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  • U.K. non-conforming residential mortgage-backed securities have been tipped as an attractive play for asset-backed securities investors, offering increasingly compelling return compared to prime paper—despite concerns about the quality of the underlying collateral.
  • The jumbo residential mortgage-backed securities sector faces a greater risk of default than its subprime counterpart, according to Moody’s Investors Service.
  • Barclays Capital is prepping a new issue of residential mortgage-backed securities from its Gracechurch Mortgage Financing vehicle, a year after it restructured the program.
  • U.K. buy-to-let lender Paragon Mortgages is said to have already lined up commitments on most of its public market bonds in a new £150 million ($239.6 million) residential mortgage-backed securitization, Paragon Mortgages No. 16, according to a London-based market official.
  • Prices in Northern Rock’s U.K. residential mortgage-backed securities vehicle Granite, seen as the European securitization market’s bellwether, are staying high despite a slight post-rally drop-off.
  • An attempt by counterparties of MF Global to liquidate some of the broker-dealers non-agency residential mortgage-backed securities is said to have been thwarted by the firm’s bankruptcy filing.
  • Investec has rolled out a £204 million ($327 million) securitization through its Kensington unit.
  • Rabobank’s Dutch mortgage subsidiary Obvion is prepping a EUR700 million ($958.2 million) public offering from its STORM residential mortgage securitization shelf, STORM 2011-IV.
  • Returns for the eight managers of funds under the U.S. Department of Treasury’s Public-Private Investment Program ran negative in the third quarter.