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ABS conflicts of interest eyed
Sector developments and company hires
ABS conflicts of interest eyed
Sector developments and company hires
Diversification possibilities
Pawel Turek, counsel at DLA Piper, outlines how trade receivables securitisati...
Fee fears
FHFA opens another front in the war on affordability to industry concern
Panagram CLO ETF debuts
Sector developments and company hires
Data
Last updated: 26 January 2023
CLO Markets Daily - 26 January 2023
26 January 2023
CLO Markets US Deal Alert - 26 January 2023, 16.10 UK time
26 January 2023
Impact of CLOs exiting their RP on loan liquidity overstated
26 January 2023
Last updated: 25 January 2023
USD CLO AAA
$93m of notional across 23 trades today, spreads continue ...
EUR AAA CLO
AAAs are holding steady at 178dm. As an example ...
USD CLO Mezz/Equity
BB trade 800dm-1471dm with benchmarks 868dm-910dm which is neatly ...
EUR MEZZ/EQUITY CLO
2 x BBBs have traded. They are both relatively ...
25 January 2023
Last updated: 17 January 2023
ABS Markets Daily - 17 January 2023
17 January 2023
ABS Markets Deal Alert - 17 January 2023 17.00 UK time
17 January 2023
ABS Markets Deal Alert - 17 January 2023 12.30 UK time
17 January 2023
Last updated: 27 January 2023
| Name | Original Size | Price Type | Deal Type |
|---|---|---|---|
| AMMC 2018-22A A | / 2,000,000 | / CVR | / CLO |
| BARK 2021-1A SUB | / 3,000,000 | / CVR | / CLO |
| CANYC 2021-3A D | / 4,000,000 | / CVR | / CLO |
| CEDF 2018-7A A1 | / 3,000,000 | / CVR | / CLO |
| INVCO 2021-2A A | / 5,000,000 | / CVR | / CLO |
| LNGPT 2017-1A C | / 3,000,000 | / CVR | / CLO |
Last updated: 26 January 2023
| Pricing date | Name | Class | Currency | Size(m) | Bmark | Initial PT |
|---|---|---|---|---|---|---|
| 4-Aug-2022 | Stratton Hawksmoor 2022-1 | A1 | GBP | 1713.399 | SONIA | |
| 4-Aug-2022 | Stratton Hawksmoor 2022-1 | A2 | GBP | 63.07 | SONIA | |
| 4-Aug-2022 | Stratton Hawksmoor 2022-1 | B | GBP | 84.093 | SONIA | |
| 4-Aug-2022 | Stratton Hawksmoor 2022-1 | C | GBP | 73.582 | SONIA | |
| 4-Aug-2022 | Stratton Hawksmoor 2022-1 | D | GBP | 42.047 | SONIA | |
| 4-Aug-2022 | Stratton Hawksmoor 2022-1 | E | GBP | 15.767 | SONIA | |
Last updated: 19 January 2023
| Pricing date | Deal Name | Ticker | Size(m) | Manager |
|---|---|---|---|---|
| 5-Jun-2020 | Vendome Funding CLO 2020-1 | VENDM 1 | 347.85 | CBAM |
| 3-Jun-2020 | Aurium CLO VI | ACLO 6 | 216.95 | Spire |
| 2-Jun-2020 | CVC Cordatus Loan Fund XVII | CORDA 17 | 289.5 | CVC Credit Partners |
| 28-May-2020 | Avondale Park CLO | AVDPK 1 | 283.7 | Blackstone |
| 27-Apr-2020 | Providus CLO IV | PRVD 4 | 207.6 | Permira |
| 6-Mar-2020 | Vesey Park CLO | VESPK 1 | 404.5 | Blackstone |
News
ABS conflicts of interest eyed
ABS conflicts of interest eyedThe US SEC has proposed a rule intended to address conflicts of interests in the securitis...
26 January 2023Diversification possibilities
In most cases when economic entities need financing, they use traditional methods of obtaining funds. They take out loan...
26 January 2023Fee fears
The mortgage and securitization market has reacted with anxiety to the changes to the Loan Level Price Adjustments (LLPA...
26 January 2023Panagram CLO ETF debuts
Panagram CLO ETF debutsPanagram Structured Asset Management has launched its first ETF - the Panagram BBB-B CLO ETF (CLO...
25 January 2023Ramping up?
Early-stage delinquency performance across European auto ABS has started to deteriorate as macroeconomic challenges ramp...
25 January 2023
Diversification possibilities
In most cases when economic entities need financing, they use traditional methods of obtaining funds. They take out loan...
26 January 2023Panagram CLO ETF debuts
Panagram CLO ETF debutsPanagram Structured Asset Management has launched its first ETF - the Panagram BBB-B CLO ETF (CLO...
25 January 2023Ramping up?
Early-stage delinquency performance across European auto ABS has started to deteriorate as macroeconomic challenges ramp...
25 January 2023ECON votes on output floor
ECON votes on output floorThe European Parliament's Committee on Economic and Monetary Affairs (ECON) has voted to apply...
24 January 2023Alternative credit acquisitions hit record AUM
Alternative credit acquisitions hit record AUMThe AUM of acquired alternative credit managers hit a record US$326bn acro...
