Strata CLO (STRTA) I

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	ULN	65.000	-	Hv3	-	-	-	-	-	-	Tkoajqfh	3qP	675-700	770	3rH+708	-	-
B	JVL	83.000	-	Krr3	-	-	-	-	-	-	Asveqzsb	3sM	375-385	425	3dY+406	-	-
Z	FBF	948.000	-	Pgg	-	-	-	-	-	-	Gpjctxsq	3bD	159	159	3yV+159	-	-
Ihn	YIM	13.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	MCI	29.000	-	S2	-	-	-	-	-	-	Moewtero	3pS	280-290	285	3kK+285	-	-
V	IIZ	98.000	-	Ho2	-	-	-	-	-	-	Xhrclpyy	3gP	220w	220	3oF+220	-	-
Qov	QGS	30.700	9.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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Tranche Comments

Z: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144A/Mkx O; V: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144G/Vtt Z; Z: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144Y/Jsb Q; B: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144G/Ipk O; N: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144M/Nig J; Ihn: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144N/Rdj K;

Deal Comments

Rfv Vwuu Upcjfsr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 6, 2015