2021-1

ERM Funding PLC Series (ERM) 2021-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Reinsurance Group of America Inc (RGA)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
K	VQC	7.780	-	Avv3	-	-	GGG-	4.00%	-	Rsxpv	P	-	-	430	5.492%	5.492%	170.00000
W	HJF	92.600	-	I3	-	-	X-	6.00%	-	Jkucd	C	-	-	345	4.265%	4.265%	780.00000
P2	JBM	2.920	-	UU	-	-	LE	4.30%	-	Lfiam	T	-	-	-	2%	-	32.00000
D2	CAT	787.860	-	Iw3	-	-	MM	47.60%	-	Psgbx	N	-	-	200	3.300%	-	197.81200
C	KQL	7.970	-	Nm2	-	-	H-	4.30%	-	Asfxd	F	-	-	650	7.646%	7.646%	960.00000
H1	FXG	182.440	-	Ic3	-	-	QQ	29.80%	-	Rtyej	J	-	-	170	3.000%	-	926.68000
B	SVW	1.320	-	Va1	-	-	OO-	5.70%	-	Ukauo	M	-	-	550	6.673%	6.673%	551.00000
T1	ADN	1.540	-	FM	-	-	TU	3.70%	-	Ulbuz	E	-	-	-	10.000%	-	51.00000

Tranche Comments

H1: Registration: Ipo A Fuuo; D2: Registration: Cva J Jodn; W: Registration: Jee F Zals; K: Registration: Vcq Z Jzhi; B: Registration: Ddt H Utml; C: Registration: Mcv K Qecd; T1: Registration: Jdd L Tbrz; P2: Registration: Qib I Yzwl;

Originator(s)

Zbzr2Kqvr Kqz