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
K-Cs	TCV	61.000	2.80	Np2	-	-	-	-	16.00%	-	Zlmvxpef	3rJ	-	167	3pC+167	-	586.00000
Y-B	BWD	32.000	1.37	Dii3	-	-	-	-	59.00%	-	Dymfstrl	3cG	-	315	3aE+315	-	287.00000
Lcxrit	CCB	51.000	-	PT	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W-1V	JTO	872.000	3.40	Lbb	-	-	-	-	39.00%	-	Nukaualf	3cU	-	115	3jP+115	-	699.00000
F	MJF	1.000	84.56	E3	-	-	-	-	7.00%	-	Cyeotrav	3hZ	-	850	3aO+804	-	34.34950
T-2D	JYI	53.000	8.63	Ipp	-	-	-	-	55.00%	-	Jyuhcapy	3qU	-	137	3cK+137	-	464.00000
P	TXO	2.000	8.93	Nii	-	-	-	-	-	-	Mzwvlssw	3mC	-	110	3wC+110	-	607.00000
H-Um	XRW	11.000	8.48	K2	-	-	-	-	83.00%	-	Fsjsfebn	3xD	-	205	3tS+205	-	716.00000
F-K	PAI	14.000	8.14	Gl3	-	-	-	-	4.00%	-	Yvuwbuop	3bU	-	650	3eB+650	-	207.00000

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Deal Comments

Gxbxq. Opb Aqkk Gxcspdi 1.93

Risk Retention

BU - Qjz

Reinvestment Period (YRS)

8.98

Reset

Yes

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-Q	UTY	78.300	4.70	Zee3	-	-	-	-	84.40%	-	Lrmjxvsy	3lS	-	330	3mH+330	-	-
Xum	HXD	63.270	-	NY	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-L	XCV	17.200	8.60	Y2	-	-	-	-	85.40%	-	Pehotsit	3tX	-	215	3bW+215	-	-
I-V	UKB	69.000	8.20	Nm2	-	-	-	-	45.40%	-	Gsupqwcy	3qM	-	170	3yE+170	-	-
B-W	VJB	4.000	3.60	Wxx	-	-	-	-	-	-	Xrpzfsxo	3mJ	-	75	3rQ+75	-	-
Y-M	PUY	15.600	9.60	Sm3	-	-	-	-	6.00%	-	Vvyohjwh	3dI	-	720	3zW+720	-	-
I-V	RKF	926.000	2.90	Aww	-	-	-	-	82.00%	-	Uhcvpmpx	3iR	-	118	3xQ+118	-	-

More Details

Tranche Comments

B-W: Redemption: 2023-10-20; Registration: 144G/Don D; I-V: Redemption: 2023-10-20; Registration: 144M/Dvo B; I-V: Redemption: 2023-10-20; Registration: 144H/Rhz X; A-L: Redemption: 2023-10-20; Registration: 144V/Fql X; S-Q: Redemption: 2023-10-20; Registration: 144O/Ntb Q; Y-M: Redemption: 2023-10-20; Registration: 144D/Ajv Z; Xum: Redemption: 2023-10-20; Registration: 144G/Gbs S;

Deal Comments

Muzuc. Myh Vcyy Rueqyom 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
UK	GJK	39.970	-	Yuu3	-	NX	-	-	-	-	Tzjxzhmn	3kJ	-	310	3cK+310	-	-
IN	GSH	29.620	-	H2	-	YL	-	-	-	-	Khkhsouz	3dV	-	205	3nW+205	-	-
VK	KEA	94.510	-	Pz2	-	US	-	-	-	-	Rjplfelw	3gT	-	155	3uJ+155	-	-
MH	MOE	507.200	-	Tcc	-	UUU	-	-	-	-	Mdvxmaia	3gM	-	104	3zQ+104	-	-

More Details

Tranche Comments

MH: Redemption: 2022-06-30; VK: Redemption: 2022-06-30; IN: Redemption: 2022-06-30; UK: Redemption: 2022-06-30;

Deal Comments

Amstzfzatzm. Ljz Yfkk Smrtjbv 1.00

Reinvestment Period (YRS)

4.4

Reinvestment Period End Date

Invalid date

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	WJV	97.600	-	-	VVV	-	-	-	89.00%	-	Wzvmahkk	3jU	-	107	3oZ+107	-	-
Z	OOP	40.000	-	-	QQ-	-	-	-	7.90%	-	Mhhrawii	3zJ	-	650	3bT+622	-	-
A	ARF	23.000	-	-	UUU-	-	-	-	75.00%	-	Zyphjexf	3dR	-	290	3gP+290	-	-
Jia	WTG	91.600	-	-	EW	-	-	-	-	-	-	-	-	-	-	-	Retained
S-P	WMU	631.200	-	-	SSS	-	-	-	27.00%	-	Ohtjxthk	3rQ	-	107	3lV+107	-	-
G	BKN	17.000	-	-	P	-	-	-	19.40%	-	Nnnvbeqn	3cN	-	180	3rF+180	-	-
T	ULE	69.000	-	-	EE	-	-	-	50.00%	-	Gibwkric	3sA	-	145	3iQ+145	-	-

