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SFR market moves east

While the single-family rental securitisation market continues to grow, the profile of the underlyin...

Read more » RMBS
  • 1 SFR market moves east

    While the single-family rental securitisation market continues to grow, the profile of the underlying properties is changing....

  • 2 Expanding horizons

    China seeking fresh growth opportunities
    The Chinese securitisation market continues to show promising signs of growth. The authorities are n...

  • 3 SCI Start the Week - 18 May

    A look at the major activity in structured finance over the past seven days
    Pipeline It was another active week for the pipeline. At the final count there were 13 new ABS, one...

  • 4 Finding solutions

    Slowing SLABS payments prompts intervention
    Slower borrower pay-downs have increased the risk of default for a number of FFELP student loan ABS...


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SCI Database Tools

PriceABS Market Colour Last updated: 28 May 2015

Daily prices from US and European secondary market trades:

  • ABFC 2006-HE1 A1 / 203,200,000 / TALK / RMBS
  • ACE 2005-HE7 M2 / 23,916,000 / CVR / RMBS
  • AFC 2000-1 2A / 128,000,000 / CVR / RMBS
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ABS/CDO Database Last updated: 29 May 2015

Deals added last week Include:

  • MSG 2015-ALDR / CMBS
  • Master Credit Cards Pass Compartment France 2015-1 / Consumer/credit card ABS
  • Dilosk RMBS No. 1 / RMBS

Deal Pipeline Last updated: 29 May 2015

Recent additions include:

  • TCF Auto Receivables Owner Trust 2015-1 / $425m / ABS
  • Huntington Auto Trust 2015-1 / $750m / ABS
  • Hyundai Auto Lease Securitization Trust 2015-B / $747.76m / ABS
  • Mortgage Agent Vozrozhdenie 4RUB3bn / RMBS

CMBS Loan Events Last updated: 29 May 2015

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

  • EURO 23 & EURO 28 / H&B Portfolio II
  • EURO 28 / Babcock
  • MESDG CHAR / Dutch Offices I & II, TOR & Derrick
  • ECLIP 2007-1 / Amsterdam Place

CDO Manager Transfer Database Last updated: 21 May 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
CenturyLink, Inc SEN -5.91 230.46
Noble Corp SEN -7.26 337.21
Sharp Corporation SEN -44.76 746.98
Time Warner Cable Inc. SEN -12.01 132.48
Toshiba Corporation SEN -10.06 89.35
Top 5 wideners day-on-day
Cablevision Systems Corporation SEN 12.55 285.28
CSC Holdings LLC SEN 20.17 241.73
OAO Russian Railways SEN 14.08 418.88
OJSC GAZPROM SEN 13.83 415.96
OJSC Rosneft SEN 15.08 478.01

Source: Fitch Solutions

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Latest jobs

Job Swaps Last updated: 11 May 2015

First Name Last Name Company Moved To Type New Role
Ira Powell Kroll Bond Rating Agency (KBRA) Ratings Agency Chief Credit Officer
Bill Bowers Winston & Strawn Law Firm Chair of Transportation Structured Finance
David Heilbrunn Fifth Street Asset Management Asset Management Managing Director & Member of Management Committee
Peter McGahan SG Bank Deputy Head of Global Markets in the Americas
Yann Garnier SG Bank Deputy Head of Global Markets in Asia
David Escoffier SG Bank Head Supervisor of Sales
Marc Saffron SG Bank Head of Engineering
Arie Boleslawski SG Bank Deputy Head of Trading
Guillaume Buathier SG Bank Deputy Head of Trading