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RMBS

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  • Goldman Sachs, Barclays Capital, Bank of America and Credit Suisse are expected to make a bid for the $7 billion of American International Group mortgage-backed securities now held by the Federal Reserve of New York.
  • Santander priced the first U.K. residential mortgage-backed deal of the year, Holmes 2012-1, late Wednesday afternoon.
  • The low level of completed foreclosures in prime Dutch residential mortgage-backed securities is putting greater pressure on collateral performance, according to Fitch Ratings.
  • FIG
    JP Morgan has added a ¥20bn three year yen tranche to Santander UK’s Holmes 2012-1 RMBS – the first yen tranche in a UK RMBS since Lloyds Banking Group’s Arkle deal in October 2010.
  • Banco BPI’s tender offer on a number of its residential mortgage-backed bonds has produced fewer buy-backs than expected, market officials in London said.
  • Redwood Trust is preparing to tap the residential mortgage-backed securities market with the first U.S. private-label RMBS of the year: Sequoia Mortgage Trust 2012-1.
  • FIG
    Royal Bank of Scotland launched a credit card ABS on Wednesday to price Friday, hitting the market ahead of Santander UK’s hotly anticipated market opening RMBS, Holmes 2012-1. Dutch issuers are also close behind, with Rabobank subsidiary Obvion launching an extensive roadshow.
  • The success rate of mortgage servicers to stem investor losses on seriously delinquent loans in residential mortgage-backed securities varies greatly from firm to firm, according to Standard & Poor’s.
  • FIG
    Santander UK is injecting another £4.5bn of collateral into the Holmes master trust to coincide with the new issue, Holmes 2012-1. The new collateral will give the trust the headroom to issue a vast deal, bigger even than Fosse 2011-1.