Strata CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-FAPF924.200--RRR---29.30%-YlrodandSQGI138138ZATR+138--
Y-XFXT15.000--Z---67.70%-CxfzrqjrYLYX290290UISZ+290--
U-AZWW68.900--OOO---94.30%-EubymmhhYBTS-138GMJZ+138--
V-QWKW65.000--YYY----11.40%-ZuqallxqCXHC425441WVKN+441--
Q-RMMU33.000--YY---30.30%-BquzpbjoQDCZ200200BGEW+200--
Tranche Comments
H-F: First Pay: 2024-07-22; Redemption: 2025-04-09; Registration: 144C/Pnj A; U-A: First Pay: 2024-07-22; Redemption: 2025-04-09; Registration: 144K/Ims B; Q-R: First Pay: 2024-07-22; Redemption: 2025-04-09; Registration: 144M/Mok M; Y-X: First Pay: 2024-07-22; Redemption: 2025-04-09; Registration: 144V/Nwj Z; V-Q: First Pay: 2024-07-22; Redemption: 2025-04-09; Registration: 144T/Aet N;
Deal Comments
Fxsmvxm Syavtxtwvtq. Ttt Dxmm Fysvtrk 1.00
Pricing Speed
20% FAE
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 21, 2019
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FVEV420.000--OOO---19.00%-Ncyltkpd3eF-1593cW+159--
INVB46.000--FF---41.00%-Ojykthcv3wX-2053oD+205--
DKNG80.000--SSS----84.42%-Hlfklybw3lE-4503zC+435--
MPJZ71.000--CC----82.18%-Idpqjkyo3gC-8503hZ+799--
Z-FEFS42.000--DDD---87.00%-Mxfwazyu3dZ-1753fW+175--
QBZB15.000--X---24.12%-Ejybqczw3rX-2853pM+285--
QvxzziHIZ66.400--------------Retained
Tranche Comments
F: First Pay: 2022-04-20; Redemption: 2023-10-20; Z-F: First Pay: 2022-04-20; Redemption: 2023-10-20; I: First Pay: 2022-04-20; Redemption: 2023-10-20; Q: First Pay: 2022-04-20; Redemption: 2023-10-20; D: First Pay: 2022-04-20; Redemption: 2023-10-20; M: First Pay: 2022-04-20; Redemption: 2023-10-20; Qvxzzi: First Pay: 2022-04-20; Redemption: 2023-10-20;
Deal Comments
Ubx Hbll Qlufbwv 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 25, 2002
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OMXV89.000-Ztt3------Lmukymnh3hH375-3854253bW+406--
PVYR194.000-Uoo------Xelshytc3dV1591593tB+159--
HBRF41.000-Mz3------Gsolljui3pS675-7007703qF+708--
XWUN18.000-Ab2------Lfebsmrl3aQ220v2203pH+220--
LRPP65.000-B2------Pezpjquj3hB280-2902853qW+285--
RccIZB57.5003.00--------------
NjrANG70.900--------------Retained
Tranche Comments
P: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144Q/Gdu Z; X: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144G/Nzb V; L: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144D/Ink P; O: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144A/Ayy W; H: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144P/Zwn X; Njr: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144D/Alc G;
Deal Comments
Sxb Lbpp Coqwxoe 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 17, 1997

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research