Proteus RMBS DAC

Deals

ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR1,199.6003.63-AAA-AAA--Floating3mEu--3mEu+45-98.48000
BEUR86.8004.31-AA--AA (H)--Floating3mEu--3mEu+90-98.53000
CEUR63.1004.31-A--AA (L)--Floating3mEu--3mEu+110-97.30000
DEUR47.4004.31-BBB--A--Floating3mEu--3mEu+175-97.95000
EEUR39.5004.31-B+-BBB--Floating3mEu--3mEu+300-97.02000
FEUR139.900--NR-NR--------Retained
YEUR2.000--NR-NR--------Retained
XEUR0.000-------------Retained
Filings
Tranche Comments
A: First Pay: 2019-01-29; Registration: 144A/Reg S; B: First Pay: 2019-01-29; Registration: 144A/Reg S; C: First Pay: 2019-01-29; Registration: 144A/Reg S; D: First Pay: 2019-01-29; Registration: 144A/Reg S; E: First Pay: 2019-01-29; Registration: 144A/Reg S; F: First Pay: 2019-01-29; Registration: 144A/Reg S; Y: First Pay: 2019-01-29; Registration: 144A/Reg S; X: First Pay: 2019-01-29; Registration: 144A/Reg S;
Originator(s)
Danske Bank A/S
Risk Retention
EU - Yes; US - Yes

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