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CMBS

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  • Credit default swap spreads on U.S. agency mortgage-backed securities widened to their highest level since September 2009 on concerns that agency MBS sales could surge if U.S. sovereign debt is downgraded.
  • Aston Asset Management’s New ASTON/DoubleLine Core Plus Fixed Income Fund is planning to invest in mortgage-backed securities among other asset classes.
  • Bank of America-Merrill Lynch is said to be considering a sale of some $40 billion of mortgage-servicing rights linked to loans issued by Freddie Mac.
  • Broker-dealer Kellner DiLeo has hired Robert Egan as senior v.p. and global head of international securities lending.
  • The percentage of loans paying off on their balloon date improved in June by 7 points to 42.4%, well above the previous 12-month average of 39.6%, according to Trepp.
  • An estimated one-quarter of loans modified through Citigroup’s private programs have redefaulted over the past two years, according to John Gerspach, the bank’s cfo.
  • Robert Bostrom, the executive v.p., general counsel and corporate secretary for Freddie Mac, is jumping to private practice and will start work at SNR Denton in mid-August.
  • ABN Amro has launched a EUR 10 billion ($14.1 billion) issue of Dutch residential mortgage-backed securities from its new Fishbowl Master Issuer vehicle, a structure that will be tapped solely to retain deals, according to Werner Groenendijk, head of asset-based funding at ABN Amro in Amsterdam.
  • West Bromwich Building Society has postponed the marketing of its Kenrick No. 1 U.K. residential mortgage-backed securitization due to volatility in the Euro zone.