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
H	OKR	6.400	-	-	LLL	-	-	-	-	-	Jbcwqwod	ZBBI	-	115	YUKZ+115	-	-
K-Q	ZTG	76.600	-	-	XX	-	-	-	98.00%	-	Zfvqkvho	XBNV	-	185	KXJA+185	-	-
S-I	FBE	71.000	-	-	R	-	-	-	61.00%	-	Jrjhdjjz	UMGH	-	220	ZWYQ+220	-	-
W-J	RKL	794.700	-	-	WWW	-	-	-	90.00%	-	Gybrchjq	MWUR	-	133	PMLZ+133	-	-
K-N	CKW	26.310	-	-	BB-	-	-	-	1.70%	-	Pywwkiqd	OJEO	-	690	HPZG+676	-	-
X	GUU	5.000	-	-	L-	-	-	-	7.60%	-	Rhwbpkyg	IAPF	-	862	DUEM+862	-	-
Oin	CQU	22.900	-	-	ZM	-	-	-	-	-	-	-	-	-	-	-	Retained
L-H	UUC	79.000	-	-	HHH-	-	-	-	57.00%	-	Ezppxtdm	HIQP	-	325	SNAG+325	-	-

Tranche Comments

H: First Pay: 2022-04-15; Redemption: 2024-04-15; W-J: First Pay: 2022-04-15; Redemption: 2024-04-15; K-Q: First Pay: 2022-04-15; Redemption: 2024-04-15; S-I: First Pay: 2022-04-15; Redemption: 2024-04-15; L-H: First Pay: 2022-04-15; Redemption: 2024-04-15; K-N: First Pay: 2022-04-15; Redemption: 2024-04-15; X: First Pay: 2022-04-15; Redemption: 2024-04-15; Oin: First Pay: 2022-04-15; Redemption: 2024-04-15;

Deal Comments

Abvbz. Goo Vapp Pbpcozj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 9, 2008

Reset

Yes

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-P	NNK	46.000	2.20	Too3	-	-	-	-	71.00%	-	Wfqomrxr	3cD	-	315	3sW+315	-	722.00000
Xlamuk	ORZ	89.000	-	YT	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-H	URE	52.000	5.51	Zc3	-	-	-	-	9.00%	-	Ymlpdinv	3wU	-	650	3eO+650	-	742.00000
S	NZX	8.000	1.93	Jbb	-	-	-	-	-	-	Eulpsxxr	3jU	-	110	3xO+110	-	724.00000
N-1M	TFW	324.000	7.50	Rll	-	-	-	-	87.00%	-	Irxwtuqx	3sD	-	115	3eS+115	-	172.00000
S-2C	OCG	46.000	4.86	Foo	-	-	-	-	22.00%	-	Hhkmxdcn	3uW	-	137	3xR+137	-	890.00000
E	OGQ	5.000	36.59	S3	-	-	-	-	8.00%	-	Zbpxdyza	3uI	-	850	3qE+804	-	16.72940
O-Re	IGD	49.000	6.30	Ta2	-	-	-	-	53.00%	-	Csfsbmqv	3gY	-	167	3jF+167	-	266.00000
B-Sg	YIA	22.000	2.57	D2	-	-	-	-	11.00%	-	Arcihyiw	3uP	-	205	3aG+205	-	731.00000

Deal Comments

Yxzxp. Htt Wkww Yxyztlv 1.93

Risk Retention

JN - Vwv

Reinvestment Period (YRS)

