
|
|
$ 1,152,494
|
|
| Investment, Identifier [Axis]: EAB Global, Inc. - Services: Business - Term Loan (08/21) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.00%
|
|
3.00%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
6.69%
|
|
6.67%
|
|
| Maturity Date |
|
Aug. 16, 2030
|
|
Aug. 16, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
955,506
|
|
960,394
|
|
| Cost (in Dollars) |
|
$ 954,426
|
|
$ 958,888
|
|
| Fair Value (in Dollars) |
|
$ 842,938
|
|
$ 861,800
|
|
| Investment, Identifier [Axis]: Echo Global Logistics, Inc. - Services: Business - Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
3.75%
|
|
| SOFR Floor |
|
|
|
0.50%
|
|
| Current Rate (All In) |
|
|
|
7.52%
|
|
| Maturity Date |
|
|
|
Nov. 23, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
1,925,000
|
|
| Cost (in Dollars) |
|
|
|
$ 1,924,346
|
|
| Fair Value (in Dollars) |
|
|
|
$ 1,896,433
|
|
| Investment, Identifier [Axis]: Echo Global Logistics, Inc.- Healthcare & Pharmaceuticals - Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.75%
|
|
|
|
| SOFR Floor |
|
0.50%
|
|
|
|
| Current Rate (All In) |
|
7.58%
|
|
|
|
| Maturity Date |
|
Nov. 23, 2028
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
1,915,000
|
|
|
|
| Cost (in Dollars) |
|
$ 1,915,000
|
|
|
|
| Fair Value (in Dollars) |
|
$ 1,874,306
|
|
|
|
| Investment, Identifier [Axis]: Edelman Financial Group Inc., The - Banking, Finance, Insurance & Real Estate - Term Loan (12/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
3.00%
|
|
| SOFR Floor |
|
|
|
0.00%
|
|
| Current Rate (All In) |
|
|
|
6.67%
|
|
| Maturity Date |
|
|
|
Apr. 07, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
2,133,818
|
|
| Cost (in Dollars) |
|
|
|
$ 2,132,281
|
|
| Fair Value (in Dollars) |
|
|
|
$ 2,116,705
|
|
| Investment, Identifier [Axis]: Embecta Corp - Healthcare & Pharmaceuticals - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
3.00%
|
|
| SOFR Floor |
|
|
|
0.50%
|
|
| Current Rate (All In) |
|
|
|
6.67%
|
|
| Maturity Date |
|
|
|
Mar. 30, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
2,255,886
|
|
| Cost (in Dollars) |
|
|
|
$ 2,229,506
|
|
| Fair Value (in Dollars) |
|
|
|
$ 2,256,112
|
|
| Investment, Identifier [Axis]: Embecta Corp - Services: Business - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.00%
|
|
|
|
| SOFR Floor |
|
0.50%
|
|
|
|
| Current Rate (All In) |
|
6.73%
|
|
|
|
| Maturity Date |
|
Mar. 30, 2029
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
2,123,456
|
|
|
|
| Cost (in Dollars) |
|
$ 2,101,999
|
|
|
|
| Fair Value (in Dollars) |
|
$ 1,805,999
|
|
|
|
| Investment, Identifier [Axis]: Emrld Borrower LP - Capital Equipment - Term Loan B (04/23) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.25%
|
|
2.25%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.94%
|
|
6.07%
|
|
| Maturity Date |
|
May 31, 2030
|
|
May 31, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
975,150
|
|
980,075
|
|
| Cost (in Dollars) |
|
$ 972,443
|
|
$ 977,113
|
|
| Fair Value (in Dollars) |
|
$ 977,461
|
|
$ 975,527
|
|
| Investment, Identifier [Axis]: Endo Finance Holdings, Inc. - Healthcare & Pharmaceuticals - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.75%
|
|
3.75%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
7.44%
|
|
7.42%
|
|
| Maturity Date |
|
Apr. 23, 2031
|
|
Apr. 23, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
1,965,000
|
|
1,975,000
|
|
| Cost (in Dollars) |
|
$ 1,950,799
|
|
$ 1,959,230
|
|
| Fair Value (in Dollars) |
|
$ 1,969,087
|
|
$ 1,975,494
|
|
| Investment, Identifier [Axis]: Endure Digital, Inc. - High Tech Industries - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
3.50%
|
|
| SOFR Floor |
|
|
|
0.75%
|
|
| Current Rate (All In) |
|
|
|
7.61%
|
|
| Maturity Date |
|
|
|
Feb. 10, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
|
|
| Cost (in Dollars) |
|
|
|
$ 9,730
|
|
| Fair Value (in Dollars) |
|
|
|
|
|
| Investment, Identifier [Axis]: Entain Holdings (Gibraltar) Limited - Hotel, Gaming & Leisure - Term Loan B6 - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.25%
|
|
2.25%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.98%
|
|
5.92%
|
|
| Maturity Date |
|
Oct. 31, 2029
|
|
Oct. 31, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
1,457,889
|
|
1,465,234
|
|
| Cost (in Dollars) |
|
$ 1,449,353
|
|
$ 1,455,384
|
|
| Fair Value (in Dollars) |
|
$ 1,457,175
|
|
$ 1,458,948
|
|
| Investment, Identifier [Axis]: Equiniti Group PLC - Services: Business - Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.75%
|
|
3.75%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
7.60%
|
|
7.55%
|
|
| Maturity Date |
|
Dec. 10, 2031
|
|
Dec. 10, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
955,554
|
|
960,368
|
|
| Cost (in Dollars) |
|
$ 951,097
|
|
$ 955,647
|
|
| Fair Value (in Dollars) |
|
$ 954,656
|
|
$ 953,367
|
|
| Investment, Identifier [Axis]: Evertec Group LLC - Banking, Finance, Insurance & Real Estate - Term Loan B (09/23) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.25%
|
|
2.25%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
5.94%
|
|
5.92%
|
|
| Maturity Date |
|
Oct. 30, 2030
|
|
Oct. 30, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
1,125,000
|
|
1,125,000
|
|
| Cost (in Dollars) |
|
$ 1,113,898
|
|
$ 1,112,817
|
|
| Fair Value (in Dollars) |
|
$ 1,123,594
|
|
$ 1,124,066
|
|
| Investment, Identifier [Axis]: Examworks Bidco Inc - Healthcare & Pharmaceuticals - Examworks/Electron 1/26 TL - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.50%
|
|
2.50%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
6.19%
|
|
6.17%
|
|
| Maturity Date |
|
Feb. 06, 2033
|
|
Feb. 06, 2033
|
|
| Principal/ Number of Shares (in Shares) |
|
483,844
|
|
483,844
|
|
| Cost (in Dollars) |
|
$ 483,281
|
|
$ 483,218
|
|
| Fair Value (in Dollars) |
|
$ 485,576
|
|
$ 482,837
|
|
| Investment, Identifier [Axis]: Fiesta Purchaser, Inc. - Beverage, Food & Tobacco - Second Refinancing Term Loan (8/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.75%
|
|
2.75%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.44%
|
|
6.42%
|
|
| Maturity Date |
|
Feb. 12, 2031
|
|
Feb. 12, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
490,059
|
|
492,534
|
|
| Cost (in Dollars) |
|
$ 486,739
|
|
$ 488,885
|
|
| Fair Value (in Dollars) |
|
$ 485,159
|
|
$ 477,143
|
|
| Investment, Identifier [Axis]: Finco I LLC - Banking, Finance, Insurance & Real Estate - Term Loan B (07/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
1.75%
|
|
1.75%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.44%
|
|
5.42%
|
|
| Maturity Date |
|
Jun. 27, 2029
|
|
Jun. 27, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
2,760,723
|
|
2,774,631
|
|
| Cost (in Dollars) |
|
$ 2,760,133
|
|
$ 2,773,459
|
|
| Fair Value (in Dollars) |
|
$ 2,759,950
|
|
$ 2,737,645
|
|
| Investment, Identifier [Axis]: First Brands Group, LLC - Automotive - 1st Lien Term Loan (3/21) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
[1] |
0.00%
|
[2] |
0.00%
|
|
| SOFR Floor |
[1] |
1.00%
|
[2] |
1.00%
|
|
| Current Rate (All In) |
[1] |
3.71%
|
[2] |
0.00%
|
|
| Maturity Date |
[1] |
Mar. 30, 2027
|
[2] |
Mar. 30, 2027
|
|
| Principal/ Number of Shares (in Shares) |
[1] |
57,237
|
[2] |
1,404,140
|
|
| Cost (in Dollars) |
[1] |
$ 57,154
|
[2] |
$ 90,412
|
|
| Fair Value (in Dollars) |
[1] |
$ 27
|
[2] |
$ 784
|
|
| Investment, Identifier [Axis]: First Brands Group, LLC - Automotive - 1st Lien Term Loan (3/21) - Loan - One |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
[1],[2] |
0.00%
|
|
|
|
| SOFR Floor |
[1],[2] |
1.00%
|
|
|
|
| Current Rate (All In) |
[1],[2] |
0.00%
|
|
|
|
| Maturity Date |
[1],[2] |
Mar. 30, 2027
|
|
|
|
| Principal/ Number of Shares (in Shares) |
[1],[2] |
1,346,904
|
|
|
|
| Cost (in Dollars) |
[1],[2] |
$ 40,386
|
|
|
|
| Fair Value (in Dollars) |
[1],[2] |
$ 242
|
|
|
|
| Investment, Identifier [Axis]: First Brands Group, LLC - Automotive - New Money DIP Term Loan A (10/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
[1] |
0.00%
|
[2] |
0.00%
|
|
| SOFR Floor |
[1] |
1.00%
|
[2] |
1.00%
|
|
| Current Rate (All In) |
[1] |
0.00%
|
[2] |
0.00%
|
|
| Maturity Date |
[1] |
Jul. 31, 2026
|
[2] |
Jun. 29, 2026
|
|
| Principal/ Number of Shares (in Shares) |
[1] |
1,581,855
|
[2] |
1,597,186
|
|
| Cost (in Dollars) |
[1] |
$ 1,581,916
|
[2] |
$ 1,459,537
|
|
| Fair Value (in Dollars) |
[1] |
$ 224,101
|
[2] |
$ 293,483
|
|
| Investment, Identifier [Axis]: First Brands Group, LLC - Automotive - Roll-Up DIP Term Loan B (10/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
[1] |
0.00%
|
[2] |
0.00%
|
|
| SOFR Floor |
[1] |
1.00%
|
[2] |
1.00%
|
|
| Current Rate (All In) |
[1] |
0.00%
|
[2] |
0.00%
|
|
| Maturity Date |
[1] |
Jul. 31, 2026
|
[2] |
Jun. 29, 2026
|
|
| Principal/ Number of Shares (in Shares) |
[1] |
3,569,559
|
[2] |
3,569,559
|
|
| Cost (in Dollars) |
[1] |
$ 3,569,559
|
[2] |
$ 2,218,257
|
|
| Fair Value (in Dollars) |
[1] |
$ 214
|
[2] |
$ 7,139
|
|
| Investment, Identifier [Axis]: First Student Bidco Inc. - Transportation: Consumer - Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.25%
|
|
|
|
| SOFR Floor |
|
0.00%
|
|
|
|
| Current Rate (All In) |
|
5.98%
|
|
|
|
| Maturity Date |
|
Aug. 15, 2030
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
781,647
|
|
|
|
| Cost (in Dollars) |
|
$ 779,611
|
|
|
|
| Fair Value (in Dollars) |
|
$ 781,647
|
|
|
|
| Investment, Identifier [Axis]: First Student Bidco Inc. - Transportation: Consumer - Term Loan C (01/26) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
2.50%
|
|
| SOFR Floor |
|
|
|
0.00%
|
|
| Current Rate (All In) |
|
|
|
6.17%
|
|
| Maturity Date |
|
|
|
Aug. 15, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
707,702
|
|
| Cost (in Dollars) |
|
|
|
$ 705,487
|
|
| Fair Value (in Dollars) |
|
|
|
$ 706,379
|
|
| Investment, Identifier [Axis]: Fitness International, LLC (LA Fitness) - Services: Consumer - Term Loan B (1/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
4.50%
|
|
4.50%
|
|
| SOFR Floor |
|
1.00%
|
|
1.00%
|
|
| Current Rate (All In) |
|
8.19%
|
|
8.17%
|
|
| Maturity Date |
|
Feb. 05, 2029
|
|
Feb. 05, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
1,173,000
|
|
1,179,000
|
|
| Cost (in Dollars) |
|
$ 1,154,031
|
|
$ 1,156,545
|
|
| Fair Value (in Dollars) |
|
$ 1,175,346
|
|
$ 1,181,582
|
|
| Investment, Identifier [Axis]: Flutter Financing B.V. - Hotel, Gaming & Leisure - Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
1.75%
|
|
1.75%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
5.48%
|
|
5.42%
|
|
| Maturity Date |
|
Nov. 29, 2030
|
|
Nov. 29, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
3,656,250
|
|
3,675,000
|
|
| Cost (in Dollars) |
|
$ 3,650,226
|
|
