F.T.A. UCI 17. SANTANDER DE TITULIZACION, S.G.F.T, S.A. GRAN VIA DE HORTALEZA, MADRID
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1 SANTANDER DE TITULIZACION, S.G.F.T, S.A. GRAN VIA DE HORTALEZA, MADRID santanderdetitulizacion@gruposantander.com
2 NAME OF THE FUND: FONDO DE TITULIZACIÓN DE ACTIVOS UCI 17 INFORMATION AT: QUARTER/SEMESTER YEAR: 2017 Acting on behalf of Santander de Titulización S.G.F.T., S.A. as General Manager: Signature: Ignacio Ortega Gavara-Director General I. DATA OF THE FUND Constitution Date May 7th, 2007 Paying Agency BANCO SANTANDER Disbursement Date May 9th, 2007 Negotiation Market AIAF Final Date of Redemption December 17th, 2049 S&P Rating Agencies Fitch Gestora Santander de Titulización Rating Initial Current Credit Rights s Seller Unión de Créditos Inmobiliarios (UCI) Series A1 AAA / AAA --/-- Series A2 AAA / AAA B+/CCC Series B A / A CCC-/CC Series C BBB / BBB D/CC Series D CCC-/CCC D/C II. SECURITIES ISSUED CHARGED TO THE FUND: SECURITISATION BONDS SERIES PRIORITY OF PAYMENT (ISIN CODE) NUMBER OF BONDS MINAL INITIAL CURRENT %Curr/In Series A1 Nominal per Bond ,00 0, ES Total Nominal ,00 0,00 Series A2 Nominal per Bond , , ES Total Nominal , ,90 Series B Nominal per Bond , , ES Total Nominal , ,00 Series C Nominal per Bond , , ES Total Nominal , ,00 Series D Nominal per Bond , , ES Total Nominal , ,00 0,00% 54,66% 100,00% 100,00% 100,00% REDEMPTION AND INTEREST OF THE BONDS Current Next Payment Date of the Current Period Next Payment Date December 18th, 2017 March 19th, 2018 Redemption of the Gross Interest in Next Gross Interest Interest Rate Bonds Payment Date Series A1 0,00 0,00 0,000% 0,00 Series A ,85 0,00 0,000% 0,00 Series B 0,00 5,31 0,019% 4,80 Series C 0,00 0,00 0,269% 68,00 Series D 0,00 0,00 1,669% 421,89 Accrued amortisation due not payed per Bond 2.891,33 Scheduled Amortisation Net Interest in Next Payment Date 0,00 0,00 3,89 55,08 341,73 1
3 NAME OF THE FUND: FONDO DE TITULIZACIÓN DE ACTIVOS UCI 17 INFORMATION AT: QUARTER/SEMESTER YEAR: 2017 III. ASSETS PURCHASED BY THE FUND: CREDIT RIGHTS CREDIT RIGHTS Number of CR s Principal Outstanding Principal Outstanding per Loan Interest Rate ISSUE DATE ,99 CURRENT DATE , , ,44 4,72% 2,24% PREPAYMENT RATE Monthly Single Rate Average Monthly Single Rate Constant Prepayment Rate from Constitution CURRENT DATE 5,11% 4,21% 5,61% CURRENT DELINQUENCY Up to 1 month From 1 to 6 months Greater than 6 months Debt Due (Principal + Interest) , , ,27 Debt to be amortised ,40 Total Debt , , ,67 2
