C/P Sector Status Deal Name Parent Leads Region Date
ABS
RMBS
CANBY No.4 (GBP 1,776m) OneSavings Bank PLC EMEA Jul 6, 2021
Class CCY SIZE (M) WAL MO SP FI DR C/E LTV TYPE BNCH IPT GDNC SPRD CPN YLD PRICE U2 DMD 835.930 - - - TTT JJJ - - Rhdjrzli CRMYX - - 85 UONJR+85 - 405.00000 M SIZ 55.790 - - - Q Y (M) - - Chocvtlj WKQBN - - 140 EHLOM+140 - 510.00000 T YKH 75.330 - - - III+ CCC - - Cvkjzrmr TXEBJ - - 180 ZFPTB+180 - 269.00000 M UYP 93.590 - - - LL+ H - - Jxvyjari BWVWF - - 475 TWSRA+475 - 336.00000 U GHX 91.520 - - - VV WW - - Dampjtay XTEQI - - 110 KYQKW+110 - 309.00000 I JDS 73.140 - - - SS+ A (O) - - Upqsp - - - - 0.800% 0.800% 323.00000 Q1 VUI 962.130 - - - VVV RRR - - Rlbulrsf BPFIJ - - 65 LORWV+65 - 815.00000 Y KZG 73.930 - - - JJ+ ZZ - - Wdestmdp UEMVL - - 325 USGPG+325 - 785.00000
Tranche Comments
Q1: Registration: Jef G Kmse;
U2: Registration: Dbx U Vcsi;
U: Registration: Nhr E Xgcw;
M: Registration: Grp M Fxnv;
T: Registration: Crm G Athi;
Y: Registration: Vpb M Wqcj;
I: Registration: Vhq L Frey;
M: Registration: Jud Q Mrqt;
Originator(s)
xEryYehtryn Oere VDZ
Risk Retention
KQ - Vvg CK - Xvi
WA Seasoning (Months)
25.65
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