Europe securitisation of the year – Arran Residential Mortgages

Europe securitisation of the year – Arran Residential Mortgages


Issuer: Arran Residential Mortgages
Size: £4.59 billion
Issue date: September 22, 2010
Maturity: May 2047
Rating: AAA/AA (mezzanine)
Tranches: A1, A2, A3, M
Tranche size: $1.15bn, €450m (A1); $1.55bn, €975m (A2); £665m, €300m (A3); $25m, €170m (M)
Pricing: 3m Libor + 120bp (A1); 3m Libor + 140bp (A2); 3m Libor + 150bp (A3); 3m Libor + 210bp (M)

For much of the past three years, the European residential mortgage-backed securities market has suffered by association with the disastrous fallout from the

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