$ 3,668,121
|
|
| Fair Value (in Dollars) |
|
$ 3,580,090
|
|
$ 3,610,688
|
|
| Investment, Identifier [Axis]: Franklin Square Holdings, L.P. - Banking, Finance, Insurance & Real Estate - Term Loan B (04/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.25%
|
|
2.25%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.94%
|
|
5.92%
|
|
| Maturity Date |
|
Apr. 25, 2031
|
|
Apr. 25, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
4,167,422
|
|
4,188,685
|
|
| Cost (in Dollars) |
|
$ 4,165,101
|
|
$ 4,184,968
|
|
| Fair Value (in Dollars) |
|
$ 3,959,051
|
|
$ 3,790,760
|
|
| Investment, Identifier [Axis]: Froneri International (R&R Ice Cream) - Beverage, Food & Tobacco - Term Loan B4 (10/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.25%
|
|
2.25%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.20%
|
|
5.88%
|
|
| Maturity Date |
|
Sep. 30, 2031
|
|
Sep. 16, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
1,891,063
|
|
1,900,638
|
|
| Cost (in Dollars) |
|
$ 1,891,894
|
|
$ 1,901,053
|
|
| Fair Value (in Dollars) |
|
$ 1,881,607
|
|
$ 1,853,331
|
|
| Investment, Identifier [Axis]: GIP Pilot Acquisition Partners, L.P. - Energy: Oil & Gas - GIP Pilot 5/26 Cov-Lite - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.00%
|
|
|
|
| SOFR Floor |
|
0.00%
|
|
|
|
| Current Rate (All In) |
|
5.72%
|
|
|
|
| Maturity Date |
|
May 19, 2033
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
301,391
|
|
|
|
| Cost (in Dollars) |
|
$ 299,770
|
|
|
|
| Fair Value (in Dollars) |
|
$ 302,144
|
|
|
|
| Investment, Identifier [Axis]: GIP Pilot Acquisition Partners, L.P. - Energy: Oil & Gas - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
2.00%
|
|
| SOFR Floor |
|
|
|
0.00%
|
|
| Current Rate (All In) |
|
|
|
5.65%
|
|
| Maturity Date |
|
|
|
Oct. 04, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
383,422
|
|
| Cost (in Dollars) |
|
|
|
$ 382,138
|
|
| Fair Value (in Dollars) |
|
|
|
$ 383,614
|
|
| Investment, Identifier [Axis]: GOLDEN WEST PACKAGING GROUP LLC - Forest Products & Paper - Term Loan B1 (06/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
[1] |
5.25%
|
|
5.25%
|
|
| SOFR Floor |
[1] |
0.75%
|
|
0.75%
|
|
| Current Rate (All In) |
[1] |
9.33%
|
|
9.35%
|
|
| Maturity Date |
[1] |
Jun. 27, 2031
|
|
Jun. 27, 2031
|
|
| Principal/ Number of Shares (in Shares) |
[1] |
1,750,000
|
|
1,750,000
|
|
| Cost (in Dollars) |
[1] |
$ 1,744,741
|
|
$ 1,744,125
|
|
| Fair Value (in Dollars) |
[1] |
$ 1,102,500
|
|
$ 1,070,423
|
|
| Investment, Identifier [Axis]: GOTO GROUP, INC. - High Tech Industries - Second - Out Term Loan (02/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
4.75%
|
|
4.75%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
8.69%
|
|
8.57%
|
|
| Maturity Date |
|
Apr. 28, 2028
|
|
Apr. 30, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
1,693,820
|
|
469,651
|
|
| Cost (in Dollars) |
|
$ 1,656,614
|
|
$ 641,354
|
|
| Fair Value (in Dollars) |
|
$ 441,105
|
|
$ 143,243
|
|
| Investment, Identifier [Axis]: Garrett LX III S.a r.l. - Automotive - Term Loan (1/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
1.75%
|
|
2.00%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
5.57%
|
|
5.67%
|
|
| Maturity Date |
|
Jan. 30, 2032
|
|
Jan. 20, 2032
|
|
| Principal/ Number of Shares (in Shares) |
|
1,223,319
|
|
1,335,471
|
|
| Cost (in Dollars) |
|
$ 1,221,273
|
|
$ 1,332,852
|
|
| Fair Value (in Dollars) |
|
$ 1,221,276
|
|
$ 1,334,910
|
|
| Investment, Identifier [Axis]: Genesee & Wyoming, Inc. - Transportation: Cargo - Term Loan B (03/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
1.75%
|
|
1.75%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.48%
|
|
5.42%
|
|
| Maturity Date |
|
Apr. 10, 2031
|
|
Apr. 10, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
1,473,750
|
|
1,481,250
|
|
| Cost (in Dollars) |
|
$ 1,468,574
|
|
$ 1,475,521
|
|
| Fair Value (in Dollars) |
|
$ 1,471,687
|
|
$ 1,478,747
|
|
| Investment, Identifier [Axis]: Global Tel*Link Corporation - Telecommunications - Term Loan (6/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
7.50%
|
|
7.50%
|
|
| SOFR Floor |
|
3.00%
|
|
3.00%
|
|
| Current Rate (All In) |
|
11.19%
|
|
11.17%
|
|
| Maturity Date |
|
Jul. 31, 2029
|
|
Jul. 31, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
4,693,780
|
|
4,748,790
|
|
| Cost (in Dollars) |
|
$ 4,645,832
|
|
$ 4,693,939
|
|
| Fair Value (in Dollars) |
|
$ 4,740,718
|
|
$ 4,763,654
|
|
| Investment, Identifier [Axis]: Go Daddy Operating Company, LLC - High Tech Industries - Term Loan B7 - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
1.75%
|
|
1.75%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.44%
|
|
5.42%
|
|
| Maturity Date |
|
May 30, 2031
|
|
May 30, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
926,057
|
|
930,782
|
|
| Cost (in Dollars) |
|
$ 926,057
|
|
$ 930,782
|
|
| Fair Value (in Dollars) |
|
$ 913,129
|
|
$ 896,780
|
|
| Investment, Identifier [Axis]: Great Outdoors Group, LLC - Retail - Term Loan (1/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.25%
|
|
3.25%
|
|
| SOFR Floor |
|
0.75%
|
|
0.75%
|
|
| Current Rate (All In) |
|
6.94%
|
|
6.92%
|
|
| Maturity Date |
|
Jan. 20, 2032
|
|
Jan. 20, 2032
|
|
| Principal/ Number of Shares (in Shares) |
|
945,840
|
|
950,641
|
|
| Cost (in Dollars) |
|
$ 944,458
|
|
$ 948,924
|
|
| Fair Value (in Dollars) |
|
$ 949,557
|
|
$ 948,265
|
|
| Investment, Identifier [Axis]: Griffon Corporation-Consumer goods: Durable-Term Loan B-Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
2.00%
|
|
| SOFR Floor |
|
|
|
0.00%
|
|
| Current Rate (All In) |
|
|
|
5.67%
|
|
| Maturity Date |
|
|
|
Jan. 24, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
121,563
|
|
| Cost (in Dollars) |
|
|
|
$ 121,483
|
|
| Fair Value (in Dollars) |
|
|
|
$ 121,866
|
|
| Investment, Identifier [Axis]: Grosvenor Capital Management Holdings, LLLP - Banking, Finance, Insurance & Real Estate - Term Loan B (5/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.25%
|
|
2.25%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.94%
|
|
5.92%
|
|
| Maturity Date |
|
Feb. 25, 2030
|
|
Feb. 25, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
2,329,068
|
|
2,343,071
|
|
| Cost (in Dollars) |
|
$ 2,329,068
|
|
$ 2,343,071
|
|
| Fair Value (in Dollars) |
|
$ 2,336,498
|
|
$ 2,335,011
|
|
| Investment, Identifier [Axis]: HLF Financing SARL (Herbalife) - Consumer goods: Non-durable - Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
6.75%
|
|
| SOFR Floor |
|
|
|
0.50%
|
|
| Current Rate (All In) |
|
|
|
10.42%
|
|
| Maturity Date |
|
|
|
Apr. 12, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
2,882,670
|
|
| Cost (in Dollars) |
|
|
|
$ 2,882,597
|
|
| Fair Value (in Dollars) |
|
|
|
$ 2,883,708
|
|
| Investment, Identifier [Axis]: Hertz Corporation (The) - Transportation: Consumer - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.75%
|
|
3.75%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
7.57%
|
|
7.42%
|
|
| Maturity Date |
|
Jun. 30, 2028
|
|
Jun. 30, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
2,051,410
|
|
2,061,930
|
|
| Cost (in Dollars) |
|
$ 2,024,252
|
|
$ 2,027,902
|
|
| Fair Value (in Dollars) |
|
$ 1,128,275
|
|
$ 1,580,820
|
|
| Investment, Identifier [Axis]: Hillman Group Inc. (The) (New) - Consumer goods: Durable - Term Loan (7/26) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.00%
|
|
|
|
| SOFR Floor |
|
0.00%
|
|
|
|
| Current Rate (All In) |
|
5.66%
|
|
|
|
| Maturity Date |
|
Jul. 22, 2033
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
2,660,665
|
|
|
|
| Cost (in Dollars) |
|
$ 2,660,665
|
|
|
|
| Fair Value (in Dollars) |
|
$ 2,659,920
|
|
|
|
| Investment, Identifier [Axis]: Hillman Group Inc. (The) (New) - Consumer goods: Durable - Term Loan B-1 (2/21) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
2.00%
|
|
| SOFR Floor |
|
|
|
0.50%
|
|
| Current Rate (All In) |
|
|
|
5.68%
|
|
| Maturity Date |
|
|
|
Jul. 14, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
2,678,618
|
|
| Cost (in Dollars) |
|
|
|
$ 2,678,618
|
|
| Fair Value (in Dollars) |
|
|
|
$ 2,674,306
|
|
| Investment, Identifier [Axis]: Hilton Domestic Operating Company Inc. - Hotel, Gaming & Leisure - Term Loan B 4 - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
1.75%
|
|
1.75%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.42%
|
|
5.42%
|
|
| Maturity Date |
|
Nov. 08, 2030
|
|
Nov. 08, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
1,500,000
|
|
1,500,000
|
|
| Cost (in Dollars) |
|
$ 1,498,183
|
|
$ 1,497,879
|
|
| Fair Value (in Dollars) |
|
$ 1,503,375
|
|
$ 1,504,845
|
|
| Investment, Identifier [Axis]: Holley Purchaser, Inc - Automotive - Term Loan (11/21) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.75%
|
|
3.75%
|
|
| SOFR Floor |
|
0.75%
|
|
0.75%
|
|
| Current Rate (All In) |
|
7.55%
|
|
7.54%
|
|
| Maturity Date |
|
Nov. 17, 2028
|
|
Nov. 17, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
2,088,475
|
|
2,163,198
|
|
| Cost (in Dollars) |
|
$ 2,085,789
|
|
$ 2,159,946
|
|
| Fair Value (in Dollars) |
|
$ 2,091,086
|
|
$ 2,149,678
|
|
| Investment, Identifier [Axis]: Hudson River Trading LLC - Banking, Finance, Insurance & Real Estate - Hudson River 1/26 - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.50%
|
|
2.50%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.16%
|
|
6.17%
|
|
| Maturity Date |
|
Mar. 18, 2030
|
|
Mar. 18, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
5,689,037
|
|
5,717,625
|
|
| Cost (in Dollars) |
|
$ 5,628,281
|
|
$ 5,648,595
|
|
| Fair Value (in Dollars) |
|
$ 5,678,398
|
|
$ 5,643,753
|
|
| Investment, Identifier [Axis]: Hunter Douglas Inc - Consumer goods: Durable - Term Loan B (1/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.00%
|
|
3.00%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.73%
|
|
6.67%
|
|
| Maturity Date |
|
Jan. 19, 2032
|
|
Jan. 19, 2032
|
|
| Principal/ Number of Shares (in Shares) |
|
2,199,159
|
|
2,210,322
|
|
| Cost (in Dollars) |
|
$ 2,040,495
|
|
$ 2,039,275
|
|
| Fair Value (in Dollars) |
|
$ 2,201,446
|
|
$ 2,208,023
|
|
| Investment, Identifier [Axis]: Hyperion Refinance S.a.r.l. - Banking, Finance, Insurance & Real Estate - Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.75%
|
|
2.75%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
6.44%
|
|
6.42%
|
|
| Maturity Date |
|
Feb. 15, 2031
|
|
Feb. 15, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
2,932,986
|
|
2,947,799
|
|
| Cost (in Dollars) |
|
$ 2,924,617
|
|
$ 2,938,339
|
|
| Fair Value (in Dollars) |
|
$ 2,775,338
|
|
$ 2,794,514
|
|
| Investment, Identifier [Axis]: IMA Financial Group, Inc. - Banking, Finance, Insurance & Real Estate - Term Loan (10/21) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