4 QUARTERLY BONDS PAYOUT REPORT BONDS. PRINCIPAL Previous Balance ,60 Pool Cut-off Date December 12, 2017 Principal Amortised ,70 Payment Date Outstanding Balance ,90 Last Payment Date September 18, 2017 % of Initial Balance 45,83% Number of Days (Act/360) 91 Principal accrued and unpaid ,86 Reference Interest Rate (%) -0,331% Next Payment Date March 19, 2018 DATA INTEREST PAID RESIDUAL LIFE (YEARS) CLASS A1 0,00 INITIAL CLASS A2 0,00 CLASS A1 0,91 - CLASS B 3.865,68 CLASS A2 6,23 6,52 CLASS C 0,00 CLASS B 8,38 14,01 CLASS D 0,00 CLASS C 8,38 14,01 Interest accrued and unpaid ,98 CLASS D 8,65 14,01 3
5 QUARTERLY COLLATERAL REPORT PRINCIPAL Previous Balance ,28 Principal Amortised ,93 Outstanding Balance ,35 Number of Credit Rights LTV 43,00% INTEREST Interest received during relevant period Interest accrued during relevant period There is no minimum nominal interest rate applicable for any loan , ,12 PRINCIPAL BALANCE IN ARREARS UP to 30 DAYS 30 to 60 DAYS 60 to 90 DAYS 90 to 180 DAYS MORE 180 DAYS Principal Balance in Arrears , , , , ,12 Interest accrued on Credit Rights in Arrears , , , , ,15 Outstanding Balance , , , , ,57 Number of Credit Rights % of Outstanding Balance 2,59% 1,60% 0,77% 1,00% 3,78% WRITE OFF Cumulative WRITE OFF as of previous balance ,63 Difference in Actual Period ( ,73) Cumulative WRITE OFF up to date ,90 4
6 QUARTERLY COLLATERAL REPORT TRANSITORY PROPERTIES Last balance ,10 Difference in Actual Period ,87 Current balance ,97 Transitory properties CR's number 472 NET LOSSES Last balance ,19 Difference in Actual Period ,18 Current balance ,37 5
7 QUARTERLY REPORT - ALLOCATION OF CASH TOTAL CASH RECEIVED END OF PERIOD ,70 TOTAL CASH PAID END OF PERIOD ,70 CASH RECEIVED - PRINCIPAL Ordinary Expenses 383,13 Amortisation of Credit Rights ,35 Fee management ,07 CASH RECEIVED - INTEREST Swap Payment ( ,90) Interest received from Credit Rights ,25 Swap Collection ,30 Interest received under GIC (4.128,41) Interest paid to Class A1 Bondholders 0,00 REDEMPTION FEES ,04 Interest paid to Class A2 Bondholders 0,00 INCOMES/EXPENSES OF TRANSITORY PROPERTIES ,47 Interest paid to Class B Bondholders 3.865,68 INSURANCE / OTHER ,00 Interest paid to Class C Bondholders 0,00 Principal withholding A1 0,00 Principal withholding A ,70 Principal withholding B 0,00 Principal withholding C 0,00 Interest deferred Class B Bondholders 0,00 TREASURY ACCOUNT STATEMENT 79,51 Interest deferred Class C Bondholders 0,00 PRINCIPAL RESERVE FUND Interest paid to Class D Bondholders 0,00 Previous Balance 94,79 Principal withholding D 0,00 Difference 15,29 Swap Termination Payment 0,00 Outstanding Balance 79,51 Interest paid to Subordinated Loan (BS) 0,00 WITHHOLDING TAXES 0,00 Interest paid to Subordinated Loan (UCB) 0,00 ISSUE EXPENSES WITHHELD 0,00 Repayment of Subordinated Loan (BS) 0,00 OTHERS 0,00 Repayment of Subordinated Loan (UCB) 0,00 Fixed Administration Fee 0,00 Variable Fee 0,00 Use of Reserve Fund (15,29) 6
