Ceruzzi Properties

Rating Agencies

Underwriters

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Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USD	145.600	3.88	-	Aaa	-	-	-	-	46.50%	29.7%	Fixed	Swaps	-	63	2.76%	-	-
B	USD	27.700	3.88	-	Aa3	-	-	-	-	36.30%	35.4%	Fixed	Swaps	-	90	3.03%	-	-
C	USD	25.300	3.88	-	A3	-	-	-	-	27.00%	40.5%	Fixed	Swaps	-	110	3.23%	-	-
D	USD	29.900	3.88	-	Baa3	-	-	-	-	16.00%	46.6%	Fixed	Swaps	-	170	3.33%	-	-
E	USD	28.500	3.88	-	Ba2	-	-	-	-	5.50%	52.4%	Fixed	Swaps	-	200	3.33%	-	-
HRR	USD	15.000	3.88	-	B1	-	-	-	-	-	55.5%	-	-	-	-	3.33%	-	-
X-ACP	USD	145.600	-	-	Aaa	-	-	-	-	-	-	-	-	-	-	0.570%	-	Int. Only
X-BCP	USD	53.000	-	-	A2	-	-	-	-	-	-	-	-	-	-	0.205%	-	Int. Only
X-NCP	USD	198.600	-	-	NR	-	-	-	-	-	-	-	-	-	-	0%	-	Int. Only