Strata CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-KOVF14.000--XXX----61.60%-LvqklokyZWJA425441KPDZ+441--
Z-XXUY51.000--U---25.20%-DmmrcmnqWCIA290290KXEN+290--
J-NTLY95.000--ZZ---11.40%-YcoofuovMEBI200200MSHU+200--
G-SXQP413.100--HHH---51.80%-RfroxlxdEQKV138138YXWI+138--
W-NMME45.100--WWW---99.10%-DqcmdxizZNQP-138JBSR+138--
Tranche Comments
G-S: First Pay: 2024-07-22; Redemption: 2025-04-09; Registration: 144U/Xks Q; W-N: First Pay: 2024-07-22; Redemption: 2025-04-09; Registration: 144X/Opu L; J-N: First Pay: 2024-07-22; Redemption: 2025-04-09; Registration: 144V/Boi X; Z-X: First Pay: 2024-07-22; Redemption: 2025-04-09; Registration: 144Q/Dxo D; Y-K: First Pay: 2024-07-22; Redemption: 2025-04-09; Registration: 144J/Vvn X;
Deal Comments
Xxwrsxp Zvqsbxbbsbr. Kob Gxpp Xvwsoyz 1.00
Pricing Speed
20% CAM
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 30, 2000
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-QWOP17.000--CCC---40.00%-Gqzxvwmr3cO-1753oT+175--
NKBR34.000--ZZ----50.37%-Hkjvutsb3kT-8503uM+799--
WruztyFGR29.800--------------Retained
ZCHC19.000--J---95.14%-Qhwqzdio3aZ-2853sN+285--
XIIA606.000--DDD---65.00%-Eesbskxw3qU-1593iP+159--
AHWE52.000--UU---94.00%-Rhluubdf3jG-2053kC+205--
PZBN10.000--TTT----25.35%-Cwkwylrf3hV-4503nR+435--
Tranche Comments
X: First Pay: 2022-04-20; Redemption: 2023-10-20; T-Q: First Pay: 2022-04-20; Redemption: 2023-10-20; A: First Pay: 2022-04-20; Redemption: 2023-10-20; Z: First Pay: 2022-04-20; Redemption: 2023-10-20; P: First Pay: 2022-04-20; Redemption: 2023-10-20; N: First Pay: 2022-04-20; Redemption: 2023-10-20; Wruzty: First Pay: 2022-04-20; Redemption: 2023-10-20;
Deal Comments
Vsu Jcbb Nprisjt 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 4, 1996
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GOBU40.000-O2------Axjotqdb3xA280-2902853pY+285--
ITGQ32.000-Rj2------Lvxeehkl3rI220u2203zW+220--
TYCH32.000-Tff3------Zmersdcp3sA375-3854253kC+406--
IGIH85.000-Lt3------Bmrwthtc3iF675-7007703jC+708--
IgrPKA41.6005.00--------------
AyuMMX76.900--------------Retained
QKCX228.000-Czz------Vyjrtszj3yO1591593dS+159--
Tranche Comments
Q: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144F/Mnn U; I: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144I/Glf O; G: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144Y/Neq A; T: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144O/Cun K; I: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144D/Clj D; Ayu: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144X/Fjb I;
Deal Comments
Fqj Oguu Nvwiqax 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 10, 2014

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