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
B	AQH	757.300	-	-	AQ	-	WK	-	-	-	-	-	-	-	-	-	Retained
U	YYE	6.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V	OWK	3,969.100	9.63	-	ZZZ	-	SSS	-	-	Auczdzhp	3hHs	-	-	-	3bEh+45	-	68.98000
F	YZQ	25.100	8.74	-	KKK-	-	G	-	-	Bdfqbtew	3dYv	-	-	-	3qRg+175	-	35.43000
J	ZEV	2.000	-	-	HW	-	YR	-	-	-	-	-	-	-	-	-	Retained
A	QKN	55.200	6.33	-	M-	-	QQ (Z)	-	-	Yvspocpy	3qBb	-	-	-	3yMu+110	-	38.70000
A	MPE	78.300	3.36	-	K+	-	QQQ	-	-	Svrzfcbo	3wSk	-	-	-	3sSa+300	-	77.80000
Y	HPQ	91.400	7.51	-	FF-	-	QQ (L)	-	-	Joevobwb	3cBn	-	-	-	3pSl+90	-	95.85000

Filings

ABS-15G

Tranche Comments

V: First Pay: 2019-01-29; Registration: 144C/Hut K; Y: First Pay: 2019-01-29; Registration: 144O/Ldx Z; A: First Pay: 2019-01-29; Registration: 144H/Zkc P; F: First Pay: 2019-01-29; Registration: 144A/Hfh A; A: First Pay: 2019-01-29; Registration: 144K/Vzf Y; B: First Pay: 2019-01-29; Registration: 144F/Kum Z; J: First Pay: 2019-01-29; Registration: 144J/Elv G; U: First Pay: 2019-01-29; Registration: 144Q/Yej N;

Originator(s)

Zogngg Fogg O/C

Risk Retention

KG - Tkyr GQ - Tky