8 CREDIT ENHANCEMENT AND SUBORDINATED LOAN CREDIT ENHANCEMENT CONCEPTS INITIAL SUBORDINATED ISSUE 7,20% 15,92% PRINCIPAL RESERVE FUND ,00 (1,10%) 79,51 (0,00%) SUBORDINATED LOANS CONCEPTS INITIAL SUBORDINATED LOAN SANTANDER Total Outstanding Subordinated Loan , ,24 Interest Rate 6,114% 1,669% SUBORDINATED LOAN UCB Total Outstanding Subordinated Loan , ,24 Interest Rate 6,114% 1,669% 7
9 TRIGGERS OF THE MODEL RESERVE FUND's TRIGGERS RESERVE FUND SHALL NEVER BE ABOVE 1. GENERAL RULE 1.a) LOANS IN ARREARS > 90 DAYS < 0,75% LOANS PRINCIPAL OUTSTANDING IF 1.a.1) and 1.a.2), R.F. SHALL BE 2,20% LOANS PRINCIPAL OUTSTANDING WITH A FLOOR OF a.1) R.F. 2,20% LOANS OUTSTANDING PRINCIPAL 1.a.2) PAYMENT DATE SPECIAL RULE 2.a) LOANS ARREARS > 90 DAYS BETWEEN 0,75% and 1,25% LOANS PPAL OUTSTANDING R.F. SHALL BE THE HIGHER OF: 2.a.1) 2,20% LOANS OUTSTANDING PRINCIPAL 2.a.2) 0,70% INICIAL OUTSTANDING SERIES A1, A2, B and C 2.b) LOANS IN ARREARS > 90 DAYS > 1,25% LOANS PRINCIPAL OUTSTANDING R.F. SHALL BE THE HIGHER OF: 2.b.1) 2,20% LOANS OUTSTANDING PRINCIPAL 2.b.2) 0,80% INICIAL OUTSTANDING SERIES A1, A2, B and C 3. BOTH FOR 1 AND 2, NEITHER 3.a), 3.b) R 3.c) SHALL OCCUR 3.a) DEFICIT AMORTIZACIÓN >0 3.b) LOANS OUTSTANDING BALANCE <10% LOANS INITIAL OUTSTANDING BALANCE 3.c) WAIR 1 DC s < WAIR1 SERIES A1,A2,B,C and D + 0,40% 1 WAIR: WEIGHTED AVERAGE INTEREST RATE AT LEAST ONE CASH RESERVE TRIGGER HAS BEEN BREACHED, SO THE RESERVE FUND LEVEL WILL REMAIN AS IT INITIAL LEVEL BOND's TRIGGERS 1. AMORTISATION OF SERIES A1 and A2 (point 4. also applied) PRORRATA, SI 1.a)/1.b) < 1 SECUENTIAL, SI 1.a)/1.b) 1 1.a) LOANS IN ARREARS + PPAL REDEMTION IN DETERMINATION PERIOD 1.b) OUTSTANDING BALANCE SERIES A1 and A2 2. AMORTISATION OF SERIES B 2.a) OUTSTANDING BALANCE SERIES B 10,40% OUTSTANDING BAL. SERIES A1 to C 3. AMORTISATION OF SERIES C 3.a) OUTSTANDING BALANCE SERIES C 4,00% OUTSTANDING BAL. SERIES A1 to C 4. PRORRATA AMORTISATION OF SERIES A1, A2, B and/or C SHOULD T COMPLY WITH 4.a) LOANS IN ARREARS >90 DAYS > 2,00% OUTSTANDING LOANS 4.b) AMORTISATION DEFICIENCY > 100% SERIES D BONDS 4.c) R.F. AVAILABLE < R.F. DUE 3.b) LOANS OUTSTANDING BALANCE <10% INITIAL OUTSTANDING BALANCE ,00 0,00% a) 2.a) YES , , ,00 YES n/a n/a n/a n/a 11,28% 4,34% YES YES YES SERIES A1 IS TOTALLY REDEEMED. SERIES A2 SHALL AMORTISE SECUENTIALLY BASED UPON 4. UNTIL SERIES A2 IS T COMPLETELY REDEEMED SERIES B AND C SHALL T BEGIN TO AMORTISE. 8
