Residential Mortgage Backed Securitization

Issuer	Moscow Stars B.V.
ISIN code	XS0307297225
Initial principal amount outstanding	US$ 159,000,000.00
Principal amount outstanding as at 15 July 2013 (post distribution)	US$ 23,140,547.39
Moody's / Fitch Ratings rating at closing	Baa2/BBB
Moody's / Fitch Ratings current ratings	Ba1/BB+
Currency	USD
Interest rate	1 month LIBOR plus 1,75%
First Note payment	16 August 2007
Final Maturity date	Note payment day in December 2034
Credit Enhancement	Sequential amortization of the Class A Notes, the Class B Notes and the Class C Notes reflecting the subordination in right of payment and for other purposes of the Class B Notes and the Class C Notes, scheduled accrual of interest income under the mortgage portfolio in excess of scheduled interest obligations under the Class A Notes, cash drawings from a reserve fund maintained by the Issuer for credit and liquidity purposes, which is subject to enhancement by the reallocation of revenue receipts in priority to payments of interest under the Class C Notes, if the excess spread payable under a subordinated loan falls below a prescribed threshold, but is otherwise subject to an amortization formula.
Announcement of Delisting	https://www.ise.ie/app/announcementDetails.aspx?ID=13043397

Issuer	Moscow Stars B.V.
ISIN code	XS0307297811
Initial principal amount outstanding	US$ 16,200,000
Principal amount outstanding as at 16 January 2013 (post distribution)	US$ 16,200,000
Moody's / Fitch Ratings rating at closing	Ba2/BB
Moody's / Fitch Ratings current ratings	Ba2/BB-
Currency	USD
Interest rate	1 month LIBOR plus 5,25%
First Note payment	16 August 2007
Final Maturity date	Note payment day in December 2034
Credit Enhancement	Sequential amortization of the Class B Notes and the Class C Notes reflecting the subordination in right of payment and for other purposes of the Class C Notes, scheduled accrual of interest income under the mortgage portfolio in excess of scheduled interest obligations under the Class A Notes and Class B Notes, cash drawings from a reserve fund maintained by the Issuer for credit and liquidity purposes, which is subject to enhancement by the reallocation of revenue receipts in priority to payments of interest under the Class C Notes, if the excess spread payable under a subordinated loan falls below a prescribed threshold, but is otherwise subject to an amortization formula.
Announcement of Delisting	https://www.ise.ie/app/announcementDetails.aspx?ID=13434688

Issuer	Moscow Stars B.V.
ISIN code	XS0307298207
Initial principal amount outstanding	US$ 4,484,220
Principal amount outstanding as at 16 January 2013 (post distribution)	US$ 4,484,220
Moody's / Fitch Ratings rating at closing	n/a
Moody's / Fitch Ratings current ratings	n/a
Currency	USD
Interest rate	7%
First Note payment	16 August 2007
Final Maturity date	Note payment day in December 2034
Credit Enhancement	Scheduled accrual of interest under the mortgage portfolio in excess of scheduled interest obligations under the Notes, to the extent that such excess interest income is not required to be applied instead to increase the amount held under a reserve fund maintained by the Issuer for credit and liquidity purposes.
Announcement of Delisting	http://www.ise.ie/app/announcementDetails.aspx?ID=13434688

​Residential Mortgage Backed Securitization