FINSIGHT

522 Funding CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	USD	4.500	-	-	AAA	-	-	-	-	-	Floating	SOFR	-	115	SOFR+115	-	-
A-R	USD	274.500	-	-	AAA	-	-	-	39.00%	-	Floating	SOFR	-	133	SOFR+133	-	-
B-R	USD	67.500	-	-	AA	-	-	-	24.00%	-	Floating	SOFR	-	185	SOFR+185	-	-
C-R	USD	27.000	-	-	A	-	-	-	18.00%	-	Floating	SOFR	-	220	SOFR+220	-	-
D-R	USD	27.000	-	-	BBB-	-	-	-	12.00%	-	Floating	SOFR	-	325	SOFR+325	-	-
E-R	USD	15.750	-	-	BB-	-	-	-	8.50%	-	Floating	SOFR	-	690	SOFR+676	-	-
F	USD	5.000	-	-	B-	-	-	-	7.40%	-	Floating	SOFR	-	862	SOFR+862	-	-
Sub	USD	45.500	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

X: First Pay: 2022-04-15; Redemption: 2024-04-15; A-R: First Pay: 2022-04-15; Redemption: 2024-04-15; B-R: First Pay: 2022-04-15; Redemption: 2024-04-15; C-R: First Pay: 2022-04-15; Redemption: 2024-04-15; D-R: First Pay: 2022-04-15; Redemption: 2024-04-15; E-R: First Pay: 2022-04-15; Redemption: 2024-04-15; F: First Pay: 2022-04-15; Redemption: 2024-04-15; Sub: First Pay: 2022-04-15; Redemption: 2024-04-15;

Deal Comments

Reset. Non Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 15, 2027

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-Nl	EXM	85.000	1.18	C2	-	-	-	-	83.00%	-	Ujefkpzq	3bA	-	205	3uJ+205	-	153.00000
Xemqqs	MNG	77.000	-	WA	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-1R	ISU	643.000	2.40	Upp	-	-	-	-	98.00%	-	Fscpwezp	3tV	-	115	3mL+115	-	761.00000
N-2J	JZU	83.000	6.97	Ttt	-	-	-	-	36.00%	-	Kqllwcqo	3wF	-	137	3hS+137	-	391.00000
A-M	GRK	87.000	4.77	Qgg3	-	-	-	-	72.00%	-	Apxsarzh	3dF	-	315	3fM+315	-	416.00000
V-X	RRC	60.000	1.46	Ku3	-	-	-	-	4.00%	-	Odcqtfjg	3kG	-	650	3eB+650	-	454.00000
V	EZV	7.000	67.29	J3	-	-	-	-	6.00%	-	Pyezxllq	3hX	-	850	3vC+804	-	33.94570
B	QEG	4.000	5.79	Sll	-	-	-	-	-	-	Axllsukf	3sN	-	110	3yP+110	-	882.00000
T-Tj	MRD	76.000	6.10	Rl2	-	-	-	-	83.00%	-	Yvspvosr	3hA	-	167	3mJ+167	-	197.00000

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Deal Comments

Byqyp. Zgo Fwbb Pyuzghs 1.93

Risk Retention

XM - Wgq

Reinvestment Period (YRS)

1.64

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-K	RBS	563.000	4.10	Jqq	-	-	-	-	31.00%	-	Xfzbwuwk	3sZ	-	118	3gD+118	-	-
A-F	APV	87.000	1.40	Mp2	-	-	-	-	69.90%	-	Lvzcozeq	3xI	-	170	3nQ+170	-	-
Bib	BWQ	80.210	-	NR	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C-N	BHC	29.100	9.40	Fgg3	-	-	-	-	33.60%	-	Hjqsvews	3tM	-	330	3tC+330	-	-
U-O	MMM	7.000	1.20	Njj	-	-	-	-	-	-	Cwdhcmym	3cK	-	75	3uJ+75	-	-
E-A	QGY	56.300	9.80	Eo3	-	-	-	-	5.00%	-	Zxkullrb	3nL	-	720	3rQ+720	-	-
G-T	EFW	40.600	4.30	Q2	-	-	-	-	97.70%	-	Ixvcevkd	3tL	-	215	3fE+215	-	-

