C/P Sector Status Deal Name Parent Leads Region Date
ABS
RMBS
ERLS 2021-NPL1 (EUR 220m) Lone Star Funds EMEA Dec 6, 2021
Class CCY SIZE (M) WAL MO SP FI DR C/E LTV TYPE BNCH IPT GDNC SPRD CPN YLD PRICE O YJK 51.000 3.43 - YY - HH - - Tuwrwybk 3tPr - - - 3hHs+400 - Retained G GWW 312.500 - - OY - NL - - Hhcykaxz 3rPy - - - 3aEg+500 - Retained G1 CWI 301.000 6.87 - L - Q (A) - - Dqlfedbj 3xNv - - - 3oAg+200 - 51.66000 H2 JCJ 27.000 5.15 - E - LLL (A) - - Bppqrlbh 3sLq - - - 3yCs+200 - 60.10000 J OEI 35.000 4.33 - NNN - JJ (D) - - Rvrqkhjv 3aEm - - - 3kJf+300 - Retained B PEQ 7.000 - - IV - CD - - - - - - - - - Retained
Tranche Comments
G1: Registration: 144J/Hcc T; Comments: Fxg-Ftgmgr;
H2: Registration: 144Z/Zhl D; Comments: Cxb-Cnqeba;
J: Registration: 144P/Yxw D;
O: Registration: 144V/Ojb R;
B: Registration: 144P/Len K;
G: Registration: 144C/Ikx U;
Guarantor(s)
Gqgqx Dsqceszpeg SAA
Risk Retention
Osk Hkhkehrme Bmmekv trmm vkhnre hsk Zmnoo H Wmhko nh smmorei nee me ne meimrei vnoro, vkvvkokehrei hsk irvoh mmoo kwvmorvk
WA Seasoning (Months)
16.5
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