Tranche
Cleared?
|
Class Name
|
AMR Pricing Date
|
Old
Margin, %
|
Win
Margin, %
|
Cap
Margin, %
|
Current Balance
|
Aggregate
Bids below
Clearing Level
|
Aggregate
Bids at
Clearing Level
|
AMR Settlement Date
|
|
Yes
|
A
|
Jan 30, 2020
|
1.440
|
1.070
|
1.150
|
—
|
122,000,000
|
118,000,000
|
Feb 18, 2020
|
|
Yes
|
A
|
Jan 28, 2021
|
1.440
|
0.974
|
1.000
|
—
|
200,000,000
|
40,000,000
|
Feb 16, 2021
|
|
Yes
|
A
|
Mar 24, 2021
|
1.300
|
1.150
|
1.150
|
233,700,000
|
220,000,000
|
15,000,000
|
Apr 16, 2021
|
|
No
|
A-1
|
Sep 29, 2020
|
1.381
|
—
|
1.450
|
252,000,000
|
—
|
—
|
Oct 15, 2020
|
|
Yes
|
A-1
|
Jan 14, 2021
|
1.381
|
1.120
|
1.450
|
252,000,000
|
222,000,000
|
30,000,000
|
Feb 02, 2021
|
|
Yes
|
A-1
|
Jan 12, 2022
|
1.860
|
1.100
|
1.150
|
225,000,000
|
202,000,000
|
38,000,000
|
Jan 20, 2022
|
|
Yes
|
A-1
|
Mar 14, 2024
|
1.320
|
1.300
|
1.350
|
166,050,000
|
42,500,000
|
160,000,000
|
Mar 21, 2024
|
|
No
|
A-1A
|
Mar 30, 2021
|
1.260
|
—
|
1.110
|
429,500,000
|
—
|
—
|
Apr 22, 2021
|
|
Yes
|
A-1A
|
Jun 23, 2021
|
1.260
|
1.100
|
1.110
|
429,500,000
|
387,000,000
|
43,000,000
|
Jul 22, 2021
|
|
No
|
A-2
|
Sep 29, 2020
|
1.876
|
—
|
1.700
|
8,000,000
|
—
|
—
|
Oct 15, 2020
|
|
Yes
|
A-2
|
Jan 14, 2021
|
1.876
|
1.615
|
1.700
|
8,000,000
|
7,500,000
|
1,000,000
|
Feb 02, 2021
|
|
Yes
|
A-2
|
Jan 12, 2022
|
2.490
|
1.440
|
1.450
|
11,250,000
|
10,000,000
|
5,000,000
|
Jan 20, 2022
|
|
Yes
|
A-J
|
Jan 30, 2020
|
1.750
|
1.620
|
1.700
|
—
|
15,000,000
|
3,000,000
|
Feb 18, 2020
|
|
Yes
|
A-J
|
Jan 28, 2021
|
1.750
|
1.384
|
1.550
|
—
|
15,000,000
|
6,000,000
|
Feb 16, 2021
|
|
Yes
|
AJR
|
Jul 30, 2024
|
1.762
|
1.609
|
1.650
|
11,000,000
|
10,000,000
|
3,000,000
|
Aug 06, 2024
|
|
Yes
|
ASNR
|
Jul 30, 2024
|
1.482
|
1.299
|
1.370
|
241,000,000
|
231,700,000
|
31,000,000
|
Aug 06, 2024
|
|
Yes
|
B
|
Jan 30, 2020
|
2.000
|
1.800
|
1.900
|
—
|
39,000,000
|
11,000,000
|
Feb 18, 2020
|
|
No
|
B
|
Sep 29, 2020
|
2.110
|
—
|
1.950
|
48,000,000
|
—
|
—
|
Oct 15, 2020
|
|
Yes
|
B
|
Jan 14, 2021
|
2.110
|
1.849
|
1.950
|
48,000,000
|
43,500,000
|
15,000,000
|
Feb 02, 2021
|
|
Yes
|
B
|
Jan 28, 2021
|
2.000
|
1.675
|
1.700
|
—
|
46,500,000
|
25,000,000
|
Feb 16, 2021
|
|
Yes
|
B
|
Mar 24, 2021
|
1.850
|
1.670
|
1.670
|
51,110,000
|
50,000,000
|
2,500,000
|
Apr 16, 2021
|
|
Yes
|
B
|
Jan 12, 2022
|
2.950
|
1.640
|
1.800
|
39,375,000
|
37,500,000
|
2,500,000
|
Jan 20, 2022
|
|
No
|
B
|
Mar 14, 2024
|
1.850
|
—
|
2.000
|
43,500,000
|
—
|
—
|
Mar 21, 2024
|
|
No
|
B-R
|
Mar 30, 2021
|
2.400
|
—
|
2.160
|
37,000,000
|
—
|
—
|
Apr 22, 2021
|
|
Yes
|
B-R
|
Jun 23, 2021
|
2.400
|
2.160
|
2.160
|
37,000,000
|
0
|
37,000,000
|
Jul 22, 2021
|
|
Yes
|
BR
|
Jul 30, 2024
|
2.012
|
1.950
|
1.970
|
48,000,000
|
45,000,000
|
3,000,000
|
Aug 06, 2024
