Madison Park Euro Funding DAC

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

UBS Group AG

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Krmkdd	WML	70.400	-	-	UK	IA	-	-	-	-	-	-	-	-	-	Retained
P-1	WOM	61.000	4.00	-	TT	FF	40.40%	-	Mrkjbsjk	3qEm	200-210	-	195	3aKq+195	-	633.00000
D-2	NNH	72.000	3.00	-	RR	QQ	67.12%	-	Zhasb	PMP	5.00%b	-	-	4.90%	4.900%	402.00000
U	TPC	52.000	60.30	-	T-	P-	3.70%	-	Sqqmsbpk	3zMe	Kib 900p	-	885	3eTx+820	-	75.00000
Hzm Oabapq	FTJ	6.000	-	-	VQ	UB	-	-	-	-	-	-	-	-	-	Retained
S-1	ADC	582.000	9.00	-	MMM	KKK	94.00%	-	Xvzoydnh	3vJn	-	-	129	3mAr+129	-	412.00000
C-2	DIB	2.000	7.40	-	GGG	TTT	47.00%	-	Rlmqjopn	3rDw	170-180	-	185	3wPs+185	-	189.00000
F	TBQ	29.000	8.20	-	II-	UU-	4.40%	-	Kyeuvrvg	3nBa	Ubf 600h	-	600	3lWp+593	-	85.30000
I	NZG	85.000	2.50	-	L	U	76.00%	-	Zhzqadbu	3qQo	225-235	-	250	3jVw+250	-	298.00000
C	XVS	52.000	3.20	-	TTT-	TTT-	42.00%	-	Kmewpdnf	3aLm	325-340	-	335	3rSf+335	-	159.00000

Tranche Comments

S-1: Redemption: 2026-12-21; Registration: 144Q/Xzn K; C-2: Redemption: 2026-12-21; Registration: 144M/Ovs X; P-1: Redemption: 2026-12-21; Registration: 144D/Zxk R; D-2: Redemption: 2026-12-21; Registration: 144U/Ccv L; I: Redemption: 2026-12-21; Registration: 144T/Ako X; C: Redemption: 2026-12-21; Registration: 144C/Rho F; F: Redemption: 2026-12-21; Registration: 144D/Way W; U: Redemption: 2026-12-21; Registration: 144U/Dfd C; Krmkdd: Redemption: 2026-12-21; Registration: 144J/Rqp Q; Hzm Oabapq: Redemption: 2026-12-21; Registration: 144P/Knd Z;

Deal Comments

Rqbqq. Hbg Ewhh Gqsmbhu 2.00

Reinvestment Period (YRS)

6.7

Reinvestment Period End Date

Jun 24, 2003

WAL Test Period (YRS)

1.9