(^42) International Financing Review March 7 2020
NEW ASSET–BACKED SUMMARY DETAILS: WEEK ENDING 6/3/2020
Issuer Amount (m) WAL Coupon (%) Bookrunner(s) Rating Asset type
AMCAR 2020-1 US$191 0.19 1.21 Citigroup/RBC/Societe Generale/Wells Fargo P-1/NR/F1+ ABS
AMCAR 2020-1 US$177.78 0.86 1.10 Citigroup/RBC/Societe Generale/Wells Fargo Aaa/NR/AAA ABS
AMCAR 2020-1 US$70 0.86 1mL+35bp Citigroup/RBC/Societe Generale/Wells Fargo Aaa/NR/AAA ABS
AMCAR 2020-1 US$215.47 1.96 1.11 Citigroup/RBC/Societe Generale/Wells Fargo Aaa/NR/AAA ABS
AMCAR 2020-1 US$71.01 2.79 1.48 Citigroup/RBC/Societe Generale/Wells Fargo Aa2/NR/AA ABS
AMCAR 2020-1 US$88.14 3.34 1.59 Citigroup/RBC/Societe Generale/Wells Fargo A2/NR/A ABS
AMCAR 2020-1 US$86.67 3.76 1.80 Citigroup/RBC/Societe Generale/Wells Fargo Baa2/NR/BBB ABS
AMSR 2020-SFR1 Trust US$166.494 5.1 1.819 GS/Nomura/Amherst/Deutsche/Morgan Stanley Aaa/NR/NR RMBS
AMSR 2020-SFR1 Trust US$43.739 5.1 2.210 GS/Nomura/Amherst/Deutsche/Morgan Stanley Aa2/NR/NR RMBS
AMSR 2020-SFR1 Trust US$29.630 5.1 2.419 GS/Nomura/Amherst/Deutsche/Morgan Stanley A2/AA+/NR RMBS
AMSR 2020-SFR1 Trust US$22.575 5.1 2.619 GS/Nomura/Amherst/Deutsche/Morgan Stanley Baa2/NR/AA+ RMBS
AMSR 2020-SFR1 Trust US$132.630 5.1 3.218 GS/Nomura/Amherst/Deutsche/Morgan Stanley NR/NR/NR RMBS
AMSR 2020-SFR1 Trust US$36.685 5.1 3.566 GS/Nomura/Amherst/Deutsche/Morgan Stanley NR/NR/NR RMBS
AMSR 2020-SFR1 Trust US$19.753 5.1 4.311 GS/Nomura/Amherst/Deutsche/Morgan Stanley NR/NR/NR RMBS
AVNT 2020 REV1 US$115.900 1.84 - Credit Suisse/JP Morgan NR/NR/NR ABS
AVNT 2020 REV1 US$41.260 1.84 - Credit Suisse/JP Morgan NR/NR/NR ABS
AVNT 2020 REV1 US$34.420 1.84 - Credit Suisse/JP Morgan NR/NR/NR ABS
AVNT 2020 REV1 US$8.420 1.84 - Credit Suisse/JP Morgan NR/NR/NR ABS
Bain Capital Credit Clo 2020-1 US$55 - 1mUSL+170bp Jefferies NR/AA/NR CLO
Bain Capital Credit Clo 2020-1 US$32.5 - 1mUSL+270bp Jefferies NR/A/NR CLO
Bain Capital Credit Clo 2020-1 US$27.5 - 1mUSL+425bp Jefferies NR/BBB-/NR CLO
Bain Capital Credit Clo 2020-1 US$305 - 1mUSL+119bp Jefferies Aaa/AAA/NR CLO
Bain Capital Credit Clo 2020-1 US$20 - 1mUSL+825bp Jefferies NR/BB-/NR CLO
Bain Capital Credit Clo 2020-1 US$20 - 2.506 Jefferies NR/AAA/NR CLO
Bain Capital Credit Clo 2020-1 US$47.9 - - Jefferies NR/NR/NR CLO
Bank 2020-Bnk26 US$27.4 2.82 1.388 Morgan Stanley/Wells Fargo/BofA NR/AAA/AAA CMBS
Bank 2020-Bnk26 US$95 6.86 2.041 Morgan Stanley/Wells Fargo/BofA NR/AAA/AAA CMBS
Bank 2020-Bnk26 US$38.6 7.45 2.313 Morgan Stanley/Wells Fargo/BofA NR/AAA/AAA CMBS
Bank 2020-Bnk26 US$250 9.78 2.155 Morgan Stanley/Wells Fargo/BofA NR/AAA/AAA CMBS
