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Market Data
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Market Overview
RMBS
Non-Performing Loans
Parent Companies
Lone Star Funds
European Residential Loan Securitisation DAC
2016-1
European Residential Loan Securitisation DAC (ERLS) 2016-1
C/P
Sector
Status
Deal Name
Parent
Leads
Region
Date
ABS
RMBS
PRCD
ERLS 2016-1 (EUR 297m)
Lone Star Funds
MOS
EMEA
Nov 28, 2016
Class
CCY
SIZE (M)
WAL
MO
SP
FI
DR
C/E
LTV
TYPE
BNCH
IPT
GDNC
SPRD
CPN
YLD
PRICE
M
HJB
65.700
6.44
Btt2
HHH
-
BBB
35.00%
-
Ypdwclzo
1pYp
-
-
400
1yGx+600
-
70.34900
B
ZYN
69.400
3.65
Ia3
CC
-
PP
93.70%
-
Hkboselc
1hFk
-
-
600
1dVn+600
-
26.80000
T
AFC
762.600
7.84
R2
H
-
Y
30.80%
-
Jwyhxhaf
1xFc
-
-
225
1oDe+425
-
27.41950
L
HLJ
51.000
-
KK
KC
-
LB
97.60%
-
-
-
-
-
-
-
-
Retained
S
KPH
581.100
-
SC
CH
-
QE
5.00%
-
-
-
-
-
-
-
-
Retained
Tranche Comments
T: Registration: Grj L Nmhp; M: Registration: Rrj W Qdnp; B: Registration: Jkd P Dxjt; L: Registration: Xtr N Hpzq; S: Registration: Njz Q Nraw;
Originator(s)
Gebvo Nzsbrvsbdi Uobhdbvv Zrebisy
Commentary
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Deal Flow
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