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Recoveries change RMBS landscape

Investors can find value in non-investment grade senior and mezzanine Spanish RMBS bonds, particular...

Read more » RMBS
  • 1 Recoveries change RMBS landscape

    Investors can find value in non-investment grade senior and mezzanine Spanish RMBS bonds, particularly as recoveries switch d...

  • 2 Risk retention views polled

    Among respondents to JPMorgan's 2Q15 CLO client survey, it is generally felt that only a minority of CLO managers have a clea...

  • 3 Two-tone CMBS

    SASB popularity grows as conduit concerns continue
    With around US$14bn of new issuance hitting the market last quarter, the single-asset/single-borrowe...

  • 4 SCI Start the Week - 20 April

    A look at the major activity in structured finance over the past seven days
    Pipeline The number of deals joining the pipeline was steady last week, with more RMBS than the wee...


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SCI Database Tools

PriceABS Market Colour Last updated: 20 April 2015

Daily prices from US and European secondary market trades:

  • AFIN 2014-1 A2 / 1,000,000 / CVR / ABS
  • ALESC 10A A1 / 5,000,000 / TALK / CDO
  • ALESC 10A A1 / 5,000,000 / TALK / CDO
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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: 21 April 2015

Recent additions include:

  • Bluestep Mortgage Securities No.3 / RMBS
  • Flexi ABS Trust 2015-1A$210m / ABS
  • HERO Funding Trust 2015-1 / $240m / ABS
  • STACR 2015-DNA1 / $720m / RMBS

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
AK Steel Corporation SEN -10.49 909.73
Development Bank of Kazakhstan SEN -12.62 337.71
Parker Drilling Company SEN -23.04 669.45
SunGard Data Systems Inc. SEN -15.15 258.23
Windstream Corporation SEN -10.38 429.30
Top 5 wideners day-on-day
Grupo Isolux Corsan Finance B.V. SEN 15.07 810.07
Levi Strauss & Co SEN 8.53 230.35
OJSC GAZPROM SEN 9.60 490.04
OJSC Rosneft SEN 9.86 546.11
Royal Caribbean Cruises Ltd. SEN 9.03 169.59

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