NEW ASSET–BACKED SUMMARY DETAILS: WEEK ENDING 20/7/2018
Issuer Amount (m) WAL Coupon (%) Bookrunner(s) Rating Asset type
BARINGS EURO CLO 2018–2 BV €229 5.8 3mE+84bp Morgan Stanley Aaa/NR/AAA CDO
BARINGS EURO CLO 2018–2 BV €5 5.8 1.60 Morgan Stanley Aaa/NR/AAA CDO
BARINGS EURO CLO 2018–2 BV €14 6.8 3mE+120bp Morgan Stanley Aaa/NR/AAA CDO
BARINGS EURO CLO 2018–2 BV €8 6.8 3mE+170bp Morgan Stanley Aa2/NR/AA CDO
BARINGS EURO CLO 2018–2 BV €10 6.8 3mE+202bp Morgan Stanley Aa2/NR/AA CDO
BARINGS EURO CLO 2018–2 BV €15 6.8 2.15 Morgan Stanley Aa2/NR/AA CDO
BARINGS EURO CLO 2018–2 BV €13 7 3mE+225bp Morgan Stanley A2/NR/A CDO
BARINGS EURO CLO 2018–2 BV €15 7 3mE+257bp Morgan Stanley A2/NR/A CDO
BARINGS EURO CLO 2018–2 BV €18 7.5 3mE+320bp Morgan Stanley Baa2/NR/BBB CDO
BARINGS EURO CLO 2018–2 BV €30 8.6 3mE+505bp Morgan Stanley Ba2/NR/BB CDO
BARINGS EURO CLO 2018–2 BV € 12.50 9.5 3mE+695bp Morgan Stanley B2/NR/B– CDO
Cartesian Residential Mtgs 3 €180 4.5 3mE+35bp BNP Paribas/NatWest Markets Aaa/NR/AAA RMBS
Cartesian Residential Mtgs 3 €5 5.4 3mE+130bp BNP Paribas/NatWest Markets A2/NR/A+ RMBS
Cartesian Residential Mtgs 3 €5 5.4 3mE+88bp BNP Paribas/NatWest Markets Aa2/NR/AA+ RMBS
Cartesian Residential Mtgs 3 €4 5.4 3mE+175bp BNP Paribas/NatWest Markets Baa3/NR/BBB– RMBS
Cartesian Residential Mtgs 3 €0.1 n/a N/A BNP Paribas/NatWest Markets NR/NR/NR RMBS
CVC Cordatus Loan Fund XI €271.125 – E+84.5bp Barclays Aaa/NR/AAA CDO
CVC Cordatus Loan Fund XI €22.500 – E+170bp Barclays Aa2/NR/AA CDO
CVC Cordatus Loan Fund XI €24.750 – 2.25 Barclays Aa2/NR/AA CDO
CVC Cordatus Loan Fund XI €31.500 – E+225bp Barclays A2/NR/A CDO
CVC Cordatus Loan Fund XI €22.500 – E+320bp Barclays Baa2/NR/BBB CDO
CVC Cordatus Loan Fund XI €30.375 – E+500bp Barclays Ba2/NR/BB CDO
CVC Cordatus Loan Fund XI 14.625 – E+705bp Barclays B2/NR/B– CDO
CVC Cordatus Loan Fund XI €47.475 – N/A Barclays NR/NR/NR CDO
FORDR 2018–2 US$1,100 4.98 3.496 BAML/Barclays/Citi/Wells Fargo Aaa/NR/AAA ABS
FORDR 2018–2 US$45.325 4.98 3.796 BAML/Barclays/Citi/Wells Fargo A2/NR/A ABS
FORDR 2018–2 US$45.325 4.98 3.646 BAML/Barclays/Citi/Wells Fargo Aa1/NR/AA ABS
MLRN 2018–1 US$77.4 0.35 2.55 JP Morgan NR/A–1+/F1+ ABS
MLRN 2018–1 US$55.700 1.2 3.050 JP Morgan NR/AAA/AAA ABS
MLRN 2018–1 US$36.91 2.06 3.360 JP Morgan NR/AAA/AAA ABS
MLRN 2018–1 US$10.40 2.71 3.540 JP Morgan NR/AA/AA ABS
