FINSIGHT

Strata CLO

Deals

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
T-C	TQU	24.900	-	-	DDD	-	-	-	85.10%	-	Cwwdwyef	KQSG	-	-	138	DLKU+138	-	-
C-I	VOM	188.100	-	-	III	-	-	-	37.10%	-	Hmlzwczj	BGHW	-	138	138	UEYS+138	-	-
E-J	REM	22.000	-	-	NNN-	-	-	-	47.60%	-	Cywqvoow	DMYA	-	425	441	POZR+441	-	-
A-V	XSI	87.000	-	-	G	-	-	-	38.10%	-	Zmfeyotk	JVKX	-	290	290	UEPP+290	-	-
A-D	XBH	84.000	-	-	MM	-	-	-	88.40%	-	Gqsrbrsj	LNTT	-	200	200	JBKT+200	-	-

Tranche Comments

C-I: First Pay: 2024-07-22; Redemption: 2025-04-09; Registration: 144I/Hjv T; T-C: First Pay: 2024-07-22; Redemption: 2025-04-09; Registration: 144U/Rnf O; A-D: First Pay: 2024-07-22; Redemption: 2025-04-09; Registration: 144P/Ztu W; A-V: First Pay: 2024-07-22; Redemption: 2025-04-09; Registration: 144T/Dsa L; E-J: First Pay: 2024-07-22; Redemption: 2025-04-09; Registration: 144K/Gpb F;

Deal Comments

Kbekubs Wxmuebezueb. Bie Dbss Kxeuiiy 1.00

Pricing Speed

20% DFH

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 29, 2012