10 TRIGGERS OF THE MODEL Cash flow before waterfall: ,70 DEFERRAL INTEREST BONDS SERIES B 1. PPAL OUTSTANDING SERIES A1 and A2 > 0 ( ,90 ) 2. EVALUATION OF: 2.a) > SUM of 2.b) and 2.c) - 2.a) PPAL OUTSTANDING SERIES A1 and A2-2.b) WATERFALL CASHFLOW (1º UNTIL 4º) - 2.c) CR PPAL OUTSTANDING WITH ARREARS <18 MONTHS 3. WATERFALL CASHFLOW >0 AFTER ATTEND 1º UNTIL 3º ( ,60 ) PLUS REDEMPTION CLASS A ( ,15 ) equal to ( ,26 ) 4. FAILED LOANS [5,66%] > 12,00% [ ,55] YES , , ,53 DEFER SERIES B INTEREST IF 1. IS TRUE, 2. IS TRUE AND 3. IN FALSE or 4. IS TRUE. DEFERRAL INTEREST BONDS SERIES C 1. PPAL OUTSTANDING SERIES A1 and A2 and B > 0 ( ,90 ) 2. EVALUATION OF: 2.a) > SUM of 2.b) and 2.c) - 2.a) PPAL OUTSTANDING SERIES A1, A2 and B - 2.b) WATERFALL CASHFLOW (1º UNTIL 5º) - 2.c) CR PPAL OUTSTANDING WITH ARREARS <18 MONTHS 3. WATERFALL CASHFLOW >0 AFTER ATTEND 1º UNTIL 4º ( ,28 ) PLUS REDEMPTION CLASS A ( ,15 ) equal to ( ,94 ) 4. FAILED LOANS [5,66%] > 9,50% [ ,55] YES YES , , ,53 DEFER SERIES C INTEREST IF 1. IS TRUE, 2. IS TRUE AND 3. IS FALSE or 4. IS TRUE 9
11 STATISTICS OF THE MODEL Interval (%) 0,00% - 10,00% 10,01% - 20,00% 20,01% - 30,00% 30,01% - 40,00% 40,01% - 50,00% 50,01% - 60,00% 60,01% - 70,00% 70,01% - 80,00% 80,01% - 90,00% 90,01% - 100,00% rest of loans LTV STATISTICAL TABLE PPAL OUTSTANDING % LOANS % ,89 4,47% ,72% ,21 2,55% 444 6,54% ,08 3,92% 431 6,35% ,35 7,54% 535 7,88% ,59 12,75% ,13% ,31 16,03% ,50% , ,81 24,25% 20,29% ,84% 14,09% ,50 6,88% 295 4,34% ,13 0,35% 14 0,21% ,01 0,98% 27 0,40% ,35 100,00% ,00% Maximum Minimum Average 173,29% 0,00% 43,00% 10
12 COUNTERPARTIES AGREEMENT COUNTERPARTY RATING AGENCY MINIMUM RATING REQUIRED CURRENT RATING TREASURY ACCOUNT BANCO SANTANDER S&P A-1 A-2 Short-Term FITCH F-1 F-2 PAYING AGENT BANCO SANTANDER S&P A-1 A-2 Short-Term FITCH F-1 F-2 SWAP BNP S&P N/A N/A Long-Term FITCH A A+ S&P A-1 A-1 Short-Term FITCH F1 F1 COUNTERPARTY DOES T HAVE THE MINIMUM RATING REQUIRED. TREASURY ACCOUNT HAS BEEN TRANSFERRED TO A COUNTERPARTY WITH MINIMUM RATING REQUIRED. 11
13 DEFINITIONS POOL CUT-OFF DATE Means the date in which the Gestora will carry out the necessary calculations, on behalf of the Fund, for the distribution of the available funds at this date, according with the Order of Priority of Payments. All the information regarding the Assets (Outstanding Balance of the Credit Rights, arrears' tables, transitory properties, stratification tables, etc.) are referred to this mentioned date. WRITE OFF Those loans that at a given date are unpaid for a period equal or higher to 12 or 18 months (according to Prospectus) of arrears in due payments. NET LOSSES Those loans which the Originator considers that will not recover (net of recoveries). FAILED LOANS Balance of the Loans which have outstanding instalments for longer than 18 months, or which have begun the process of execution of guarantees (if this process occurs previous to the eighteen 18 months from the first failure to pay), discounting the recovered amounts. TRANSITORY PROPERTIES Those assets in the balance of the Fund as a consequence of a judicial or non-judicial process. 12
