IFR 03.7.2020

International Financing Review March 7 2020^43

STRUCTURED FINANCE

NEW ASSET–BACKED SUMMARY DETAILS: WEEK ENDING 6/3/2020 (CONTINUED)

Issuer Amount (m) WAL Coupon (%) Bookrunner(s) Rating Asset type

Dryden 74 Euro CLO 2018 BV €14.7 - 3mE+230bp Goldman Sachs A2/A/NR CLO

Dryden 74 Euro CLO 2018 BV €10 - 2.80 Goldman Sachs A2/A/NR CLO

Dryden 74 Euro CLO 2018 BV €29.2 - 3mE+400bp Goldman Sachs A2/A/NR CLO

Dryden 74 Euro CLO 2018 BV €23.8 - 3mE+652bp Goldman Sachs Baa3/BBB-/NR CLO

Dryden 74 Euro CLO 2018 BV €11 - 3mE+891bp Goldman Sachs Baa3/BB-/NR CLO

FREMF SPC 2020 K105 US$1,260.771 9.80 - BofA/Citigroup NR/NR/NR CMBS

Gedesco Trade Receivables 2020-1 DAC €225 2.91 1mE+115bp Morgan Stanley Aa3/NR/NR ABS

Gedesco Trade Receivables 2020-1 DAC €15 2.91 1mE+220bp Morgan Stanley Baa2/NR/NR ABS

Gedesco Trade Receivables 2020-1 DAC €15 2.91 1mE+320bp Morgan Stanley B2/NR/NR ABS

Gedesco Trade Receivables 2020-1 DAC €7.5 2.91 1mE+450bp Morgan Stanley Caa2/NR/NR ABS

Gedesco Trade Receivables 2020-1 DAC €7.5 2.91 1mE+700bp Morgan Stanley Caa3/NR/NR ABS

Gedesco Trade Receivables 2020-1 DAC €15 2.91 1mE+1,000bp Morgan Stanley Ca/NR/NR ABS

JDOT 2020-A US$299.500 0.35 - BofA/Citigroup/Credit Agricole/HSBC P-1/NR/F1+ ABS

JDOT 2020-A US$335.000 1.22 1.01 BofA/Citigroup/Credit Agricole/HSBC Aaa/NR/AAA ABS

JDOT 2020-A US$296.850 2.51 1.10 BofA/Citigroup/Credit Agricole/HSBC Aaa/NR/AAA ABS

JDOT 2020-A US$79.190 3.51 1.21 BofA/Citigroup/Credit Agricole/HSBC Aaa/NR/AAA ABS

FCT Crédit Agricole Habitat 2 €1,000 4.88 3mE+120bp Credit Agricole Aaa/NR/NR ABS

Mortimer BTL 2020-1 £242.2 2.97 SONIA+107bp Citigroup/JP Morgan/NAB NR/AAA/AAA RMBS

Mortimer BTL 2020-1 £15.7 3.26 SONIA+165bp Citigroup/JP Morgan/NAB NR/AA/AA- RMBS

Mortimer BTL 2020-1 £11.4 3.26 SONIA+215bp Citigroup/JP Morgan/NAB NR/A+/A- RMBS

Mortimer BTL 2020-1 £10.0 3.26 SONIA+265bp Citigroup/JP Morgan/NAB NR/BBB+/BBB- RMBS

Mortimer BTL 2020-1 £5.7 3.26 SONIA+315bp Citigroup/JP Morgan/NAB NR/BB/BB- RMBS

Mortimer BTL 2020-1 £10.0 3.26 SONIA+340bp Citigroup/JP Morgan/NAB NR/B-/B- RMBS

Mortimer BTL 2020-1 £4.4 N/A SONIA+500bp Citigroup/JP Morgan/NAB NR/NR/NR RMBS

NFMOT 2020-1 US$100 2.93 1mUSL+80bp Mizuho/RBC CM/SunTrust Aaa/AAA/NR ABS

NFMOT 2020-1 US$300 2.93 IS+80bp Mizuho/RBC CM/SunTrust Aaa/AAA/NR ABS

NFMOT 2020-1 US$37.350 2.93 IS+105bp Mizuho/RBC CM/SunTrust A2/A/NR ABS

NSLT 2020-2 US$264.30 5.99 1.83 BMO NR/NR/NR ABS

NSLT 2020-2 US$7.80 15.54 2.50 BMO NR/NR/NR ABS

PRET 2020-NPL1 US$355 1.12 2.875 Credit Suisse/Goldman Sachs NR/NR/NR RMBS

PRET 2020-NPL1 US$57 2.87 4.000 Credit Suisse/Goldman Sachs NR/NR/NR RMBS

PROG 2020 SFR1 US$186.289 5.08 1.732 Barclays/Deutsche Bank/Morgan Stanley Aaa/NR/NR ABS

