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Inside MBS & ABS

March 12, 2020

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Coronavirus Carnage Continues. Will the Fed Start Buying MBS?

Thanks to the spread of the coronavirus, markets became unglued this week as stock prices plummeted. Meanwhile, Treasury yields fell while mortgage rates actually increased. Confused? Welcome to the club. Read More

Issuance of Non-Agency MBS and ABS Slows with Market Turmoil

Issuance of non-agency MBS and ABS is still being completed, but at a slower pace. Spreads have widened for new deals along with trading in the secondary market. Read More

REIT MBS Holdings Grow Slightly in Final Lap of 2019

Industry-wide holdings of residential MBS were steady in the fourth quarter, but several REITs shifted their focus to non-agency MBS and other investments. (Includes data chart.) Read More

Japan Top Foreign Investor in U.S. MBS/ABS in 2Q19

Foreign investors boosted their holdings of U.S. agency MBS by 13.4% from June 2018 to the middle of last year, with big gains posted by Japan and China. (Includes data chart.) Read More

Fed May Need to Buy More Than Treasuries and MBS

Since the financial crisis, the Fed’s main policy tool has been to lower interest rates by purchasing Treasuries and agency MBS. However, with rates on these securities at record lows, this strategy may no longer work. Read More

CLOs Exposed to Industries Vulnerable to Coronavirus Risks

Coronavirus-related risks for certain industries represent a significant danger to the U.S. collateralized loan obligations market, but diversification and liquidity buffers may help absorb the immediate impact. Read More

Reforms Suggested to Attract Investors to Non-Agency MBS

A longer statute of limitation and increased disclosure requirements could help attract long-term investors in the MBS and ABS market, industry experts recommend. Read More

GSEs Accelerate Multifamily CRT

Freddie has priced in excess of $8 billion in multifamily CRT so far in 2020 while Fannie has added more than $10 billion of MCIRT. Read More

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