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Shifting investor base drives supply

Post-crisis record highs were set in both the US CLO secondary and primary markets in March. US$15bn...

Read more » CLOs
  • 1 Shifting investor base drives supply

    Post-crisis record highs were set in both the US CLO secondary and primary markets in March. US$15bn of new issuance priced d...

  • 2 Sprawling landscape

    SFR securitisation expands with multi-borrower option
    B2R Finance and FirstKey Lending this month became the first sponsors to launch multi-borrower singl...

  • 3 Stepping out

    European CMBS breaks new ground
    New European CMBS deals are increasingly deviating from the cookie-cutter mould established in the m...

  • 4 Recoveries change RMBS landscape

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


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Latest News

SCI Database Tools

PriceABS Market Colour Last updated: 23 April 2015

Daily prices from US and European secondary market trades:

  • ABSHE 2006-HE2 A3 / 10,700,000 / TALK / RMBS
  • ADAGI III-X SUB / 3,250,000 / TALK / CLO
  • ADAGI III-X SUB / 3,250,000 / CVR / CLO
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ABS/CDO Database Last updated: 24 April 2015

Deals added last week Include:

  • FirstKey Lending 2015-SFR1 / RMBS
  • B2R Mortgage Trust 2015-1 / RMBS
  • WFCM 2015-NXS1 / CMBS

Deal Pipeline Last updated: 24 April 2015

Recent additions include:

  • TBA / $150m / ABS
  • Jamaica Merchant Voucher Receivables Series 2015-1 / $250m / ABS
  • Master Credit Card Trust II Series 2015-1C$766m / ABS
  • VCL 21 / €725m / ABS

CMBS Loan Events Last updated: 24 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
  • BACM 2007-5 / Cypress I
  • THEAT 2007-1 & THEAT 2007-2

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
Bank VTB, JSC SEN -14.79 582.87
Hellenic Telecommunications Organisation SEN -46.80 623.69
OAO Russian Railways SEN -15.02 481.13
Peabody Energy Corporation SEN -19.00 1416.93
Petroleo Brasileiro SA - PETROBRAS SEN -21.81 391.09
Top 5 wideners day-on-day
Beazer Homes USA, Inc. SEN 12.37 445.12
K. Hovnanian Enterprises, Inc. SEN 10.50 631.55
M.D.C. Holdings, Inc. SEN 8.47 153.49
MBIA, Inc. SEN 7.58 513.99
Sanmina Corporation SEN 11.28 238.34

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