MLRN 2018–1 US$11.39 2.97 3.700 JP Morgan NR/A/A ABS
MLRN 2018–1 US$5.47 2.98 3.990 JP Morgan NR/BBB/BBB ABS
MLRN 2018–1 US$4.38 2.98 5.020 JP Morgan NR/BB/BB ABS
NAVSL 2018–C US$347.890 1.31 3.010 Barclays/BAML/JP Morgan NR/AAA/NR ABS
NAVSL 2018–C US$221.010 5.02 3.520 Barclays/BAML/JP Morgan NR/AAA/NR ABS
NAVSL 2018–C US$63 7.88 4.220 Barclays/BAML/JP Morgan NR/NR/NR ABS
NSLT 2018–3 US$220 0.8 1mUSL+30bp RBC CM/BMO Nesbitt Thomson/Goldman Sachs Aaa/AAA/NR ABS
NSLT 2018–3 US$546.9 3.5 1mUSL+44bp RBC CM/BMO Nesbitt Thomson/Goldman Sachs Aaa/AAA/NR ABS
NSLT 2018–3 US$220 7.89 1mUSL+75bp RBC CM/BMO Nesbitt Thomson/Goldman Sachs Aaa/AA+/NR ABS
NSLT 2018–3 US$15 8.75 1mUSL+120bp RBC CM/BMO Nesbitt Thomson/Goldman Sachs Aaa/AA/NR ABS
ODART 2018–1 US$666.409 2.60 3.430 RBC CM/Natixis/Deutsche Bank NR/AAA/NR ABS
ODART 2018–1 US$105.343 3.51 3.710 RBC CM/Natixis/Deutsche Bank NR/AA/NR ABS
ODART 2018–1 US$64.124 3.56 3.850 RBC CM/Natixis/Deutsche Bank NR/A/NR ABS
ODART 2018–1 US$64.124 3.56 4.400 RBC CM/Natixis/Deutsche Bank NR/BBB/NR ABS
Tikehau CLO IV €1.5 – E+53bp Barclays Aaa/NR/AAA CDO
Tikehau CLO IV €231 – E+90bp Barclays Aaa/NR/AAA CDO
Tikehau CLO IV €15 – 1.75 Barclays Aaa/NR/AAA CDO
Tikehau CLO IV €7 – E+165bp Barclays Aa2/NR/AA CDO
Tikehau CLO IV €15 – 2.1 Barclays Aa2/NR/AA CDO
Tikehau CLO IV €22 – E+192bps/E+165bp Barclays Aa2/NR/AA CDO
Tikehau CLO IV €7 – E+215bp Barclays A2/NR/A CDO
Tikehau CLO IV €19 – E+242bps/E+215bp Barclays A2/NR/A CDO
Tikehau CLO IV €21 – E+330bp Barclays Baa2/NR/NR CDO
Tikehau CLO IV €23 – E+533bp Barclays Ba2/NR/NR CDO
Tikehau CLO IV €12 – E+736bp Barclays B2/NR/NR CDO
VERUS 2018–2 US$326.295 2.14 3.677 Credit Suisse/Nomura AAA/AAA/NR RMBS
VERUS 2018–2 US$36.227 2.14 3.779 Credit Suisse/Nomura AA+/AA/NR RMBS
VERUS 2018–2 US$62.665 2.14 3.830 Credit Suisse/Nomura AA–/A/NR RMBS
VERUS 2018–2 US$29.863 4.08 4.426 Credit Suisse/Nomura BBB+/BBB–/NR RMBS
VERUS 2018–2 US$19.338 4.08 5.176 Credit Suisse/Nomura BB+/BB–/NR RMBS
WHLS 2018–1 US$136.00 0.39 2.550 JP Morgan/Mizuho/MUFJ/Wells Fargo NR/A–1+/F1+ ABS
WHLS 2018–1 US$284 1.7 3.060 JP Morgan/Mizuho/MUFJ/Wells Fargo NR/AAA/AAA ABS
WHLS 2018–1 US$61.2 2.9 3.240 JP Morgan/Mizuho/MUFJ/Wells Fargo NR/AAA/AAA ABS
WHLS 2018–1 US$24.2 3.4 3.410 JP Morgan/Mizuho/MUFJ/Wells Fargo NR/NR/AAA ABS
martin jones
(Martin Jones)
#1