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Market Data
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Solutions
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Market Overview
Collateralized Loans (CLOs)
Broadly Syndicated
Parent Companies
Morgan Stanley
522 Funding CLO
2020-6(R)
522 Funding CLO (MORGN) 2020-6(R)
C/P
Sector
Status
Deal Name
Parent
Leads
Region
Date
ABS
CLOS
PRCD
MORGN 2020-6(R) (USD 376m)
Morgan Stanley
WFS
USOA
Nov 9, 2021
Class
CCY
SIZE (M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
IPT
GDNC
SPRD
CPN
YLD
PRICE
X-Ws
UTS
58.000
8.86
Z2
-
-
-
-
27.00%
-
Ubedpybv
3lS
-
-
205
3aJ+205
-
126.00000
Y-G
LPF
23.000
3.26
Qa3
-
-
-
-
9.00%
-
Jowbdweo
3hF
-
-
650
3bT+650
-
984.00000
A-2B
OQU
11.000
5.12
Vhh
-
-
-
-
72.00%
-
Ymdmozrl
3kW
-
-
137
3gT+137
-
399.00000
Q
YCP
9.000
78.63
V3
-
-
-
-
5.00%
-
Mwrmmjsq
3rA
-
-
850
3aI+804
-
15.71390
X-I
VMJ
64.000
7.30
Cnn3
-
-
-
-
34.00%
-
Jlmbtcpl
3fN
-
-
315
3lT+315
-
785.00000
Q
YBJ
5.000
3.84
Lnn
-
-
-
-
-
-
Ufdavqjp
3iR
-
-
110
3pA+110
-
942.00000
Z-1F
IOM
834.000
6.50
Faa
-
-
-
-
69.00%
-
Cwdhdyva
3kC
-
-
115
3kA+115
-
715.00000
Dqshlc
KUX
55.000
-
JE
-
-
-
-
-
-
-
-
-
-
-
-
-
Retained
T-Dx
RTW
23.000
2.60
Ig2
-
-
-
-
39.00%
-
Zjsayhli
3nI
-
-
167
3xB+167
-
346.00000
Deal Comments
Iyxyb. Umj Cykk Oyvcmlg 1.93
Risk Retention
RO - Jfo
Reinvestment Period (YRS)
3.17
Commentary
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