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Reinvestment opportunities limited

The rest of 2015 will see almost €20bn repaid to European RMBS investors, with around 75%...

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  • 1 Reinvestment opportunities limited

    The rest of 2015 will see almost €20bn repaid to European RMBS investors, with around 75% coming from UK prime and...

  • 2 SCI Start the Week - 30 March

    A look at the major activity in structured finance over the past seven days
    PipelineThe pace of deals joining the pipeline slowed slightly last week. At the final count there w...

  • 3 Euro investors weigh UK opportunities

    European investors are increasingly looking beyond euro-denominated assets in the search for yield. UK pound-denominated ABS...

  • 4 Credit card issuance starts slowly

    US credit card ABS supply so far this year is half what it was at the same time in 2014, but this is anomalous for US ABS as...


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SCI Database Tools

PriceABS Market Colour Last updated: 30 March 2015

Daily prices from US and European secondary market trades:

  • ABSHE 2006-HE7 A4 / 8,800,000 / TALK / RMBS
  • ABSHE 2006-HE7 A4 / 8,800,000 / CVR / RMBS
  • ACACL 2006-2A C / 5,000,000 / TALK / CLO
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ABS/CDO Database Last updated: 20 March 2015

Deals added last week Include:

  • Nelnet Student Loan Trust 2015-2 / Student loan FFELP ABS
  • OSCAR US 2015-1 / Auto prime ABS
  • Drive Auto Receivables Trust 2015-A / Auto non-prime ABS

Deal Pipeline Last updated: 31 March 2015

Recent additions include:

  • B2R 2015-1 / $229m / RMBS
  • FirstKey Lending 2015-SFR1 / $240m / RMBS
  • Golub Capital Partners CLO 24(M) / $700m / CLO
  • MSBAM 2015-C22 / $1.1bn / CMBS

CMBS Loan Events Last updated: 20 March 2015

Details of events since March 2011 impacting loans securitised in CMBS:

  • COMM 2013-LC13 / 33-00 Northern Boulevard
  • TITN 2006-3 / Quelle Nurnberg
  • TMAN 6
  • TMAN 7 / GB Mozart

CDO Manager Transfer Database Last updated: 30 March 2015

Discover where a manager of a CDO has changed, the deal name and original manager:


Top five CDS wideners and tighteners each day.


Full name Rank code

Change (bp)


Top 5 tighteners day-on-day
Abengoa S.A. SEN -33.05 960.60
AK Steel Corporation SEN -36.98 887.15
Joint stock commercial bank - Bank of Moscow (OJSC) SEN -23.36 776.48
JSC Kazkommertsbank SEN -17.17 914.75
Teck Resources Ltd SEN -19.32 244.58
Top 5 wideners day-on-day
OJSC Rosneft SEN 13.30 613.76
Open Joint Stock Company Oil Company LUKOIL SEN 9.85 567.86
Sberbank SEN 14.37 546.29
Thomson Reuters Corporation SEN 7.29 75.54
Transocean Inc. SEN 13.69 783.39

Source: Fitch Solutions

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Job Swaps Last updated: 22 March 2015

First Name Last Name Company Moved To Type New Role
Michael McFerran Ares Management Asset Management Executive Vice President, Chief Financial Offier and Treasurer
Brad Sterley Terraform Global Energy Provider Head of Structured Finance
Marco Krapels SolarCity Energy Provider Senior Vice President, Structured Finance & Strategy
Thomas Romig Assenagon Asset Management Managing Director
Thomas Handte Assenagon Asset Management Senior Portfolio Manager
Michele Rolleri Stormharbour Securities Advisory Partner & Managing Director
David Grill Credit Suisse Asset Management (CSAM) Asset Management  
Steve Hall Waterstone Defeasance Commercial Real Estate Managing Director
Sunil Hirani Digital Asset Holdings Financial Technology Platform Co-Founder