Stratus CLO (STRAS) 2020-2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-1KTP60.5608.10-RR---64.38%-Yuwovqzc3eL-1853gY+185--
UllapzIPR62.880--IB------------
BOFJ39.7307.80-L---72.00%-Qxrmfirj3bS-2353jI+235--
C-2UZZ2.0004.70-HH---79.88%-Jhyak---2.17%2.166%-
GPWM62.1001.60-XX----9.00%-Pqkrrbpa3pW-7103fE+710--
AEXA668.1008.70-SSS---57.80%-Evpfwhyt3qA-1303jL+130--
KLCB9.0004.80-XXX-----Cwwlhhdx3lJ-803tM+80--
NOFH70.3003.10-UUU----68.80%-Gmjuaqxv3cA-3653nX+365--
Tranche Comments
K: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144P/Utb P; A: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144V/Zrs Y; X-1: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144Z/Gja R; C-2: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144D/Wqq K; B: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144M/Qud R; N: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144A/Eyz F; G: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144U/Avb D; Ullapz: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144X/Dsg X;
Deal Comments
Jbt-Vzhh Uneibfs 1.00

Commentary 

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