FINSIGHT

Usil ELOC DAC

Deals

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
RFN	EUR	20.000	5.40	-	-	-	AAA	AAA	AAA	-	-	Floating	3mEu	-	125	3mE+125	-	100.00000
A1	EUR	270.200	5.40	-	-	-	AAA	AAA	AAA	-	-	Floating	3mEu	-	100	3mE+100	-	100.00000
A2	EUR	77.300	5.40	-	-	-	AA+	AAA	AAA	-	-	Floating	3mEu	-	153	3mE+153	-	100.00000
B	EUR	71.400	5.40	-	-	-	AA-	AA (L)	AA	-	-	Floating	3mEu	-	180	3mE+180	-	100.00000
C	EUR	63.800	5.40	-	-	-	A-	A (L)	A	-	-	Floating	3mEu	-	225	3mE+225	-	100.00000
D	EUR	67.600	5.40	-	-	-	BBB	BBB	BBB	-	-	Floating	3mEu	-	255	3mE+255	-	100.00000
E	EUR	67.500	5.40	-	-	-	BB	BB (H)	BB-	-	-	Floating	3mEu	-	335	3mE+335	-	100.00000
F	EUR	70.000	5.40	-	-	-	B	B (H)	BB-	-	-	Floating	3mEu	-	445	3mE+445	-	100.00000
X	EUR	0.100	5.40	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-15G

Tranche Comments

RFN: First Pay: 2020-02-19; Registration: 144A/Reg S; A1: First Pay: 2020-02-19; Registration: 144A/Reg S; A2: First Pay: 2020-02-19; Registration: 144A/Reg S; B: First Pay: 2020-02-19; Registration: 144A/Reg S; C: First Pay: 2020-02-19; Registration: 144A/Reg S; D: First Pay: 2020-02-19; Registration: 144A/Reg S; E: First Pay: 2020-02-19; Registration: 144A/Reg S; F: First Pay: 2020-02-19; Registration: 144A/Reg S; X: First Pay: 2020-02-19; Registration: 144A/Reg S;

Originator(s)

Morgan Stanley

Risk Retention

Morgan Stanley will retain on an ongoing basis a material net economic interest of at least 5% of the ABS interests through the Vertical Risk Retention Loan in order to satisfy both EU and US Risk Retention rules