Durham Mortgages PLC (DURH) A

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AGBP2,173.8862.35AaaAAA-20.66%-Floating3mL--3mL+55-100.13800
BGBP133.3682.76Aa1AA+-15.66%-Floating3mL--3mL+100-100.02300
CGBP160.0412.76A1A+-9.66%-Floating3mL--3mL+120-99.69400
DGBP60.0162.76Baa2A-7.41%-Floating3mL--3mL+140-99.36800
EGBP46.6792.76Ba3BBB-5.66%-------Retained
FGBP26.6732.76Caa1BBB--4.66%-------Retained
Z1GBP40.0102.76NRNR-3.16%-------Retained
Z2GBP26.6702.76NRNR-2.16%-------Retained
RGBP66.682-NRNR---------Retained
XGBP46.670-CaNR---------Retained
CertGBP0.000------------Retained
VFNGBP0.000------------Retained
Tranche Comments
A: Registration: 144A/Reg S; B: Registration: 144A/Reg S; C: Registration: 144A/Reg S; D: Registration: 144A/Reg S; E: Registration: 144A/Reg S; F: Registration: 144A/Reg S; Z1: Registration: 144A/Reg S; Z2: Registration: 144A/Reg S; R: Registration: 144A/Reg S; X: Registration: 144A/Reg S; Cert: Registration: 144A/Reg S; VFN: Registration: 144A/Reg S;