Durham Mortgages PLC (DURH) A

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

UK Government Investments Ltd

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
A	CRZ	94.372	2.83	Iy3	TTT	-	7.76%	-	-	-	-	-	-	-	-	Retained
P	JMZ	18.657	3.26	Oxx1	SSS-	-	9.72%	-	-	-	-	-	-	-	-	Retained
K	YCB	298.380	1.55	H1	C+	-	4.18%	-	Dujzjfml	3vO	-	-	-	3hE+120	-	30.53700
B	IOR	65.660	8.29	Rgg2	F	-	5.21%	-	Owkeozsv	3rG	-	-	-	3vL+140	-	57.76300
M	WIQ	211.914	1.89	Gw1	KK+	-	24.48%	-	Fqhuojrk	3dU	-	-	-	3jI+100	-	174.82000
O	DGE	87.277	-	KB	KF	-	-	-	-	-	-	-	-	-	-	Retained
L	HWP	7,488.569	2.57	Qbb	VVV	-	58.79%	-	Ieemzxhh	3lY	-	-	-	3jK+55	-	683.83800
H2	XWE	21.130	4.15	OU	VJ	-	8.39%	-	-	-	-	-	-	-	-	Retained
F	RRT	27.720	-	Bo	AH	-	-	-	-	-	-	-	-	-	-	Retained
I1	NGG	68.800	2.46	IO	JU	-	5.28%	-	-	-	-	-	-	-	-	Retained
YFB	KFP	9.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Ekxi	ARA	7.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L: Registration: 144L/Maq M; M: Registration: 144N/Mkw P; K: Registration: 144B/Csl Q; B: Registration: 144W/Msl Y; A: Registration: 144P/Iqd V; P: Registration: 144U/Gfy Q; I1: Registration: 144O/Wtx I; H2: Registration: 144Y/Dok R; O: Registration: 144K/Hop N; F: Registration: 144I/Nzy X; Ekxi: Registration: 144P/Clo X; YFB: Registration: 144G/Xil S;