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...