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ABSPP rethink proposed

While the ECB's ABSPP has brought benefits to the market, it has also underwhelmed. Increasing trans...

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  • 1 ABSPP rethink proposed

    While the ECB's ABSPP has brought benefits to the market, it has also underwhelmed. Increasing transparency could do more to...

  • 2 Growing appetite

    US managers targeting CLO-hungry Europeans
    US CLO managers are tapping strong demand from European investors for CRR-compliant paper. The origi...

  • 3 SCI Start the Week - 13 April

    A look at the major activity in structured finance over the past seven days
    PipelineSeveral deals were added to the pipeline last week as the market started up again after the...

  • 4 CMBS market cuts froth

    Despite accelerating last month, US CMBS 2.0 B-piece BWIC volumes remain significantly lower than they were this time last ye...


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Latest News

SCI Database Tools

PriceABS Market Colour Last updated: 16 April 2015

Daily prices from US and European secondary market trades:

  • ACASC 2013-2A A1A / 500,000 / TALK / CLO
  • AIMCO 2014-AA A / 3,200,000 / TALK / CLO
  • AIREM 2004-1X 3D1 / 5,500,000 / CVR / RMBS
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ABS/CDO Database Last updated: 17 April 2015

Deals added last week Include:

  • Invitation Homes 2015-SFR2 Trust / RMBS
  • MSBAM 2015-C22 / CMBS
  • Palmer Square CLO 2015-1 / CLO

Deal Pipeline Last updated: 17 April 2015

Recent additions include:

  • STACR 2015-DNA1 / $720m / RMBS
  • Everglades Re II Series 2015-1 / $250m / ILS
  • Ford Credit Auto Lease Trust 2015-A / $1.126bn / ABS
  • Jackson Mill CLO / $352m / CLO

CMBS Loan Events Last updated: 17 April 2015

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

  • JPMCC 2003-ML1 / High Ridge Center
  • JPMCC 2006-CB16 / Gainesville Towne Center
  • MLCFC 2006-4 & JPMCC 2006-LDP8 / Park La Brea Apartments
  • MLCFC 2006-4 / Sahara Pavilion North

CDO Manager Transfer Database Last updated: 13 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
JSC Kazkommertsbank SEN -38.02 769.69
MBIA Insurance Corporation SEN -28.70 1301.51
Noble Corp SEN -8.15 382.57
Weatherford International Ltd SEN -7.67 288.43
Windstream Corporation SEN -18.96 439.49
Top 5 wideners day-on-day
Abengoa S.A. SEN 30.44 885.62
Advanced Micro Devices, Inc. SEN 21.12 605.83
Hellenic Telecommunications Organisation SEN 23.85 610.69
Peabody Energy Corporation SEN 19.28 1453.11
Portugal Telecom International Finance BV SEN 25.50 533.94

Source: Fitch Solutions

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Latest jobs

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