FINSIGHT

Helios DAC

Deals

Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
RFN	GBP	15.500	4.90	-	-	AAA	-	AAA	-	-	Floating	3mL	-	175	3mL+175	-	100.00000
A	GBP	139.700	4.90	-	-	AAA	-	AAA	-	-	Floating	3mL	-	150	3mL+150	-	100.00000
B	GBP	42.100	4.90	-	-	AA	-	AA (L)	-	-	Floating	3mL	-	225	3mL+225	-	100.00000
C	GBP	42.700	4.90	-	-	A	-	A (L)	-	-	Floating	3mL	-	275	3mL+275	-	100.00000
D	GBP	53.100	4.90	-	-	BBB-	-	BBB (L)	-	-	Floating	3mL	-	375	3mL+375	-	100.00000
E	GBP	54.900	4.90	-	-	BB-	-	BB (H)	-	-	Floating	3mL	-	725	3mL+725	-	100.00000
X	GBP	0.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

More Details

Tranche Comments

RFN: First Pay: 2020-05-05; Registration: 144A/Reg S; A: First Pay: 2020-05-05; Registration: 144A/Reg S; B: First Pay: 2020-05-05; Registration: 144A/Reg S; C: First Pay: 2020-05-05; Registration: 144A/Reg S; D: First Pay: 2020-05-05; Registration: 144A/Reg S; E: First Pay: 2020-05-05; Registration: 144A/Reg S; X: First Pay: 2020-05-05; Registration: 144A/Reg S;

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