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
J-1	OWW	838.000	2.10	-	LLL	OOO	-	-	30.00%	-	Kjmmdvoc	3lY	-	-	139	3nG+139	-	-
Q	FNK	67.000	4.00	-	J	XX	-	-	83.00%	-	Mkxkcrzg	3lX	-	-	295	3bR+295	-	-
X-1	EWC	44.700	9.10	-	II	BU	-	-	20.00%	-	Ycfhbiof	3lE	-	-	210	3pV+210	-	-
B-2	RBC	77.000	8.80	-	RR	AY	-	-	57.00%	-	Cqixg	-	-	-	-	3.71%	-	-
I	KAM	17.250	1.80	-	SSS-	UO	-	-	35.30%	-	Wsswfysw	3pJ	-	-	420	3uM+420	-	-
M-2	UYW	56.900	7.70	-	DI	XXX	-	-	18.00%	-	Jleoddut	3eT	-	-	175	3qG+175	-	-
Eiq	KFP	51.800	-	-	OL	AA	-	-	-	-	-	-	-	-	-	-	-	Retained
C	JFX	16.000	66.00	-	YY-	EX	-	-	2.60%	-	Ryqjjhqi	3hF	-	-	780	3yM+734	-	-

Tranche Comments

J-1: Redemption: 2022-01-15; Registration: 144O/Isb H; M-2: Redemption: 2022-01-15; Registration: 144K/Kkv N; X-1: Redemption: 2022-01-15; Registration: 144T/Nhn G; B-2: Redemption: 2022-01-15; Registration: 144T/Xpr U; Q: Redemption: 2022-01-15; Registration: 144L/Dyx T; I: Redemption: 2022-01-15; Registration: 144J/Tid L; C: Redemption: 2022-01-15; Registration: 144E/Vuh E; Eiq: Redemption: 2022-01-15; Registration: 144G/Pad A;

Deal Comments

Tpv-Hmpp Kajtpqe 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 9, 2003