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STRUCTURENEW ASSET–BACKED SUMMARY DETAILS: WEEK ENDING 19/10/2018
Issuer Amount (m) WAL Coupon (%) Bookrunner(s) Rating Asset type
ACER 2018–2 US$62 0.41 2.731 BAML/BMO Capital Markets NR/A1+ ABS
ACER 2018–2 US$137 1.49 3.270 BAML/BMO Capital Markets Aaa/AAA/NR ABS
ACER 2018–2 US$81.746 2.91 3.510 BAML/BMO Capital Markets Aaa/AAA/NR ABS
ACER 2018–2 US$20.091 3.74 3.760 BAML/BMO Capital Markets Aa2/AA/NR ABS
ACER 2018–2 US$17.939 4.07 3.860 BAML/BMO Capital Markets A2/A/NR ABS
ACER 2018–2 US$14.064 4.13 4.150 BAML/BMO Capital Markets Baa2/BBB/NR ABS
ACER 2018–2 US$10.871 4.13 5.180 BAML/BMO Capital Markets Ba2/BB/NR ABS
AESOP 2018–2 US$45.375 5.20 4.950 Barc/Citigroup/JP Morgan Baa3/NR/BBB ABS
AESOP 2018–2 US$53.625 5.20 4.270 Barc/Citigroup/JP Morgan A1/NR/A ABS
AESOP 2018–2 US$451 5.20 4.000 Barc/Citigroup/JP Morgan Aaa/NR/AAA ABS
Bluegreen (BXGNT) 2018–A US$49.810 3.38 3.770 KeyBanc/Barc NR/AAA/NR ABS
Bluegreen (BXGNT) 2018–A US$33.141 3.38 3.950 KeyBanc/Barc NR/A/NR ABS
Bluegreen (BXGNT) 2018–A US$34.769 3.38 4.440 KeyBanc/Barc NR/BBB–/NR ABS
BPCE HOME LOANS FCT 2018 €1,000 3.23 3mE+45bp Natixis Aaa/NR/AAA RMBS
Carlyle Glo Eur CLO 2014–2 DAC Reset €4 – 3mE+50bp Goldman Sachs Aaa/NR/AAA CLO
Carlyle Glo Eur CLO 2014–2 DAC Reset €239.4 – 3mE+96bp Goldman Sachs Aaa/NR/AAA CLO
Carlyle Glo Eur CLO 2014–2 DAC Reset €10.4 – 3mE+174bp Goldman Sachs Aa2/NR/AA CLO
Carlyle Glo Eur CLO 2014–2 DAC Reset €26.4 – 2.350 Goldman Sachs Aa2/NR/AA CLO
Carlyle Glo Eur CLO 2014–2 DAC Reset €13.8 – 3mE+235bp Goldman Sachs A2/NR/A CLO
Carlyle Glo Eur CLO 2014–2 DAC Reset €10 – 3mE+267bp Goldman Sachs A2/NR/A CLO
Carlyle Glo Eur CLO 2014–2 DAC Reset €19.5 – 3mE+325bp Goldman Sachs Baa2/NR/BBB CLO
Carlyle Glo Eur CLO 2014–2 DAC Reset €29 – 3mE+570bp Goldman Sachs Ba2/NR/BB CLO
Carlyle Glo Eur CLO 2014–2 DAC Reset 11.7 – 3mE+735bp Goldman Sachs B2/NR/B– CLO
CARMX 2018–4 US$29.39 4.00 4.150 BAML/CS/MUFJ NR/BBB/BBB ABS
CARMX 2018–4 US$35.43 4.00 3.850 BAML/CS/MUFJ NR/A/A ABS
CARMX 2018–4 US$42.21 4.00 3.670 BAML/CS/MUFJ NR/AA/AA ABS
CARMX 2018–4 US$70 1.20 1mUSL+20bp BAML/CS/MUFJ NR/AAA/AAA ABS
CARMX 2018–4 US$104.97 3.90 3.480 BAML/CS/MUFJ NR/AAA/AAA ABS
CARMX 2018–4 US$297 0.30 2.592 BAML/CS/MUFJ NR/A1+/AAA ABS
CARMX 2018–4 US$453 1.20 3.110 BAML/CS/MUFJ NR/AAA/AAA ABS
CARMX 2018–4 US$468 2.70 3.360 BAML/CS/MUFJ NR/AAA/AAA ABS
Castell 2018–1 £244.872 1.80 3mL+114bp NatWest Markets Aaa/NR/NR RMBS
Castell 2018–1 £22.572 3.20 3mL+165bp NatWest Markets Aa1/NR/NR RMBS
Castell 2018–1 £20.862 3.20 3mL+190bp NatWest Markets Aa3/NR/NR RMBS
Castell 2018–1 £14.364 3.20 3mL+240bp NatWest Markets Baa1/NR/NR RMBS
Castell 2018–1 £10.602 3.20 3mL+350bp NatWest Markets Ba2/NR/NR RMBS
Castell 2018–1 £11.628 3.20 3mL+440bp NatWest Markets Caa2/NR/NR RMBS
Castell 2018–1 £15 – 3mL+475bp NatWest Markets NR/NR/NR RMBS
DBGS 2018–C1 US$14.44 2.83 3.409 DB/Goldman Sachs NR/AAA/AAA CMBS
DBGS 2018–C1 US$87.09 4.83 4.358 DB/Goldman Sachs NR/AAA/AAA CMBS
DBGS 2018–C1 US$29.104 7.25 4.302 DB/Goldman Sachs NR/AAA/AAA CMBS
DBGS 2018–C1 US$83 9.46 4.197 DB/Goldman Sachs NR/AAA/AAA CMBS
DBGS 2018–C1 US$504.969 9.81 4.466 DB/Goldman Sachs NR/AAA/AAA CMBS