3.00%
|
|
| SOFR Floor |
|
|
|
0.50%
|
|
| Current Rate (All In) |
|
|
|
6.67%
|
|
| Maturity Date |
|
|
|
Nov. 01, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
2,415,776
|
|
| Cost (in Dollars) |
|
|
|
$ 2,410,653
|
|
| Fair Value (in Dollars) |
|
|
|
$ 2,385,579
|
|
| Investment, Identifier [Axis]: INEOS 226 Ltd. - Chemicals, Plastics, & Rubber - Term Loan 3/23 - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.75%
|
|
3.75%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
7.54%
|
|
7.52%
|
|
| Maturity Date |
|
Mar. 14, 2030
|
|
Mar. 13, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
485,000
|
|
487,500
|
|
| Cost (in Dollars) |
|
$ 482,065
|
|
$ 484,204
|
|
| Fair Value (in Dollars) |
|
$ 383,354
|
|
$ 379,031
|
|
| Investment, Identifier [Axis]: INEOS US PETROCHEM LLC - Chemicals, Plastics, & Rubber - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
4.25%
|
|
4.25%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
8.04%
|
|
8.02%
|
|
| Maturity Date |
|
Apr. 02, 2029
|
|
Apr. 02, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
2,653,789
|
|
2,667,363
|
|
| Cost (in Dollars) |
|
$ 2,622,489
|
|
$ 2,630,839
|
|
| Fair Value (in Dollars) |
|
$ 2,214,799
|
|
$ 2,158,351
|
|
| Investment, Identifier [Axis]: IRB Holding Corporation - Beverage, Food & Tobacco - Term Loan B (11/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.50%
|
|
2.50%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
6.19%
|
|
6.17%
|
|
| Maturity Date |
|
Dec. 16, 2030
|
|
Dec. 16, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
421,994
|
|
486,195
|
|
| Cost (in Dollars) |
|
$ 420,246
|
|
$ 483,914
|
|
| Fair Value (in Dollars) |
|
$ 423,268
|
|
$ 484,119
|
|
| Investment, Identifier [Axis]: Idera, Inc. - High Tech Industries - Term Loan (06/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.50%
|
|
3.50%
|
|
| SOFR Floor |
|
0.75%
|
|
0.75%
|
|
| Current Rate (All In) |
|
7.31%
|
|
7.16%
|
|
| Maturity Date |
|
Mar. 02, 2028
|
|
Mar. 02, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
4,654,531
|
|
4,678,430
|
|
| Cost (in Dollars) |
|
$ 4,653,244
|
|
$ 4,676,802
|
|
| Fair Value (in Dollars) |
|
$ 4,040,413
|
|
$ 3,719,351
|
|
| Investment, Identifier [Axis]: Ineos US Finance LLC - Chemicals, Plastics, & Rubber - Term Loan C - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.25%
|
|
3.25%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.94%
|
|
6.92%
|
|
| Maturity Date |
|
Feb. 19, 2030
|
|
Feb. 18, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
975,131
|
|
980,094
|
|
| Cost (in Dollars) |
|
$ 969,518
|
|
$ 973,648
|
|
| Fair Value (in Dollars) |
|
$ 919,549
|
|
$ 820,829
|
|
| Investment, Identifier [Axis]: Ingram Micro Inc. - Wholesale - Term Loan B (6/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.25%
|
|
2.25%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.93%
|
|
5.92%
|
|
| Maturity Date |
|
Sep. 19, 2031
|
|
Sep. 22, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
450,298
|
|
450,298
|
|
| Cost (in Dollars) |
|
$ 448,282
|
|
$ 448,093
|
|
| Fair Value (in Dollars) |
|
$ 451,986
|
|
$ 451,144
|
|
| Investment, Identifier [Axis]: Inmar, Inc. - Services: Business - Term Loan B (06/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
4.50%
|
|
4.50%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
8.32%
|
|
8.17%
|
|
| Maturity Date |
|
Oct. 30, 2031
|
|
Oct. 30, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
3,250,440
|
|
3,266,898
|
|
| Cost (in Dollars) |
|
$ 3,209,928
|
|
$ 3,222,520
|
|
| Fair Value (in Dollars) |
|
$ 2,906,446
|
|
$ 3,177,058
|
|
| Investment, Identifier [Axis]: Innophos, Inc . - Chemicals, Plastics, & Rubber - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
4.25%
|
|
| SOFR Floor |
|
|
|
0.00%
|
|
| Current Rate (All In) |
|
|
|
8.04%
|
|
| Maturity Date |
|
|
|
Mar. 16, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
471,250
|
|
| Cost (in Dollars) |
|
|
|
$ 469,569
|
|
| Fair Value (in Dollars) |
|
|
|
$ 454,521
|
|
| Investment, Identifier [Axis]: Innophos, Inc. - Chemicals, Plastics, & Rubber - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
4.25%
|
|
|
|
| SOFR Floor |
|
0.00%
|
|
|
|
| Current Rate (All In) |
|
8.05%
|
|
|
|
| Maturity Date |
|
Mar. 16, 2029
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
468,750
|
|
|
|
| Cost (in Dollars) |
|
$ 467,587
|
|
|
|
| Fair Value (in Dollars) |
|
$ 465,234
|
|
|
|
| Investment, Identifier [Axis]: Instant Brands Litigation Trust - Consumer Goods: Durable - Equity Interests - Equity |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
177,877
|
|
82,384
|
|
| Cost (in Dollars) |
|
$ 96,773
|
|
$ 66,525
|
|
| Fair Value (in Dollars) |
|
$ 530,254
|
|
$ 500,000
|
|
| Investment, Identifier [Axis]: Isagenix International, LLC - Beverage, Food & Tobacco - Common Stock - Equity |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
86,398
|
|
86,398
|
|
| Cost (in Dollars) |
|
|
|
|
|
| Fair Value (in Dollars) |
|
|
|
|
|
| Investment, Identifier [Axis]: Isagenix International, LLC - Beverage, Food & Tobacco - Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
[1] |
7.50%
|
|
2.50%
|
|
| SOFR Floor |
[1] |
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
[1] |
11.24%
|
|
2.50%
|
|
| Maturity Date |
[1] |
Apr. 13, 2028
|
|
Apr. 13, 2028
|
|
| Principal/ Number of Shares (in Shares) |
[1] |
1,542,521
|
|
1,509,341
|
|
| Cost (in Dollars) |
[1] |
$ 1,328,496
|
|
$ 1,242,094
|
|
| Fair Value (in Dollars) |
[1] |
$ 169,677
|
|
$ 75,467
|
|
| Investment, Identifier [Axis]: Isolved Inc. - Services: Business - Infinisource/iSolved 7/25 Cov-lite TL B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.75%
|
|
2.75%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.44%
|
|
6.42%
|
|
| Maturity Date |
|
Oct. 15, 2030
|
|
Oct. 15, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
611,043
|
|
614,129
|
|
| Cost (in Dollars) |
|
$ 606,925
|
|
$ 609,564
|
|
| Fair Value (in Dollars) |
|
$ 591,948
|
|
$ 571,527
|
|
| Investment, Identifier [Axis]: JP Intermediate B, LLC - Consumer goods: Non-durable - Common Stock - Equity |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
9,319
|
|
9,319
|
|
| Cost (in Dollars) |
|
|
|
|
|
| Fair Value (in Dollars) |
|
|
|
|
|
| Investment, Identifier [Axis]: JP Intermediate B, LLC - Consumer goods: Non-durable - Term Loan (9/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
5.50%
|
|
5.50%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
9.23%
|
|
9.17%
|
|
| Maturity Date |
|
Mar. 30, 2031
|
|
Sep. 30, 2032
|
|
| Principal/ Number of Shares (in Shares) |
|
1,103,261
|
|
1,103,261
|
|
| Cost (in Dollars) |
|
$ 598,594
|
|
$ 571,479
|
|
| Fair Value (in Dollars) |
|
$ 551,630
|
|
$ 551,630
|
|
| Investment, Identifier [Axis]: JP Intermediate B, LLC - Consumer goods: Non-durable - Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
7.00%
|
|
7.00%
|
|
| SOFR Floor |
|
1.00%
|
|
1.00%
|
|
| Current Rate (All In) |
|
10.73%
|
|
10.67%
|
|
| Maturity Date |
|
Sep. 30, 2030
|
|
Sep. 30, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
232,011
|
|
233,182
|
|
| Cost (in Dollars) |
|
$ 232,011
|
|
$ 233,182
|
|
| Fair Value (in Dollars) |
|
$ 185,609
|
|
$ 186,546
|
|
| Investment, Identifier [Axis]: Jane Street Group - Banking, Finance, Insurance & Real Estate - Term Loan B -Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
2.00%
|
|
| SOFR Floor |
|
|
|
0.00%
|
|
| Current Rate (All In) |
|
|
|
5.82%
|
|
| Maturity Date |
|
|
|
Dec. 15, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
3,800,000
|
|
| Cost (in Dollars) |
|
|
|
$ 3,800,000
|
|
| Fair Value (in Dollars) |
|
|
|
$ 3,675,132
|
|
| Investment, Identifier [Axis]: Journey Personal Care Corp. - Consumer goods: Non-durable - Term Loan B (11/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.75%
|
|
3.75%
|
|
| SOFR Floor |
|
0.75%
|
|
0.75%
|
|
| Current Rate (All In) |
|
7.57%
|
|
7.42%
|
|
| Maturity Date |
|
Mar. 01, 2028
|
|
Mar. 01, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
2,851,463
|
|
2,865,975
|
|
| Cost (in Dollars) |
|
$ 2,831,879
|
|
$ 2,840,446
|
|
| Fair Value (in Dollars) |
|
$ 2,837,205
|
|
$ 2,839,694
|
|
| Investment, Identifier [Axis]: Koppers Inc - Chemicals, Plastics, & Rubber - Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.50%
|
|
2.50%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
6.19%
|
|
6.18%
|
|
| Maturity Date |
|
Apr. 10, 2030
|
|
Apr. 10, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
970,268
|
|
975,206
|
|
| Cost (in Dollars) |
|
$ 952,972
|
|
$ 955,785
|
|
| Fair Value (in Dollars) |
|
$ 971,238
|
|
$ 968,701
|
|
| Investment, Identifier [Axis]: LSF11 TRINITY BIDCO INC - Aerospace & Defense - Term Loan (9/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
2.50%
|
|
| SOFR Floor |
|
|
|
0.00%
|
|
| Current Rate (All In) |
|
|
|
6.18%
|
|
| Maturity Date |
|
|
|
Jun. 17, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
961,092
|
|
| Cost (in Dollars) |
|
|
|
$ 951,264
|
|
| Fair Value (in Dollars) |
|
|
|
$ 960,496
|
|
| Investment, Identifier [Axis]: LSF9 Atlantis Holdings, LLC (A Wireless) - Retail - Term Loan B (9/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.75%
|
|
3.75%
|
|
| SOFR Floor |
|
0.75%
|
|
0.75%
|
|
| Current Rate (All In) |
|
7.48%
|
|
7.42%
|
|
| Maturity Date |
|
Mar. 29, 2029
|
|
Mar. 29, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
2,474,759
|
|
2,539,884
|
|
| Cost (in Dollars) |
|
$ 2,436,306
|
|
$ 2,494,092
|
|
| Fair Value (in Dollars) |
|
$ 2,445,879
|
|
$ 2,528,785
|
|
| Investment, Identifier [Axis]: Lakeland Tours LLC Litigation C/S - Hotel, Gaming & Leisure - Common Stock - Equity |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
38,169
|
|
|
|
| Cost (in Dollars) |
|
$ 614,196
|
|
|
|
| Fair Value (in Dollars) |
|
$ 382
|
|
|
|
| Investment, Identifier [Axis]: Lakeland Tours, LLC - Hotel, Gaming & Leisure - Holdco Fixed Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
[1] |
|
|
0.00%
|
|
| SOFR Floor |
[1] |
|
|
0.00%
|
|
| Current Rate (All In) |
[1] |
|
|
10.00%
|
|
| Maturity Date |
[1] |
|
|
Sep. 27, 2027
|
|
| Principal/ Number of Shares (in Shares) |
[1] |
|
|
1,127,568
|
|
| Cost (in Dollars) |
|
|
|
$ 818,937
|
|
| Fair Value (in Dollars) |
|
|
|
$ 107,119
|
|
| Investment, Identifier [Axis]: Lakeland Tours, LLC - Hotel, Gaming & Leisure - Term Loan A PIK - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
[1] |
0.00%
|
|
|
|
| SOFR Floor |
[1] |
0.00%
|
|
|
|
| Current Rate (All In) |
[1] |
8.00%
|
|
|
|
| Maturity Date |
[1] |
Mar. 31, 2030
|
|
|
|
| Principal/ Number of Shares (in Shares) |
[1] |
529,519
|
|
|
|
| Cost (in Dollars) |
[1] |
$ 529,519
|
|
|
|
| Fair Value (in Dollars) |
[1] |
$ 105,904
|
|
|
|
