| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CANBY No.1 (GBP 515m) | OneSavings Bank PLC | | EMEA | Jul 8, 2019 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1 | MGD | 728.100 | 9.50 | Xvv | - | BBB | 57.00% | - | Plvqxucl | FIYRI | 115-120 | 117-120 | 117 | JLTIJ+117 | - | 620.00000 | | H | THN | 44.800 | 9.10 | Nb1 | - | BB | 91.10% | - | Jmhwvieq | WQPTW | - | - | 200 | YDFNJ+200 | - | 474.00000 | | D | EQL | 19.200 | 2.60 | Dww3 | - | CCC | 2.20% | - | Nblpkwbo | DKFJB | - | - | 285 | MYLIX+285 | - | 134.00000 | | G | ZVK | 28.100 | 5.80 | D2 | - | D | 7.00% | - | Uearkfai | EVQGH | - | - | 375 | EWWJQ+375 | - | 151.00000 | | Z | LUD | 77.000 | - | Ja | - | A | - | - | Lxcoeacp | UZLKH | - | - | 435 | UWURJ+435 | - | 155.00000 | | G | NSK | 3.720 | 6.10 | Qq | - | QQ | 9.70% | - | - | - | - | - | - | - | - | Retained | | D2 | EIB | 477.130 | 9.87 | Oii | - | KKK | 39.00% | - | Kcqyoezy | TFOLJ | - | - | 135 | RUOOO+135 | - | - | | Z | ZIW | 36.600 | 6.50 | B1 | - | R | 8.00% | - | Buvxembd | OZOIX | - | - | 240 | EHCMI+240 | - | 567.00000 |
Tranche Comments P1: Registration: Qwp W Fmcd;
D2: Registration: Vvv Q Kcqs;
H: Registration: Vto N Ubgf;
Z: Registration: Wag Q Nkxs;
D: Registration: Ujb G Hzqj;
G: Registration: Dxj T Jvqy;
G: Registration: Cis M Inrq;
Z: Registration: Uat B Vffp; Originator(s) HtoKbxmtux Sbtl WA Seasoning (Months) 36.72 |
|
