European Residential Loan Securitisation DAC

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Lone Star Funds

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
J	VLG	95.000	9.17	-	YYY	-	EE (L)	-	-	Xscwbrts	3bYd	-	-	-	3tOf+300	-	Retained
L	OVY	4.000	-	-	XH	-	QM	-	-	-	-	-	-	-	-	-	Retained
D1	GWP	649.000	4.57	-	J	-	T (K)	-	-	Nvmjelhq	3vWa	-	-	-	3jZe+200	-	38.26000
Q	XHN	83.000	4.68	-	MM	-	LL	-	-	Fdoxzuyw	3oFs	-	-	-	3zVv+400	-	Retained
D2	ZBN	66.000	2.89	-	O	-	JJJ (H)	-	-	Ypzepoad	3lEp	-	-	-	3cZo+200	-	34.10000
O	DZU	106.200	-	-	CW	-	XG	-	-	Zlzzxvqw	3kEj	-	-	-	3dYs+500	-	Retained

Tranche Comments

D1: Registration: 144D/Nra X; Comments: Lub-Ltofbd; D2: Registration: 144L/Fuj V; Comments: Kwu-Kstzux; J: Registration: 144Z/Eiy R; Q: Registration: 144B/Ezf Q; L: Registration: 144Z/Vwf Z; O: Registration: 144Y/Vii F;

Guarantor(s)

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Risk Retention

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WA Seasoning (Months)

74.2

Reset

Yes