9.64

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-A	JOO	824.000	8.10	Jii	-	-	-	-	51.00%	-	Zbmsethr	3xQ	-	118	3vS+118	-	-
V-R	MAQ	99.200	6.90	D2	-	-	-	-	26.30%	-	Bwjrthyp	3mU	-	215	3dB+215	-	-
C-M	HYB	2.000	3.60	Uxx	-	-	-	-	-	-	Lwrxymjw	3fM	-	75	3iI+75	-	-
V-D	WVW	24.000	8.30	Fd2	-	-	-	-	51.20%	-	Avdhkhyh	3vI	-	170	3nO+170	-	-
G-S	KXD	67.200	3.90	Dtt3	-	-	-	-	31.70%	-	Sbmobzmy	3rV	-	330	3gI+330	-	-
H-I	PZJ	67.400	8.30	Ja3	-	-	-	-	1.00%	-	Rsxyydne	3mI	-	720	3yS+720	-	-
Evc	GTO	41.140	-	MK	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C-M: Redemption: 2023-10-20; Registration: 144L/Nyj E; F-A: Redemption: 2023-10-20; Registration: 144U/Cpz R; V-D: Redemption: 2023-10-20; Registration: 144B/Uhr J; V-R: Redemption: 2023-10-20; Registration: 144F/Tbb C; G-S: Redemption: 2023-10-20; Registration: 144U/Riq R; H-I: Redemption: 2023-10-20; Registration: 144J/Rih U; Evc: Redemption: 2023-10-20; Registration: 144Z/Hhc A;

Deal Comments

Kvfvp. Zhy Tumm Bvvxhtw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 23, 2018

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
KE	MSE	54.940	-	Icc3	-	SE	-	-	-	-	Sqeoewqp	3kV	-	310	3lU+310	-	-
EB	RJD	639.900	-	Ymm	-	AAA	-	-	-	-	Eskabbmy	3iQ	-	104	3tY+104	-	-
ND	YFH	57.620	-	H2	-	BU	-	-	-	-	Zjkoqfnk	3bW	-	205	3tC+205	-	-
PU	PCW	24.780	-	Vn2	-	ST	-	-	-	-	Wkrvjhaf	3aS	-	155	3qM+155	-	-

Tranche Comments

EB: Redemption: 2022-06-30; PU: Redemption: 2022-06-30; ND: Redemption: 2022-06-30; KE: Redemption: 2022-06-30;

Deal Comments

Tkhwusuwwum. Yuu Csaa Skswutd 1.00

Reinvestment Period (YRS)

5.4

Reinvestment Period End Date

Jun 10, 2003

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	VNE	58.000	-	-	B	-	-	-	43.30%	-	Grolpqki	3lP	-	180	3jC+180	-	-
E-T	ZTU	380.100	-	-	FFF	-	-	-	40.00%	-	Kkekotqy	3gB	-	107	3oC+107	-	-
S	FUP	93.500	-	-	GGG	-	-	-	57.00%	-	Acujumqq	3uA	-	107	3rZ+107	-	-
R	RBC	88.000	-	-	WW	-	-	-	20.00%	-	Zuldephn	3oD	-	145	3pP+145	-	-
Vqy	PQM	50.200	-	-	XL	-	-	-	-	-	-	-	-	-	-	-	Retained
A	MIE	96.000	-	-	QQQ-	-	-	-	58.00%	-	Pezpwiwb	3sZ	-	290	3gU+290	-	-
S	QYG	25.000	-	-	PP-	-	-	-	2.10%	-	Zbfvxzop	3bW	-	650	3xE+622	-	-

Tranche Comments

E-T: First Pay: 2021-10-23; Redemption: 2023-04-23; S: First Pay: 2021-10-23; Redemption: 2023-04-23; R: First Pay: 2021-10-23; Redemption: 2023-04-23; F: First Pay: 2021-10-23; Redemption: 2023-04-23; A: First Pay: 2021-10-23; Redemption: 2023-04-23; S: First Pay: 2021-10-23; Redemption: 2023-04-23; Vqy: First Pay: 2021-10-23; Redemption: 2023-04-23;

Deal Comments

Agz Vuuu Mvcwgbn 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 14, 2011

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-P	HUM	89.400	-	T2	-	-	-	-	-	-	Wkmcmdsb	3tF	210-220	240	3kH+240	-	-
H-K	WFG	71.500	-	Xzz3	-	-	-	-	-	-	Qekysudh	3mJ	340-350	365	3vU+365	-	-
E-I	UIS	80.000	-	Pl2	-	-	-	-	-	-	Mwflkwbq	3nZ	145-155	160	3oR+160	-	-
A-B	YTP	397.000	-	Tjj	-	-	-	-	-	-	Tewfclrm	3gD	107	108	3mW+108	-	-

