FINSIGHT

DELFT BV

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	195.600	2.83	-	AAA	-	AAA	24.78%	-	Floating	3mEu	75-80	75	3mE+65	-	99.72000
B	EUR	19.000	3.28	-	AA	-	AA	17.28%	-	Floating	3mEu	110-115	110	3mE+110	-	100.00000
C	EUR	10.800	3.28	-	A+	-	A	13.01%	-	Floating	3mEu	145-155	145	3mE+145	-	100.00000
D	EUR	10.100	3.28	-	BBB+	-	BBB	9.03%	-	Floating	3mEu	190	190	3mE+190	-	100.00000
E	EUR	8.900	3.28	-	BB+	-	BB (L)	5.51%	-	Floating	3mEu	280-290	280	3mE+250	-	99.06000
F	EUR	5.400	3.28	-	B+	-	B (L)	3.38%	-	Floating	3mEu	400	400	3mE+330	-	97.84000
Z	EUR	3.500	-	-	NR	-	NR	-	-	-	-	-	-	-	-	Retained
X	EUR	8.900	1.06	-	NR	-	NR	-	-	Floating	3mEu	-	-	3mE+300]	-	98.96000

More Details

Tranche Comments

A: Registration: Reg S Only; B: Registration: Reg S Only; C: Registration: Reg S Only; D: Registration: Reg S Only; E: Registration: Reg S Only; F: Registration: Reg S Only; Z: Registration: Reg S Only; X: Registration: Reg S Only;

Originator(s)

ELQ Portefeuille and Quion 50

Risk Retention

MSPFI will retain a material net economic interest of at least 5% of each Class of Notes and each Certificate to comply with EU and US risk retention

Pricing Speed

7% CPR