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Duration changes weighed

US CLO structures that experiment with duration parameters are emerging ahead of the risk retention...

Read more » CLOs
  • 1 Duration changes weighed

    US CLO structures that experiment with duration parameters are emerging ahead of the risk retention effective date. A recent...

  • 2 CMBS workout pattern shifts

    European CMBS loans worth more than €5bn have exited special servicing since January 2014, while new additions have...

  • 3 Countrywide appeal approved

    The Appellate Division of the New York Supreme Court yesterday approved the Countrywide trustee's proposed US$8.5bn rep and w...

  • 4 Stricter eligibility causes casualties

    The ECB has removed 11 Spanish bonds from its repo-eligible ABS bond list due to non-compliant payment waterfalls following e...

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SCI Database Tools

PriceABS Market Colour Last updated: 5 March 2015

Daily prices from US and European secondary market trades:

  • AFIN 2013-3 A3 / 13,230,000 / TALK / ABS
  • ALLYA 2012-3 A4 / 15,000,000 / CVR / ABS
  • ALLYA 2012-3 A4 / 15,000,000 / TALK / ABS
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ABS/CDO Database Last updated: 6 March 2015

Deals added last week Include:

  • SMART ABS Series 2014-3PP Trust / Auto lease ABS
  • Madison Park Funding XVI / CLO
  • Apollo Series 2015-1 Trust / RMBS

Deal Pipeline Last updated: 6 March 2015

Recent additions include:

  • American Credit Acceptance Receivables Trust 2015-1 / $219.3m / ABS
  • Drive Auto Receivables Trust 2015-A / $712m / ABS
  • GreatAmerica Leasing Receivables Funding Series 2015-1 / $453.53m / ABS
  • Michigan Finance Authority Series 2015-1 / $302.6m / ABS

CMBS Loan Events Last updated: 6 March 2015

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

  • EURO 28 / Babcock French Portfolio
  • WINDM VII / Nordostpark
  • CGCMT 2007-C6
  • LBUBS 2007-C2, LBUBS 2007-C7, LBUBS 2008-C1 & JPMCC 2013-WT / Willis Tower

CDO Manager Transfer Database Last updated: 9 February 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 -17.45 839.61
Hellenic Telecommunications Organisation SEN -18.86 365.33
Novafives SEN -30.98 331.79
OJSC GAZPROM SEN -16.67 639.86
Wind Acquisition Finance S.A. SEN -21.32 256.60
Top 5 wideners day-on-day
AES Corporation (The) SEN 14.18 283.84
AK Steel Corporation SEN 17.47 899.61
Evraz Group S.A. SEN 24.59 935.13
Peabody Energy Corporation SEN 24.50 855.98
Weatherford International LLC SEN 18.98 294.61

Source: Fitch Solutions

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Job Swaps Last updated: 22 February 2015

First Name Last Name Company Moved To Type New Role
Ted Nasca Greystone Bank Managing Director
Alex Campbell Standard Life Investments Investment Management Investment Director, Infrastructure Debt
Marianne Froude Standard Life Investments Investment Management Investment Analyst, Infrastructure Debt
Kevin Huang Huang & Associates Analytics (HAA) ILS Valuations Chief Executive Officer
Bashar Al Natoor Fitch Ratings Agency Global Head of Islamic Finance
Marc De Moor Venn Partners Credit Asset Management Head of Residential Mortgage Origination Platform
Elliot Hinds Crowell & Moring Law Firm Partner, Energy & Corporate
Spencer Potts CIFC Asset Management Head of Business Development
Gianluca Bacchiocchi Clifford Chance Law Firm Partner, Banking & Finance Practice, Americas