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RMBS

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  • Angel Oak Capital Advisors, an Atlanta-based investment and advisory company, has launched a fund specializing primarily in private label legacy mortgage-backed securities and also commercial mortgage-backed securities.
  • Secondary market activity in European securitization continues to be dominated by bids-wanted-in-competition, with several lists emerging midweek from hedge funds looking to lighten up books and take some profit.
  • After toying with the idea of structuring a swap-free deal, SNS Bank’s new Hermes RMBS not only includes a swap but it has also been structured with a fixed rate ‘A3’ tranche designed to ensure investors are fully paid before the bonds are called.
  • Investec’s legacy non-conforming RMBS, Residential Mortgage Securities 26, has been priced at par and comfortably inside its Gemgarto non-prime deal in April, demonstrating investors’ greater risk appetite in ABS.
  • Europe’s securitization market could be edging a step closer to seeing non-AAA rated senior tranches in some deals.
  • A flurry of Dutch primary residential mortgage-backed securities is expected to follow on the heels of SNS Bank’s forthcoming issue from its HERMES program.
  • Investec Capital Markets will launch and price its widely watched securitization of non-conforming U.K. mortgages, Residential Mortgage Securities 26, on Wednesday.
  • Yorkshire Building Society has signalled its support for the U.K. residential mortgage securitization market with a forthcoming £1 billion ($1.62 billion) sophomore trade from its prime U.K. residential mortgage securitization program, Brass.
  • Yorkshire Building Society’s upcoming roadshow for Brass RMBS No.2 is raising hopes that tight spreads will tempt ABS issuers to public markets, despite the availability of cheap central bank funding.