| Investment, Identifier [Axis]: Latham Pool Products, Inc. - Consumer goods: Durable - Term Loan 2/22 - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
3.75%
|
|
| SOFR Floor |
|
|
|
0.50%
|
|
| Current Rate (All In) |
|
|
|
7.72%
|
|
| Maturity Date |
|
|
|
Feb. 23, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
980,422
|
|
| Cost (in Dollars) |
|
|
|
$ 970,513
|
|
| Fair Value (in Dollars) |
|
|
|
$ 974,706
|
|
| Investment, Identifier [Axis]: Lifetime Brands, Inc - Consumer goods: Non-durable - Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
5.50%
|
|
| SOFR Floor |
|
|
|
1.00%
|
|
| Current Rate (All In) |
|
|
|
9.28%
|
|
| Maturity Date |
|
|
|
Aug. 26, 2027
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
1,493,382
|
|
| Cost (in Dollars) |
|
|
|
$ 1,491,106
|
|
| Fair Value (in Dollars) |
|
|
|
$ 1,314,176
|
|
| Investment, Identifier [Axis]: MAGNITE, INC. - Services: Business - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.00%
|
|
3.00%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.69%
|
|
6.67%
|
|
| Maturity Date |
|
Feb. 06, 2031
|
|
Feb. 06, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
3,193,348
|
|
3,209,517
|
|
| Cost (in Dollars) |
|
$ 3,171,433
|
|
$ 3,185,690
|
|
| Fair Value (in Dollars) |
|
$ 3,192,550
|
|
$ 3,177,422
|
|
| Investment, Identifier [Axis]: MIWD Holdco II LLC - Construction & Building - Term Loan B2 (03/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.75%
|
|
2.75%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.44%
|
|
6.42%
|
|
| Maturity Date |
|
Mar. 28, 2031
|
|
Mar. 21, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
485,348
|
|
492,525
|
|
| Cost (in Dollars) |
|
$ 483,734
|
|
$ 490,631
|
|
| Fair Value (in Dollars) |
|
$ 479,281
|
|
$ 488,462
|
|
| Investment, Identifier [Axis]: MPH Acquisition Holdings LLC (Multiplan) - Services: Business - First-Out Term Loan (01/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.75%
|
|
|
|
| SOFR Floor |
|
0.50%
|
|
|
|
| Current Rate (All In) |
|
7.57%
|
|
|
|
| Maturity Date |
|
Dec. 31, 2030
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
311,666
|
|
|
|
| Cost (in Dollars) |
|
$ 288,264
|
|
|
|
| Fair Value (in Dollars) |
|
$ 312,641
|
|
|
|
| Investment, Identifier [Axis]: MPH Acquisition Holdings LLC (Multiplan) - Services: Business - First-Out Term Loan (01/25) -Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
3.75%
|
|
| SOFR Floor |
|
|
|
0.50%
|
|
| Current Rate (All In) |
|
|
|
7.42%
|
|
| Maturity Date |
|
|
|
Dec. 31, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
313,244
|
|
| Cost (in Dollars) |
|
|
|
$ 287,511
|
|
| Fair Value (in Dollars) |
|
|
|
$ 308,389
|
|
| Investment, Identifier [Axis]: Marriott Ownership Resorts, Inc. - Hotel, Gaming & Leisure - Term Loan B (3/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.25%
|
|
2.25%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.94%
|
|
5.92%
|
|
| Maturity Date |
|
Apr. 01, 2031
|
|
Apr. 01, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
1,290,732
|
|
1,297,318
|
|
| Cost (in Dollars) |
|
$ 1,290,732
|
|
$ 1,297,318
|
|
| Fair Value (in Dollars) |
|
$ 1,294,359
|
|
$ 1,294,619
|
|
| Investment, Identifier [Axis]: Max US Bidco Inc. - Beverage, Food & Tobacco - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
5.00%
|
|
5.00%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
8.73%
|
|
8.67%
|
|
| Maturity Date |
|
Oct. 03, 2030
|
|
Oct. 03, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
1,955,000
|
|
1,965,000
|
|
| Cost (in Dollars) |
|
$ 1,866,807
|
|
$ 1,867,659
|
|
| Fair Value (in Dollars) |
|
$ 1,840,398
|
|
$ 1,611,791
|
|
| Investment, Identifier [Axis]: McGraw-Hill Education, Inc. - Media: Advertising, Printing & Publishing - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.50%
|
|
2.75%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
6.19%
|
|
6.42%
|
|
| Maturity Date |
|
Aug. 06, 2031
|
|
Aug. 06, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
565,552
|
|
579,182
|
|
| Cost (in Dollars) |
|
$ 562,896
|
|
$ 576,274
|
|
| Fair Value (in Dollars) |
|
$ 567,831
|
|
$ 577,282
|
|
| Investment, Identifier [Axis]: Michaels Companies Inc - Retail - Term Loan B (3/26) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
5.00%
|
|
|
|
| SOFR Floor |
|
0.00%
|
|
|
|
| Current Rate (All In) |
|
8.73%
|
|
|
|
| Maturity Date |
|
Feb. 22, 2033
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
2,392,299
|
|
|
|
| Cost (in Dollars) |
|
$ 2,339,947
|
|
|
|
| Fair Value (in Dollars) |
|
$ 2,388,567
|
|
|
|
| Investment, Identifier [Axis]: Michaels Companies Inc - Retail - Term Loan B (Magic Mergeco) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
4.25%
|
|
| SOFR Floor |
|
|
|
0.75%
|
|
| Current Rate (All In) |
|
|
|
8.18%
|
|
| Maturity Date |
|
|
|
Apr. 08, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
2,392,299
|
|
| Cost (in Dollars) |
|
|
|
$ 2,385,209
|
|
| Fair Value (in Dollars) |
|
|
|
$ 2,387,323
|
|
| Investment, Identifier [Axis]: Moneygram International, Inc. - Services: Business - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
4.75%
|
|
4.75%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
8.39%
|
|
8.41%
|
|
| Maturity Date |
|
Jun. 03, 2030
|
|
Jun. 01, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
2,919,056
|
|
2,933,988
|
|
| Cost (in Dollars) |
|
$ 2,666,834
|
|
$ 2,654,564
|
|
| Fair Value (in Dollars) |
|
$ 2,097,751
|
|
$ 1,915,483
|
|
| Investment, Identifier [Axis]: NAB Holdings, LLC (North American Bancard) - Banking, Finance, Insurance & Real Estate - Term Loan B (2/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.50%
|
|
2.50%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
6.23%
|
|
6.17%
|
|
| Maturity Date |
|
Nov. 24, 2028
|
|
Nov. 24, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
2,866,606
|
|
2,881,401
|
|
| Cost (in Dollars) |
|
$ 2,865,479
|
|
$ 2,879,478
|
|
| Fair Value (in Dollars) |
|
$ 2,641,263
|
|
$ 2,661,176
|
|
| Investment, Identifier [Axis]: Natgasoline LLC - Chemicals, Plastics, & Rubber - Term Loan (3/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
5.50%
|
|
5.50%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
9.19%
|
|
9.17%
|
|
| Maturity Date |
|
Mar. 25, 2030
|
|
Mar. 25, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
3,167,669
|
|
3,208,542
|
|
| Cost (in Dollars) |
|
$ 3,090,953
|
|
$ 3,122,422
|
|
| Fair Value (in Dollars) |
|
$ 3,195,386
|
|
$ 3,220,574
|
|
| Investment, Identifier [Axis]: National Mentor Holdings, Inc. - Healthcare & Pharmaceuticals - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
6.00%
|
|
6.00%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
9.69%
|
|
9.67%
|
|
| Maturity Date |
|
Dec. 12, 2030
|
|
Dec. 05, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
2,740,058
|
|
1,922,848
|
|
| Cost (in Dollars) |
|
$ 2,714,728
|
|
$ 1,921,097
|
|
| Fair Value (in Dollars) |
|
$ 2,765,513
|
|
$ 1,886,198
|
|
| Investment, Identifier [Axis]: Next Level Apparel, Inc. - Retail - Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
7.50%
|
|
7.50%
|
|
| SOFR Floor |
|
1.00%
|
|
1.00%
|
|
| Current Rate (All In) |
|
11.33%
|
|
12.89%
|
|
| Maturity Date |
|
Nov. 20, 2026
|
|
Aug. 09, 2026
|
|
| Principal/ Number of Shares (in Shares) |
|
2,317,073
|
|
2,317,073
|
|
| Cost (in Dollars) |
|
$ 2,317,609
|
|
$ 2,312,037
|
|
| Fair Value (in Dollars) |
|
$ 1,621,951
|
|
$ 1,567,894
|
|
| Investment, Identifier [Axis]: Nielsen Consumer Inc. - Services: Business - Term Loan (08/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.25%
|
|
2.25%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
5.94%
|
|
5.92%
|
|
| Maturity Date |
|
Oct. 31, 2030
|
|
Oct. 07, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
2,143,747
|
|
2,154,574
|
|
| Cost (in Dollars) |
|
$ 2,143,028
|
|
$ 2,153,950
|
|
| Fair Value (in Dollars) |
|
$ 2,133,028
|
|
$ 2,079,164
|
|
| Investment, Identifier [Axis]: NortonLifeLock Inc. - High Tech Industries - Term Loan B (05/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
1.75%
|
|
1.75%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
5.44%
|
|
5.42%
|
|
| Maturity Date |
|
Sep. 12, 2029
|
|
Sep. 12, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
947,500
|
|
955,000
|
|
| Cost (in Dollars) |
|
$ 945,671
|
|
$ 952,861
|
|
| Fair Value (in Dollars) |
|
$ 942,762
|
|
$ 928,737
|
|
| Investment, Identifier [Axis]: Nouryon Finance B.V. - Chemicals, Plastics, & Rubber - AkzoNobel Specialty Chemicals (Starfruit) 6/26 (USD) Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.50%
|
|
|
|
| SOFR Floor |
|
0.00%
|
|
|
|
| Current Rate (All In) |
|
7.23%
|
|
|
|
| Maturity Date |
|
Jul. 31, 2031
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
417,389
|
|
|
|
| Cost (in Dollars) |
|
$ 415,855
|
|
|
|
| Fair Value (in Dollars) |
|
$ 418,825
|
|
|
|
| Investment, Identifier [Axis]: Nouryon Finance B.V. - Chemicals, Plastics, & Rubber - Term Loan B (10/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
3.25%
|
|
| SOFR Floor |
|
|
|
0.00%
|
|
| Current Rate (All In) |
|
|
|
7.04%
|
|
| Maturity Date |
|
|
|
Apr. 03, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
479,041
|
|
| Cost (in Dollars) |
|
|
|
$ 476,798
|
|
| Fair Value (in Dollars) |
|
|
|
$ 478,442
|
|
| Investment, Identifier [Axis]: Novae LLC - Automotive - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
5.00%
|
|
5.00%
|
|
| SOFR Floor |
|
0.75%
|
|
0.75%
|
|
| Current Rate (All In) |
|
8.88%
|
|
8.82%
|
|
| Maturity Date |
|
Dec. 22, 2028
|
|
Dec. 22, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
1,915,000
|
|
1,925,000
|
|
| Cost (in Dollars) |
|
$ 1,909,563
|
|
$ 1,918,692
|
|
| Fair Value (in Dollars) |
|
$ 1,371,963
|
|
$ 1,764,590
|
|
| Investment, Identifier [Axis]: Olaplex, Inc. - Consumer goods: Non-durable - Term Loan (2/22) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
3.50%
|
|
| SOFR Floor |
|
|
|
0.50%
|
|
| Current Rate (All In) |
|
|
|
7.42%
|
|
| Maturity Date |
|
|
|
Feb. 23, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
1,319,846
|
|
| Cost (in Dollars) |
|
|
|
$ 1,288,190
|
|
| Fair Value (in Dollars) |
|
|
|
$ 1,290,704
|
|
| Investment, Identifier [Axis]: Open Text Corporation - High Tech Industries - Term Loan B (08/23) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
1.75%
|
|
1.75%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
5.44%
|
|
5.42%
|
|
| Maturity Date |
|
Jan. 31, 2030
|
|
Jan. 31, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
642,897
|
|
838,682
|
|
| Cost (in Dollars) |
|
$ 632,032
|
|
$ 822,775
|
|
| Fair Value (in Dollars) |
|
$ 639,882
|
|
$ 814,746
|
|
| Investment, Identifier [Axis]: Oxbow Carbon, LLC - Metals & Mining - Term Loan B (04/23) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.50%
|
|
