Edenbrook Mortgage Funding PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	GBP	277.776	3.10	Aaa	-	AAA	12.50%	-	Floating	SONIA	87	87	SONIA+87	-	100.00000
A Loan	GBP	125.000	3.10	Aaa	-	AAA	12.50%	-	Floating	SONIA	-	-	SONIA+87	-	-
B	GBP	23.016	4.00	Aa2	-	AA-	7.50%	-	Floating	SONIA	135-145	135	SONIA+135	-	100.00000
C	GBP	20.714	4.00	A2	-	A-	3.00%	-	Floating	SONIA	195	195	SONIA+195	-	100.00000
D	GBP	9.206	4.00	Baa3	-	BBB-	1.00%	-	Floating	SONIA	250-255	255	SONIA+255	-	100.00000
E	GBP	4.603	4.00	Ba1	-	BB+	-	-	Floating	SONIA	-	-	SONIA+350	-	Retained
Z	GBP	6.387	-	NR	-	NR	-	-	ZeroCpn	-	-	-	0%	-	Retained
X	GBP	4.603	-	NR	-	NR	-	-	Floating	SONIA	-	-	SONIA+400	-	Retained

More Details

Tranche Comments

A: First Pay: 2024-09-22; Redemption: 2028-06-22; Registration: Reg S Only; A Loan: First Pay: 2024-09-22; Redemption: 2028-06-22; Registration: Reg S Only; B: First Pay: 2024-09-22; Redemption: 2028-06-22; Registration: Reg S Only; C: First Pay: 2024-09-22; Redemption: 2028-06-22; Registration: Reg S Only; D: First Pay: 2024-09-22; Redemption: 2028-06-22; Registration: Reg S Only; E: First Pay: 2024-09-22; Redemption: 2028-06-22; Registration: Reg S Only; Z: First Pay: 2024-09-22; Redemption: 2028-06-22; Registration: Reg S Only; X: First Pay: 2024-09-22; Redemption: 2028-06-22; Registration: Reg S Only;

Deal Comments

CPR scenario: WAL based on a CPR of 3% for 27 months, followed by 50% for 18 months and 15% thereafter. Assumes no arrears and losses and call at the first Call Option Date in [June 2028]

Originator(s)

CHL Mortgages for Intermediaries Ltd

Risk Retention

EU/UK - Yes

# of Loans

1973

WA Seasoning (Months)

20.8

Reset

Yes