14 FONDO DE TITULIZACIÓN DE ACTIVOS UCI 17 QUARTERLY BONDS PAYOUT REPORT December 18th, 2017 Date Jun 16 Sep 16 Dec 16 Mar 17 Jun 17 Sep 17 Dec days 2,737% 2,243% 1,951% 2,932% 2,821% 3,492% 2,595% days 1,035% 1,119% 1,318% 1,179% 1,560% 1,700% 1,605% days 0,794% 0,744% 0,485% 0,807% 1,050% 0,819% 0,766% days 0,796% 0,654% 0,607% 0,804% 0,703% 1,077% 1,002% > 180 days 3,911% 3,921% 3,801% 3,428% 3,255% 3,335% 3,778% 14,000% 1-30 days days days 12,000% days > 180 days 10,000% 8,000% 6,000% 4,000% 2,000% 0,000% 13
15 Monthly Single Rate 5,11% Average 12 Moth Single Rate 4,21% Prepayment Rate from Constitution 5,61% F.T.A. UCI 17 Date Outstanding Real outstanding 0,48% Prepaymnet vector CPR Remaining end of month Average Single Monthly CPR Single Monthly Mortality CPR Outstanding after payment ,25 100,00% 100,00% ,25 junio , ,06 99,52% 98,83% 1,17% 13,19% 1,17% 13,19% ,99 julio , ,17 99,04% 97,78% 1,12% 12,60% 1,06% 12,00% ,17 agosto , ,58 98,57% 96,54% 1,17% 13,14% 1,27% 14,22% ,22 septiembre , ,27 98,09% 96,01% 1,01% 11,49% 0,54% 6,32% ,77 octubre , ,92 97,62% 95,06% 1,01% 11,45% 1,00% 11,32% ,44 noviembre , ,59 97,16% 94,29% 0,98% 11,10% 0,81% 9,32% ,84 diciembre , ,73 96,69% 93,57% 0,95% 10,77% 0,76% 8,78% ,49 enero , ,91 96,23% 92,72% 0,94% 10,72% 0,90% 10,33% ,92 febrero , ,19 95,76% 92,27% 0,89% 10,18% 0,49% 5,74% ,58 marzo , ,70 95,30% 91,46% 0,89% 10,16% 0,87% 10,00% ,88 abril , ,21 94,85% 90,72% 0,88% 10,08% 0,81% 9,25% ,18 mayo , ,36 94,39% 89,98% 0,88% 10,02% 0,82% 9,42% ,76 junio , ,35 93,94% 89,38% 0,86% 9,84% 0,66% 7,69% ,87 julio , ,29 93,49% 89,08% 0,82% 9,43% 0,33% 3,93% ,66 agosto , ,78 93,04% 88,82% 0,79% 9,05% 0,29% 3,45% ,21 septiembre , ,37 92,59% 88,65% 0,75% 8,64% 0,19% 2,28% ,54 octubre , ,24 92,15% 88,45% 0,72% 8,30% 0,23% 2,68% ,57 noviembre , ,95 91,71% 88,21% 0,69% 8,02% 0,27% 3,17% ,14 diciembre , ,04 91,27% 87,79% 0,68% 7,89% 0,48% 5,56% ,00 enero , ,90 90,83% 87,81% 0,65% 7,50% -0,02% -0,18% ,79 febrero , ,97 90,39% 87,67% 0,62% 7,24% 0,16% 1,88% ,08 marzo , ,98 89,96% 87,11% 0,63% 7,25% 0,63% 7,36% ,30 abril , ,16 89,53% 86,98% 0,60% 7,02% 0,16% 1,86% ,80 mayo , ,81 89,10% 86,71% 0,59% 6,88% 0,31% 3,65% ,80 junio , ,14 88,67% 86,61% 0,57% 6,67% 0,11% 1,27% ,42 julio , ,82 88,25% 86,06% 0,58% 6,69% 0,64% 7,41% ,63 agosto , ,52 87,82% 85,44% 0,58% 6,75% 0,72% 8,27% ,30 septiembre , ,87 87,40% 85,37% 0,56% 6,56% 0,09% 1,08% ,17 octubre , ,24 86,98% 84,90% 0,56% 6,55% 0,55% 6,37% ,83 noviembre , ,85 86,57% 84,47% 0,56% 6,53% 0,51% 5,90% ,73 diciembre , ,17 86,15% 84,27% 0,55% 6,41% 0,24% 2,79% ,21 enero , ,44 85,74% 84,01% 0,54% 6,32% 0,31% 3,65% ,42 febrero , ,45 85,33% 83,84% 0,53% 6,21% 0,20% 2,35% ,39 