3.50%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
7.19%
|
|
7.17%
|
|
| Maturity Date |
|
May 02, 2030
|
|
May 02, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
458,036
|
|
460,397
|
|
| Cost (in Dollars) |
|
$ 452,381
|
|
$ 454,127
|
|
| Fair Value (in Dollars) |
|
$ 461,279
|
|
$ 459,103
|
|
| Investment, Identifier [Axis]: PACIFIC DENTAL SERVICES, LLC - Healthcare & Pharmaceuticals - Term Loan B (02//24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.25%
|
|
2.50%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.91%
|
|
6.17%
|
|
| Maturity Date |
|
Mar. 17, 2031
|
|
Mar. 17, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
1,173,150
|
|
1,179,075
|
|
| Cost (in Dollars) |
|
$ 1,172,918
|
|
$ 1,178,728
|
|
| Fair Value (in Dollars) |
|
$ 1,174,452
|
|
$ 1,177,436
|
|
| Investment, Identifier [Axis]: PAR PETROLEUM LLC - Energy: Oil & Gas - Term Loan B (12/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
3.25%
|
|
| SOFR Floor |
|
|
|
0.50%
|
|
| Current Rate (All In) |
|
|
|
6.95%
|
|
| Maturity Date |
|
|
|
Feb. 28, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
2,433,760
|
|
| Cost (in Dollars) |
|
|
|
$ 2,417,597
|
|
| Fair Value (in Dollars) |
|
|
|
$ 2,434,272
|
|
| Investment, Identifier [Axis]: PATAGONIA HOLDCO LLC - Telecommunications - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
5.75%
|
|
5.75%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
9.51%
|
|
9.41%
|
|
| Maturity Date |
|
Aug. 01, 2029
|
|
Aug. 01, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
2,902,157
|
|
2,917,234
|
|
| Cost (in Dollars) |
|
$ 2,679,152
|
|
$ 2,660,957
|
|
| Fair Value (in Dollars) |
|
$ 2,270,938
|
|
$ 2,042,063
|
|
| Investment, Identifier [Axis]: PCI Gaming Authority - Hotel, Gaming & Leisure - Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.00%
|
|
2.00%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.69%
|
|
5.67%
|
|
| Maturity Date |
|
Jul. 18, 2031
|
|
Jul. 18, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
778,600
|
|
782,573
|
|
| Cost (in Dollars) |
|
$ 778,570
|
|
$ 782,327
|
|
| Fair Value (in Dollars) |
|
$ 778,452
|
|
$ 780,460
|
|
| Investment, Identifier [Axis]: PEARLS (Netherlands) Bidco B.V. - Chemicals, Plastics, & Rubber - USD Term Loan (02/22) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.25%
|
|
3.25%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
7.07%
|
|
6.92%
|
|
| Maturity Date |
|
Feb. 28, 2029
|
|
Feb. 28, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
958,169
|
|
962,978
|
|
| Cost (in Dollars) |
|
$ 957,875
|
|
$ 962,623
|
|
| Fair Value (in Dollars) |
|
$ 876,006
|
|
$ 798,068
|
|
| Investment, Identifier [Axis]: PEDIATRIC ASSOCIATES HOLDING COMPANY, LLC - Healthcare & Pharmaceuticals - Term Loan (12/22) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
3.25%
|
|
| SOFR Floor |
|
|
|
0.50%
|
|
| Current Rate (All In) |
|
|
|
7.18%
|
|
| Maturity Date |
|
|
|
Dec. 29, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
1,444,621
|
|
| Cost (in Dollars) |
|
|
|
$ 1,442,234
|
|
| Fair Value (in Dollars) |
|
|
|
$ 1,391,531
|
|
| Investment, Identifier [Axis]: PEDIATRIC ASSOCIATES HOLDING COMPANY, LLC - Healthcare & Pharmaceuticals - Term Loan B (5/26) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
5.00%
|
|
|
|
| SOFR Floor |
|
0.00%
|
|
|
|
| Current Rate (All In) |
|
8.76%
|
|
|
|
| Maturity Date |
|
Dec. 29, 2031
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
1,440,869
|
|
|
|
| Cost (in Dollars) |
|
$ 1,439,109
|
|
|
|
| Fair Value (in Dollars) |
|
$ 1,404,400
|
|
|
|
| Investment, Identifier [Axis]: PHYSICIAN PARTNERS, LLC - Healthcare & Pharmaceuticals - Term Loan B1 (1/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
[1] |
1.50%
|
|
1.50%
|
[3] |
| SOFR Floor |
[1] |
0.00%
|
|
0.00%
|
[3] |
| Current Rate (All In) |
[1] |
5.32%
|
|
5.32%
|
[3] |
| Maturity Date |
[1] |
Dec. 31, 2029
|
|
Dec. 31, 2029
|
[3] |
| Principal/ Number of Shares (in Shares) |
[1] |
650,691
|
|
1,865,532
|
[3] |
| Cost (in Dollars) |
[1] |
$ 645,904
|
|
$ 985,648
|
[3] |
| Fair Value (in Dollars) |
[1] |
$ 652,968
|
|
$ 895,455
|
[3] |
| Investment, Identifier [Axis]: PRIORITY HOLDINGS, LLC - Services: Consumer - Term Loan B (07/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.75%
|
|
3.75%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
7.44%
|
|
7.42%
|
|
| Maturity Date |
|
Jul. 30, 2032
|
|
Jul. 30, 2032
|
|
| Principal/ Number of Shares (in Shares) |
|
2,830,585
|
|
2,830,585
|
|
| Cost (in Dollars) |
|
$ 2,818,043
|
|
$ 2,817,297
|
|
| Fair Value (in Dollars) |
|
$ 2,789,910
|
|
$ 2,761,009
|
|
| Investment, Identifier [Axis]: PUG LLC - Services: Consumer - Term Loan B (03/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
4.75%
|
|
4.75%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
8.44%
|
|
8.42%
|
|
| Maturity Date |
|
Mar. 15, 2030
|
|
Mar. 15, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
195,701
|
|
244,372
|
|
| Cost (in Dollars) |
|
$ 195,514
|
|
$ 244,095
|
|
| Fair Value (in Dollars) |
|
$ 196,108
|
|
$ 236,022
|
|
| Investment, Identifier [Axis]: Padagis LLC - Healthcare & Pharmaceuticals - Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
4.75%
|
|
4.75%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
8.74%
|
|
8.66%
|
|
| Maturity Date |
|
Jul. 06, 2028
|
|
Jul. 06, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
920,682
|
|
930,329
|
|
| Cost (in Dollars) |
|
$ 917,767
|
|
$ 926,455
|
|
| Fair Value (in Dollars) |
|
$ 897,665
|
|
$ 860,555
|
|
| Investment, Identifier [Axis]: Pathway Partners Vet Management Company LLC - Consumer goods: Non-durable - Term Loan B (03/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
[1] |
|
|
5.00%
|
|
| SOFR Floor |
[1] |
|
|
1.00%
|
|
| Current Rate (All In) |
[1] |
|
|
8.67%
|
|
| Maturity Date |
[1] |
|
|
Jun. 30, 2028
|
|
| Principal/ Number of Shares (in Shares) |
[1] |
|
|
|
|
| Cost (in Dollars) |
[1] |
|
|
$ 6,950
|
|
| Fair Value (in Dollars) |
[1] |
|
|
|
|
| Investment, Identifier [Axis]: Penn National Gaming, Inc - Hotel, Gaming & Leisure - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.00%
|
|
2.50%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
5.69%
|
|
6.17%
|
|
| Maturity Date |
|
May 28, 2033
|
|
May 03, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
960,000
|
|
965,000
|
|
| Cost (in Dollars) |
|
$ 958,256
|
|
$ 962,640
|
|
| Fair Value (in Dollars) |
|
$ 958,637
|
|
$ 966,476
|
|
| Investment, Identifier [Axis]: Phoenix Guarantor Inc. - Healthcare & Pharmaceuticals - Term Loan B (12/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
2.50%
|
|
| SOFR Floor |
|
|
|
0.00%
|
|
| Current Rate (All In) |
|
|
|
6.17%
|
|
| Maturity Date |
|
|
|
Feb. 21, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
955,542
|
|
| Cost (in Dollars) |
|
|
|
$ 955,542
|
|
| Fair Value (in Dollars) |
|
|
|
$ 953,564
|
|
| Investment, Identifier [Axis]: Phoenix Guarantor Inc. - Healthcare & Pharmaceuticals - Term Loan B-6 - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.00%
|
|
|
|
| SOFR Floor |
|
0.00%
|
|
|
|
| Current Rate (All In) |
|
5.69%
|
|
|
|
| Maturity Date |
|
Feb. 21, 2031
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
865,523
|
|
|
|
| Cost (in Dollars) |
|
$ 865,523
|
|
|
|
| Fair Value (in Dollars) |
|
$ 866,414
|
|
|
|
| Investment, Identifier [Axis]: Playtika Holding Corp. - High Tech Industries - Term Loan B (3/21) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.75%
|
|
2.75%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.55%
|
|
6.54%
|
|
| Maturity Date |
|
Mar. 13, 2028
|
|
Mar. 13, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
4,263,750
|
|
4,286,250
|
|
| Cost (in Dollars) |
|
$ 4,261,786
|
|
$ 4,283,564
|
|
| Fair Value (in Dollars) |
|
$ 4,159,842
|
|
$ 3,974,168
|
|
| Investment, Identifier [Axis]: PointClickCare Technologies, Inc. - High Tech Industries - Term Loan (07/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.75%
|
|
2.75%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.57%
|
|
6.42%
|
|
| Maturity Date |
|
Nov. 03, 2031
|
|
Nov. 03, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
476,561
|
|
478,962
|
|
| Cost (in Dollars) |
|
$ 475,724
|
|
$ 478,042
|
|
| Fair Value (in Dollars) |
|
$ 473,883
|
|
$ 474,474
|
|
| Investment, Identifier [Axis]: Polymer Process Holdings, Inc. - Containers, Packaging & Glass - Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
4.75%
|
|
4.75%
|
|
| SOFR Floor |
|
0.75%
|
|
0.75%
|
|
| Current Rate (All In) |
|
8.55%
|
|
8.54%
|
|
| Maturity Date |
|
Feb. 12, 2028
|
|
Feb. 12, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
3,942,289
|
|
3,942,289
|
|
| Cost (in Dollars) |
|
$ 3,936,587
|
|
$ 3,932,110
|
|
| Fair Value (in Dollars) |
|
$ 2,366,596
|
|
$ 2,534,340
|
|
| Investment, Identifier [Axis]: Pre-Paid Legal Services, Inc. - Services: Consumer - Term Loan (12/21) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.25%
|
|
3.25%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
6.94%
|
|
6.92%
|
|
| Maturity Date |
|
Dec. 15, 2028
|
|
Dec. 15, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
2,873,609
|
|
2,888,325
|
|
| Cost (in Dollars) |
|
$ 2,864,434
|
|
$ 2,877,497
|
|
| Fair Value (in Dollars) |
|
$ 2,706,136
|
|
$ 2,451,466
|
|
| Investment, Identifier [Axis]: Prime Security Services Borrower, LLC (ADT) - Services: Consumer - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.00%
|
|
2.00%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.66%
|
|
5.67%
|
|
| Maturity Date |
|
Oct. 13, 2030
|
|
Oct. 13, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
1,759,565
|
|
1,769,515
|
|
| Cost (in Dollars) |
|
$ 1,748,304
|
|
$ 1,757,142
|
|
| Fair Value (in Dollars) |
|
$ 1,759,020
|
|
$ 1,765,286
|
|
| Investment, Identifier [Axis]: Primo Brands Corporation - Beverage, Food & Tobacco - Term Loan B (01/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
2.25%
|
|
| SOFR Floor |
|
|
|
0.50%
|
|
| Current Rate (All In) |
|
|
|
5.92%
|
|
| Maturity Date |
|
|
|
Mar. 31, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
1,433,030
|
|
| Cost (in Dollars) |
|
|
|
$ 1,430,561
|
|
| Fair Value (in Dollars) |
|
|
|
$ 1,431,497
|
|
| Investment, Identifier [Axis]: Project Leopard Holdings, Inc. (NEW) - High Tech Industries - Term Loan B (06/22) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
5.25%
|
|
5.25%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
9.17%
|
|
9.02%
|
|
| Maturity Date |
|
Jul. 20, 2029
|
|
Jul. 20, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
965,000
|
|
970,000
|
|
| Cost (in Dollars) |
|
$ 931,256
|
|
$ 930,838
|
|
| Fair Value (in Dollars) |
|
$ 575,787
|
|
$ 603,825
|
|
| Investment, Identifier [Axis]: Quartz AcquireCo, LLC - High Tech Industries - Term Loan (2/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.25%
