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Inside MBS & ABS

February 29, 2024

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Bank ABS Holdings Surge in 4Q23, Thanks to BMO

Bank ABS holdings rose unexpectedly in the fourth quarter, but most of the gain came from a portfolio securitization of consumer loans by one institution. (Includes two data tables.) Read More

Investors Showing Strong Demand for MBS and ABS

Attendance at the SFVegas conference this year hit another record. Demand for MBS and ABS is exceptionally strong, with few concerns on the immediate horizon. Read More

SEC Willing to Help Issuers on Conflict Rule Compliance

New prohibitions against conflicts of interest in the MBS and ABS market will take effect in June 2025. But SEC officials are urging industry participants to raise compliance concerns, if any, as soon as possible. Read More

Mortgage REITs Pull Back From MBS Market in 4Q23

Mortgage REITs mostly treaded water in the fourth quarter, although aggregate industry holdings were down slightly from the previous period. (Includes two data tables.) Read More

Non-Agency MBS Improvements Don’t Translate to Scale

Despite significant changes following 2008, the non-agency market still only makes up a small portion of total MBS issuance. Read More

Affordability Driving Some Subprime Out of Auto ABS

Higher vehicle prices and inflation are reducing auto lending to subprime borrowers and lifting the prime sector’s share of ABS issuance. Read More

Conservative Analysts Claim Fed is ‘Technically Insolvent’

If the central bank was required to mark its securities holdings to market, it would be more than $1 trillion in the hole, according to a new research paper. Read More

CMBS Loans With NRA Determinations Increase

The number of loans in commercial MBS with NRA determinations more than doubled in 2023 and is expected to rise again this year. Read More

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