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UPDATE 1-Santander UK unit launches mortgage-backed bond

Published 02/23/2010, 11:03 AM
Updated 02/23/2010, 11:08 AM

* Securitised deal backed by UK residential mortgages

* Biggest RMBS deal this year without anchor lead

* Follows previous deals by Lloyds, Co-op, Nationwide

By Simon Jessop and Alex Chambers

LONDON, Feb 23 (Reuters) - Alliance & Leicester, a UK unit of Spanish bank Santander, on Tuesday announced a 1 billion pound ($1.54 billion) mortgage-backed bond in a test of the depth of investor demand for securitization.

The residential mortgage-backed securitization (RMBS), to be issued through a special purpose vehicle named Fosse, will be backed by UK mortgages, said a lead banker involved in the deal, and is the first time to market this year for Santander.

Securitization has been the last major debt financing market to fully reopen since the collapse of credit markets.

During the credit market boom, UK banks relied heavily on RMBS for funding and were responsible for nearly half of European RMBS, which reached 287 billion euros in 2007.

Mortgage finance for consumers across Europe, but especially in the UK, has been much harder to source as a result of the closure. This will be the third UK RMBS deal to come to market in 2010, but only one has not had a JP Morgan affiliate "anchoring" the transaction by buying a large proportion of the issue.

Earlier this month, the UK Co-operative Bank launched a 2.5 billion pound deal through its Silk Road Finance Number One vehicle, although 1 billion pounds was pre-sold to JP Morgan.

Ultimately third-party investors only bought 375 million pounds, with the Co-op Bank buying 1.125 billion pounds of which a minimum 750 million pounds would be used for repo with an affiliate of JP Morgan, a banker involved in the sale said.

In January, state-owned Lloyds Banking Group launched a 2.5 billion pound, five-tranche, multi-currency deal that also reopened the U.S. dollar market, which had been shut since mid-2008 because of the credit crunch.

The Alliance & Leicester issue will be in three tranches, including two sterling-denominated and one euro-denominated tranche, the source added, and will be managed by Barclays Capital, Credit Suisse, Deutsche Bank and Santander.

The bond -- which includes 72,227 mortgages with a combined outstanding value of 5.75 billion pounds and a weighted average loan-to-value ratio of 59.25 percent -- will be priced after a roadshow lasting from Feb. 26 to March 3. ($1=.6482 Pound) (Editing by Jane Merriman)

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