Comments (6)

Jun 20, 2017

there are a few out there, odeon, baycrest have mbs desks.

    • 1
Jun 20, 2017

Can someone run over the difference between structuring CMO's vs trading pools/IO's?
Seems that the first is more of a brainteaser problem while the second is more flow/news/technical trading job

Jun 20, 2017

I mean the only thing that makes a CMO characteristic compared to your typical agency is the principal prepayment safety in lower traunches. I.e. if prinicpal prepayments exceed the sum of your coupon payments then the excess principal prepayments get paid out to the highest traunche in the structure. Trading MBS's is going to be heavily based around regional statistics, pool characteristics, and the macro rate environment.

Jun 21, 2017

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Jul 10, 2017

Barclayhedge.com has lists of different funds by what they work with and their returns. Are you speaking of agency or non-agency and other structured credit?

Candlewood
1William
Good Hill Partners
Marinus
DoubleLine and PIMCO will trade MBS

Jun 25, 2019
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