|
|
Yes
|
C
|
Jan 30, 2020
|
3.100
|
2.049
|
2.800
|
—
|
15,000,000
|
7,000,000
|
Feb 18, 2020
|
|
No
|
C
|
Sep 29, 2020
|
2.911
|
—
|
2.850
|
17,600,000
|
—
|
—
|
Oct 15, 2020
|
|
Yes
|
C
|
Jan 14, 2021
|
2.911
|
2.650
|
2.850
|
17,600,000
|
17,500,000
|
7,100,000
|
Feb 02, 2021
|
|
Yes
|
C
|
Jan 28, 2021
|
3.100
|
1.893
|
2.000
|
—
|
5,000,000
|
22,000,000
|
Feb 16, 2021
|
|
No
|
C
|
Mar 24, 2021
|
2.550
|
—
|
2.300
|
25,175,000
|
—
|
—
|
Apr 16, 2021
|
|
Yes
|
C
|
Jan 12, 2022
|
3.530
|
2.195
|
2.400
|
26,250,000
|
26,000,000
|
4,000,000
|
Jan 20, 2022
|
|
No
|
C
|
Mar 14, 2024
|
2.400
|
—
|
2.400
|
18,000,000
|
—
|
—
|
Mar 21, 2024
|
|
Yes
|
D
|
Jan 30, 2020
|
4.250
|
2.990
|
3.800
|
—
|
17,500,000
|
3,800,000
|
Feb 18, 2020
|
|
No
|
D
|
Sep 29, 2020
|
4.051
|
—
|
4.000
|
22,400,000
|
—
|
—
|
Oct 15, 2020
|
|
Yes
|
D
|
Jan 14, 2021
|
4.051
|
3.790
|
4.000
|
22,400,000
|
19,700,000
|
20,000,000
|
Feb 02, 2021
|
|
No
|
D
|
Mar 24, 2021
|
3.700
|
—
|
3.330
|
19,285,000
|
—
|
—
|
Apr 16, 2021
|
|
No
|
D
|
Mar 14, 2024
|
3.670
|
—
|
3.870
|
18,000,000
|
—
|
—
|
Mar 21, 2024
|
|
No
|
DR
|
Jul 30, 2024
|
3.932
|
—
|
3.850
|
24,000,000
|
—
|
—
|
Aug 06, 2024
|
|
Yes
|
XR
|
Jul 30, 2024
|
1.262
|
1.140
|
1.150
|
1,066,667
|
0
|
1,066,667
|
Aug 06, 2024
|
The auction results are for institutional investors only. The auction is closed. Auction results and related data are for information purposes only. Auction results and related data may not be sold or re-sold or used in any way that may facilitate manipulation of the auction results and related data. This information does not contain information necessary to make investment decisions. Consult your financial adviser or an investment professional if you are not an institutional investor. The auction results are not an offer to sell or the solicitation of an offer to buy any security. The securities matched in the auction are unregistered securities, exempt from registration based on exemptions from registration under Section 4(a)(2), Rule 144A, Regulation S and Regulation D of the Securities Act of 1933. All auctions are managed by KopenTech Capital LLC, an SEC-registered broker-dealer and an Alternative Trading System and a member of the Financial Industry Regulatory Authority. The occurrence of a successful auction does not constitute a new issuance of any of the subject securities. None of the issuers of the securities auctioned, the broker-dealers who participated in the original offering of those securities, the investment manager for the issuers of the auctioned securities, the trustee retained by the issuers of the securities, the agents of the issuers of the securities or any other person makes any representation or warranty to bidders with respect to the auctioned securities.