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Market Data
Pricing
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Market Overview
RMBS
Non-Performing Loans
Parent Companies
Lone Star Funds
European Residential Loan Securitisation DAC
2019-NPL2
European Residential Loan Securitisation DAC (ERLS) 2019-NPL2
C/P
Sector
Status
Deal Name
Parent
Leads
Region
Date
ABS
RMBS
PRCD
ERLS 2019-NPL2 (EUR 1,211m)
Lone Star Funds
MOS
EMEA
Nov 14, 2019
Class
CCY
SIZE (M)
WAL
MO
SP
FI
DR
C/E
LTV
TYPE
BNCH
IPT
GDNC
SPRD
CPN
YLD
PRICE
Q
HZE
22.900
9.92
Xaa3
-
-
VVV (S)
36.20%
-
Cfzpwfot
1nEg
-
-
450
1vYh+225
-
88.82000
J
YGQ
631.900
3.47
Y2
-
-
L
10.10%
-
Slfvdpzc
1yIe
-
-
230
1yYb+150
-
21.10000
F
HEN
484.110
-
WT
-
-
NY
-
-
-
-
-
-
-
-
-
Retained
A
GLV
56.600
5.15
F2
-
-
JJJ (N)
51.20%
-
Rqyoyokr
1zVv
-
-
800
1zVn+350
-
16.70000
U
FOE
717.130
-
YM
-
-
SJ
-
-
Blozcwyp
1wOc
-
-
-
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
Commentary
Upgrade Plan
Deal Flow
Upgrade Plan
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