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CMBS

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  • Spreads in the European secondary market for asset-backed securities continue to tighten in line with broader moves in the credit markets, but overall volumes are thin as investor activity slows down for summer.
  • Bayview Financial has tapped Bank of America Merrill Lynch and Wells Fargo to sell $128.2 million in non-performing non-agency residential mortgage-backed securities next week.
  • Bankia exceeded the EUR500 million ($600.57 million) purchase volume for its repeat tender of Bancaja and Caja Madrid residential mortgage-backed securities, meeting market expectations of solid participation.
  • Dutch bank Achmea Hypoteekbank chose to privately place its latest Dutch Mortgage Portfolio Loans (DMPL) residential mortgage-backed securities deal, selling EUR781 million (1.03 billion) of five-year notes through sole lead Deutsche Bank.
  • Fannie Mae is planning to sell nearly $2 billion in non-agency residential mortgage-backed securities issued between 2002 and 2007.
  • Bank of Queensland is gearing up for its first Australian residential mortgage securitization of the year.
  • Investors in Deutsche Annington’s jumbo commercial mortgage securitization German Residential Asset Note Distributor (GRAND) face mixed fortunes as a result of Monday’s bond repayment, according to one noteholder in the deal.
  • The £260m Debussy DTC commercial mortgage securitization — which is backed by a loan secured on Toys R Us’ UK portfolio of retail and distribution units — is understood to have been privately placed.
  • Deutsche Annington Immobilien is set to fully repay noteholders in its German Residential Asset Note Distributor (GRAND) commercial mortgage securitization—the largest-ever European CMBS—on Monday, July 22. Market participants hailed the move as a positive for the European market, though some are wary over how investors may put that money to work while paper remains scarce.