marzo , ,07 84,92% 83,58% 0,53% 6,14% 0,32% 3,78% ,99 abril , ,61 84,51% 83,40% 0,52% 6,03% 0,21% 2,51% ,92 mayo , ,35 84,10% 83,18% 0,51% 5,96% 0,27% 3,17% ,73 junio , ,39 83,70% 83,05% 0,50% 5,84% 0,15% 1,73% ,79 julio , ,33 83,30% 82,11% 0,52% 6,04% 1,14% 12,84% ,32 agosto , ,20 82,90% 81,93% 0,51% 5,95% 0,22% 2,60% ,34 septiembre , ,72 82,50% 81,43% 0,51% 5,98% 0,61% 7,04% ,70 octubre , ,06 82,11% 81,07% 0,51% 5,96% 0,44% 5,17% ,09 noviembre , ,24 81,71% 80,68% 0,51% 5,95% 0,49% 5,68% ,99 diciembre , ,83 81,32% 80,63% 0,50% 5,83% 0,06% 0,67% ,69 enero , ,81 80,93% 79,95% 0,51% 5,92% 0,85% 9,71% ,28 febrero , ,19 80,54% 79,66% 0,50% 5,88% 0,36% 4,20% ,68 marzo , ,35 80,15% 79,64% 0,49% 5,77% 0,03% 0,34% ,58 abril , ,69 79,77% 78,99% 0,50% 5,84% 0,82% 9,36% ,48 mayo , ,67 79,39% 78,75% 0,50% 5,80% 0,31% 3,64% ,66 junio , ,24 79,01% 78,77% 0,49% 5,68% -0,03% -0,32% ,19 julio , ,68 78,63% 78,08% 0,49% 5,77% 0,88% 10,02% ,93 agosto , ,48 78,25% 77,96% 0,49% 5,69% 0,15% 1,75% ,50 septiembre , ,63 77,87% 78,00% 0,48% 5,57% -0,05% -0,59% ,33 octubre , ,14 77,50% 77,57% 0,48% 5,59% 0,55% 6,37% ,58 noviembre , ,72 77,13% 77,42% 0,47% 5,53% 0,19% 2,31% ,21 diciembre , ,46 76,76% 77,43% 0,46% 5,43% -0,01% -0,17% ,93 enero , ,29 76,39% 77,05% 0,46% 5,43% 0,50% 5,81% ,21 febrero , ,74 76,02% 76,67% 0,46% 5,44% 0,49% 5,75% ,28 marzo , ,11 75,66% 76,65% 0,46% 5,35% 0,02% 0,24% ,12 abril , ,14 75,30% 76,28% 0,46% 5,36% 0,49% 5,69% ,47 mayo , ,44 74,94% 75,94% 0,46% 5,35% 0,44% 5,17% ,79 junio , ,40 74,58% 75,92% 0,45% 5,28% 0,04% 0,42% ,33 julio , ,95 74,22% 75,29% 0,46% 5,35% 0,83% 9,56% ,94 agosto , ,96 73,86% 75,20% 0,45% 5,28% 0,12% 1,38% ,62 septiembre , ,94 73,51% 75,24% 0,44% 5,19% -0,06% -0,70% ,81 octubre , ,47 73,16% 74,80% 0,45% 5,22% 0,58% 6,80% ,66 noviembre , ,50 72,80% 74,50% 0,44% 5,21% 0,40% 4,68% ,07 diciembre , ,16 72,45% 74,52% 0,44% 5,13% -0,02% -0,22% ,62 enero , ,56 72,11% 73,88% 0,44% 5,20% 0,86% 9,79% ,59 febrero , ,63 71,76% 73,62% 0,44% 5,19% 0,36% 4,18% ,73 marzo , ,18 71,42% 73,64% 0,44% 5,11% -0,03% -0,34% ,83 abril , ,33 71,07% 73,17% 0,44% 5,14% 0,63% 7,36% ,36 mayo , ,27 70,73% 72,95% 0,44% 5,12% 0,30% 3,51% ,52 junio , ,43 70,39% 72,95% 0,43% 5,05% 0,00% -0,01% ,19 julio , ,51 70,06% 72,73% 0,43% 5,03% 0,31% 3,61% ,71 agosto , ,57 69,72% 72,64% 0,43% 4,99% 0,12% 1,40% ,34 septiembre , ,64 69,39% 72,59% 0,42% 4,93% 0,07% 0,86% ,11 octubre , ,16 69,05% 72,43% 0,42% 4,90% 0,23% 2,71% ,76 noviembre , ,96 68,72% 72,37% 0,41% 4,85% 0,07% 0,88% ,67 diciembre , ,23 68,39% 72,34% 0,41% 4,80% 0,05% 0,54% ,94 enero , ,03 68,06% 72,10% 0,41% 4,79% 0,33% 3,88% ,03 febrero , ,35 67,74% 71,93% 0,41% 4,76% 0,23% 2,76% ,79 marzo , ,16 67,41% 71,90% 0,40% 4,71% 0,05% 0,58% ,41 abril , ,47 