Strata CLO (STRTA) I

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

HPS Investment Partners

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
A	NBO	63.000	-	Re3	-	-	-	-	-	-	Vpwctusq	3fO	-	675-700	770	3yF+708	-	-
Air	VAV	67.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	CSH	61.000	-	Ooo3	-	-	-	-	-	-	Tluywvud	3qM	-	375-385	425	3wZ+406	-	-
G	GNN	66.000	-	Ba2	-	-	-	-	-	-	Vvlqbrpt	3qG	-	220u	220	3yN+220	-	-
Gsp	UWH	97.600	7.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
R	RFV	959.000	-	Bgg	-	-	-	-	-	-	Qukmbbrr	3eH	-	159	159	3wP+159	-	-
B	FBN	43.000	-	O2	-	-	-	-	-	-	Fprmeyxq	3xM	-	280-290	285	3fR+285	-	-

Tranche Comments

R: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144F/Kfj V; G: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144H/Fsn Z; B: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144E/Hyy D; J: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144T/Vop A; A: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144G/Qkd B; Air: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144N/Oui D;

Deal Comments

Fhj Ggyy Eqgfhju 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 31, 1999

Reset

Yes