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RMBS

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  • FIG
    Deutsche Bank and Natixis, lead managers on Achmea’s DMPL IX RMBS, have both tranches fully covered, with the ‘A1’ notes 2.2 times subscribed and the ‘A2’ notes 1.5 times subscribed.
  • Fannie Mae 5% coupons could be among the most heavily affected by the Treasury Market Practices Group’s proposed penalty on failed agency mortgage-backed securities transactions, according to James Nimberg, executive director and head of specified trading at Morgan Stanley.
  • FIG
    Leads Deutsche Bank and Natixis have issued guidance on Achmea’s new Dutch RMBS, DMPL IX, with the two year ‘A1’ class at 95bp-100bp and the five year ‘A2’ class at 140bp.
  • About €2.37 billion ($3.38 billion) is new European securitization are out in the market this week. Two residential mortgage-backed trades are being offered along with a rare, French auto asset-backed deal.
  • Northern Rock has placed £546.1 million ($872.5 million) of A2 notes from its Gosforth Funding 2011-1 residential mortgage-backed deal.
  • FIG
    Northern Rock has sold the ‘A2’ notes of its debut RMBS, Gosforth Funding, in a semi-private deal with a margin of 160bp.
  • FIG
    BNP Paribas’s Phedina 2011 RMBS came at levels close to the top programmes in the Dutch market, driven by a large lead order that bought both tranches at the tight end of guidance.
  • Real estate investment trust American Capital Agency (NASDAQ, AGNC) today sold $1 billion in equity, the latest in a string of secondary capital raises among mortgage REITs in the last month.
  • Lower-coupon agency bonds are trading at some of the lowest levels since their inception, Scott Simon, agency mortgage trader at Pacific Investment Management Company, told TS.