Flatiron CLO (FLAT) 2020-1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VTSO48.00075.90-TT----4.30%-Kevapvle3wP-8003lX+785-55.00000
OLUL58.0009.70-UU---21.00%-Hkhfsfjy3nA-1753oE+175-276.00000
INRW75.0002.00-A---58.00%-Ywsdkucu3lY-2453gE+245-324.00000
OLVU38.0002.80-WWW----39.00%-Hlqjmjhl3zZ-3853qZ+379-39.20000
FqeUZE77.426--DR-----------Retained
SWTI331.0003.50-CCCZZZ--34.00%-Pdsjrqwc3mM-1303aB+130-160.00000
Tranche Comments
S: First Pay: 2021-05-20; Redemption: 2022-11-20; Registration: 144H/Mro X; O: First Pay: 2021-05-20; Redemption: 2022-11-20; Registration: 144Z/Vcq N; I: First Pay: 2021-05-20; Redemption: 2022-11-20; Registration: 144I/Oxh O; O: First Pay: 2021-05-20; Redemption: 2022-11-20; Registration: 144Z/Wzn H; V: First Pay: 2021-05-20; Redemption: 2022-11-20; Registration: 144L/Ayr I; Fqe: First Pay: 2021-05-20; Redemption: 2022-11-20; Registration: 144K/Llt V;
Deal Comments
Oqu Ctoo Lmguqrf 2.00
Risk Retention
SW WWd Sfdxdbfs
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 9, 2005
WAL Test Period (YRS)
4
WAL Test Period End Date
Aug 24, 2011

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