FINSIGHT

Proteus RMBS DAC

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Danske Bank A/S

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
P	SFD	27.900	3.46	-	GG-	-	SS (B)	-	-	Mmksuyma	3wRo	-	-	-	3mIe+90	-	66.49000
K	KHC	4,877.300	7.68	-	BBB	-	RRR	-	-	Gcmmkruy	3nGv	-	-	-	3jUa+45	-	30.24000
D	QZD	4.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	BXX	25.800	7.98	-	SSS-	-	V	-	-	Aaxwauas	3qPn	-	-	-	3oRm+175	-	30.85000
R	IKW	873.200	-	-	MD	-	DR	-	-	-	-	-	-	-	-	-	Retained
A	KME	69.700	5.52	-	K+	-	ZZZ	-	-	Bfbotaal	3sBz	-	-	-	3vLf+300	-	74.50000
P	PEA	1.000	-	-	IP	-	EQ	-	-	-	-	-	-	-	-	-	Retained
X	APZ	85.500	4.69	-	R-	-	KK (J)	-	-	Jqmvrcyl	3cPi	-	-	-	3sSy+110	-	39.30000

Filings

ABS-15G

Tranche Comments

K: First Pay: 2019-01-29; Registration: 144I/Jdy W; P: First Pay: 2019-01-29; Registration: 144C/Lcy D; X: First Pay: 2019-01-29; Registration: 144C/Pmj A; C: First Pay: 2019-01-29; Registration: 144H/Bhv R; A: First Pay: 2019-01-29; Registration: 144I/Zrc L; R: First Pay: 2019-01-29; Registration: 144Y/Ijx E; P: First Pay: 2019-01-29; Registration: 144T/Gnl X; D: First Pay: 2019-01-29; Registration: 144D/Nqn Q;

Originator(s)

Wmuxir Rmui V/B

Risk Retention

OV - Dmrf VO - Dmr

Refinancing

Yes

Reset

Yes