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
G	QMK	950.700	-	-	GC	-	CZ	-	-	Rwpathwl	3iDx	-	-	-	3zRk+500	-	Retained
R2	NUJ	69.000	4.89	-	Z	-	NNN (Z)	-	-	Ixkujepp	3gPb	-	-	-	3xTn+200	-	47.30000
U	BXH	25.000	8.25	-	OOO	-	BB (G)	-	-	Ikvrsxfr	3bHu	-	-	-	3sBw+300	-	Retained
B1	ZXE	986.000	7.58	-	Y	-	Y (I)	-	-	Hmjkmdfk	3qKv	-	-	-	3gDr+200	-	42.31000
X	MYM	60.000	8.31	-	VV	-	JJ	-	-	Yuktqtyv	3xCp	-	-	-	3xPe+400	-	Retained
M	WYB	1.000	-	-	XJ	-	XW	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B1: Registration: 144G/Rys N; Comments: Ikb-Itooba; R2: Registration: 144F/Yuy Q; Comments: Xoe-Xjyxev; U: Registration: 144Z/Liw T; X: Registration: 144O/Gyr Y; M: Registration: 144D/Tkx O; G: Registration: 144D/Qpt U;

Guarantor(s)

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Risk Retention

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WA Seasoning (Months)

45.2