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
E	LJB	33.000	-	Ga3	-	-	-	-	-	-	Lkosqksh	3nT	-	675-700	770	3nE+708	-	-
J	TSN	815.000	-	Nyy	-	-	-	-	-	-	Nfkfwpfj	3hS	-	159	159	3hB+159	-	-
Xit	XWX	59.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Qsp	UYQ	46.900	8.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
P	LWZ	62.000	-	Rww3	-	-	-	-	-	-	Fejylwsc	3vJ	-	375-385	425	3aA+406	-	-
B	PMF	96.000	-	Vt2	-	-	-	-	-	-	Gyxbhdrn	3xW	-	220h	220	3yW+220	-	-
W	GMR	72.000	-	D2	-	-	-	-	-	-	Qbsydvkd	3zW	-	280-290	285	3aJ+285	-	-

Tranche Comments

J: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144W/Rfz B; B: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144E/Wlh C; W: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144N/Oea H; P: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144Z/Nqm L; E: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144J/Pvw J; Xit: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144Q/Kcx V;

Deal Comments

Apy Ncii Nmqgpih 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 26, 2019