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
L	QIU	42.000	72.00	-	SS-	HH	-	-	4.50%	-	Tujcmpod	3cK	-	-	780	3sG+734	-	-
Eip	WNM	22.200	-	-	KU	KU	-	-	-	-	-	-	-	-	-	-	-	Retained
N-1	TZZ	41.100	5.30	-	HH	WK	-	-	56.00%	-	Mldomvvx	3xC	-	-	210	3eR+210	-	-
G	GQA	41.000	8.00	-	N	PC	-	-	37.00%	-	Atjdcvyt	3aJ	-	-	295	3bO+295	-	-
K-2	AKE	82.200	8.60	-	NF	MMM	-	-	53.00%	-	Nmomwclb	3nY	-	-	175	3tC+175	-	-
O-1	TUS	512.000	2.50	-	ZZZ	OOO	-	-	26.00%	-	Wxoylpdx	3pK	-	-	139	3sO+139	-	-
E-2	TLN	82.000	7.30	-	QQ	WL	-	-	44.00%	-	Pnixm	-	-	-	-	3.71%	-	-
Z	HYM	48.970	2.70	-	UUU-	TX	-	-	75.70%	-	Nwemfjll	3qB	-	-	420	3eB+420	-	-

Tranche Comments

O-1: Redemption: 2022-01-15; Registration: 144W/Wmy G; K-2: Redemption: 2022-01-15; Registration: 144E/Gwr F; N-1: Redemption: 2022-01-15; Registration: 144K/Xhb X; E-2: Redemption: 2022-01-15; Registration: 144N/Aiu L; G: Redemption: 2022-01-15; Registration: 144V/Uao W; Z: Redemption: 2022-01-15; Registration: 144W/Lwh Z; L: Redemption: 2022-01-15; Registration: 144V/Zwh F; Eip: Redemption: 2022-01-15; Registration: 144F/Udw J;

Deal Comments

Ixt-Ggss Xtxwxsn 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 21, 2002