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TRANCHEûOFFûITSû&RENCHû2-"3ûMASTERûTRUST ûNEW ASSET–BACKED SUMMARY DETAILS: WEEK ENDING 2/8/2019
Issuer Amount (m) WAL Coupon (%) Bookrunner(s) Rating Asset type
CAS 2019-R05 US$225.717 1.61 1mUSL+75bp Barclays/Morgan Stanley NR/BBB+/NR RMBS
CAS 2019-R05 US$541.722 5.48 1mUSL+200bp Barclays/Morgan Stanley NR/B+/NR RMBS
CAS 2019-R05 US$225.717 6.97 1mUSL+410bp Barclays/Morgan Stanley NR/NR/NR RMBS
CHASE 2019-ATR2 US$332.623 4.87 3.500 JP Morgan NR/NR/AAA RMBS
CHASE 2019-ATR2 US$75 2.74 3.500 JP Morgan NR/NR/AAA RMBS
CHASE 2019-ATR2 US$25 11.27 3.500 JP Morgan NR/NR/AAA RMBS
CHASE 2019-ATR2 US$76.345 4.87 1mUSL+90bp JP Morgan NR/NR/AAA RMBS
CHASE 2019-ATR2 US$34.714 4.87 3.500 JP Morgan NR/NR/AAA RMBS
Dunedin Pk Clo Dac €2 1.3 1mE+50bp Deutsche Bank NR/AAA/AAA CLO
Dunedin Pk Clo Dac €248 5.8 3mE+107bp Deutsche Bank NR/AAA/AAA CLO
Dunedin Pk Clo Dac €25.5 7.3 3mE+175bp Deutsche Bank NR/AA/AA CLO
Dunedin Pk Clo Dac €14.5 7.3 2.500 Deutsche Bank NR/AA/AA CLO
Dunedin Pk Clo Dac €20 8.0 3mE+250bp Deutsche Bank NR/A/A CLO
Dunedin Pk Clo Dac €8 8.0 3.100 Deutsche Bank NR/A/A CLO
Dunedin Pk Clo Dac €23.45 8.6 3mE+390bp Deutsche Bank NR/BBB/BBB CLO
Dunedin Pk Clo Dac €20.55 9.1 3mE+624bp Deutsche Bank NR/BB/BB CLO
Dunedin Pk Clo Dac €47.8 - 3mE+390bp Deutsche Bank NR/NR/NR CLO
FREMF SPC 2019 K-95 US$98.897 6.67 2.631 Morgan Stanley/Pierpoint NR/AAA/AAA CMBS
FREMF SPC 2019 K-95 US$933.394 9.77 2.785 Morgan Stanley/Pierpoint NR/AAA/AAA CMBS
FREMF SPC 2019 K-95 US$56.994 9.88 2.481 Morgan Stanley/Pierpoint NR/A+/AA- CMBS
NRMLT 2019-RPL2 US$259.093 3.14 3.250 JP Morgan/Barclays/Citigroup/Credit Suisse Aaa/NR/NR RMBS
NRMLT 2019-RPL2 US$24.442 7.88 3.500 JP Morgan/Barclays/Citigroup/Credit Suisse Aa2/NR/NR RMBS
NRMLT 2019-RPL2 US$23.627 9.13 3.750 JP Morgan/Barclays/Citigroup/Credit Suisse A3/NR/NR RMBS
NRMLT 2019-RPL2 US$19.35 10.43 3.750 JP Morgan/Barclays/Citigroup/Credit Suisse Baa3/NR/NR RMBS
NRMLT 2019-RPL2 US$14.666 11.63 4.399 JP Morgan/Barclays/Citigroup/Credit Suisse Ba2/NR/NR RMBS
VDC 2019-1 US$398 4.8 3.188 Barclays/Deutsche Bank/Guggenheim NR/A-/NR ABS
UPST 2019-2 US$230.208 1.10 2.897 Goldman Sachs NR/NR/NR ABS
UPST 2019-2 US$61.558 2.68 3.734 Goldman Sachs NR/NR/NR ABS
UPST 2019-2 US$66.617 3.65 4.783 Goldman Sachs NR/NR/NR ABS