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
H	AXV	31.000	-	-	V	-	-	-	55.65%	-	Yhmwmmpm	3nO	-	-	285	3kL+285	-	-
Ucmfwr	ZMT	90.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	NGP	905.000	-	-	HHH	-	-	-	58.00%	-	Yluvvcmk	3kS	-	-	159	3fU+159	-	-
M-A	ABK	44.000	-	-	III	-	-	-	66.00%	-	Wmrupsrg	3fB	-	-	175	3qC+175	-	-
O	YXY	86.000	-	-	PPP-	-	-	-	29.98%	-	Almfkybq	3uN	-	-	450	3lO+435	-	-
A	UHO	30.000	-	-	XX	-	-	-	86.00%	-	Rurpoeej	3vG	-	-	205	3nX+205	-	-
J	JWA	75.000	-	-	TT-	-	-	-	38.72%	-	Xcouodme	3cG	-	-	850	3iA+799	-	-

Tranche Comments

H: First Pay: 2022-04-20; Redemption: 2023-10-20; M-A: First Pay: 2022-04-20; Redemption: 2023-10-20; A: First Pay: 2022-04-20; Redemption: 2023-10-20; H: First Pay: 2022-04-20; Redemption: 2023-10-20; O: First Pay: 2022-04-20; Redemption: 2023-10-20; J: First Pay: 2022-04-20; Redemption: 2023-10-20; Ucmfwr: First Pay: 2022-04-20; Redemption: 2023-10-20;

Deal Comments

Khj Uumm Vlashyd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 11, 2013