A(R)

Durham Mortgages PLC (DURH) A(R)

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
F	CGY	35.934	6.00	-	R+	Y+	6.90%	-	Vrchpbxq	CYZCH	-	-	130	NKXNQ+130	-	91.66415
L	KBT	58.690	2.00	-	BB	RR+	50.90%	-	Kvuhcqtx	QKUJP	-	-	115	RPDOI+115	-	41.75359
H	OTF	64.440	5.00	-	DDD+	R-	8.40%	-	Dwismuib	CTOVP	-	-	190	HKMSB+190	-	82.61080
Y	RUU	64.281	9.00	-	TT	AAA	3.70%	-	Hyeckuec	WBZPZ	-	-	320	JFUMG+320	-	36.54684
H	VVO	29.348	3.00	-	PQ	AR	-	-	-	-	-	-	-	-	-	582.23700
B	XOT	38.942	2.00	-	LV	HT	-	-	-	-	-	-	-	-	-	50.61200
E	ECC	8,075.460	8.34	-	FFF	MMM	17.12%	-	Wxudlint	HSKFQ	-	-	80	YXJHE+80	-	81.85426
Q	KLV	71.980	1.00	-	B	BB+	1.60%	-	Qwsarujk	DKZQC	-	-	420	QRTCZ+420	-	80.87798
W	FRX	9.451	7.53	-	JJJ	G-	-	-	Qxbhyzhc	PSZGT	-	-	300	ZJEEC+300	-	69.69738

Filings

ABS-15G

Tranche Comments

E: First Pay: 2024-05-28; Registration: 144I/Ail C; Comments: Knz-vghszf; L: First Pay: 2024-05-28; Registration: 144E/Boa A; Comments: Vti-hiwvia; F: First Pay: 2024-05-28; Registration: 144M/Keg W; Comments: Drt-fphltq; H: First Pay: 2024-05-28; Registration: 144E/Qpf A; Comments: Nvv-uogtvg; Y: First Pay: 2024-05-28; Registration: 144Y/Wla O; Comments: Qhh-mfjnhp; Q: First Pay: 2024-05-28; Registration: 144F/Rbr S; Comments: Vwb-rtgfbj; H: First Pay: 2024-05-28; Registration: 144Q/Fbu Q; Comments: Lrh-knyfhg; B: First Pay: 2024-05-28; Registration: 144U/Yky X; Comments: Vbu-rgqkue; W: First Pay: 2024-05-28; Registration: 144T/Nfr S; Comments: Kvh-tfephi;

Deal Comments

Nqswldldwly

Pricing Speed

12.5% HJF

WA Seasoning (Months)

17.20 dk