Tranche Comments

A-B: First Pay: 2021-04-20; Redemption: 2021-10-20; E-I: First Pay: 2021-04-20; Redemption: 2021-10-20; J-P: First Pay: 2021-04-20; Redemption: 2021-10-20; H-K: First Pay: 2021-04-20; Redemption: 2021-10-20;

Deal Comments

Lvbmxexpmxt. Qjx Yemm Svnmjmk 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 15, 2013

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	MOV	786.000	5.80	-	TTT	-	-	-	48.00%	-	Ddzoxfrf	3sK	-	134	3zS+134	-	-
U	QYY	87.000	2.50	-	GG	-	-	-	59.00%	-	Vumlsjpv	3jS	-	180	3rL+180	-	-
J	UJI	62.000	2.60	-	NN-	-	-	-	5.00%	-	Puodxlss	3tF	-	750	3hI+733	-	-
X	VFD	43.000	8.60	-	NNN-	-	-	-	25.00%	-	Gwsaklhe	3bB	-	385	3mE+385	-	-
Han	CNX	20.000	-	-	CK	-	-	-	-	-	-	-	-	-	-	-	Retained
B	YHK	40.000	1.50	-	Q	-	-	-	57.10%	-	Dlmqcszw	3nP	-	250	3zW+250	-	-

Tranche Comments

D: Redemption: 2021-10-23; Registration: 144A/Dxt I; U: Redemption: 2021-10-23; Registration: 144K/Lfq W; B: Redemption: 2021-10-23; Registration: 144L/Pqc X; X: Redemption: 2021-10-23; Registration: 144P/Xuv A; J: Redemption: 2021-10-23; Registration: 144A/Jcd F; Han: Redemption: 2021-10-23; Registration: 144L/Kih V;

Deal Comments

Uzg Fapp Waklzft 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 21, 1996

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-2	ZYE	64.000	6.70	-	NN	AA	-	-	44.00%	-	Lgjsq	-	-	-	3.71%	-	-
I	OTT	31.000	8.00	-	J	VU	-	-	21.00%	-	Iakhloae	3gJ	-	295	3cZ+295	-	-
S	AES	85.750	9.20	-	KKK-	MB	-	-	99.50%	-	Xfvmfdrc	3sT	-	420	3kN+420	-	-
L	SRS	23.000	44.00	-	II-	GP	-	-	4.60%	-	Nrcabxyn	3aA	-	780	3lI+734	-	-
Vei	ZOW	74.900	-	-	DZ	TD	-	-	-	-	-	-	-	-	-	-	Retained
S-1	EKH	10.300	8.60	-	OO	TC	-	-	94.00%	-	Fpmdrfyp	3yR	-	210	3yR+210	-	-
W-1	QHJ	609.000	1.70	-	SSS	KKK	-	-	63.00%	-	Vdelvflo	3rU	-	139	3iZ+139	-	-
K-2	WOD	20.200	1.60	-	LQ	RRR	-	-	77.00%	-	Djuytrwh	3iL	-	175	3mX+175	-	-

Tranche Comments

W-1: Redemption: 2022-01-15; Registration: 144Z/Hpw Q; K-2: Redemption: 2022-01-15; Registration: 144Y/Amy A; S-1: Redemption: 2022-01-15; Registration: 144V/Jcg T; N-2: Redemption: 2022-01-15; Registration: 144O/Ucz Q; I: Redemption: 2022-01-15; Registration: 144T/Xhp N; S: Redemption: 2022-01-15; Registration: 144P/Flp J; L: Redemption: 2022-01-15; Registration: 144O/Qij M; Vei: Redemption: 2022-01-15; Registration: 144M/Ksv P;

Deal Comments

Yog-Cvoo Xnxnohj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 18, 2009