CHL utilises the Debt Capital Markets, through its Auburn securitisation programme, to fund the mortgage loans previously originated in its name. It is an experienced issuer of Residential Mortgage Backed Securities (“RMBS”), through multiple securitisation transactions issuing a total of c£14.5bn (GBP equivalent) to date.
CHL Treasury provides dedicated Cash Management services to the Auburn securitisation programme and also to private structured finance transactions. CHL can produce information in a Bank of England (“BoE”) compliant reporting format and all Securitisation Regulation templates.
Information in the form of transaction prospectus’ and investor reports can be found below, with associated transaction documents, loan level data and liability cash flow models for BoE compliant transactions including Securitisation Regulation reports are available on an externally hosted password protected website (links are provided for each compliant transaction).
For further information please contact: [email protected]
Environmental, Social & Governance Report 2023
As a Company, we recognise the importance of all stakeholders contributing to the minimisation of current and future environmental impact, the promotion of responsible business practices, encouragement of diversity and inclusion, and the protection of human rights.
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Current Transactions
Edenbrook Mortgage Funding PLC
This page is for investors to view the monthly reports for Edenbrook Mortgage Funding Plc.
For information on Edenbrook Mortgage Funding Plc including loan level data, investor reports, cash flow model and transaction documents please visit euroabs.com.
TPMF 2023 – Vantage 3 Plc.
This page is for investors to view the monthly reports for TPMF2023 – Vantage 3 Plc.
For information on TPMF2023 – Vantage 3 Plc including loan level data, investor reports, cash flow model and transaction documents please visit euroabs.com.
Auburn 15 Plc.
This page is for investors to view the monthly reports for Auburn 15 Plc.
For information on Auburn 15 Plc including loan level data, investor reports, cash flow model and transaction documents please visit euroabs.com.
Redeemed Transactions
Auburn Securities 1 Plc Investor Information
Auburn Securities 1 Plc issued £400m Residential Mortgage Backed Securities on 18 November 1998, backed primarily by prime unregulated BTL mortgages originated by CHL. The transaction was called, with all outstanding notes being repaid in full on 2 August 2005.
Auburn Securities 2 Plc Investor Information
Auburn Securities 2 Plc issued £300m Residential Mortgage Backed Securities on 24 July 2000, backed primarily by prime unregulated BTL mortgages originated by CHL. The transaction was called, with all outstanding notes being repaid in full on 3 July 2006.
Auburn Securities 3 Plc Investor Information
Auburn Securities 3 Plc issued £400m Residential Mortgage Backed Securities on 25 November 2002, backed primarily by prime unregulated BTL mortgages originated by CHL. The transaction was called, with all outstanding notes being repaid in full on 2 February 2015.
Auburn Securities 4 Plc Investor Information
Auburn Securities 4 Plc issued £1,000m Residential Mortgage Backed Securities on 7 October 2004, backed primarily by prime unregulated BTL mortgages originated by CHL. The transaction was called, with all outstanding notes being repaid in full on 1 March 2018.
Auburn Securities 5 Plc Investor Information
Auburn Securities 5 Plc issued £450m Residential Mortgage Backed Securities on 20 September 2005, backed primarily by prime unregulated BTL mortgages originated by CHL. The transaction was called, with all outstanding notes being repaid in full on 1 March 2018.
Auburn Securities 6 Plc Investor Information
Auburn Securities 6 Plc issued €4,150m (£2,718m eqv.) Residential Mortgage Backed Securities on 19 November 2007, backed primarily by prime unregulated BTL mortgages originated by CHL. The transaction was called, with all outstanding notes being repaid in full on 23 July 2015.
Auburn Securities 7 Plc Investor Information
Auburn Securities 7 Plc issued €2,360m (£1,833m eqv.) Residential Mortgage Backed Securities on 18 August 2008, backed primarily by prime unregulated BTL mortgages originated by CHL. The transaction was called, with all outstanding notes being repaid in full on 23 July 2015.
Auburn Securities 9 Plc Investor Information
Auburn Securities 9 Plc issued £525m Residential Mortgage Backed Securities on 31 July 2015, backed primarily by prime unregulated BTL mortgages originated by CHL. The transaction was called, with all outstanding notes being repaid in full on 21 August 2018.
TPMF 2016 Auburn 10 Plc Investor Information
TPMF 2016 Auburn 10 Plc issued £1.240m Residential Mortgages Backed Securities on 18 October 2016, backed primarily by prime unregulated BTL mortgages originated by CHL. The transaction was called, with all outstanding notes being repaid in full on 21 October 2019.
TPMF2017 – Auburn 11 Plc.
TPMF 2017 Auburn 11 Plc issued £1.0B Residential Mortgages Backed Securities on 16 February 2017, backed primarily by prime unregulated BTL mortgages originated by CHL. The transaction was called, with all outstanding notes being repaid in full on 20 February 2020.
TPMF 2019 – Vantage 2 Plc.
TPMF 2019 Vantage 2 Plc issued £637.9M Residential Mortgages Backed Securities on 18 November 2019, backed primarily by U.K. nonconforming mortgages originated by GE Money Home Lending Limited, First National Bank Plc and Igroup Limited. The transaction was called, with all outstanding notes being repaid in full on 20 November 2023.
TPMF2018 – Auburn 12 Plc.
TPMF 2018 Auburn 12 Plc issued £384.7M Residential Mortgages Backed Securities on 15 August 2018, backed primarily by prime unregulated BTL mortgages originated by CHL. The transaction was called, with all outstanding notes being repaid in full on 20 May 2024.
TPMF 2020 – Auburn 14 Plc.
TPMF 2020 Auburn 14 Plc issued £848.6M Residential Mortgages Backed Securities on 13 February 2020, backed primarily by prime unregulated BTL mortgages originated by CHL. The transaction was called, with all outstanding notes being repaid in full on 20 May 2024.
TPMF2019 – Auburn 13 Plc.
TPMF2019 Auburn 13 Plc issued £1.4B Residential Mortgages Backed Securities on 17 October 2019, backed primarily by prime unregulated BTL mortgages originated by CHL. The transaction was called, with all outstanding notes being repaid in full on 22 July 2024.