The ABS Vegas show attracted more than 6,000 attendees, but few investors appear ready to buy new jumbo MBS.

Treasury counselor Michael Stegman noted that policymakers on both sides of the aisle are dissatisfied with the current status quo regarding Fannie Mae and Freddie Mac.

"My understanding is that FHA is planning on releasing supplemental performance metrics to ‘Neighborhood Watch’ to reduce reliance and focus on just a lender’s compare ratio," said Tim Rood.

Some $2.67 billion of jumbo MBS contributions in 2014 were from unidentified lenders, accounting for 27.1 percent of total issuance.

However, Nationstar, as a master servicer, provides trustees with more than 200 data fields a month regarding loan performance, servicing and more.

Forty-six different lenders contributed to the MBS led by Quicken Loans with a 39.1 percent share...

To bring the ABS to market the credit enhancement on the transaction is a hefty 23.50 percent.

Michael Stegman, a counselor to the Treasury on housing finance policy, said the exercise aims to solve the “chicken-and-egg” issue that some see as holding back non-agency MBS activity.

Two Harbors is a member of the FHLB system via a captive insurance affiliate. The Federal Housing Finance Agency is contemplating snuffing out this avenue of membership...

Two Harbors, a REIT, has been aggregating, on average, $300 million of jumbo mortgages per month.