Durham Mortgages PLC (DURH) B

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
RMBS
PRCD
DURH B (GBP 2,150m)UK Government Investments LtdEMEA
May 17, 2018
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
OARP34.6498.14Nww2O--6.52%-Olyeeimj3aW---3zY+140-25.24500
FCWO58.8115.94A3XX+-4.69%--------Retained
YEIJ93.6207.39Jg2CCC--1.45%--------Retained
LZCR78.752-PBHE----------Retained
GSLT203.9901.51T2S-10.46%-Jmevsqph3tY---3xR+120-35.49600
A1ZZK66.7628.74BL--1.72%--------Retained
F2VIU90.9048.89GE--6.28%--------Retained
WQDU79.650-OcAD----------Retained
JDZQ5,332.8227.82FeeBBB-84.56%-Abpjttac3sC---3iA+60-587.90000
OKXJ758.7706.36Zi1QQ-76.91%-Cqzrzpel3lP---3uA+100-30.96700
JOHDUX8.000-------------Retained
ZwcuGNZ1.000-------------Retained
Tranche Comments
J: Registration: 144J/Ydo C; O: Registration: 144U/Eho K; G: Registration: 144K/Ikx I; O: Registration: 144E/Hli Z; Y: Registration: 144J/Asw F; F: Registration: 144N/Zjr P; A1: Registration: 144F/Nas G; F2: Registration: 144W/Rmi A; L: Registration: 144K/Fzx L; W: Registration: 144H/Fch G; Zwcu: Registration: 144W/Mpp T; JOH: Registration: 144W/Has F;
Originator(s)
Tuxmrurv Turq EAR / Txupbwxp & Tqrzrpr EAR

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan