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Inside MBS & ABS

August 15, 2019

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Mortgage REITs Up Agency MBS Holdings Again in 2Q19

A group of 15 top mortgage REITs increased its agency MBS portfolio by $20.9 billion during the second quarter of 2019, although non-agency MBS investment slipped modestly. Read More

GSE Credit-Risk Transfer Deals Slowed in 2Q. However…

New issuance of credit-risk debt notes by the GSEs fell 25.5% sequentially in the second quarter, but surging MBS production in recent months will likely spur increased CRT activity in the second half of the year. Read More

Stock Market is Unpredictable, but REITs Keep Issuing New Shares

Mortgage-investing REITs continue to tap the equities market. And it’s occurring at an odd time: The Dow Jones Industrial Average is gyrating like a drunken puppet. Read More

Demand for Non-Agency MBS Sparks Innovation

Noting strong demand for non-agency MBS, issuers are getting creative with the types of loans they package into deals. JPMorgan, Credit Suisse, Angelo Gordon and Goldman Sachs are all entering new sectors. Read More

CLO Risks May Rise Sharply in Downturn

The leveraged loan and CLO markets have more than doubled since the financial crisis. They pose risks in a downturn, rating services warn. Read More

DCR Loan Securitizations Potential Profit Centers for Investors

Investment property loans underwritten to cash flows generated through rental income are starting to draw investor attention. Read More

The March to Negative Interest Rates

Negative interest rates in Europe’s bond market may signify a change in how European banks work. Will the U.S. also see negative rates? Read More

Calabria Says LIBOR’s Days Are Numbered

Fannie and Freddie will shift to an averaged version of SOFR before the publication of the scandal-ridden LIBOR ceases. Read More

Countrywide MBS Lawsuit May Set a Precedent

Investors in interest-only tranches of Countrywide MBS are seeking to change the way payments are calculated. Read More

Mortgage Grapevine: Fear and Loathing in Prepayment Land / A CPR of 70%?

It's all about prepayment speeds these days. Look out below, MBS investors? Read More

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