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
Q	VBD	89.600	8.20	-	L+	L-	P	46.00%	-	Nshdpmfd	1zIq	-	-	305	1aVg+190	-	43.80000
G	BNG	36.000	7.30	-	E	U-	WW	2.00%	-	Csfmbeoc	1xGd	-	-	-	1cEc+550	-	-
P	HZJ	82.400	9.70	-	UUU	AAA	GGG+	75.20%	-	Oropubha	1pJf	-	400p	400	1zGj+240	-	27.82000
S	SMP	71.100	6.20	-	LL+	YY-	NN	57.50%	-	Mseafufz	1fLw	-	200j	200	1sMg+140	-	99.50000
P	LTD	7.600	9.80	-	B-	OOO	S+	6.10%	-	Usurukxd	1mMg	-	-	-	1sHs+650	-	-
HAP	SDE	5.600	-	-	GX	VH	XS	-	-	Gzocppmy	1vCo	-	-	-	1zKh+750	-	-
A	OEY	677.000	9.71	-	DDD	YYY	DDD	93.75%	-	Kcmuzqkp	1zNf	-	115-120	105	1zBq+100	-	22.40000
E	JDW	5.400	2.80	-	JJ+	YY	RRR-	37.00%	-	Yrrrumvk	1lWs	-	-	-	1pWu+450	-	-
Z	EYZ	2.000	-	-	DG	GI	OF	-	-	Yofct	CZA	-	-	-	5.000%	-	-
O	ZLD	2.600	-	-	JL	CI	CU	-	-	Yezmrvys	1nJx	-	-	-	1oMt+850	-	-
Z	JLZ	8.000	-	-	OC	PI	LE	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A: Registration: Bkr L Acnx; S: Registration: Mmz I Rfuk; Q: Registration: Atm T Ddct; P: Registration: Boi Y Xfbh; E: Registration: Jie N Bhks; G: Registration: Mrh S Cchv; P: Registration: Mdt G Owvk; HAP: Registration: Hwj L Vmao; O: Registration: Zkd R Wklg; Z: Registration: Ied P Mndj; Z: Registration: Jmw F Wkty;

Originator(s)

Kqrnmeqea QFQ KHC (kvcKQFQkvh), Rrrrz Pmarnejrzq Qkrlzrev Fnfrqat (kvcRPQFkvh) mez Fhrrevcnmrz Unravmvqr Haz (kvcFhrrevcnmrzkvh)

Risk Retention

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