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CMBS

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  • Barclays has retained a new issue of U.K. residential mortgage-backed securities from its Gracechurch Mortgage Financing program.
  • Investors in the European Union use far fewer market pricing resources for their positions in asset-backed securitizations, mortgage-backed securitizations and collateralized debt obligations than their U.S. counterparts, according to Principia Partners.
  • Simplification of the commercial mortgage-backed securities market remains the major requirement needed to make it more attractive to investors, Global ABS delegates at the CMBS Solutions panel heard Wednesday.
  • Significant changes have been introduced to the wider European mortgage market by the euro area debt crisis.
  • JPMorgan Chase is leading all banks in issuing commercial mortgage-backed securities.
  • The secondary market continues to remain open and receptive to the Federal Reserve Bank of New York’s asset sales from its Maiden Lane III portfolio, as the central bank prepares to offload another $7.1 billion in legacy collateral this week.
  • Brevan Howard Asset Management is looking to see up to 60% return within two years from a new fund that invests in commercial mortgage-backed securities.
  • Loss severity on U.S. commercial mortgage-backed securities is likely to rise from current levels as special servicers press to liquidate more loans this year and next in poor performing property type and geographies.
  • A failed modification attempt on a single, $470 million loan on a Los Angeles office tower is responsible for a 12-basis-point increase in the delinquency of loans in U.S. commercial mortgage-backed securities to 8.65% in May, according to Fitch Ratings.