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£10bn (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 ESMA templates, to facilitate suitably registered notes to be eligible for repo through its market operations.
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 available on externally hosted, password protected websites (links are provided for each compliant transaction).
For further information please contact: [email protected]
Environmental, Social & Governance Statement 2022
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
TPMF2018 – Auburn 12 Plc.
This page is for investors to view the monthly reports for TPMF2018 – Auburn 12 Plc.
For information on TPMF2018 – Auburn 12 Plc including loan level data, investor reports, cash flow model and transaction documents please visit www.euroabs.com/CHL.
TPMF2019 – Auburn 13 Plc.
This page is for investors to view the monthly reports for TPMF2019 – Auburn 13 Plc.
For information on TPMF2019 – Auburn 13 Plc including loan level data, investor reports, cash flow model and transaction documents please visit www.euroabs.com/CHL.
TPMF 2019 – Vantage 2 Plc.
This page is for investors to view the monthly reports for TPMF2019 – Vantage 2 Plc.
For information on TPMF2019 – Vantage 2 Plc including loan level data, investor reports, cash flow model and transaction documents please visit www.euroabs.com/CHL.
TPMF 2020 – Auburn 14 Plc.
This page is for investors to view the monthly reports for TPMF2020 – Auburn 14 Plc.
For information on TPMF2020 – Auburn 14 Plc including loan level data, investor reports, cash flow model and transaction documents please visit www.euroabs.com/CHL.
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.
This page is for investors to view the monthly reports for TPMF2017 – Auburn 11 Plc.
For information on TPMF2017 – Auburn 11 Plc including loan level data, investor reports, cash flow model and transaction documents please visit www.euroabs.com/CHL.