522 Funding CLO (MORGN) I

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Morgan Stanley

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
I	UHJ	83.650	6.10	-	EEE-	XS	-	-	90.20%	-	Xpveqrnr	3kF	-	-	420	3oX+420	-	-
Nfv	LRV	91.900	-	-	QH	FK	-	-	-	-	-	-	-	-	-	-	-	Retained
U	MXD	71.000	6.00	-	G	XC	-	-	38.00%	-	Imcjfpts	3rP	-	-	295	3uK+295	-	-
K-1	UNU	53.900	7.40	-	PP	LX	-	-	93.00%	-	Alcktezo	3qZ	-	-	210	3jZ+210	-	-
U-2	PHA	75.000	7.60	-	MM	HO	-	-	15.00%	-	Zaqhp	-	-	-	-	3.71%	-	-
S	LAY	17.000	19.00	-	CC-	LD	-	-	6.50%	-	Ibdojppa	3sC	-	-	780	3kF+734	-	-
Q-2	VZP	74.800	4.40	-	NQ	QQQ	-	-	78.00%	-	Evobkjvo	3zB	-	-	175	3sL+175	-	-
W-1	NHZ	158.000	3.80	-	CCC	SSS	-	-	48.00%	-	Zakjzkaq	3jF	-	-	139	3nR+139	-	-

Tranche Comments

W-1: Redemption: 2022-01-15; Registration: 144J/Xwm C; Q-2: Redemption: 2022-01-15; Registration: 144I/Vip V; K-1: Redemption: 2022-01-15; Registration: 144U/Mle M; U-2: Redemption: 2022-01-15; Registration: 144H/Pkf R; U: Redemption: 2022-01-15; Registration: 144Q/Owd I; I: Redemption: 2022-01-15; Registration: 144I/Nxd U; S: Redemption: 2022-01-15; Registration: 144F/Gzh F; Nfv: Redemption: 2022-01-15; Registration: 144X/Qsz E;

Deal Comments

Qmn-Wxnn Npoomfg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 11, 2000

Reset

Yes