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
C	HMO	450.000	-	-	WWW	-	-	-	21.00%	-	Qpcpfsum	3kF	-	-	159	3cQ+159	-	-
F	VQT	45.000	-	-	AAA-	-	-	-	23.99%	-	Gdoymvxn	3sL	-	-	450	3mT+435	-	-
O-W	XLX	61.000	-	-	DDD	-	-	-	95.00%	-	Dmpzujiv	3uK	-	-	175	3aI+175	-	-
H	CBZ	90.000	-	-	HH	-	-	-	15.00%	-	Qbdokthr	3iY	-	-	205	3dT+205	-	-
Y	PAH	85.000	-	-	S	-	-	-	80.19%	-	Ddlfesak	3cT	-	-	285	3pR+285	-	-
K	PPI	92.000	-	-	II-	-	-	-	56.73%	-	Zclzafsy	3qH	-	-	850	3eO+799	-	-
Xocvpc	HAZ	99.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C: First Pay: 2022-04-20; Redemption: 2023-10-20; O-W: First Pay: 2022-04-20; Redemption: 2023-10-20; H: First Pay: 2022-04-20; Redemption: 2023-10-20; Y: First Pay: 2022-04-20; Redemption: 2023-10-20; F: First Pay: 2022-04-20; Redemption: 2023-10-20; K: First Pay: 2022-04-20; Redemption: 2023-10-20; Xocvpc: First Pay: 2022-04-20; Redemption: 2023-10-20;

Deal Comments

Svj Csbb Ptxtvlq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 17, 2015