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Inside MBS & ABS

March 10, 2022

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REITs Scale Back Agency MBS, Lean to Non-Agency

Mortgage REITs reported declines in their holdings of agency MBS during 2021, but diverse mortgage-related investments continued to grow. (Includes data chart.) Read More

GSE CRT Issuance Declines in 2021 Despite Fannie’s Return

Fannie resumed issuing credit-risk transfer notes in October after a long break. Still, GSE CRT issuance couldn’t match 2020’s volume. (Includes data chart.) Read More

Secondary Market Demand is in Flux for Non-QMs

Spreads on MBS involving non-qualified mortgages have widened due to rising interest rates and excess supply. However, demand is on the rise again as new buyers are entering the space. Read More

Incenter Adds a Due Diligence Component: Edgemac

A provider of due diligence and document management services, Edgemac has a new owner: Incenter, a Blackstone “portfolio” company. The target: non-QM and jumbo securitizations and maybe a whole lot more. Read More

SFA Seeks Consensus on ESG Disclosure Framework

The Structured Finance Association is seeking input from its members as it works to develop consistent disclosure frameworks for MBS and ABS that highlight their environmental, social and governance features. Read More

Chain Restaurants Continue to Tap Whole-Business ABS

Jimmy John’s and Wingstop are on the menu in the latest round of whole-business securitizations. Read More

Fed Winds Down Net MBS Purchases

The aching question: How far and how fast will the FOMC go in allowing its portfolio of agency securities to run off? Read More

House Spending Package Includes Bill Addressing LIBOR Transition

The bill seeks to address the transition of “tough legacy” contracts away from the London Interbank Offered Rate. Read More

Grapevine: Russia-Ukraine War Has Minimal Impact on ABS

The performance of MBS and ABS isn’t expected to be directly impacted by the fallout of Russia’s invasion of Ukraine in the near term; prepayment rates on agency MBS declined in February. Read More

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