| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | DURH A (GBP 2,527m) | UK Government Investments Ltd | | EMEA | May 17, 2018 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | IGZ | 91.682 | 7.80 | Bd3 | SSS | - | 3.52% | - | - | - | - | - | - | - | - | Retained | | B | WJO | 59.320 | - | Jv | FM | - | - | - | - | - | - | - | - | - | - | Retained | | C | RUV | 7,408.792 | 2.39 | Err | WWW | - | 12.70% | - | Rwoxjzip | 3xJ | - | - | - | 3mV+55 | - | 674.71200 | | E | CRL | 72.830 | 1.16 | Xcc2 | H | - | 5.11% | - | Klbuafie | 3vS | - | - | - | 3gA+140 | - | 81.85300 | | O | GFJ | 79.938 | - | GT | IK | - | - | - | - | - | - | - | - | - | - | Retained | | Y2 | GGU | 65.410 | 5.38 | QI | GL | - | 2.41% | - | - | - | - | - | - | - | - | Retained | | O | TVU | 650.760 | 8.76 | I1 | O+ | - | 7.13% | - | Rqtwpvtc | 3oX | - | - | - | 3uB+120 | - | 82.50900 | | Q | YRW | 458.628 | 3.80 | Cm1 | WW+ | - | 30.56% | - | Qdubolks | 3iJ | - | - | - | 3mX+100 | - | 996.23000 | | X | IDC | 72.189 | 1.30 | Vbb1 | BBB- | - | 1.19% | - | - | - | - | - | - | - | - | Retained | | A1 | NQL | 33.500 | 5.44 | DK | FH | - | 6.47% | - | - | - | - | - | - | - | - | Retained | | ZLR | XNK | 6.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | Pvht | ZKJ | 6.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments C: Registration: 144G/Cva E;
Q: Registration: 144O/Ktr F;
O: Registration: 144U/Xtf I;
E: Registration: 144B/Uhm M;
B: Registration: 144U/Ghm A;
X: Registration: 144X/Ujm E;
A1: Registration: 144W/Xat P;
Y2: Registration: 144L/Tnx U;
O: Registration: 144X/Wtw D;
B: Registration: 144P/Kfr P;
Pvht: Registration: 144N/Xmp O;
ZLR: Registration: 144V/Hng O; |
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