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RMBS
UK RMBS
Parent Companies
Exponent Private Equity LLP
Elstree Funding PLC
No.1
Elstree Funding PLC (ELSTR) No.1
ABS
RMBS
PRCD
ELSTR No.1 (GBP 258m)
Exponent Private Equity LLP
NTW
EMEA
Oct 16, 2020
Class
CCY
SZE(M)
WAL
MO
SP
FI
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
F
TYR
37.410
-
DA
YF
-
-
-
-
-
-
675
CDNQF+675
-
Retained
O
LNH
8.404
9.10
Tuu3
I-
-
45.64%
-
Scwjkocu
KGXMU
-
310
VDWJP+310
-
218.00000
U
XBZ
738.510
2.67
Ktt
XXX
-
63.60%
-
Yylzttnm
RDMHD
-
140
BZNNW+140
-
291.00000
X
ZWJ
17.986
7.20
R3
U
-
30.72%
-
Xjplomxm
POZFK
-
230
ERYPI+230
-
978.00000
G
AOG
2.220
1.40
Ds2
TTT
-
8.38%
-
Leorkyja
CWUXD
-
495
SOVNG+495
-
138.00000
I
VUA
3.196
3.90
R2
NN+
-
8.00%
-
Gyxzemdh
VXDKH
-
635
MZOPR+635
-
387.00000
V
DOS
52.110
-
ZB
XD
-
-
-
-
-
-
-
-
-
Retained
U
LOP
21.300
5.30
Wq2
BBB
-
94.48%
-
Mpmxfysc
EQSJR
-
200
SYMGE+200
-
529.00000
Tranche Comments
U: Registration: Vsg B Qwvv; U: Registration: Cdg K Sofc; X: Registration: Cok P Bjay; O: Registration: Hhd Y Gxfw; G: Registration: Xmr B Oclq; I: Registration: Ddu I Fvgs; V: Registration: Gxw D Hfbr; F: Registration: Iax I Hzxt;
Commentary
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