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RMBS

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  • Paris-based Lyxor Asset Management has launched a credit strategy fund that accesses event-driven and credit-oriented strategies across multiple asset classes, including agency residential mortgage-backed securities, as set out by Canyon Capital Advisors.
  • The future of the Federal Housing Financing Agency’s plans for risk-sharing securitizations from Fannie Mae and Freddie Mac have gotten murkier since last autumn.
  • Lloyds Bank has retained £1.75 billion ($2.67 million) of residential mortgage-backed securities from its Permanent master trust ahead of a £1.1 billion ($1.68 billion) redemption of Permanent 2006-1 Series 6 RMBS on April 15.
  • Lloyds has retained £1.75bn of RMBS from its Permanent master trust ahead of a £1.1bn redemption of Permanent 2006-1 Series 6 RMBS on April 15.
  • Dutch firm F van Lanschot Bankiers enjoyed strong demand for its reoffered Dutch residential mortgage securitization, Citadel 2010-II, and priced the deal on Thursday afternoon.
  • Obvion has mandated JPMorgan and Rabobank for a new issue of prime Dutch residential mortgage-backed securities from its STORM program.
  • A small bid list of prime short-dated dollar-denominated UK residential mortgage-backed securities traded on Wednesday, which a London-based ABS trader described as a "good execution".
  • Dutch firm F van Lanschot Bankiers plans to price Citadel 2010-II, an existing Dutch residential mortgage securitisation it had retained in 2010, on Friday.
  • Dutch firm F van Lanschot Bankiers attracted €1.125bn demand for its reoffered Dutch residential mortgage securitisation, Citadel 2010-II, which priced on Thursday afternoon.