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

Refinancing

Yes

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	NHH	9.100	2.00	-	-	YYY	-	-	-	-	Yfejhtkh	3xU	-	70	3cD+70	-	-
W	OYP	23.790	4.00	-	-	GG	-	-	-	-	Apiykbia	3jP	-	175	3pC+175	-	-
Zdd	XUW	34.600	8.00	-	-	-	-	-	-	-	-	-	-	-	-	-	-
S	PEC	90.160	4.00	-	-	-	-	-	-	-	Tvwltdna	3cO	-	225	3kT+225	-	-
S	BRB	46.250	4.00	-	-	-	-	-	-	-	Fyuqryww	3lV	-	320	3xT+320	-	-
Q	JQW	35.190	6.00	-	-	-	-	-	-	-	Ojklujyt	3fT	-	615	3bR+615	-	-
S	QVE	578.600	6.00	-	-	PPP	-	-	-	-	Lvvrwusm	3rU	-	123	3xZ+123	-	-

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-2	ZVW	49.000	-	Sx2	-	-	-	-	-	-	Jzlcl	-	-	-	0.043%	-	-
I	XAS	78.530	-	S2	-	-	-	-	-	-	Jpzrmkir	3vH	-	180	3tI+180	-	-
G	YER	175.000	-	Kvv	-	MMM	-	-	-	-	Qzbyyjjy	3kP	-	104	3yU+104	-	-
Ywuicq	FIA	70.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
W-1	KWQ	32.000	-	Gv2	-	-	-	-	-	-	Exmkhzwe	3tW	-	145	3gH+145	-	-
M	OON	62.770	-	Itt3	-	-	-	-	-	-	Rhcombww	3qA	-	285	3cK+285	-	-
C	LQR	11.900	-	Fx3	-	-	-	-	-	-	Ymxuwklz	3oC	-	560	3xM+560	-	-

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	QHV	68.900	-	Mmm3	-	-	-	-	-	-	Pceewkwy	3oX	-	335	3cL+335	-	-
Z	NRQ	771.000	-	Zkk	-	VVV	-	-	-	-	Gkwiutis	3zI	-	125	3gO+125	-	-
Q	NZP	95.600	-	Fo3	-	-	-	-	-	-	Udmldkau	3vU	-	695	3uL+695	-	-
I	RGS	26.000	-	Z2	-	-	-	-	-	-	Uijudlig	3kQ	-	210	3mH+210	-	-
K	NHC	50.000	-	Qc2	-	-	-	-	-	-	Ekwubqlv	3cS	-	170	3aB+170	-	-
Dwm	HQK	99.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-