Stratus CLO (STRAS) 2021-2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BVNN7.000---D---9.00%-Guqeeylh3fZ-7753fL+736--
HHYX74.000---D--39.00%-Qlvmyawp3jC-1903nU+190--
VZHS27.000---HH--25.00%-Wbqdbmkr3dF-1503zR+150--
ZOSZ12.970---GG---7.00%-Lkfpmjdj3bO-5753xA+575--
ByyOUS31.900--------------Retained
WWCJ192.000---UUU--13.00%-Sflbovch3cK-903xV+90--
EVEG15.350---PPP---17.37%-Zqkqreho3tA-2653aJ+265--
Tranche Comments
W: 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; E: First Pay: 2022-04-20; Redemption: 2022-12-28; Z: First Pay: 2022-04-20; Redemption: 2022-12-28; B: First Pay: 2022-04-20; Redemption: 2022-12-28; Byy: First Pay: 2022-04-20; Redemption: 2022-12-28;
Deal Comments
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