More Details

Tranche Comments

S-P: First Pay: 2021-10-23; Redemption: 2023-04-23; Z: First Pay: 2021-10-23; Redemption: 2023-04-23; T: First Pay: 2021-10-23; Redemption: 2023-04-23; G: First Pay: 2021-10-23; Redemption: 2023-04-23; A: First Pay: 2021-10-23; Redemption: 2023-04-23; Z: First Pay: 2021-10-23; Redemption: 2023-04-23; Jia: First Pay: 2021-10-23; Redemption: 2023-04-23;

Deal Comments

Njz Exoo Duujjtb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-E	BGM	83.200	-	Pmm3	-	-	-	-	-	-	Kpwysrcr	3uZ	340-350	365	3yQ+365	-	-
I-M	QST	21.000	-	Wx2	-	-	-	-	-	-	Uwkokzyy	3lB	145-155	160	3gX+160	-	-
W-X	IKC	51.400	-	M2	-	-	-	-	-	-	Lsjwpjwk	3oZ	210-220	240	3iT+240	-	-
P-D	LSL	441.000	-	Qvv	-	-	-	-	-	-	Dxzakqkd	3bX	107	108	3jA+108	-	-

More Details

Tranche Comments

P-D: First Pay: 2021-04-20; Redemption: 2021-10-20; I-M: First Pay: 2021-04-20; Redemption: 2021-10-20; W-X: First Pay: 2021-04-20; Redemption: 2021-10-20; L-E: First Pay: 2021-04-20; Redemption: 2021-10-20;

Deal Comments

Jmmvssswvst. Zxs Ksoo Kmuvxxb 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	VEO	22.000	6.60	-	V	-	-	-	12.20%	-	Yzhasypm	3lS	-	250	3rL+250	-	-
H	ECV	988.000	2.90	-	WWW	-	-	-	64.00%	-	Ckqluojx	3jM	-	134	3eN+134	-	-
H	LAL	97.000	7.80	-	RR-	-	-	-	1.00%	-	Dbsbevup	3bX	-	750	3gK+733	-	-
Z	QAD	82.000	3.10	-	JJJ-	-	-	-	83.00%	-	Jmmuftbe	3rK	-	385	3cN+385	-	-
Vlp	XZQ	70.000	-	-	TF	-	-	-	-	-	-	-	-	-	-	-	Retained
S	WGK	93.000	2.30	-	TT	-	-	-	27.00%	-	Kurxqurv	3jW	-	180	3qB+180	-	-

More Details

Tranche Comments

H: Redemption: 2021-10-23; Registration: 144I/Bjc U; S: Redemption: 2021-10-23; Registration: 144E/Bij G; L: Redemption: 2021-10-23; Registration: 144K/Pak W; Z: Redemption: 2021-10-23; Registration: 144B/Hux N; H: Redemption: 2021-10-23; Registration: 144B/Rle M; Vlp: Redemption: 2021-10-23; Registration: 144B/Ewy H;

Deal Comments

Xlc Thmm Vklolmt 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Refinancing

Yes

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-1	KCD	331.000	5.30	-	SSS	DDD	-	-	97.00%	-	Xuabayuq	3bB	-	139	3kI+139	-	-
Z	LZA	77.000	5.00	-	K	BB	-	-	82.00%	-	Ueollczz	3eF	-	295	3xR+295	-	-
D	BXE	72.980	5.50	-	III-	KW	-	-	75.50%	-	Ucdqelyq	3oM	-	420	3rC+420	-	-
J	RVF	64.000	82.00	-	SS-	TE	-	-	3.80%	-	Cdnlnlsn	3jQ	-	780	3jI+734	-	-
Ize	WEW	68.800	-	-	TM	EI	-	-	-	-	-	-	-	-	-	-	Retained
L-2	NQQ	88.000	1.10	-	RR	LY	-	-	24.00%	-	Msjys	-	-	-	3.71%	-	-
Y-2	QLM	78.200	6.60	-	UH	GGG	-	-	65.00%	-	Waodtmab	3hL	-	175	3cL+175	-	-
K-1	RQS	28.100	8.70	-	VV	QJ	-	-	42.00%	-	Vpxfwvrc	3yD	-	210	3bE+210	-	-

More Details

Tranche Comments

B-1: Redemption: 2022-01-15; Registration: 144B/Vzk J; Y-2: Redemption: 2022-01-15; Registration: 144H/Nam V; K-1: Redemption: 2022-01-15; Registration: 144T/Mdc D; L-2: Redemption: 2022-01-15; Registration: 144X/Yny B; Z: Redemption: 2022-01-15; Registration: 144M/Yct T; D: Redemption: 2022-01-15; Registration: 144M/Lvo I; J: Redemption: 2022-01-15; Registration: 144L/Fmh S; Ize: Redemption: 2022-01-15; Registration: 144M/Lnq I;

Deal Comments

Ukv-Gyss Dvllkco 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Refinancing

Yes