|
|
2.25%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.98%
|
|
5.92%
|
|
| Maturity Date |
|
Jun. 28, 2030
|
|
Jun. 28, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
1,216,234
|
|
1,222,487
|
|
| Cost (in Dollars) |
|
$ 1,210,341
|
|
$ 1,215,995
|
|
| Fair Value (in Dollars) |
|
$ 1,058,731
|
|
$ 1,084,958
|
|
| Investment, Identifier [Axis]: Quikrete Holdings, Inc. - Construction & Building - Term Loan (2/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.25%
|
|
2.25%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.94%
|
|
5.92%
|
|
| Maturity Date |
|
Apr. 14, 2031
|
|
Apr. 14, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
977,613
|
|
982,575
|
|
| Cost (in Dollars) |
|
$ 976,178
|
|
$ 980,934
|
|
| Fair Value (in Dollars) |
|
$ 978,786
|
|
$ 981,475
|
|
| Investment, Identifier [Axis]: RAND PARENT LLC - Transportation: Cargo - Term Loan B (01/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
3.00%
|
|
| SOFR Floor |
|
|
|
0.00%
|
|
| Current Rate (All In) |
|
|
|
6.67%
|
|
| Maturity Date |
|
|
|
Mar. 18, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
2,431,842
|
|
| Cost (in Dollars) |
|
|
|
$ 2,374,944
|
|
| Fair Value (in Dollars) |
|
|
|
$ 2,430,626
|
|
| Investment, Identifier [Axis]: RAND PARENT LLC - Transportation: Cargo - Term Loan B (06/26) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.00%
|
|
|
|
| SOFR Floor |
|
0.00%
|
|
|
|
| Current Rate (All In) |
|
6.73%
|
|
|
|
| Maturity Date |
|
Mar. 18, 2030
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
2,419,560
|
|
|
|
| Cost (in Dollars) |
|
$ 2,368,821
|
|
|
|
| Fair Value (in Dollars) |
|
$ 2,427,424
|
|
|
|
| Investment, Identifier [Axis]: Rackspace Technology Global, Inc. - High Tech Industries - Super-Priority Term Loan (03/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
6.25%
|
|
6.25%
|
|
| SOFR Floor |
|
0.75%
|
|
0.75%
|
|
| Current Rate (All In) |
|
10.02%
|
|
10.03%
|
|
| Maturity Date |
|
May 15, 2028
|
|
May 15, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
538,644
|
|
541,399
|
|
| Cost (in Dollars) |
|
$ 536,105
|
|
$ 538,133
|
|
| Fair Value (in Dollars) |
|
$ 544,369
|
|
$ 537,338
|
|
| Investment, Identifier [Axis]: Rackspace Technology Global, Inc. - High Tech Industries - Term Loan (3/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.75%
|
|
2.75%
|
|
| SOFR Floor |
|
0.75%
|
|
0.75%
|
|
| Current Rate (All In) |
|
6.52%
|
|
6.53%
|
|
| Maturity Date |
|
May 15, 2028
|
|
May 15, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
2,008,367
|
|
2,018,945
|
|
| Cost (in Dollars) |
|
$ 1,445,910
|
|
$ 1,329,862
|
|
| Fair Value (in Dollars) |
|
$ 1,748,665
|
|
$ 826,092
|
|
| Investment, Identifier [Axis]: RealPage, Inc. - High Tech Industries - Term Loan (04/21) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.00%
|
|
3.00%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
6.99%
|
|
6.93%
|
|
| Maturity Date |
|
Apr. 24, 2028
|
|
Apr. 24, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
952,500
|
|
957,500
|
|
| Cost (in Dollars) |
|
$ 952,500
|
|
$ 957,300
|
|
| Fair Value (in Dollars) |
|
$ 937,117
|
|
$ 882,499
|
|
| Investment, Identifier [Axis]: Rent-A-Center, Inc. - Retail - Term Loan B (08/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.75%
|
|
2.75%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
6.48%
|
|
6.42%
|
|
| Maturity Date |
|
Aug. 13, 2032
|
|
Aug. 13, 2032
|
|
| Principal/ Number of Shares (in Shares) |
|
1,816,365
|
|
1,825,515
|
|
| Cost (in Dollars) |
|
$ 1,798,535
|
|
$ 1,806,157
|
|
| Fair Value (in Dollars) |
|
$ 1,816,365
|
|
$ 1,820,951
|
|
| Investment, Identifier [Axis]: Research Now Group, Inc - Media: Advertising, Printing & Publishing - Second-Out Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
5.76%
|
|
5.50%
|
|
| SOFR Floor |
|
1.00%
|
|
1.00%
|
|
| Current Rate (All In) |
|
9.48%
|
|
9.41%
|
|
| Maturity Date |
|
Oct. 15, 2028
|
|
Oct. 15, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
2,843,898
|
|
2,858,408
|
|
| Cost (in Dollars) |
|
$ 2,770,933
|
|
$ 2,768,737
|
|
| Fair Value (in Dollars) |
|
$ 1,123,340
|
|
$ 1,667,881
|
|
| Investment, Identifier [Axis]: Research Now Group, Inc - Media: Advertising, Printing & Publishing - Term Loan (07/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
5.00%
|
|
5.00%
|
|
| SOFR Floor |
|
1.00%
|
|
1.00%
|
|
| Current Rate (All In) |
|
8.90%
|
|
8.91%
|
|
| Maturity Date |
|
Jul. 15, 2028
|
|
Jul. 15, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
333,630
|
|
335,333
|
|
| Cost (in Dollars) |
|
$ 331,291
|
|
$ 332,328
|
|
| Fair Value (in Dollars) |
|
$ 313,055
|
|
$ 330,303
|
|
| Investment, Identifier [Axis]: Resideo Funding Inc. - Services: Consumer - Term Loan B (12/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
2.00%
|
|
| SOFR Floor |
|
|
|
0.00%
|
|
| Current Rate (All In) |
|
|
|
5.66%
|
|
| Maturity Date |
|
|
|
Feb. 11, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
674,488
|
|
| Cost (in Dollars) |
|
|
|
$ 674,488
|
|
| Fair Value (in Dollars) |
|
|
|
$ 673,227
|
|
| Investment, Identifier [Axis]: Resolute Investment Managers (American Beacon), Inc. - Banking, Finance, Insurance & Real Estate - Common Stock - Equity |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
24,320
|
|
24,320
|
|
| Cost (in Dollars) |
|
$ 1,034,581
|
|
$ 1,034,581
|
|
| Fair Value (in Dollars) |
|
$ 121,600
|
|
$ 48,640
|
|
| Investment, Identifier [Axis]: Resolute Investment Managers (American Beacon), Inc. - Banking, Finance, Insurance & Real Estate - Term Loan (12/23) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
[1] |
6.50%
|
|
6.50%
|
|
| SOFR Floor |
[1] |
1.00%
|
|
1.00%
|
|
| Current Rate (All In) |
[1] |
10.49%
|
|
10.43%
|
|
| Maturity Date |
[1] |
Oct. 30, 2028
|
|
Oct. 30, 2028
|
|
| Principal/ Number of Shares (in Shares) |
[1] |
1,938,143
|
|
1,948,080
|
|
| Cost (in Dollars) |
[1] |
$ 1,938,143
|
|
$ 1,948,081
|
|
| Fair Value (in Dollars) |
[1] |
$ 1,775,823
|
|
$ 1,504,892
|
|
| Investment, Identifier [Axis]: Restoration Hardware, Inc. - Retail - Term Loan (9/21) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.50%
|
|
2.50%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
6.30%
|
|
6.29%
|
|
| Maturity Date |
|
Oct. 20, 2028
|
|
Oct. 20, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
3,339,718
|
|
3,357,249
|
|
| Cost (in Dollars) |
|
$ 3,338,278
|
|
$ 3,355,349
|
|
| Fair Value (in Dollars) |
|
$ 3,280,505
|
|
$ 3,295,140
|
|
| Investment, Identifier [Axis]: Reynolds Consumer Products LLC - Containers, Packaging & Glass - Term Loan B (2/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
1.75%
|
|
1.75%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.44%
|
|
5.42%
|
|
| Maturity Date |
|
Mar. 04, 2032
|
|
Mar. 04, 2032
|
|
| Principal/ Number of Shares (in Shares) |
|
931,115
|
|
931,115
|
|
| Cost (in Dollars) |
|
$ 931,115
|
|
$ 931,115
|
|
| Fair Value (in Dollars) |
|
$ 933,610
|
|
$ 935,771
|
|
| Investment, Identifier [Axis]: Ryan Specialty Group LLC - Banking, Finance, Insurance & Real Estate - Term Loan B (09/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.00%
|
|
2.00%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.69%
|
|
5.67%
|
|
| Maturity Date |
|
Sep. 15, 2031
|
|
Sep. 15, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
1,434,094
|
|
1,441,374
|
|
| Cost (in Dollars) |
|
$ 1,428,248
|
|
$ 1,434,941
|
|
| Fair Value (in Dollars) |
|
$ 1,432,302
|
|
$ 1,437,771
|
|
| Investment, Identifier [Axis]: S&S HOLDINGS LLC - Services: Business - Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
5.00%
|
|
5.00%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
8.79%
|
|
8.77%
|
|
| Maturity Date |
|
Mar. 10, 2028
|
|
Mar. 10, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
2,371,131
|
|
2,383,643
|
|
| Cost (in Dollars) |
|
$ 2,354,160
|
|
$ 2,361,520
|
|
| Fair Value (in Dollars) |
|
$ 2,371,131
|
|
$ 2,332,991
|
|
| Investment, Identifier [Axis]: SETANTA AIRCRAFT LEASING DAC - Aerospace & Defense - Term Loan B (05/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
1.75%
|
|
1.75%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.48%
|
|
5.42%
|
|
| Maturity Date |
|
Nov. 05, 2028
|
|
Nov. 05, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
350,000
|
|
350,000
|
|
| Cost (in Dollars) |
|
$ 349,786
|
|
$ 349,707
|
|
| Fair Value (in Dollars) |
|
$ 351,166
|
|
$ 350,875
|
|
| Investment, Identifier [Axis]: SRAM, LLC - Consumer goods: Durable - Term Loan (02/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.00%
|
|
2.25%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.69%
|
|
5.92%
|
|
| Maturity Date |
|
Feb. 23, 2032
|
|
Feb. 23, 2032
|
|
| Principal/ Number of Shares (in Shares) |
|
2,235,055
|
|
2,246,400
|
|
| Cost (in Dollars) |
|
$ 2,234,504
|
|
$ 2,245,458
|
|
| Fair Value (in Dollars) |
|
$ 2,234,116
|
|
$ 2,246,400
|
|
| Investment, Identifier [Axis]: STANDARD INDUSTRIES INC. - Construction & Building - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
1.75%
|
|
1.75%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
5.41%
|
|
5.43%
|
|
| Maturity Date |
|
Sep. 22, 2028
|
|
Sep. 22, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
195,250
|
|
200,250
|
|
| Cost (in Dollars) |
|
$ 194,861
|
|
$ 199,674
|
|
| Fair Value (in Dollars) |
|
$ 195,150
|
|
$ 200,546
|
|
| Investment, Identifier [Axis]: Sally Holdings LLC - Retail - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
1.75%
|
|
1.75%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.44%
|
|
5.42%
|
|
| Maturity Date |
|
Feb. 28, 2030
|
|
Feb. 28, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
268,750
|
|
318,750
|
|
| Cost (in Dollars) |
|
$ 267,589
|
|
$ 317,260
|
|
| Fair Value (in Dollars) |
|
$ 269,422
|
|
$ 319,349
|
|
| Investment, Identifier [Axis]: Schweitzer-Mauduit International, Inc. - High Tech Industries - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
3.75%
|
|
| SOFR Floor |
|
|
|
0.75%
|
|
| Current Rate (All In) |
|
|
|
7.54%
|
|
| Maturity Date |
|
|
|
Apr. 20, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
939,236
|
|
| Cost (in Dollars) |
|
|
|
$ 937,872
|
|
| Fair Value (in Dollars) |
|
|
|
$ 931,017
|
|
| Investment, Identifier [Axis]: Scientific Games Holdings LP - Hotel, Gaming & Leisure - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.00%
|
|
3.00%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
6.75%
|
|
6.65%
|
|
| Maturity Date |
|
Apr. 04, 2029
|
|
Apr. 04, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
483,881
|
|
486,344
|
|
| Cost (in Dollars) |
|
$ 483,595
|
|
$ 485,950
|
|
| Fair Value (in Dollars) |
|
$ 436,906
|
|
$ 476,213
|
|
| Investment, Identifier [Axis]: Sedgwick Claims Management Services, Inc. - Services: Business - Term Loan B 2/23 - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.50%
