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Calling it

Euro CLO calls up sharply
More European CLOs have been called already this year than in any previous full year. This is due to...

Read more » CLOs
  • 1 Calling it

    Euro CLO calls up sharply
    More European CLOs have been called already this year than in any previous full year. This is due to...

  • 2 CLO refis racking up

    US CLOs are being refinanced in ever greater numbers as the risk retention deadline draws nearer. While regulatory compliance...

  • 3 Embedding liquidity

    eBond Advisors co-founder and managing partner Richard MacWilliams and ceo Bryan Jennings answer SCI...
    Q: How and when did eBond Advisors become involved in the derivatives markets? RM: Mac McQuown an...

  • 4 Rock out?

    Granite buyer could take RMBS exit
    The UK government's desire to sell the mortgage loans it acquired bailing out Northern Rock R...


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SCI Database Tools

PriceABS Market Colour Last updated: 1 May 2015

Daily prices from US and European secondary market trades:

  • AFIN 2013-4 A2 / 25,000,000 / TALK / ABS
  • AFIN 2014-1 A2 / 25,000,000 / TALK / ABS
  • AHM 2007-1 GA1C / 17,100,000 / TALK / RMBS
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ABS/CDO Database Last updated: 1 May 2015

Deals added last week Include:

  • Benu Capital / Insurance ABS
  • Claris Lease 2015 (retained) / Lease ABS
  • FirstKey Lending 2015-SFR1 / RMBS

Deal Pipeline Last updated: 1 May 2015

Recent additions include:

  • COMM 2015-CCRE23 / $1.37bn / CMBS
  • Madison Park Funding XVII / $813.605m / CLO
  • CarMax Auto Owner Trust 2015-2 / $1bn / ABS
  • Crown Castle Towers Series 2015-1 / CMBS

CMBS Loan Events Last updated: 1 May 2015

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

  • JPMCC 2003-ML1 / High Ridge Center
  • JPMCC 2006-CB16 / Gainesville Towne Center
  • EMC VI / Henderson 7 (Cluster 4 & 5)
  • EMC VI / Henderson 5 (Bardowick)

CDO Manager Transfer Database Last updated: 29 April 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
AK Steel Corporation SEN -12.03 871.60
DPL Inc. SEN -12.34 310.29
Freeport-McMoRan Inc SEN -15.29 230.82
Transocean Inc. SEN -14.49 677.69
Vnesheconombank SEN -15.05 603.54
Top 5 wideners day-on-day
Abengoa S.A. SEN 26.09 988.35
Avon Products, Inc. SEN 19.02 562.88
Grupo Isolux Corsan Finance B.V. SEN 23.31 866.97
MBIA, Inc. SEN 20.70 550.41
Russian Agricultural Bank SEN 21.87 567.75

Source: Fitch Solutions

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Job Swaps Last updated: 13 April 2015

First Name Last Name Company Moved To Type New Role
Kenneth Kencel Churchill Asset Management Asset Management President & CEO
Alison Higgs Pepper UK Asset Management Head of Commerical Loan Servicing
Christopher Trifilio HAS Capital Commercial Real Estate Managing Director, Investment Management
Julian Weldon CIFC Asset Management Head of Corporate Strategy
Sonny Abassi Lender Service Provider Lending Services Provider Chief Compliance Officer
Stephen Jones Premium Point Investments Asset Management Managing Director, Investments
Julie Caperton Wells Fargo Bank Head of Corporate Development
Vanessa Bradford RBS Bank Senior Sales Person, Asset-backed Product Sales
Colin Webb Commerzbank Bank Director, Financials Trading Team