Strandhill RMBS DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	DAS	15.100	8.00	A3	S+	-	-	-	Cbrhcxom	3lYx	-	165	3zOy+165	-	Retained
D	CSP	502.900	6.53	Zhh	DDD	-	-	-	Rzmmxbrg	3eXq	-	65	3tMz+65	-	Retained
E	AFX	40.900	9.00	Yj2	VVV	-	-	-	Zksfdqoz	3iTi	-	325	3tSe+325	-	Retained
B	OGO	89.200	2.00	-	ZF	-	-	-	Zrfzr	-	-	-	7.00%	-	Retained
Z	YGH	45.900	1.00	Iee3	N-	-	-	-	Nhzwafaf	3qFy	-	250	3xTu+250	-	Retained
S	CMI	25.100	2.00	G3	YY	-	-	-	Pxxxrldd	3xEk	-	425	3tEr+425	-	Retained
R	CQG	76.800	6.00	Dm2	II	-	-	-	Wvloqlpd	3sHc	-	125	3hAt+125	-	Retained

Tranche Comments

D: First Pay: 2020-07-30; Registration: Mog P Bksz; R: First Pay: 2020-07-30; Registration: Czg R Cmmr; E: First Pay: 2020-07-30; Registration: Jca D Rtnf; Z: First Pay: 2020-07-30; Registration: Tfk K Zqoy; E: First Pay: 2020-07-30; Registration: Iub X Kvhv; S: First Pay: 2020-07-30; Registration: Zhw C Ngca; B: First Pay: 2020-07-30; Registration: Xfa P Rdsi;