|
|
2.50%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.19%
|
|
6.17%
|
|
| Maturity Date |
|
Jul. 31, 2031
|
|
Jul. 31, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
970,293
|
|
975,193
|
|
| Cost (in Dollars) |
|
$ 965,571
|
|
$ 970,172
|
|
| Fair Value (in Dollars) |
|
$ 969,934
|
|
$ 942,524
|
|
| Investment, Identifier [Axis]: SiteOne Landscape Supply, LLC - Services: Business - Term Loan B (06/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
1.75%
|
|
1.75%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
5.40%
|
|
5.41%
|
|
| Maturity Date |
|
Mar. 23, 2030
|
|
Mar. 23, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
1,238,796
|
|
1,245,101
|
|
| Cost (in Dollars) |
|
$ 1,235,959
|
|
$ 1,241,692
|
|
| Fair Value (in Dollars) |
|
$ 1,241,893
|
|
$ 1,243,544
|
|
| Investment, Identifier [Axis]: Sitel Worldwide Corporation - Services: Business - USD Term Loan (7/21) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.75%
|
|
3.75%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
7.71%
|
|
7.68%
|
|
| Maturity Date |
|
Aug. 28, 2028
|
|
Aug. 28, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
1,915,000
|
|
| Cost (in Dollars) |
|
$ 7,023
|
|
$ 1,912,199
|
|
| Fair Value (in Dollars) |
|
|
|
$ 716,765
|
|
| Investment, Identifier [Axis]: Smyrna Ready Mix Concrete, LLC - Construction & Building - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.00%
|
|
3.00%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.69%
|
|
6.67%
|
|
| Maturity Date |
|
Apr. 02, 2029
|
|
Apr. 02, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
502,712
|
|
505,257
|
|
| Cost (in Dollars) |
|
$ 500,999
|
|
$ 503,333
|
|
| Fair Value (in Dollars) |
|
$ 504,285
|
|
$ 505,677
|
|
| Investment, Identifier [Axis]: Sparta U.S. HoldCo LLC - Chemicals, Plastics, & Rubber - Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.00%
|
|
3.00%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.66%
|
|
6.67%
|
|
| Maturity Date |
|
Aug. 02, 2030
|
|
Aug. 02, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
1,910,000
|
|
1,920,000
|
|
| Cost (in Dollars) |
|
$ 1,907,807
|
|
$ 1,917,584
|
|
| Fair Value (in Dollars) |
|
$ 1,911,433
|
|
$ 1,914,163
|
|
| Investment, Identifier [Axis]: Staples, Inc. - Wholesale - Term Loan B - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
5.75%
|
|
5.75%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
9.56%
|
|
9.41%
|
|
| Maturity Date |
|
Sep. 04, 2029
|
|
Sep. 04, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
4,199,276
|
|
4,220,701
|
|
| Cost (in Dollars) |
|
$ 4,161,999
|
|
$ 4,178,169
|
|
| Fair Value (in Dollars) |
|
$ 3,930,019
|
|
$ 3,766,976
|
|
| Investment, Identifier [Axis]: Star Parent, Inc. - Services: Business - Term Loan B (09/23) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.50%
|
|
4.00%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
7.23%
|
|
7.67%
|
|
| Maturity Date |
|
Sep. 27, 2030
|
|
Sep. 27, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
1,080,534
|
|
1,228,125
|
|
| Cost (in Dollars) |
|
$ 1,070,006
|
|
$ 1,215,137
|
|
| Fair Value (in Dollars) |
|
$ 1,086,801
|
|
$ 1,187,340
|
|
| Investment, Identifier [Axis]: Storable, Inc - High Tech Industries - Term Loan B (3/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.25%
|
|
3.25%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.94%
|
|
6.92%
|
|
| Maturity Date |
|
Apr. 16, 2031
|
|
Apr. 16, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
478,938
|
|
481,363
|
|
| Cost (in Dollars) |
|
$ 478,905
|
|
$ 481,250
|
|
| Fair Value (in Dollars) |
|
$ 401,412
|
|
$ 459,099
|
|
| Investment, Identifier [Axis]: Superannuation & Investments US LLC - Banking, Finance, Insurance & Real Estate - Superannuation and Investments/CFS 1/26 TL - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.50%
|
|
2.50%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
6.19%
|
|
6.17%
|
|
| Maturity Date |
|
Dec. 01, 2028
|
|
Dec. 01, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
935,132
|
|
960,175
|
|
| Cost (in Dollars) |
|
$ 931,769
|
|
$ 956,194
|
|
| Fair Value (in Dollars) |
|
$ 937,863
|
|
$ 953,876
|
|
| Investment, Identifier [Axis]: SupplyOne, Inc - Wholesale - Term Loan B (03/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.50%
|
|
3.50%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
7.19%
|
|
7.17%
|
|
| Maturity Date |
|
Mar. 27, 2031
|
|
Mar. 27, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
488,813
|
|
491,288
|
|
| Cost (in Dollars) |
|
$ 485,227
|
|
$ 487,342
|
|
| Fair Value (in Dollars) |
|
$ 490,313
|
|
$ 492,978
|
|
| Investment, Identifier [Axis]: Sweetwater Borrower, LLC - Retail - Term Loan B (08/26) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.25%
|
|
|
|
| SOFR Floor |
|
0.00%
|
|
|
|
| Current Rate (All In) |
|
6.94%
|
|
|
|
| Maturity Date |
|
Feb. 17, 2033
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
1,852,074
|
|
|
|
| Cost (in Dollars) |
|
$ 1,814,081
|
|
|
|
| Fair Value (in Dollars) |
|
$ 1,859,019
|
|
|
|
| Investment, Identifier [Axis]: Sweetwater Borrower, LLC - Retail - Term Loan B (2/26) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
4.00%
|
|
| SOFR Floor |
|
|
|
0.00%
|
|
| Current Rate (All In) |
|
|
|
7.66%
|
|
| Maturity Date |
|
|
|
Feb. 17, 2033
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
1,895,910
|
|
| Cost (in Dollars) |
|
|
|
$ 1,854,369
|
|
| Fair Value (in Dollars) |
|
|
|
$ 1,898,280
|
|
| Investment, Identifier [Axis]: Syncsort Incorporated - High Tech Industries - Term Loan B (10/21) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
4.00%
|
|
4.00%
|
|
| SOFR Floor |
|
0.75%
|
|
0.75%
|
|
| Current Rate (All In) |
|
8.08%
|
|
7.93%
|
|
| Maturity Date |
|
Apr. 24, 2028
|
|
Apr. 24, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
2,382,444
|
|
2,394,950
|
|
| Cost (in Dollars) |
|
$ 2,382,402
|
|
$ 2,394,735
|
|
| Fair Value (in Dollars) |
|
$ 1,924,681
|
|
$ 2,037,216
|
|
| Investment, Identifier [Axis]: TORY BURCH LLC - Retail - Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
3.25%
|
|
| SOFR Floor |
|
|
|
0.50%
|
|
| Current Rate (All In) |
|
|
|
7.04%
|
|
| Maturity Date |
|
|
|
Apr. 17, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
2,260,738
|
|
| Cost (in Dollars) |
|
|
|
$ 2,186,326
|
|
| Fair Value (in Dollars) |
|
|
|
$ 2,253,956
|
|
| Investment, Identifier [Axis]: Ta TT Buyer LLC - Media: Broadcasting & Subscription - Term Loan B (6/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
4.75%
|
|
4.75%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
8.48%
|
|
8.42%
|
|
| Maturity Date |
|
Apr. 02, 2029
|
|
Apr. 02, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
965,258
|
|
970,182
|
|
| Cost (in Dollars) |
|
$ 960,790
|
|
$ 964,903
|
|
| Fair Value (in Dollars) |
|
$ 884,417
|
|
$ 940,670
|
|
| Investment, Identifier [Axis]: Tenable Holdings, Inc. - Services: Business - Term Loan B (6/21) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.75%
|
|
2.75%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
6.60%
|
|
6.54%
|
|
| Maturity Date |
|
Jul. 07, 2028
|
|
Jul. 07, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
955,000
|
|
960,000
|
|
| Cost (in Dollars) |
|
$ 954,843
|
|
$ 959,716
|
|
| Fair Value (in Dollars) |
|
$ 952,613
|
|
$ 954,605
|
|
| Investment, Identifier [Axis]: Thor Industries, Inc. - Automotive - Term Loan B (06/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.25%
|
|
2.25%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.94%
|
|
5.92%
|
|
| Maturity Date |
|
Nov. 15, 2030
|
|
Nov. 15, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
94,142
|
|
94,142
|
|
| Cost (in Dollars) |
|
$ 93,553
|
|
$ 93,485
|
|
| Fair Value (in Dollars) |
|
$ 93,906
|
|
$ 93,906
|
|
| Investment, Identifier [Axis]: Torrid LLC - Wholesale - Term Loan 5/21 - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
5.50%
|
|
5.50%
|
|
| SOFR Floor |
|
0.75%
|
|
0.75%
|
|
| Current Rate (All In) |
|
9.80%
|
|
9.29%
|
|
| Maturity Date |
|
Jun. 14, 2028
|
|
Jun. 14, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
2,829,452
|
|
2,922,221
|
|
| Cost (in Dollars) |
|
$ 2,658,850
|
|
$ 2,705,250
|
|
| Fair Value (in Dollars) |
|
$ 1,194,651
|
|
$ 1,168,888
|
|
| Investment, Identifier [Axis]: Tosca Services, LLC - Containers, Packaging & Glass - Term Loan A (08/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
[1] |
5.50%
|
|
5.50%
|
|
| SOFR Floor |
[1] |
1.50%
|
|
1.50%
|
|
| Current Rate (All In) |
[1] |
9.23%
|
|
9.17%
|
|
| Maturity Date |
[1] |
Nov. 30, 2028
|
|
Nov. 30, 2028
|
|
| Principal/ Number of Shares (in Shares) |
[1] |
80,509
|
|
80,509
|
|
| Cost (in Dollars) |
[1] |
$ 79,712
|
|
$ 79,712
|
|
| Fair Value (in Dollars) |
[1] |
80,686
|
|
$ 81,224
|
|
| Investment, Identifier [Axis]: Total cash and cash equivalents |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
22,319,387
|
|
| Cost (in Dollars) |
|
15,698,797
|
|
$ 22,319,387
|
|
| Fair Value (in Dollars) |
|
$ 15,698,797
|
|
$ 22,319,387
|
|
| Investment, Identifier [Axis]: Trans Union LLC - Banking, Finance, Insurance & Real Estate - Term Loan B9 (11/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
1.75%
|
|
1.75%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.44%
|
|
5.42%
|
|
| Maturity Date |
|
Jun. 24, 2031
|
|
Jun. 24, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
596,897
|
|
599,927
|
|
| Cost (in Dollars) |
|
$ 596,672
|
|
$ 599,530
|
|
| Fair Value (in Dollars) |
|
$ 596,014
|
|
$ 594,006
|
|
| Investment, Identifier [Axis]: Tronox Finance LLC - Chemicals, Plastics, & Rubber - Term Loan B (09/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
2.50%
|
|
| SOFR Floor |
|
|
|
0.00%
|
|
| Current Rate (All In) |
|
|
|
6.17%
|
|
| Maturity Date |
|
|
|
Sep. 30, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
343,454
|
|
| Cost (in Dollars) |
|
|
|
$ 343,361
|
|
| Fair Value (in Dollars) |
|
|
|
$ 267,035
|
|
| Investment, Identifier [Axis]: TruGreen Limited Partnership -Services: Consumer - Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
4.00%
|
|
4.00%
|
|
| SOFR Floor |
|
0.75%
|
|
0.75%
|
|
| Current Rate (All In) |
|
7.79%
|
|
7.77%
|
|
| Maturity Date |
|
Nov. 02, 2027
|
|
Nov. 02, 2027
|
|
| Principal/ Number of Shares (in Shares) |
|
920,411
|
|
925,281
|
|
| Cost (in Dollars) |
|
$ 919,334
|
|
$ 923,548
|
|
| Fair Value (in Dollars) |
|
856,903
|
|
$ 908,700
|
|
| Investment, Identifier [Axis]: U.S. Bank Money Market |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Principal/ Number of Shares (in Shares) |
[4] |
|
|
22,319,387
|
|
| Cost (in Dollars) |
|
15,698,797
|
[5] |
$ 22,319,387
|
[4] |
| Fair Value (in Dollars) |
|
$ 15,698,797
|
[5] |
$ 22,319,387
|
[4] |