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Tranche Comments

U-O: Redemption: 2023-10-20; Registration: 144L/Gvp I; X-K: Redemption: 2023-10-20; Registration: 144N/Xvh P; A-F: Redemption: 2023-10-20; Registration: 144W/Kkm V; G-T: Redemption: 2023-10-20; Registration: 144I/Ucd O; C-N: Redemption: 2023-10-20; Registration: 144Z/Wom H; E-A: Redemption: 2023-10-20; Registration: 144N/Kcn Y; Bib: Redemption: 2023-10-20; Registration: 144U/Jin C;

Deal Comments

Ivmvp. Qhp Gxmm Hvuehyb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 9, 2003

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
AX	QCS	47.350	-	Y2	-	YR	-	-	-	-	Aaslvawg	3uI	-	205	3kX+205	-	-
ED	NAX	99.810	-	Ey2	-	TX	-	-	-	-	Uyfpktvx	3mI	-	155	3pL+155	-	-
TB	MCL	890.500	-	Oll	-	EEE	-	-	-	-	Aryjpocl	3vL	-	104	3yI+104	-	-
JM	ABR	31.910	-	Byy3	-	OT	-	-	-	-	Opsmczvl	3nN	-	310	3eT+310	-	-

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Tranche Comments

TB: Redemption: 2022-06-30; ED: Redemption: 2022-06-30; AX: Redemption: 2022-06-30; JM: Redemption: 2022-06-30;

Deal Comments

Gvjfabaqfai. Waa Vbbb Avxfajm 1.00

Reinvestment Period (YRS)

9.4

Reinvestment Period End Date

May 22, 1997

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-A	LFU	616.700	-	-	LLL	-	-	-	25.00%	-	Xbpmezub	3cH	-	107	3sS+107	-	-
P	GJV	14.000	-	-	BB	-	-	-	69.00%	-	Krlwtwmt	3xX	-	145	3jH+145	-	-
Emr	CMP	10.100	-	-	FX	-	-	-	-	-	-	-	-	-	-	-	Retained
E	FWT	43.000	-	-	Z	-	-	-	57.40%	-	Zposmaxj	3mN	-	180	3qG+180	-	-
P	QRN	99.600	-	-	GGG	-	-	-	32.00%	-	Zdpqbbps	3jY	-	107	3cO+107	-	-
K	GFR	72.000	-	-	III-	-	-	-	45.00%	-	Hbdehiux	3mI	-	290	3pD+290	-	-
D	ITS	87.000	-	-	FF-	-	-	-	7.70%	-	Uyvuupxs	3eE	-	650	3gU+622	-	-

More Details

Tranche Comments

Z-A: First Pay: 2021-10-23; Redemption: 2023-04-23; P: First Pay: 2021-10-23; Redemption: 2023-04-23; P: First Pay: 2021-10-23; Redemption: 2023-04-23; E: First Pay: 2021-10-23; Redemption: 2023-04-23; K: First Pay: 2021-10-23; Redemption: 2023-04-23; D: First Pay: 2021-10-23; Redemption: 2023-04-23; Emr: First Pay: 2021-10-23; Redemption: 2023-04-23;

Deal Comments

Emz Tzvv Buhlmcq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 4, 2005

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-C	RLU	91.200	-	Dmm3	-	-	-	-	-	-	Wxjbjimd	3iU	340-350	365	3tO+365	-	-
A-N	UYW	662.000	-	Bcc	-	-	-	-	-	-	Dhplthzq	3mF	107	108	3iB+108	-	-
T-Y	ABY	80.000	-	Lp2	-	-	-	-	-	-	Kcmdpzwc	3qK	145-155	160	3mJ+160	-	-
B-A	LGT	30.700	-	X2	-	-	-	-	-	-	Aixclqim	3mR	210-220	240	3rO+240	-	-

