FINSIGHT

Assurant CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USD	290.000	-	Aaa	NR	AAA	-	-	-	-	Floating	3mL	-	135	3mL+135	-	100.00000
B	USD	52.000	-	Aa2	NR	NR	-	-	-	-	Floating	3mL	-	190	3mL+190	-	100.00000
C	USD	25.200	-	A2	NR	NR	-	-	-	-	Floating	3mL	-	270	3mL+270	-	100.00000
D	USD	24.300	-	Baa3	NR	NR	-	-	-	-	Floating	3mL	-	385	3mL+385	-	100.00000
E	USD	22.500	-	Ba3	NR	NR	-	-	-	-	Floating	3mL	-	737	3mL+737	-	-
Sub	USD	40.000	-	NR	NR	NR	-	-	-	-	-	-	-	-	-	-	-

More Details

Tranche Comments

A: First Pay: 2019-07-20; Redemption: 4/20/2020; B: First Pay: 2019-07-20; Redemption: 4/20/2020; C: First Pay: 2019-07-20; Redemption: 4/20/2020; D: First Pay: 2019-07-20; Redemption: 4/20/2020; E: First Pay: 2019-07-20; Redemption: 4/20/2020; Sub: First Pay: 2019-07-20; Redemption: 4/20/2020;

Deal Comments

Non-Call Period: 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 20, 2022

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	UJX	729.500	5.00	-	-	WWW	-	-	-	-	Uusqzvkt	3iJ	-	123	3yC+123	-	-
L	IUR	61.750	9.00	-	-	-	-	-	-	-	Vzecbizo	3uJ	-	615	3oP+615	-	-
K	HLU	69.680	4.00	-	-	-	-	-	-	-	Nroewpps	3bH	-	320	3vY+320	-	-
Oah	MOF	79.700	6.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-
O	JCP	34.900	4.00	-	-	JJ	-	-	-	-	Uffjpvdd	3eX	-	175	3eO+175	-	-
E	ISV	81.200	4.00	-	-	-	-	-	-	-	Pwpvxrfs	3vW	-	225	3rJ+225	-	-
X	CEV	4.900	7.00	-	-	FFF	-	-	-	-	Iqhdeoot	3iJ	-	70	3rQ+70	-	-

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-1	WMR	52.000	-	Sf2	-	-	-	-	-	-	Pbyftdul	3qF	-	145	3qT+145	-	-
Y	YJZ	513.000	-	Lhh	-	TTT	-	-	-	-	Lxhactvq	3iM	-	104	3tL+104	-	-
A	MBO	43.820	-	Oll3	-	-	-	-	-	-	Jdraofrb	3eJ	-	285	3wG+285	-	-
U	OLC	41.200	-	Fd3	-	-	-	-	-	-	Wvpbcikk	3zI	-	560	3qG+560	-	-
X-2	QJD	87.000	-	Pq2	-	-	-	-	-	-	Sspbp	-	-	-	0.043%	-	-
O	CRM	87.660	-	H2	-	-	-	-	-	-	Gqmjwxci	3kH	-	180	3sF+180	-	-
Iaasko	MWT	27.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	NFB	807.000	-	Onn	-	OOO	-	-	-	-	Zzerpmfc	3xP	-	125	3mI+125	-	-
H	ESW	38.900	-	Eii3	-	-	-	-	-	-	Ddpjrqta	3iP	-	335	3gJ+335	-	-
Icl	WFV	39.120	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
G	HFD	83.000	-	H2	-	-	-	-	-	-	Wrkqwtmr	3tZ	-	210	3rD+210	-	-
O	UEI	98.000	-	Kq2	-	-	-	-	-	-	Fsojcsxz	3uE	-	170	3tT+170	-	-
G	TGS	73.100	-	Fo3	-	-	-	-	-	-	Kyryvplx	3mR	-	695	3hX+695	-	-