2007_Subprime_Shorting-Home-Equity-Mezzanine-Tranches-1
2007_Subprime_Shorting-Home-Equity-Mezzanine-Tranches-1
2007_Subprime_Shorting-Home-Equity-Mezzanine-Tranches-1
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Footnote Exhibits - Page 0980<br />
Strictly private & confidential<br />
Residential Mortgages (continued)<br />
" Conventional loans: fixed rate loans in Fannie Mae and Freddie Mac programs<br />
a GNMA loans are not available to the general public<br />
* Jumbo mortgage: a prime loan with a balance higher than the agency limit.<br />
U Prime mortgages: mortgages that are either agency mortgages or jumbo mortgages.<br />
Deutsche Bank<br />
All numbers shown in this presentation are indicative and are based on a sample portfolio. Actual numbers will be<br />
different and will depend on the actual portfolios selected.<br />
56