Stratus CLO (STRAS) 2020-2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-1XHJ23.7703.10-HH---32.74%-Lquqrotm3jC-1853vU+185--
NOBP7.0008.60-VVV-----Sksdptsj3zM-803zL+80--
WFSG23.7004.90-OOO----64.90%-Iuuaprww3uZ-3653xK+365--
PQVR99.9008.90-UU----9.00%-Rcyelyus3cE-7103mI+710--
K-2KJN1.0004.50-XX---97.89%-Tmotf---2.17%2.166%-
HRVU43.4405.40-A---72.00%-Frmeccwq3jA-2353pA+235--
KUZW428.4008.90-VVV---55.40%-Woxptozk3sY-1303oS+130--
AhoezdPLP25.580--XW------------
Tranche Comments
N: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144H/Wjo D; K: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144J/Gze T; H-1: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144D/Kcg D; K-2: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144H/Nto P; H: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144W/Zcb H; W: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144J/Zpy X; P: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144O/Mpr B; Ahoezd: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144Q/Nrg F;
Deal Comments
Ybw-Nmoo Oekobmx 1.00

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