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RMBS
UK RMBS
Parent Companies
OneSavings Bank PLC
CMF PLC
2020-1
CMF PLC (CMF) 2020-1
ABS
RMBS
CMF 2020-1 (GBP 336m)
OneSavings Bank PLC
LLY
,
BAM
,
LLY
EMEA
Feb 19, 2020
Class
CCY
SZE(M)
WAL
MO
SP
FI
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
A
GBP
301.722
2.55
Aaa
-
AAA
10.00%
-
Floating
SONIA
60-63
60
SONIA+60
-
100.00000
B
GBP
9.893
4.06
Aa2
-
AA+
7.00%
-
Floating
SONIA
100
100
SONIA+100
-
100.00000
C
GBP
8.244
4.06
A1
-
A+
4.50%
-
Floating
SONIA
125
125
SONIA+125
-
100.00000
D
GBP
8.244
4.06
Baa2
-
BBB
2.00%
-
Floating
SONIA
155-160
160
SONIA+160
-
100.00000
E
GBP
1.649
4.06
Ba3
-
BB+
0.50%
-
Floating
SONIA
-
244
SONIA+244
-
100.00000
X
GBP
6.595
0.42
Ba1
-
BB+
-
-
Floating
SONIA
-
224
SONIA+224
-
100.00000
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Tranche Comments
A: Registration: Reg S Only; B: Registration: Reg S Only; C: Registration: Reg S Only; D: Registration: Reg S Only; E: Registration: Reg S Only; X: Registration: Reg S Only;
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