Bank 2020-Bnk26 US$387.064 9.88 2.403 Morgan Stanley/Wells Fargo/BofA NR/AAA/AAA CMBS
Bank 2020-Bnk26 US$131.111 9.93 2.687 Morgan Stanley/Wells Fargo/BofA NR/AAA/AAA CMBS
Bank 2020-Bnk26 US$49.879 10.01 2.909 Morgan Stanley/Wells Fargo/BofA NR/AA/AA- CMBS
Bank 2020-Bnk26 US$45.603 10.01 3.071 Morgan Stanley/Wells Fargo/BofA NR/A-/A- CMBS
Bavarian Sky UK 3 £300 2.00 SONIA+62bp BofA/Lloyds NR/AAA/AAA ABS
BMARK 2020-B17 US$6.275 3.02 1.282 JP Morgan/Deutsche Bank/Citigroup NR/AAA/AAA CMBS
BMARK 2020-B17 US$188 4.89 2.211 JP Morgan/Deutsche Bank/Citigroup NR/AAA/AAA CMBS
BMARK 2020-B17 US$170 9.72 2.042 JP Morgan/Deutsche Bank/Citigroup NR/AAA/AAA CMBS
BMARK 2020-B17 US$263.938 9.86 2.289 JP Morgan/Deutsche Bank/Citigroup NR/AAA/AAA CMBS
BMARK 2020-B17 US$12.9 7.43 2.176 JP Morgan/Deutsche Bank/Citigroup NR/AAA/AAA CMBS
BMARK 2020-B17 US$105.326 9.90 2.583 JP Morgan/Deutsche Bank/Citigroup NR/AA/AAA CMBS
BMARK 2020-B17 US$41.214 9.98 2.916 JP Morgan/Deutsche Bank/Citigroup NR/NR/AA- CMBS
BMARK 2020-B17 US$37.78 9.98 3.371 JP Morgan/Deutsche Bank/Citigroup NR/NR/A- CMBS
CAFL 2020-1 US$159.968 4.67 1.832 Goldman Sachs/Morgan Stanley Aaa/AAA/AAA ABS
CAFL 2020-1 US$68.557 9.69 2.296 Goldman Sachs/Morgan Stanley Aaa/AAA/AAA ABS
CAFL 2020-1 US$36.582 9.84 2.470 Goldman Sachs/Morgan Stanley NR/AA-/AA- ABS
CAFL 2020-1 US$23.240 9.84 2.569 Goldman Sachs/Morgan Stanley NR/A-/A- ABS
CAFL 2020-1 US$18.075 9.84 2.917 Goldman Sachs/Morgan Stanley NR/BBB/BBB ABS
CAFL 2020-1 US$6.886 9.84 4.828 Goldman Sachs/Morgan Stanley NR/BB+/BBB- ABS
CAS 2020 SBT1 US$966 - 1mUSL+365bp Nomura/BofA NR/NR/NR RMBS
DOMI 2020-1 €281.683 3.77 3mE+80bp Barclays/Citigroup/Macquarie Bank Aaa/AAA/NR RMBS
DOMI 2020-1 €15.914 5.17 3mE+130bp Barclays/Citigroup/Macquarie Bank Aa2/AA+/NR RMBS
DOMI 2020-1 €7.957 5.17 3mE+170bp Barclays/Citigroup/Macquarie Bank A2/AA/NR RMBS
DOMI 2020-1 €4.775 5.17 3mE+210bp Barclays/Citigroup/Macquarie Bank Baa2/A+/NR RMBS
DOMI 2020-1 €4.774 5.17 3mE+300bp Barclays/Citigroup/Macquarie Bank Ba1/BBB/NR RMBS
DOMI 2020-1 €3.184 5.17 3mE+650bp Barclays/Citigroup/Macquarie Bank Caa3/NR/NR RMBS
DOMI 2020-1 €14.322 - 3mE+495bp Barclays/Citigroup/Macquarie Bank Caa2/CCC/NR RMBS
DOMI 2020-1 €4.775 - 3mE+675bp Barclays/Citigroup/Macquarie Bank CA/NR/NR RMBS
Dryden 74 Euro CLO 2018 BV €246.4 - 3mE+100bp Goldman Sachs Aaa/AAA/NR CLO
Dryden 74 Euro CLO 2018 BV €17.9 - 3mE+170bp Goldman Sachs Aa2/AA/NR CLO
Dryden 74 Euro CLO 2018 BV €20 - 2.10 Goldman Sachs Aa2/AA/NR CLO
6 IFR Bonds 2323 p 25 - 53 .indd 42 06 / 03 / 2020 19 : 18 : 08
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