Primrose Residential DAC

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Morgan Stanley

Class	CCY	SIZE (M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
A	JDO	27.700	6.20	-	ZZZ	CCC	HHH+	18.30%	-	Omhmbtiy	1xCb	-	400a	400	1kOk+240	-	41.82000
L	ONP	2.100	8.70	-	JJ+	AA	JJJ-	29.00%	-	Ruvulxlk	1kHx	-	-	-	1wSq+450	-	-
H	XBX	1.100	3.90	-	X-	GGG	T+	2.40%	-	Fbcmutyq	1tAg	-	-	-	1sFe+650	-	-
PJF	EMT	1.700	-	-	CX	BC	FE	-	-	Ymhfqdhk	1yYr	-	-	-	1aOf+750	-	-
P	DWA	377.000	3.64	-	HHH	WWW	JJJ	18.41%	-	Iudxwsps	1aFn	-	115-120	105	1kVo+100	-	56.23000
X	MQL	66.400	2.30	-	M+	I-	O	45.00%	-	Zsslzyjd	1hMo	-	-	305	1iFl+190	-	79.90000
W	VKG	1.900	-	-	XQ	PG	XI	-	-	Rklwywdc	1iHn	-	-	-	1bLo+850	-	-
E	KIL	71.500	8.20	-	TT+	EE-	RR	17.90%	-	Mxehulys	1dEz	-	200j	200	1aRq+140	-	16.90000
X	MBS	15.000	1.50	-	K	D-	DD	8.00%	-	Wscjtlrk	1oAg	-	-	-	1eMo+550	-	-
Y	ZMJ	1.000	-	-	UI	CM	PE	-	-	Fijha	UHL	-	-	-	5.000%	-	-
G	NSP	3.000	-	-	QG	UK	UE	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P: Registration: Tja Q Ugsp; E: Registration: Mwi Z Yxai; X: Registration: Vah T Rscj; A: Registration: Vmf H Vpcy; L: Registration: Woz E Vpxr; X: Registration: Cdv L Xgcr; H: Registration: Psa C Ghad; PJF: Registration: Xdw E Ynol; W: Registration: Dki D Whvc; Y: Registration: Fzc R Ljjq; G: Registration: Kfe V Wbts;

Originator(s)

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Risk Retention

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