67,09% 71,24% 0,41% 4,78% 0,91% 10,41% ,74 mayo , ,67 66,77% 70,90% 0,41% 4,79% 0,48% 5,61% ,29 junio , ,60 66,45% 70,83% 0,40% 4,75% 0,10% 1,14% ,24 julio , ,67 66,13% 70,59% 0,40% 4,74% 0,35% 4,06% ,43 agosto , ,41 65,81% 70,34% 0,40% 4,74% 0,35% 4,11% ,35 septiembre , ,08 65,50% 70,02% 0,40% 4,74% 0,46% 5,37% ,12 octubre , ,08 65,18% 69,44% 0,41% 4,80% 0,83% 9,56% ,56 noviembre , ,33 64,87% 69,32% 0,41% 4,77% 0,17% 1,98% ,08 diciembre , ,22 64,56% 69,22% 0,40% 4,74% 0,15% 1,78% ,75 enero , ,43 64,25% 68,98% 0,40% 4,73% 0,33% 3,94% ,06 febrero , ,20 63,94% 68,77% 0,40% 4,72% 0,31% 3,62% ,68 marzo , ,89 63,63% 68,77% 0,40% 4,67% 0,01% 0,07% ,65 abril , ,49 63,33% 68,28% 0,40% 4,71% 0,71% 8,21% ,67 mayo , ,22 63,02% 67,94% 0,40% 4,72% 0,50% 5,86% ,05 junio , ,76 62,72% 67,87% 0,40% 4,68% 0,09% 1,13% ,72 julio , ,33 62,42% 67,41% 0,40% 4,71% 0,68% 7,88% ,92 agosto , ,60 62,12% 67,32% 0,40% 4,68% 0,14% 1,67% ,31 septiembre , ,84 61,82% 67,22% 0,40% 4,66% 0,15% 1,75% ,73 octubre , ,55 61,53% 60,02% 0,50% 5,88% 10,71% 74,31% ,63 noviembre , ,44 61,23% 59,79% 0,50% 5,87% 0,38% 4,45% ,07 diciembre , ,48 60,94% 59,70% 0,50% 5,83% 0,16% 1,92% ,72 enero , ,67 60,64% 59,38% 0,50% 5,84% 0,53% 6,23% ,71 febrero , ,81 60,35% 59,09% 0,50% 5,84% 0,49% 5,74% ,96 marzo , ,93 60,06% 58,95% 0,50% 5,81% 0,22% 2,62% ,94 abril , ,79 59,78% 58,63% 0,50% 5,81% 0,55% 6,43% ,73 mayo , ,12 59,49% 58,21% 0,50% 5,84% 0,72% 8,31% ,97 junio , ,95 59,20% 58,09% 0,50% 5,80% 0,20% 2,34% ,92 julio , ,73 58,92% 57,77% 0,50% 5,81% 0,55% 6,41% ,44 agosto , ,80 58,64% 57,59% 0,50% 5,79% 0,31% 3,68% ,86 septiembre , ,90 58,36% 57,43% 0,49% 5,77% 0,28% 3,34% ,35 octubre , ,20 58,08% 57,07% 0,50% 5,78% 0,62% 7,25% ,65 noviembre , ,00 57,80% 56,77% 0,50% 5,79% 0,52% 6,08% ,07 diciembre , ,38 57,52% 56,71% 0,49% 5,75% 0,11% 1,30% ,49 enero , ,31 57,24% 56,38% 0,49% 5,76% 0,58% 6,69% ,66 febrero , ,24 56,97% 56,19% 0,49% 5,74% 0,35% 4,12% ,18 marzo , ,13 56,70% 56,08% 0,49% 5,71% 0,18% 2,16% ,60 abril , ,96 56,42% 55,57% 0,49% 5,75% 0,92% 10,51% ,04 mayo , ,61 56,15% 55,36% 0,49% 5,74% 0,36% 4,28% ,17 junio , ,52 55,88% 55,24% 0,49% 5,72% 0,22% 2,64% ,19 julio , ,23 55,62% 55,03% 0,49% 5,71% 0,39% 4,54% ,56 agosto , ,04 55,35% 54,82% 0,49% 5,70% 0,38% 4,44% ,30 septiembre , ,65 55,08% 54,77% 0,48% 5,66% 0,09% 1,07% ,27 octubre , ,75 54,82% 54,88% 0,48% 5,60% -0,19% -2,32% ,90 noviembre , ,73 54,56% 54,68% 0,48% 5,59% 0,35% 4,11% ,13 diciembre , ,45 54,29% 54,29% 0,48% 5,61% 0,71% 8,22% ,45 14
