| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | DFUND 2016-1 | Banco de Sabadell SA | | EMEA | May 20, 2016 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | VEA | 11.800 | 6.70 | Pn2 | - | ZZ | 7.00% | - | - | - | - | - | 180 | 3eOa+180 | - | Retained | | F | OXR | 90.300 | 7.60 | Ts3 | - | S | 7.90% | - | - | - | - | - | 250 | 3wPw+250 | - | Retained | | D1y | VBI | 724.100 | 3.00 | Mee | - | GGG | 24.60% | - | Muvqubpk | 3vJb | 80t | 77e | 77 | 3aLv+77 | - | 242.00000 | | Y2 | HJW | 919.000 | 6.00 | Bhh | - | YYY | 65.90% | - | - | - | - | - | 79 | 3qAf+79 | - | Retained | | E1n | XKR | 648.000 | 3.00 | Eoo | - | LLL | 39.70% | - | Jxrkfrzg | 3kDa | Yau qa Ifd 40d | 40s | 40 | 3jGk+40 | - | 802.00000 | | O3 | CVD | 1,515.000 | 3.60 | Fcc | - | RRR | 98.90% | - | - | - | - | - | 82 | 3sHn+82 | - | Retained | | Egc | FHZ | 960.000 | 8.70 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments E1n: Registration: 144H/Yse F;
D1y: Registration: 144K/Bjw K;
Y2: Registration: 144N/Tci M;
O3: Registration: 144I/Hua V;
D: Registration: 144U/Lpa W;
F: Registration: 144K/Yim D;
Egc: Registration: 144W/Lnc O; Originator(s) FTL Ljne Lpx |
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