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CMBS

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  • European securitized paper is continuing to attract money despite falling trading volumes, according to London-based Chenavari Investment Managers, whose Toro Capital IA securitization fund turned over 10% of its portfolio to score a 3.21% return last month.
  • Paul Scialla, co-head of U.S. interest rate products cash trading at Goldman Sachs and the bank’s one-time head of U.S. mortgage pass-through trading, has left the firm along with his brother, Peter Scialla, head of U.S. volatility trading.
  • Credit Suisse’s pan-European commercial mortgage securitization Titan Europe 2006-3 has seen its three senior tranches downgraded by Moody’s Investors Service, as analysts predict “very large” losses on the remaining underlying pool.
  • Credit Suisse’s pan-European commercial mortgage securitisation Titan Europe 2006-3 has seen its three senior tranches downgraded by Moody’s, as analysts predict “very large” losses on the remaining underlying pool.
  • Piper Jaffray & Co. is said to be picking up two executives from Gleacher & Co.’s mortgage-backed securities and rates division.
  • Market players are buzzing that a $417.3 million American Money Management Corp. collateralized loan obligation is the final CLO contract for arranging bank UBS.
  • Dutch residential mortgage-backed issuance is expected to outstrip the historically larger U.K. prime RMBS market this year, London-based securitization bankers said.
  • Losses are expected to reach €170m-€180m for the Countrywide Kaufland loan in the Epic (Drummond) synthetic CMBS, according to Barclays CMBS analyst Christian Aufsatz. The forecast means even class ‘A’ noteholders face the prospect of suffering principal losses.
  • Investors on both sides of the Atlantic are ramping up their interest in German multi-family CMBS, driving spreads for senior bonds in Grand (German Residential Asset Note Distributor) back to par. However, Deutsche Bank could beat any new German multi-family supply to market with a new Chiswick Park CMBS.