| Investment, Identifier [Axis]: Ultra Clean Holdings, Inc. - High Tech Industries - Term Loan (09/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
2.75%
|
|
| SOFR Floor |
|
|
|
0.00%
|
|
| Current Rate (All In) |
|
|
|
6.42%
|
|
| Maturity Date |
|
|
|
Feb. 25, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
1,203,008
|
|
| Cost (in Dollars) |
|
|
|
$ 1,201,345
|
|
| Fair Value (in Dollars) |
|
|
|
$ 1,205,017
|
|
| Investment, Identifier [Axis]: Univision Communications Inc. - Media: Broadcasting & Subscription - Term Loan B (05/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.50%
|
|
3.50%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
7.30%
|
|
7.29%
|
|
| Maturity Date |
|
Jan. 31, 2029
|
|
Jan. 31, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
2,367,288
|
|
2,379,366
|
|
| Cost (in Dollars) |
|
$ 2,367,288
|
|
$ 2,379,365
|
|
| Fair Value (in Dollars) |
|
$ 2,352,491
|
|
$ 2,371,442
|
|
| Investment, Identifier [Axis]: Univision Communications Inc. - Media: Broadcasting & Subscription - Term Loan B (6/22) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
4.25%
|
|
4.25%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
7.98%
|
|
7.92%
|
|
| Maturity Date |
|
Jun. 25, 2029
|
|
Jun. 25, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
240,000
|
|
241,250
|
|
| Cost (in Dollars) |
|
$ 236,532
|
|
$ 237,262
|
|
| Fair Value (in Dollars) |
|
$ 240,199
|
|
$ 238,234
|
|
| Investment, Identifier [Axis]: Vaco Holdings, LLC - Services: Business - Term Loan (01/22) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
5.00%
|
|
5.00%
|
|
| SOFR Floor |
|
0.75%
|
|
0.75%
|
|
| Current Rate (All In) |
|
8.88%
|
|
8.82%
|
|
| Maturity Date |
|
Jan. 22, 2029
|
|
Jan. 19, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
2,259,320
|
|
2,271,234
|
|
| Cost (in Dollars) |
|
$ 2,228,853
|
|
$ 2,234,639
|
|
| Fair Value (in Dollars) |
|
$ 2,035,806
|
|
$ 1,704,243
|
|
| Investment, Identifier [Axis]: Vericast Corp. - Media: Advertising, Printing & Publishing - Extended Term Loan (07/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
[1] |
7.75%
|
|
7.75%
|
|
| SOFR Floor |
[1] |
1.00%
|
|
1.00%
|
|
| Current Rate (All In) |
[1] |
11.50%
|
|
11.42%
|
|
| Maturity Date |
[1] |
Jun. 15, 2030
|
|
Jun. 16, 2026
|
|
| Principal/ Number of Shares (in Shares) |
[1] |
1,239,911
|
|
1,259,184
|
|
| Cost (in Dollars) |
[1] |
$ 1,239,784
|
|
$ 1,259,163
|
|
| Fair Value (in Dollars) |
[1] |
$ 1,228,541
|
|
$ 1,212,758
|
|
| Investment, Identifier [Axis]: Verifone Systems, Inc. - Banking, Finance, Insurance & Real Estate - Term Loan (03/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
[1] |
5.50%
|
|
5.25%
|
|
| SOFR Floor |
[1] |
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
[1] |
9.58%
|
|
9.18%
|
|
| Maturity Date |
[1] |
Aug. 18, 2028
|
|
Aug. 21, 2028
|
|
| Principal/ Number of Shares (in Shares) |
[1] |
1,182,785
|
|
1,188,774
|
|
| Cost (in Dollars) |
[1] |
$ 1,182,574
|
|
$ 1,188,361
|
|
| Fair Value (in Dollars) |
[1] |
$ 1,133,995
|
|
$ 1,089,428
|
|
| Investment, Identifier [Axis]: Vertex Aerospace Services Corp - Aerospace & Defense - Term Loan (10/21) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.00%
|
|
2.25%
|
|
| SOFR Floor |
|
0.75%
|
|
0.75%
|
|
| Current Rate (All In) |
|
5.69%
|
|
5.92%
|
|
| Maturity Date |
|
Dec. 06, 2030
|
|
Dec. 06, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
936,596
|
|
962,997
|
|
| Cost (in Dollars) |
|
$ 935,558
|
|
$ 961,733
|
|
| Fair Value (in Dollars) |
|
$ 937,767
|
|
$ 962,997
|
|
| Investment, Identifier [Axis]: Vertiv Group Corporation - Capital Equipment - Term Loan - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
1.75%
|
|
| SOFR Floor |
|
|
|
0.00%
|
|
| Current Rate (All In) |
|
|
|
5.42%
|
|
| Maturity Date |
|
|
|
Aug. 12, 2032
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
1,901,601
|
|
| Cost (in Dollars) |
|
|
|
$ 1,901,601
|
|
| Fair Value (in Dollars) |
|
|
|
$ 1,901,601
|
|
| Investment, Identifier [Axis]: Viasat Inc - Telecommunications - Term Loan (2/22) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
4.50%
|
|
4.50%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
8.27%
|
|
8.29%
|
|
| Maturity Date |
|
Mar. 05, 2029
|
|
Mar. 05, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
2,892,066
|
|
2,907,129
|
|
| Cost (in Dollars) |
|
$ 2,859,175
|
|
$ 2,869,038
|
|
| Fair Value (in Dollars) |
|
$ 2,912,109
|
|
$ 2,906,780
|
|
| Investment, Identifier [Axis]: Vistra Operations Company LLC - Energy: Electricity - 2018 Incremental Term Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
1.75%
|
|
| SOFR Floor |
|
|
|
0.00%
|
|
| Current Rate (All In) |
|
|
|
5.42%
|
|
| Maturity Date |
|
|
|
Dec. 20, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
1,851,605
|
|
| Cost (in Dollars) |
|
|
|
$ 1,850,971
|
|
| Fair Value (in Dollars) |
|
|
|
$ 1,854,956
|
|
| Investment, Identifier [Axis]: WEX Inc. - Services: Business - Term Loan B (11/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
1.75%
|
|
1.75%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.44%
|
|
5.42%
|
|
| Maturity Date |
|
Mar. 31, 2028
|
|
Mar. 31, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
2,852,112
|
|
2,866,626
|
|
| Cost (in Dollars) |
|
$ 2,850,471
|
|
$ 2,864,574
|
|
| Fair Value (in Dollars) |
|
$ 2,850,343
|
|
$ 2,849,312
|
|
| Investment, Identifier [Axis]: Warner Music Group Corp. (WMG Acquisition Corp.) - Hotel, Gaming & Leisure - Term Loan J - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
1.75%
|
|
| SOFR Floor |
|
|
|
0.00%
|
|
| Current Rate (All In) |
|
|
|
5.57%
|
|
| Maturity Date |
|
|
|
Jan. 24, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
1,250,000
|
|
| Cost (in Dollars) |
|
|
|
$ 1,250,000
|
|
| Fair Value (in Dollars) |
|
|
|
$ 1,251,563
|
|
| Investment, Identifier [Axis]: Watlow Electric Manufacturing Company - High Tech Industries - Term Loan B (03/21) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
|
|
3.00%
|
|
| SOFR Floor |
|
|
|
0.50%
|
|
| Current Rate (All In) |
|
|
|
6.67%
|
|
| Maturity Date |
|
|
|
Mar. 02, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
|
|
2,631,521
|
|
| Cost (in Dollars) |
|
|
|
$ 2,627,980
|
|
| Fair Value (in Dollars) |
|
|
|
$ 2,632,626
|
|
| Investment, Identifier [Axis]: WeddingWire, Inc. - Services: Consumer - Term Loan B (12/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
6.25%
|
|
3.75%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
9.91%
|
|
7.42%
|
|
| Maturity Date |
|
Jul. 31, 2030
|
|
Jan. 31, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
4,772,588
|
|
4,725,068
|
|
| Cost (in Dollars) |
|
$ 4,772,589
|
|
$ 4,725,067
|
|
| Fair Value (in Dollars) |
|
$ 3,372,645
|
|
$ 4,032,042
|
|
| Investment, Identifier [Axis]: Windsor Holdings III, LLC - Chemicals, Plastics, & Rubber - Term Loan B (02/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.75%
|
|
2.75%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.44%
|
|
6.42%
|
|
| Maturity Date |
|
Aug. 01, 2030
|
|
Aug. 01, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
487,587
|
|
490,062
|
|
| Cost (in Dollars) |
|
$ 487,587
|
|
$ 490,062
|
|
| Fair Value (in Dollars) |
|
$ 489,070
|
|
$ 488,989
|
|
| Investment, Identifier [Axis]: Wyndham Hotels & Resorts, Inc. - Hotel, Gaming & Leisure - Term Loan (05/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
1.75%
|
|
1.75%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.44%
|
|
5.42%
|
|
| Maturity Date |
|
May 24, 2030
|
|
May 24, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
972,650
|
|
977,613
|
|
| Cost (in Dollars) |
|
$ 969,908
|
|
$ 974,397
|
|
| Fair Value (in Dollars) |
|
$ 974,595
|
|
$ 980,330
|
|
| Investment, Identifier [Axis]: Xperi Corporation - High Tech Industries - Term Loan (1/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.50%
|
|
2.50%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
6.19%
|
|
6.17%
|
|
| Maturity Date |
|
Jun. 08, 2028
|
|
Jun. 08, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
1,362,743
|
|
1,481,388
|
|
| Cost (in Dollars) |
|
$ 1,362,717
|
|
$ 1,481,214
|
|
| Fair Value (in Dollars) |
|
$ 1,362,743
|
|
$ 1,473,981
|
|
| Investment, Identifier [Axis]: ZEBRA BUYER (Allspring) LLC - Banking, Finance, Insurance & Real Estate - Term Loan B (12/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
3.00%
|
|
3.00%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
6.75%
|
|
6.69%
|
|
| Maturity Date |
|
Nov. 01, 2030
|
|
Nov. 01, 2030
|
|
| Principal/ Number of Shares (in Shares) |
|
1,829,108
|
|
1,838,369
|
|
| Cost (in Dollars) |
|
$ 1,824,085
|
|
$ 1,832,728
|
|
| Fair Value (in Dollars) |
|
$ 1,836,497
|
|
$ 1,832,909
|
|
| Investment, Identifier [Axis]: Zayo Group, LLC - Telecommunications - Term Loan (09/25) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
[1] |
3.00%
|
|
3.00%
|
|
| SOFR Floor |
[1] |
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
[1] |
6.80%
|
|
6.79%
|
|
| Maturity Date |
[1] |
Mar. 11, 2030
|
|
Mar. 11, 2030
|
|
| Principal/ Number of Shares (in Shares) |
[1] |
366,098
|
|
620,347
|
|
| Cost (in Dollars) |
[1] |
$ 363,332
|
|
$ 615,143
|
|
| Fair Value (in Dollars) |
[1] |
$ 366,460
|
|
$ 596,308
|
|
| Investment, Identifier [Axis]: Zekelman Industries, Inc. - Metals & Mining - Term Loan B (03/24) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
2.25%
|
|
2.25%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
5.94%
|
|
5.91%
|
|
| Maturity Date |
|
Jan. 24, 2031
|
|
Jan. 24, 2031
|
|
| Principal/ Number of Shares (in Shares) |
|
1,421,313
|
|
1,428,583
|
|
| Cost (in Dollars) |
|
$ 1,420,808
|
|
$ 1,427,966
|
|
| Fair Value (in Dollars) |
|
$ 1,419,536
|
|
$ 1,430,769
|
|
| Investment, Identifier [Axis]: Zest Acquisition Corp. - Healthcare & Pharmaceuticals - Term Loan (1/23) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
5.25%
|
|
5.25%
|
|
| SOFR Floor |
|
0.00%
|
|
0.00%
|
|
| Current Rate (All In) |
|
9.09%
|
|
8.92%
|
|
| Maturity Date |
|
Feb. 08, 2028
|
|
Feb. 08, 2028
|
|
| Principal/ Number of Shares (in Shares) |
|
1,930,000
|
|
1,940,000
|
|
| Cost (in Dollars) |
|
$ 1,898,133
|
|
$ 1,896,965
|
|
| Fair Value (in Dollars) |
|
$ 1,903,463
|
|
$ 1,828,450
|
|
| Investment, Identifier [Axis]: Zodiac Pool Solutions - Consumer goods: Durable - Term Loan (1/22) - Loan |
|
|
|
|
|
| Schedule of Financial Statements of Saratoga CLO [Line Items] |
|
|
|
|
|
| Reference Rate/Spread |
|
1.93%
|
|
1.93%
|
|
| SOFR Floor |
|
0.50%
|
|
0.50%
|
|
| Current Rate (All In) |
|
5.71%
|
|
5.70%
|
|
| Maturity Date |
|
Jan. 29, 2029
|
|
Jan. 29, 2029
|
|
| Principal/ Number of Shares (in Shares) |
|
477,500
|
|
480,000
|
|
| Cost (in Dollars) |
|
$ 477,500
|
|
$ 479,676
|
|
| Fair Value (in Dollars) |
|
$ 477,500
|
|
$ 479,280
|
|
|
|