European Residential Loan Securitisation DAC (ERLS) 2019-NPL2

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
RMBS
PRCD
ERLS 2019-NPL2 (EUR 1,211m)Lone Star FundsEMEA
Nov 14, 2019
ClassCCYSIZE (M)WALMOSPFIDRC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
QHZE22.9009.92Xaa3--VVV (S)36.20%-Cfzpwfot1nEg--4501vYh+225-88.82000
JYGQ631.9003.47Y2--L10.10%-Slfvdpzc1yIe--2301yYb+150-21.10000
FHEN484.110-WT--NY---------Retained
AGLV56.6005.15F2--JJJ (N)51.20%-Rqyoyokr1zVv--8001zVn+350-16.70000
UFOE717.130-YM--SJ--Blozcwyp1wOc---1cIo+500--
Tranche Comments
J: Registration: Ykk Q Bqwu; Q: Registration: Rwx J Yslv; A: Registration: Jkv Y Ubsj; F: Registration: Hiq P Gfmj; U: Registration: Jjj B Fulz;
Originator(s)
PPSS
WA Seasoning (Months)
44.3

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