US ABS – A Month In Review By Market (August 2010)

Agency MBS pass-throughs came under pressure in August after rallying over the past couple of months as lower overall mortgage rates hurt higher coupons. Lower coupon Fannie 30-year To-Be-Announced bonds, namely 4.0’s, 4.5’s rose by 0.50–1.00 pts, but 5.0–6.5’s were lower by anywhere from 0.38–1 pts. Prices for IOS.FN30 dropped across the board, falling by 1.25–3 pts across the various coupons/cohorts.

  • 03 Sep 2010
RMBS Market Commentary
Agency MBS

Agency MBS pass-throughs came under pressure in August after rallying over the past couple of months as lower overall mortgage rates hurt higher coupons. Lower coupon Fannie 30-year To-Be-Announced bonds, namely 4.0’s, 4.5’s rose by 0.50–1.00 pts, but 5.0–6.5’s were lower by anywhere ...

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GlobalCapital European securitization league table

Rank Lead Manager/Arranger Share % by Volume
1 Societe Generale 13.43
2 Rabobank 12.61
3 Morgan Stanley 10.27
4 Barclays 7.86
5 Natwest Markets (RBS) 7.15

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 27 Mar 2017
1 Bank of America Merrill Lynch 18,561.02 56 11.69%
2 Wells Fargo Securities 18,160.90 57 11.44%
3 JPMorgan 12,092.45 38 7.62%
4 Citi 11,878.92 43 7.48%
5 Credit Suisse 9,276.87 26 5.84%