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
G	HVV	83.600	5.61	-	LLL-	-	Y	-	-	Gryqxsfk	3pQy	-	-	-	3kZt+175	-	63.50000
K	FQI	9.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	GWF	6,517.600	5.43	-	XXX	-	WWW	-	-	Sdlxqhrg	3lTv	-	-	-	3tYd+45	-	80.49000
B	YDV	82.100	5.35	-	X-	-	PP (S)	-	-	Qvbdmznd	3yXh	-	-	-	3bIi+110	-	88.50000
Z	XOB	22.200	6.10	-	WW-	-	WW (D)	-	-	Sqpjetaa	3iEx	-	-	-	3jPn+90	-	13.74000
P	GWM	6.000	-	-	SE	-	FD	-	-	-	-	-	-	-	-	-	Retained
R	XUG	498.300	-	-	LE	-	GD	-	-	-	-	-	-	-	-	-	Retained
Y	QCE	72.500	8.37	-	S+	-	ZZZ	-	-	Uzlucaen	3cHz	-	-	-	3bSv+300	-	46.10000

Filings

ABS-15G

Tranche Comments

C: First Pay: 2019-01-29; Registration: 144N/Aha G; Z: First Pay: 2019-01-29; Registration: 144K/Gmi X; B: First Pay: 2019-01-29; Registration: 144P/Tze U; G: First Pay: 2019-01-29; Registration: 144K/Bfv A; Y: First Pay: 2019-01-29; Registration: 144N/Vxu B; R: First Pay: 2019-01-29; Registration: 144Z/Eqj D; P: First Pay: 2019-01-29; Registration: 144U/Xvz A; K: First Pay: 2019-01-29; Registration: 144F/Hsz C;

Originator(s)

Cygnak Eyga Q/S

Risk Retention

WW - Yuua WW - Yuu