PROG 2020 SFR1 US$47.247 5.08 2.033 Barclays/Deutsche Bank/Morgan Stanley Aa3/NR/NR ABS

PROG 2020 SFR1 US$18.898 5.08 2.183 Barclays/Deutsche Bank/Morgan Stanley A3/NR/NR ABS

PROG 2020 SFR1 US$32.398 5.08 2.383 Barclays/Deutsche Bank/Morgan Stanley Baa3/NR/NR ABS

PROG 2020 SFR1 US$87.745 5.08 3.032 Barclays/Deutsche Bank/Morgan Stanley NR/NR/NR ABS

PROG 2020 SFR1 US$48.597 5.08 3.431 Barclays/Deutsche Bank/Morgan Stanley NR/NR/NR ABS

PROG 2020 SFR1 US$29.698 5.08 4.028 Barclays/Deutsche Bank/Morgan Stanley NR/NR/NR ABS

PROG 2020 SFR1 US$21.598 5.08 5.268 Barclays/Deutsche Bank/Morgan Stanley NR/NR/NR ABS

Swiss Auto Lease 2020-1 SFr230 4.00 Zero Credit Suisse/Deutsche Bank/ZKB Aaa/NR/AAA ABS

TRK 2020-1 US$320 2.49 2.73 Morgan Stanley/Deutsche Bank NR/NR/NR RMBS

TRK 2020-1 US$40 2.49 3.22 Morgan Stanley/Deutsche Bank NR/NR/NR RMBS

XAN 2020-RS08 US$295.286 2.30 1mUSL+115bp JP Morgan/Barclays/Wells Fargo Aaa/NR/NR CMBS

XAN 2020-RS08 US$39.198 2.71 1mUSL+145bp JP Morgan/Barclays/Wells Fargo NR/NR/NR CMBS

XAN 2020-RS08 US$26.131 2.76 1mUSL+175bp JP Morgan/Barclays/Wells Fargo NR/NR/NR CMBS

XAN 2020-RS08 US$32.665 2.80 1mUSL+215bp JP Morgan/Barclays/Wells Fargo NR/NR/NR CMBS

XAN 2020-RS08 US$26.131 2.84 1mUSL+250bp JP Morgan/Barclays/Wells Fargo NR/NR/NR CMBS

XAN 2020-RS08 US$16.332 2.84 1mUSL+280bp JP Morgan/Barclays/Wells Fargo NR/NR/NR CMBS

VEROS 2020-1 US$159.300 0.79 1.67 Deutsche Bank A1/NR/NR ABS

VEROS 2020-1 US$36.570 2.18 2.19 Deutsche Bank Baa1/NR/NR ABS

VEROS 2020-1 US$25.410 2.71 2.99 Deutsche Bank NR/NR/NR ABS

VEROS 2020-1 US$19.220 2.76 5.64 Deutsche Bank NR/NR/NR ABS

WOART 2020-A US$139.600 0.28 1.05 Mizuho/MUS/SunTrust NR/A-1+/F1+ ABS

WOART 2020-A US$181.200 1.17 1.02 Mizuho/MUS/SunTrust NR/AAA/AAA ABS

WOART 2020-A US$125 1.17 1mUSL+29bp Mizuho/MUS/SunTrust NR/AAA/AAA ABS

WOART 2020-A US$274 2.67 1.10 Mizuho/MUS/SunTrust NR/AAA/AAA ABS

WOART 2020-A US$76.910 3.87 1.23 Mizuho/MUS/SunTrust NR/AAA/AAA ABS

WOART 2020-A US$25.110 3.93 1.44 Mizuho/MUS/SunTrust NR/AA/AA ABS

WOART 2020-A US$12.560 3.93 1.64 Mizuho/MUS/SunTrust NR/A+/A ABS

6 IFR Bonds 2323 p 25 - 53 .indd 43 06 / 03 / 2020 19 : 18 : 08