April Analysis of Agency Issuance and Prepayments

RiskSpan’s monthly analysis of agency issuance and prepayments revealed several interesting trends with the release of April factor data. Prepayment speeds spiked with almost all coupons showing double-digit jumps. We also examine issuance trends during the first quarter of 2018 as well as difference in characteristics by GSE for two large issuers.   Annual Vintage...ShareTweetShare

March Analysis of Agency Issuance and Prepayments

RiskSpan’s monthly analysis of agency issuance and prepayments revealed several interesting trends with the release of March factor data. Prepayment speeds continued their slowdown across the board with almost all coupons and vintages declining. We also compare “cash window” pools with non-cash pools. Annual Vintage Prepayment Comparison This report shows historical prepayment speeds by vintage and… ShareTweetShare