16 FLUJOS POR CADA BO SIN RETENCIÓN PARA EL TOMADOR (IMPORTES EN EUROS) TACP = 5,61% Fecha de Principal Intereses Flujo Principal Intereses Flujo Principal Intereses Flujo Principal Intereses Flujo Pago Amortizado Brutos Total Amortizado Brutos Total Amortizado Brutos Total Amortizado Brutos Total TOTALES: ,90 0, , , , , , , , , , ,36 18-dic-17 Bonos de la Serie A2 Bonos de la Serie B Bonos de la Serie C Bonos de la Serie D 18-mar ,82 0, ,82 0, , ,73 0, , ,70 0, , ,09 18-jun ,75 0, ,75 0, , ,42 0, , ,77 0, , ,64 17-sep ,07 0, ,07 0, , ,42 0, , ,77 0, , ,64 17-dic ,84 0, ,84 0, , ,53 0, , ,41 0, , ,45 18-mar ,91 0, ,91 0, , ,63 0, , ,05 0, , ,27 17-jun ,20 0, ,20 0, , ,42 0, , ,77 0, , ,64 17-sep ,16 0, ,16 0, , ,42 0, , ,77 0, , ,64 17-dic ,81 0, ,81 0, , ,53 0, , ,41 0, , ,45 17-mar ,75 0, ,75 0, , ,53 0, , ,41 0, , ,45 17-jun ,07 0, ,07 0, , ,42 0, , ,77 0, , ,64 17-sep ,23 0, ,23 0, , ,42 0, , ,77 0, , ,64 17-dic ,35 0, ,35 0, , ,53 0, , ,41 0, , ,45 17-mar ,09 0, ,09 0, , ,63 0, , ,05 0, , ,27 17-jun ,61 0, ,61 0, , ,42 0, , ,77 0, , ,64 17-sep ,40 0, ,40 0, , ,42 0, , ,77 0, , ,64 17-dic ,81 0, ,81 0, , ,53 0, , ,41 0, , ,45 17-mar ,41 0, ,41 0, , ,63 0, , ,05 0, , ,27 17-jun ,41 0, ,41 0, , ,42 0, , ,77 0, , ,64 19-sep ,92 0, ,92 0, , ,42 0, , ,77 0, , ,64 19-dic ,71 0, ,71 0, , ,53 0, , ,41 0, , ,45 17-mar ,30 0, ,30 0, , ,63 0, , ,05 0, , ,27 19-jun ,27 0, ,27 0, , ,42 0, , ,77 0, , ,64 18-sep ,16 0, ,16 0, , ,42 0, , ,77 0, , ,64 18-dic ,65 0, ,65 0, , ,53 0, , ,41 0, , ,45 18-mar ,96 0, ,96 0, , ,53 0, , ,41 0, , ,45 17-jun ,05 0, ,05 0, , ,42 0, , ,77 0, , ,64 17-sep ,36 0, ,36 0, , ,42 0, , ,77 0, , ,64 17-dic ,25 0, ,25 0, , ,53 0, , ,41 0, , ,45 17-mar ,93 0, ,93 0, , ,63 0, , ,05 0, , ,27 17-jun ,95 0, ,95 0, , ,42 0, , ,77 0, , ,64 17-sep ,24 0, ,24 0, , ,42 0, , ,77 0, , ,64 17-dic ,85 0, ,85 0, , ,53 0, , ,41 0, , ,45 17-mar ,38 0, ,38 0, , ,63 0, , ,05 0, , ,27 17-jun ,17 0, ,17 0, , ,42 0, , ,77 0, , ,64 17-sep ,99 0, ,99 0, , ,42 0, , ,77 0, , ,64 17-dic ,94 0, ,94 0, , ,53 0, , ,41 0, , ,45 17-mar ,48 0, ,48 0, , ,63 0, , ,05 0, , ,27 17-jun ,92 0, ,92 0, , ,42 0, , ,77 0, , ,64 17-sep ,10 0, ,10 0, , ,42 0, , ,77 0, , ,64 17-dic ,27 0, ,27 0, , ,53 0, , ,41 0, , ,45 17-mar ,50 0, ,50 0, , ,53 0, , ,41 0, , ,45 19-jun ,53 0, ,53 0, , ,42 0, , ,77 0, , ,64 18-sep ,19 0, ,19 0, , ,42 0, , ,77 0, , ,64 18-dic ,09 0, ,09 0, , ,53 0, , ,41 0, , ,45 19-mar ,24 0, ,24 0, , ,63 0, , ,05 0, , ,27 18-jun ,99 0, ,99 0, , ,42 0, , ,77 0, , ,64 17-sep ,09 0, ,09 0, , ,42 0, , ,77 0, , ,64 17-dic ,87 0, ,87 0, , ,53 0, , ,41 0, , ,45 18-mar ,75 0, ,75 0, , ,63 0, , ,05 0, , ,27 17-jun ,48 0, ,48 0, , ,42 0, , ,77 0, , ,64 17-sep ,73 0, ,73 0, , ,42 0, , ,77 0, , ,64 17-dic ,18 0, ,18 0, , ,53 0, , ,41 0, , ,45 17-mar ,52 0, ,52 0, , ,63 0, , ,05 0, , ,27 17-jun ,86 0, ,86 0, , ,42 0, , ,77 0, , ,64 17-sep ,46 0, ,46 0, , ,42 0, , ,77 0, , ,64 17-dic ,87 0, , , , , , , , , , ,45 15
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