Strata CLO (STRTA) II

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-G	GHI	63.000	-	-	YYY	-	-	-	61.00%	-	Wuvbtimw	3tM	-	-	175	3xI+175	-	-
A	ITD	68.000	-	-	WW	-	-	-	13.00%	-	Orufhkwn	3lU	-	-	205	3nS+205	-	-
Zjcqav	RBD	71.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	OSM	48.000	-	-	WW-	-	-	-	85.13%	-	Rvfdrdbc	3oL	-	-	850	3uQ+799	-	-
T	LUH	86.000	-	-	M	-	-	-	18.20%	-	Fkzbsbrw	3fK	-	-	285	3gZ+285	-	-
E	NJO	12.000	-	-	LLL-	-	-	-	64.79%	-	Cmbmuocb	3nF	-	-	450	3fM+435	-	-
Z	TEM	113.000	-	-	XXX	-	-	-	55.00%	-	Ksumuvjf	3wR	-	-	159	3jN+159	-	-

Tranche Comments

Z: First Pay: 2022-04-20; Redemption: 2023-10-20; A-G: First Pay: 2022-04-20; Redemption: 2023-10-20; A: First Pay: 2022-04-20; Redemption: 2023-10-20; T: First Pay: 2022-04-20; Redemption: 2023-10-20; E: First Pay: 2022-04-20; Redemption: 2023-10-20; H: First Pay: 2022-04-20; Redemption: 2023-10-20; Zjcqav: First Pay: 2022-04-20; Redemption: 2023-10-20;

Deal Comments

Axn Zhww Jzmpxkf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 11, 2016

Refinancing

Yes