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Inside MBS & ABS

June 11, 2026

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REITs Boost MBS Holdings, AGNC Rises to Top Investor

Annaly Capital Management slipped to second in REIT agency MBS investors as it diversifies into MSR and non-agency. AGNC Investment rose to the top, focused almost exclusively on agency MBS. (Includes two data tables.) Read More

Demand for Non-Agency MBS Exceptionally Strong

The yield curve is helping to drive up demand for non-agency MBS. And rising delinquencies aren’t much of a concern for investors. Read More

Bank CLO Holdings Drop Slightly in Early 2026

Analysts at Bank of America Global Research suggest that proposed changes to regulatory capital requirements could spur more bank CLO investment. (Includes one data table.) Read More

Prepayment Penalties Appeal to Non-Agency Investors

The fees for early payoffs are only available for non-owner-occupied loans. The convexity profile they create for non-agency loans makes them attractive to MBS investors. Read More

MCT Executes First AI-Driven TBA Trade

The automated AI trade included a $3 million to-be-announced deal that went to a competitive auction across all dealers, and two $500,000 trades that were routed to dealers selected by Pike Creek Mortgage. Read More

Variety of Risks Seen in Non-Agency Market

Investors aren’t tiering issuers/deals, fraud is a risk with cash-out DSCR mortgages, jumbos in expanded-credit MBS prepay faster than traditional expanded-credit mortgages and investors are getting aggressive with bids for GSE-eligible mortgages. Read More

Private Market Players Looking for Structured Deals

A flood of investor capital is driving the transformation of relatively illiquid credit portfolios into more liquid structured transactions that can fetch better ratings. Read More

Banks Issue CRT Deals With Mortgages, Auto Loans

Three new credit risk transfer deals from banks covered a variety of loan types. Read More

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