| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | ERM 2021-1 (GBP 354m) | Reinsurance Group of America Inc (RGA) | | EMEA | Nov 2, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2 | OBY | 349.510 | - | Yc3 | - | - | BB | 70.67% | - | Cpvfi | G | - | - | 200 | 3.300% | - | 130.97400 | | G1 | LKZ | 231.110 | - | Mz3 | - | - | CC | 35.52% | - | Thqmm | B | - | - | 170 | 3.000% | - | 616.63000 | | K2 | IZQ | 9.300 | - | QW | - | - | AI | 3.10% | - | Yijno | L | - | - | - | 2% | - | 99.00000 | | F | HKZ | 6.720 | - | Gyy3 | - | - | SSS- | 5.00% | - | Ssubn | H | - | - | 430 | 5.492% | 5.492% | 448.00000 | | U | UNK | 50.180 | - | B3 | - | - | P- | 1.00% | - | Zfqle | J | - | - | 345 | 4.265% | 4.265% | 242.00000 | | N1 | NCR | 7.150 | - | TG | - | - | SS | 6.40% | - | Amwyj | E | - | - | - | 10.000% | - | 52.00000 | | A | JOQ | 3.780 | - | Om1 | - | - | CC- | 2.80% | - | Gfbgj | I | - | - | 550 | 6.673% | 6.673% | 856.00000 | | T | JIP | 7.340 | - | Te2 | - | - | H- | 3.80% | - | Pwcyn | C | - | - | 650 | 7.646% | 7.646% | 990.00000 |
Tranche Comments G1: Registration: Nee D Luoa;
A2: Registration: Rvr X Ssgb;
U: Registration: Tkk W Ttwi;
F: Registration: Yzo J Kvkt;
A: Registration: Ncz G Vpvr;
T: Registration: Kaa A Yuxn;
N1: Registration: Amq L Hkbf;
K2: Registration: Xzi M Mabt; Originator(s) Ccob2Sqob Slp |
|
