European Residential Loan Securitisation DAC (ERLS) 2016-1

ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KFAS224.1006.15F2S-Y58.10%-Vqlzdlkc1bFt-2251lAa+425-92.72330
NOLF99.8004.95Oqq2FFF-XXX72.00%-Crjjwhfx1tXt-4001dFe+600-37.92760
VLYJ73.9009.16Zv3QQ-OO44.40%-Ijpzqwtp1iNd-6001lRp+600-48.38000
PQPQ74.000-DFZV-BK45.40%-------Retained
WSQB611.600-SRYF-KZ8.00%-------Retained
Tranche Comments
K: Registration: Zfv E Ijpz; N: Registration: Wfx B Cnxf; V: Registration: Rpo I Buja; P: Registration: Pem T Dwlr; W: Registration: Vxn T Lohn;
Originator(s)
Hkiuj Tjvisnsivr Hfikvinu Csqirvu

Commentary 

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Deal Flow 

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