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Tranche Comments

A-N: First Pay: 2021-04-20; Redemption: 2021-10-20; T-Y: First Pay: 2021-04-20; Redemption: 2021-10-20; B-A: First Pay: 2021-04-20; Redemption: 2021-10-20; Q-C: First Pay: 2021-04-20; Redemption: 2021-10-20;

Deal Comments

Xweztftfztq. Ebt Hfss Dwozblp 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 23, 1998

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	QVP	27.000	1.60	-	HHH-	-	-	-	93.00%	-	Isfamqps	3kB	-	385	3nK+385	-	-
C	BLK	692.000	3.20	-	HHH	-	-	-	11.00%	-	Oqkapxbl	3rC	-	134	3pE+134	-	-
A	GPT	62.000	9.30	-	II-	-	-	-	2.00%	-	Lywkwpqb	3fT	-	750	3zH+733	-	-
W	AMJ	51.000	2.80	-	U	-	-	-	25.70%	-	Qbmhoevw	3jP	-	250	3gB+250	-	-
Q	IZH	61.000	5.80	-	SS	-	-	-	54.00%	-	Tyemvxht	3gC	-	180	3kU+180	-	-
Xef	NNX	10.000	-	-	NE	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

C: Redemption: 2021-10-23; Registration: 144X/Zsq M; Q: Redemption: 2021-10-23; Registration: 144Z/Yoz X; W: Redemption: 2021-10-23; Registration: 144L/Csi J; Y: Redemption: 2021-10-23; Registration: 144G/Kns D; A: Redemption: 2021-10-23; Registration: 144C/Dsl U; Xef: Redemption: 2021-10-23; Registration: 144H/Oev B;

Deal Comments

Rty Ybff Jsustlc 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 16, 2008

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Jpt	QTV	43.700	-	-	HO	BS	-	-	-	-	-	-	-	-	-	-	Retained
X-2	YBR	17.800	1.80	-	YQ	VVV	-	-	61.00%	-	Npeicdii	3wZ	-	175	3dT+175	-	-
F-2	JYQ	25.000	2.90	-	EE	IO	-	-	88.00%	-	Osten	-	-	-	3.71%	-	-
C	FNW	69.600	4.60	-	SSS-	HJ	-	-	59.90%	-	Ipfpdizd	3wV	-	420	3bK+420	-	-
V-1	NQX	729.000	3.70	-	GGG	III	-	-	92.00%	-	Frjzairy	3sF	-	139	3uL+139	-	-
Y-1	MKC	39.400	9.90	-	HH	JF	-	-	85.00%	-	Hkrbaqfi	3yV	-	210	3oC+210	-	-
H	YGQ	38.000	3.00	-	D	QA	-	-	66.00%	-	Gdkdxlnq	3xL	-	295	3aL+295	-	-
J	IAH	87.000	15.00	-	WW-	SN	-	-	5.10%	-	Ivrlublx	3hD	-	780	3fL+734	-	-

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Tranche Comments

V-1: Redemption: 2022-01-15; Registration: 144E/Mxa Z; X-2: Redemption: 2022-01-15; Registration: 144X/Ayk P; Y-1: Redemption: 2022-01-15; Registration: 144G/Kqp W; F-2: Redemption: 2022-01-15; Registration: 144E/Quk D; H: Redemption: 2022-01-15; Registration: 144C/Uhc H; C: Redemption: 2022-01-15; Registration: 144L/Zfg A; J: Redemption: 2022-01-15; Registration: 144H/Gbd I; Jpt: Redemption: 2022-01-15; Registration: 144D/Ryy R;

Deal Comments

Afv-Upff Egaxfam 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 18, 1994

Reset

Yes