CMF PLC (CMF) 2020-1

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
RMBS
PRCD
CMF 2020-1 (GBP 336m)OneSavings Bank PLCEMEA
Feb 19, 2020
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
NRLJ8.2872.70La3-FF+4.60%-PflvbwalVMLSQ--244GEXOM+244-692.00000
CAJR5.5062.70Cb2-TT+2.00%-NpjkloegFMMDS100-110100100PSTZV+100-523.00000
CXHX9.5942.50Vzz2-RRR2.00%-VbhssozrOLMOG160r155-160160GWXWL+160-957.00000
WLXS6.9672.60T1-K+5.80%-PprwjcvhJWFXO125-135125125FVCGX+125-279.00000
XYFO278.4178.86Kww-AAA31.00%-CqlmctagMSCXQPrj 60p60-6360PKWVA+60-277.00000
QJQC7.9696.68Lz1-FF+7.00%-VqevfrtaCBCWK--224TMKWP+224-678.00000
Tranche Comments
X: Registration: Aim U Dfgr; C: Registration: Pcg L Oikj; W: Registration: Mez Q Ogcg; C: Registration: Cxb W Zbqb; N: Registration: Kmj W Jgdn; Q: Registration: Epx R Mkmd;

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan