Stratus CLO (STRAS) 2021-2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JMHF56.810---PPP---20.87%-Vqeyoams3vO-2653xP+265--
HJRS65.000---A--55.00%-Wsyhfrsk3yC-1903pP+190--
QCBU589.000---JJJ--85.00%-Ykmwfbwq3fU-903aA+90--
WCWR4.000---P---7.00%-Fwouryyl3fO-7753dF+736--
VBWQ71.000---VV--52.00%-Fjrckxyy3rI-1503hF+150--
CccNIB15.400--------------Retained
WXWT34.670---DD---4.00%-Gmzjmbin3bP-5753uB+575--
Tranche Comments
Q: First Pay: 2022-04-20; Redemption: 2022-12-28; V: First Pay: 2022-04-20; Redemption: 2022-12-28; H: First Pay: 2022-04-20; Redemption: 2022-12-28; J: First Pay: 2022-04-20; Redemption: 2022-12-28; W: First Pay: 2022-04-20; Redemption: 2022-12-28; W: First Pay: 2022-04-20; Redemption: 2022-12-28; Ccc: First Pay: 2022-04-20; Redemption: 2022-12-28;
Deal Comments
Tcw Rbgg Vhxicsr 1.00

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