23 January 2023
Fee fears
The mortgage and securitization market has reacted with anxiety to the changes to the Loan Level Price Adjustments (LLPA...
26 January 2023ECON votes on output floor
ECON votes on output floorThe European Parliament's Committee on Economic and Monetary Affairs (ECON) has voted to apply...
24 January 2023SCI Start the Week - 23 January
Last week's news and analysis Different speeds Legislative advances driving C-PACE momentum Generating impact Banc...
23 January 2023Rabobank returns
Rabobank and the European Investment Bank Group have finalized two transactions that mobilize €1bn of new l...
18 January 2023Italian boost
Intesa Sanpaolo has executed a slew of significant risk transfer transactions in 4Q22 as the Italian lender continues to...
17 January 2023
Panagram CLO ETF debuts
Panagram CLO ETF debutsPanagram Structured Asset Management has launched its first ETF - the Panagram BBB-B CLO ETF (CLO...
25 January 2023ECON votes on output floor
ECON votes on output floorThe European Parliament's Committee on Economic and Monetary Affairs (ECON) has voted to apply...
24 January 2023Alternative credit acquisitions hit record AUM
Alternative credit acquisitions hit record AUMThe AUM of acquired alternative credit managers hit a record US$326bn acro...
23 January 2023SCI Start the Week - 23 January
Last week's news and analysis Different speeds Legislative advances driving C-PACE momentum Generating impact Banc...
23 January 2023Seeking stability
There are few things more disruptive to the investment management industry than instability. Financial institutions are...
19 January 2023
ECON votes on output floor
ECON votes on output floorThe European Parliament's Committee on Economic and Monetary Affairs (ECON) has voted to apply...
24 January 2023SCI Start the Week - 23 January
Last week's news and analysis Different speeds Legislative advances driving C-PACE momentum Generating impact Banc...
23 January 2023The perils of interest rate risk
Karlis Ulmanis is a portfolio manager at DuPont Capital in Delaware, which has total AUM of $20.1bn. The core fixed inco...
20 January 2023SCI Start the Week - 16 January
SCI ESG Securitisation Awards 2023 The submissions period has opened for the 2023 SCI ESG Securitisation Awards, cover...
16 January 2023Call for additional index granularity
Call for additional index granularitySFA has submitted a letter to Fannie Mae and Freddie Mac in response to their Socia...
13 January 2023
NPL forward flow sale agreed
NPL forward flow sale agreedNPL Markets has acted as advisor to UniCredit on the sale of a portfolio of Italian non-perf...
23 December 2022NPL data templates introduced
NPL data templates introducedThe EBA has launched NPL transaction data templates, aimed at introducing information stand...
19 December 2022Survey suggests improved sentiment
Survey suggests improved sentimentKBRA has published the results of its December survey of European structured finance i...
9 December 2022Irish, UK NPE disposals inked
Irish, UK NPE disposals inked The Bank of Ireland has reached agreements to dispose of p...
9 November 2022Chinese CMBS 'structural deficiencies' eyed
Chinese CMBS 'structural deficiencies' eyedThe recent near-default of a Chinese CMBS issued...
31 October 2022
Fee fears
The mortgage and securitization market has reacted with anxiety to the changes to the Loan Level Price Adjustments (LLPA...
26 January 2023ECON votes on output floor
ECON votes on output floorThe European Parliament's Committee on Economic and Monetary Affairs (ECON) has voted to apply...
24 January 2023Alternative credit acquisitions hit record AUM
Alternative credit acquisitions hit record AUMThe AUM of acquired alternative credit managers hit a record US$326bn acro...
23 January 2023SCI Start the Week - 23 January
Last week's news and analysis Different speeds Legislative advances driving C-PACE momentum Generating impact Banc...
23 January 2023The perils of interest rate risk
Karlis Ulmanis is a portfolio manager at DuPont Capital in Delaware, which has total AUM of $20.1bn. The core fixed inco...
20 January 2023
Market moves Last updated: 13 December 2022
| First Name | Last Name | Company Moved To | Type | New Role |
|---|---|---|---|---|
| Neil | Aggarwal | Reams Asset Management | Asset Management | Portfolio Manager & Head of Structured Products |
| Maria | Bazhanova | Sustainable Fitch | ESG Ratings | Co-head, EMEA, ESG Ratings |
| Wolf | Thiele | Wilmington Trust | Bank | Relationship Manager, CLO and Loan |
| Ana | Perkovic | Wilmington Trust | Bank | Relationship Manager, CLO and Loan |
| Jack | Lindsay | Wilmington Trust | Bank | Relationship Manager, CLO and Loan |
| Jeremy | Edmiston | Wilmington Trust | Bank | Relationship Manager, CLO and Loan |
Events
-
SCI's 7th Annual Risk Transfer & Synthetics Seminar
9 February 2023, New York
-
SCI's 2nd Annual ESG Securitisation Seminar
25 April 2023, London
-
SCI's 9th Annual Capital Relief Trades Seminar
19 October 2023, London
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For information on speaking, sponsorship or attending
Contact David Zaher
or call +44 20 7061 6397
