Securitization

Underlying Assets and Collateral

The collateral comprised  in Series 2017-F4 shall have characteristics that demonstrate capacity to produce funds to service the Issuer’s obligations to make payments due and payable under the Securities. Such collateral comprised in  Series 2017-F4shall (unless substituted) consist of Securitisation Bonds named Pembridge  Capital ETFLN. The securitisation bonds shall be linked to the value of the International fund against its units. The underlying fund’s investment strategy is that of investing in property portfolios, consumer products, research and development, health and leisure and social housing in Europe with particular focus in the United Kingdom. The underlying assets are shown in the sectors of investment section and illustrated pie chart.

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Investments of Pambridge capital ETFLN