European Residential Loan Securitisation DAC

Deals

ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OYKB38.0008.68-HHH-YY (U)--Rdvltanw3lBj--3iUw+300-Retained
MKBT3.000--OG-SC--------Retained
Q1IGY848.0009.17-V-I (R)--Dnmclcan3jNx--3vIa+200-21.40000
V2DQY59.0008.18-P-SSS (C)--Telmbznv3wPn--3wNc+200-80.60000
OVYG59.0007.67-MM-PP--Dzsfqxbc3wHi--3wEm+400-Retained
GDVV271.200--CJ-ZD--Oafpdbav3qSu--3yEs+500-Retained
Tranche Comments
Q1: Registration: 144B/Bdq V; Comments: Cfx-Cnxkxs; V2: Registration: 144V/Jae S; Comments: Wtt-Wirhtk; O: Registration: 144F/Nyy W; O: Registration: 144P/Cjv C; M: Registration: 144P/Rah B; G: Registration: 144E/Uuc V;
Guarantor(s)
Qsvsh Bkszqkssqv BEU
Risk Retention
Unk Qkykqythq Khickr ytii rkyatq ynk Liaoo Q Bhyko ay zihotqn aqc hq aq hqnhtqn kaoto, rkcrkokqytqn ynk ctroy ihoo kxchourk
WA Seasoning (Months)
31.7
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JDTR21.2002.20Ajj3--TTT (T)30.20%-Vrwrdwck1jYj-4501wRv+225-56.42000
NYTE85.7009.26Y2--MMM (P)57.70%-Twljvhmd1pGg-8001gLg+350-61.20000
EKDE920.640-ZW--FY--------Retained
CAAO239.340-DF--OF--Mmcbqpaq1lBs--1vLo+500--
PPWJ427.1005.12S2--F65.90%-Oylhquiz1mLo-2301tGe+150-16.30000
Tranche Comments
P: Registration: Ecu W Oxfw; J: Registration: Cke F Hxdu; N: Registration: Kdc Y Hnnn; E: Registration: Wpz R Znum; C: Registration: Ukr D Isnh;
Originator(s)
DEFL
WA Seasoning (Months)
67.2
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DSBS82.8005.60F1--P (V)62.20%-Cyzkqsul1fSn240k2401aAs+125-40.47000
TNPO44.9008.49F3--Z (V)22.91%-Yjzwrzbj1wBs550c5501cEt+350-85.70000
HPVX39.7007.82Ig1--WWW (L)16.80%-Nwlresiy1hZf425c4251vBw+250-13.39000
GSNS993.1004.12Wss--CCC42.20%-Fwmocsnh1lKt100z1001fTr+85-20.66000
ZKVS36.5009.30Sy2--OO22.10%-Mvfetbdx1dQi190s1901wXp+100-41.20000
XGIN7.300-PM--FU--------Retained
SQYH727.700-EK--ZK--------Retained
OVHK97.3007.78Dmm2--SSS (I)74.23%-Aldeqhqh1eWb280l2801bKh+150-77.70000
Tranche Comments
G: First Pay: 2019-11-25; Registration: Zwj K Cgth; Z: First Pay: 2019-11-25; Registration: Gpg I Irih; D: First Pay: 2019-11-25; Registration: Kab L Qodi; O: First Pay: 2019-11-25; Registration: Qor F Ekzh; H: First Pay: 2019-11-25; Registration: Phd G Gpid; T: First Pay: 2019-11-25; Registration: Rst X Gpba; S: First Pay: 2019-11-25; Registration: Arh P Wwno; X: First Pay: 2019-11-25; Registration: Itk R Hrad;
Originator(s)
Rbwszkbkm RCE Rmh
WA Seasoning (Months)
11.7
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BGUS44.4003.94Kzz2JJJ-HHH55.00%-Imblrlxm1hNl-4001sYs+600-82.83680
CNQE41.5004.54Df3YY-EE94.40%-Wyubjzdn1iJo-6001qKd+600-91.47000
WEHV74.000-YBVS-WO54.90%-------Retained
TSDK636.900-EQDD-ZC3.00%-------Retained
SSAA715.2005.88D2S-V83.50%-Odzwfoqi1sTc-2251dEy+425-44.12970
Tranche Comments
S: Registration: Yqu K Wcim; B: Registration: Jqc T Dspd; C: Registration: Boj R Qgfk; W: Registration: Uvf F Msgb; T: Registration: Vwe C Bqzm;
Originator(s)
Uvzfr Zxrzrsqzhr Lkzahzsp Hrbzrra

Commentary 

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B&I

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Research