Stratus CLO (STRAS) 2020-2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TWRU9.0008.30-JJJ-----Orjovzzy3gA-803xQ+80--
XBGG38.6501.90-T---85.00%-Vulvlpoz3zO-2353bJ+235--
JGAS64.9001.40-TT----4.00%-Ayamrtza3aJ-7103qL+710--
ALON887.4001.50-AAA---13.50%-Smfwrrmc3vE-1303oA+130--
G-1URV75.6507.70-AA---76.60%-Svrvkuji3yN-1853uT+185--
M-2ZIQ4.0002.40-PP---30.86%-Rwlpv---2.17%2.166%-
FgqciyGGP21.210--HD------------
YOGL67.9004.50-NNN----96.60%-Ykuokehc3rD-3653yP+365--
Tranche Comments
T: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144K/Cak R; A: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144X/Cbr Y; G-1: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144V/Gfd B; M-2: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144G/Eof R; X: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144D/Itp D; Y: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144K/Xii G; J: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144J/Cim T; Fgqciy: First Pay: 2021-04-15; Redemption: 2021-06-10; Registration: 144G/Owm Q;
Deal Comments
Fpv-Owtt Bfarpqg 1.00

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