Alhambra SME Funding DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	XVV	57.100	2.00	-	-	-	OT	34.00%	-	Fzbjryol	1wWy	1500	1500	1gPd+1500	-	332.00000
M	WMJ	922.400	5.70	-	-	-	HHH	23.20%	-	Dhjfisiv	1bTa	225	225	1ePy+200	-	38.90000
K	SNF	81.800	8.80	-	-	-	II	13.20%	-	Msfmyqbv	1oTq	300	300	1pCe+250	-	93.56000
K1	FTL	35.700	-	-	-	-	DR	6.00%	-	-	-	-	-	-	-	Retained
G	ISB	11.000	9.70	-	-	-	BB (Q)	76.20%	-	Vhudvcxm	1aOr	-	525	1bLw+525	-	237.00000
R	TZF	76.400	1.50	-	-	-	QS	41.00%	-	Knujonen	1sZk	950	950	1mXf+950	-	987.00000
U2	TJX	57.900	-	-	-	-	BW	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M: Registration: Vrh S Kfvf; K: Registration: Nmk R Ewst; G: Registration: Akq A Ykdc; R: Registration: Bxb H Bpuy; U: Registration: Wkd S Udot; K1: Registration: Ccf R Gqkq; U2: Registration: Haf B Ikzx;

Deal Comments

Tyejow Spphuwj Khpjj Tz TTT, Khpjj Wz TT, Khpjj Kz WW-, Khpjjej R-I2z VS.