FINSIGHT

Stratus CLO

Deals

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
T	VFB	47.000	2.50	-	-	B	-	-	39.00%	-	Gehmucvs	3jQ	-	-	205	3kI+205	-	-
R	CRC	23.000	5.80	-	-	KK	-	-	29.00%	-	Mxewbvjl	3dY	-	-	155	3qV+155	-	-
B	WKO	30.000	9.80	-	-	UU-	-	-	6.00%	-	Krdmhtcn	3vS	-	-	575	3lE+575	-	-
N	VCT	667.000	7.00	-	-	KKK	-	-	55.00%	-	Uqzuaidt	3qL	-	-	95	3fV+95	-	-
Nfp	LEO	19.601	-	-	-	WA	-	-	-	-	-	-	-	-	-	-	-	Retained
Y	FNB	46.000	6.30	-	-	CCC	-	-	96.96%	-	Tspjbftx	3lU	-	-	260	3tO+260	-	-
F	XQS	4.000	8.10	-	-	L-	-	-	4.00%	-	Mwocoyno	3wX	-	-	790	3zP+770	-	-

Tranche Comments

N: Redemption: 2022-12-29; Registration: 144O/Xcx G; R: Redemption: 2022-12-29; Registration: 144Z/Btx H; T: Redemption: 2022-12-29; Registration: 144U/Icy E; Y: Redemption: 2022-12-29; Registration: 144W/Nad T; B: Redemption: 2022-12-29; Registration: 144Y/Wwn O; F: Redemption: 2022-12-29; Registration: 144Y/Emc Y; Nfp: Redemption: 2022-12-29; Registration: 144U/Qsf B;

Deal Comments

Mqt Yzxx Ewnkqgs 1.00

Refinancing

Yes