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
B	UAG	83.100	4.50	-	III-	-	-	-	86.40%	-	Fehzxkoc	3lT	-	-	365	3gQ+365	-	-
C	KOX	8.000	9.80	-	XXX	-	-	-	-	-	Tuaersta	3aR	-	-	80	3gU+80	-	-
F-1	ZRV	23.800	6.20	-	XX	-	-	-	63.32%	-	Lmxxcmys	3jH	-	-	185	3oS+185	-	-
P	YBA	18.500	6.20	-	H	-	-	-	58.00%	-	Qkxbmzid	3iC	-	-	235	3gD+235	-	-
A-2	GBM	8.000	2.50	-	FF	-	-	-	61.86%	-	Afmwg	-	-	-	-	2.17%	2.166%	-
Oajhto	ERN	21.190	-	-	TR	-	-	-	-	-	-	-	-	-	-	-	-	-
K	RLA	356.500	6.40	-	LLL	-	-	-	98.20%	-	Gsflurit	3dL	-	-	130	3dC+130	-	-
X	OPE	85.600	6.40	-	CC-	-	-	-	4.00%	-	Wedsptra	3yN	-	-	710	3uV+710	-	-

Tranche Comments

C: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144J/Ilf A; K: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144I/Yjc A; F-1: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144V/Tcx X; A-2: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144A/Twb X; P: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144A/Tcl A; B: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144Y/Eio N; X: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144K/Vrn A; Oajhto: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144X/Ghc A;

Deal Comments

Iua-Aggg Nazjuum 1.00