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BNP Paribas prices Leveraged Finance Europe Capital II B.V., its second managed leveraged loans CLO

BNP Paribas has launched and priced euros 187.2 million notes for BNP Paribas' Leveraged Funds Group. The transaction, called Leveraged Finance Europe Capital II B.V. ("LFE Capital II"), will invest in a managed portfolio of senior and mezzanine LBO debt* across Europe for the benefit of a diversified set of institutional investors.

LFE Capital II has been structured as a Collateralized Loan Obligation ("CLO") , and will issue 5 classes of notes, with a specific rating assigned by both Moody's and S&P to the 4 most senior classes. Buying these notes will allow institutional investors to gain exposure to non-investment grade credits in Europe with long term leverage on their investment, while benefiting from BNP Paribas' expertise in leveraged finance and CLO management.

Commenting on the transaction, Jean Bergeret, Head of Leveraged Finance Europe at BNP Paribas, said: "The size of the transaction has been increased to euros 187.2 million from an initial euros 158.5 million, as a result of strong demand shown by institutional investors during the marketing period."

LFE Capital II is the second managed CLO to be advised by BNP Paribas' Leveraged Funds Group. The first fund, Leveraged Finance Europe Capital I B.V., was the first managed CLO investing in leveraged loans to be launched by a European bank. It closed in November 2001 and is now fully invested.

LFE Capital II shows the continued development of BNP Paribas' leveraged fund business and will contribute to increasing capital dedicated to the European leveraged loan and mezzanine market.



*LBO debt, including senior and mezzanine loans, is issued in connection with leveraged buy-outs of companies

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NOTES FOR EDITORS


BNP Paribas is one of the world's largest banking groups, active in 85 countries, with 87,700 employees across the globe. It is the first bank in terms of net income and market capitalisation in the euro-zone. BNP Paribas is a major player in retail banking, corporate and investment banking, international private banking, asset management and global custody.

BNP Paribas Leveraged Finance Europe ("LFE") is a leader in European LBO finance serving nearly 100 sponsor clients with 40 professionals in Paris, London, Frankfurt, Madrid and Milan. From 1990 to 2002, LFE arranged or participated in 176 leveraged loan transactions totaling over euros 13.8 billion of underwritten capital. BNP Paribas Leveraged Funds Group ("LFG") is, within LFE, the dedicated unit responsible for managing CLO Funds.