STRUCTURED FINANCE WATCHBOX

  • 14 May 2004
ClassAmountRatingsAveExpectedBasisExpected
(M/S&P/F)life (yrs)maturityspread
House of Europe Funding 2Hypo Real Estate
A portfolio of highly rated ABS Lead manager: WestLB Launch today (Friday) or early next week
AEu910mAaa/-/AAA7EO28bp
BEu20mAaa/-/AAA7EO70bp
CEu57mA3/-/A7EO150bp
DEu8mBaa2/-/BBB7EO300bp
EEu5mUnrated7EO300bp
Portfolio includes minimum 40% RMBS, maximum 50% CMBS, max 20% CDO of ABS. At east 60% triple-A rated collateral, minimum rating single-A. Senior tranche now term ...

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GlobalCapital European securitization league table

Rank Lead Manager/Arranger Total Volume $m No. of Deals Share % by Volume
1 BNP Paribas 14,443 29 18.07
2 Bank of America Merrill Lynch (BAML) 8,264 27 10.34
3 Lloyds Bank 7,329 24 9.17
4 Citi 6,748 19 8.44
5 JP Morgan 5,220 8 6.53

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 117,398.62 338 11.04%
2 Bank of America Merrill Lynch 94,721.79 272 8.91%
3 JPMorgan 92,612.23 269 8.71%
4 Wells Fargo Securities 82,597.19 239 7.77%
5 Credit Suisse 69,442.99 183 6.53%