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-T	TTI	25.000	-	-	PPP	-	-	-	60.00%	-	Irsxxhur	3gY	-	-	175	3pW+175	-	-
G	HBJ	500.000	-	-	GGG	-	-	-	77.00%	-	Bfbzheac	3oX	-	-	159	3wL+159	-	-
Y	RYN	25.000	-	-	III-	-	-	-	20.25%	-	Yzrddvsj	3xH	-	-	450	3zT+435	-	-
J	EPK	52.000	-	-	L	-	-	-	25.87%	-	Herfhxkl	3fN	-	-	285	3yJ+285	-	-
T	ETX	43.000	-	-	VV-	-	-	-	13.43%	-	Rvzashwa	3qB	-	-	850	3fL+799	-	-
Bkwkpl	BXU	62.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	XSU	95.000	-	-	UU	-	-	-	96.00%	-	Aykekeja	3pR	-	-	205	3oT+205	-	-

Tranche Comments

G: First Pay: 2022-04-20; Redemption: 2023-10-20; C-T: First Pay: 2022-04-20; Redemption: 2023-10-20; X: First Pay: 2022-04-20; Redemption: 2023-10-20; J: First Pay: 2022-04-20; Redemption: 2023-10-20; Y: First Pay: 2022-04-20; Redemption: 2023-10-20; T: First Pay: 2022-04-20; Redemption: 2023-10-20; Bkwkpl: First Pay: 2022-04-20; Redemption: 2023-10-20;

Deal Comments

Vzb Gxcc Nmuezuf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 8, 2022