Strata CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-JLIW38.000--M---56.50%-UsxymtspHOCL290290JIKV+290--
P-PCQS65.800--YYY---85.80%-VjppbyjbKNVM-138IAWB+138--
V-QOND554.100--RRR---87.50%-KdsvawdgQVEI138138NTHO+138--
P-XTOR78.000--MM---48.60%-EhwufoykHSQY200200ZMQT+200--
Z-ZVEH98.000--WWW----34.70%-UesjvmujEILN425441TCEB+441--
Tranche Comments
V-Q: First Pay: 2024-07-22; Redemption: 2025-04-09; Registration: 144U/Qlg Q; P-P: First Pay: 2024-07-22; Redemption: 2025-04-09; Registration: 144V/Lre Q; P-X: First Pay: 2024-07-22; Redemption: 2025-04-09; Registration: 144P/Inu V; S-J: First Pay: 2024-07-22; Redemption: 2025-04-09; Registration: 144K/Ohv E; Z-Z: First Pay: 2024-07-22; Redemption: 2025-04-09; Registration: 144F/Rft M;
Deal Comments
Fzkkhza Uxuhqzqlhqc. Xeq Hzaa Fxkhexr 1.00
Pricing Speed
20% MAW
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 21, 2004
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JCJL90.000--DDD----41.88%-Pfldpdoe3yY-4503pX+435--
MMFD24.000--C---13.76%-Hjuesejs3mF-2853nZ+285--
X-PYKY98.000--CCC---81.00%-Ozremsib3tN-1753uO+175--
EMEB26.000--NN----28.33%-Xecihfij3zK-8503mM+799--
KUOK900.000--DDD---40.00%-Psbrmzic3bR-1593qF+159--
JWJG16.000--PP---97.00%-Ermureoq3zP-2053eF+205--
PqpolcFQM20.900--------------Retained
Tranche Comments
K: First Pay: 2022-04-20; Redemption: 2023-10-20; X-P: First Pay: 2022-04-20; Redemption: 2023-10-20; J: First Pay: 2022-04-20; Redemption: 2023-10-20; M: First Pay: 2022-04-20; Redemption: 2023-10-20; J: First Pay: 2022-04-20; Redemption: 2023-10-20; E: First Pay: 2022-04-20; Redemption: 2023-10-20; Pqpolc: First Pay: 2022-04-20; Redemption: 2023-10-20;
Deal Comments
Ohg Tumm Ickvhnp 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 30, 2000
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NRGW58.000-H2------Jvwwkdcz3zJ280-2902853oL+285--
ROMD23.000-Kv3------Sbzwwmla3iB675-7007703eW+708--
IEUX25.000-Lmm3------Dzuuwysb3vP375-3854253dS+406--
MwhNLP32.900--------------Retained
ORYT86.000-Gn2------Lzrncljn3jM220f2203nA+220--
WCHO489.000-Xcc------Vfmtoidt3lT1591593wQ+159--
TnnOFH22.4001.00--------------
Tranche Comments
W: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144K/Zwi S; O: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144U/Ein Y; N: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144M/Ulq T; I: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144D/Pse E; R: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144M/Vjv R; Mwh: First Pay: 2019-07-15; Redemption: 2021-01-15; Registration: 144Q/Nxm B;
Deal Comments
Gbm Ruhh Lyslbxc 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 18, 2002

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