2020-2

Stratus CLO (STRAS) 2020-2

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Blackstone Credit (fka GSO Capital Partners)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
N-2	IAF	7.000	6.30	-	QQ	-	-	-	28.99%	-	Oiwoq	-	-	-	-	2.17%	2.166%	-
A	BFX	25.500	5.80	-	KKK-	-	-	-	35.70%	-	Opjsedwf	3rP	-	-	365	3xV+365	-	-
P	KSI	81.500	5.20	-	RR-	-	-	-	9.00%	-	Xxbqeefe	3mQ	-	-	710	3qF+710	-	-
M-1	ZXR	58.110	1.60	-	QQ	-	-	-	85.13%	-	Ckywqxpf	3rA	-	-	185	3gI+185	-	-
N	RYV	91.230	8.70	-	L	-	-	-	26.00%	-	Qkqjfebz	3uK	-	-	235	3jB+235	-	-
P	RRZ	3.000	7.10	-	EEE	-	-	-	-	-	Qvvbmcmz	3pI	-	-	80	3kO+80	-	-
O	YOT	761.900	1.60	-	OOO	-	-	-	47.30%	-	Ywwjpkxp	3lL	-	-	130	3mR+130	-	-
Daewtp	HTS	27.640	-	-	XW	-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

P: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144G/Rfc D; O: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144J/Tzd Z; M-1: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144N/Pde H; N-2: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144Z/Lhn G; N: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144D/Ptt W; A: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144P/Jbt I; P: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144U/Yjz L; Daewtp: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144X/Uyo D;

Deal Comments

Fvn-Fgaa Qeafvzc 1.00