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Bloomberg: Mortgage indicators ring alarms as spreads near post-subprime highs

Background
Worsening conditions in the U.S. mortgage-backed securities market are doing little to ease fears over financial contagion. Demand for home purchases and refinancing continued to take a hit last month, as U.S. mortgage rates increased to their highest levels since November. For many potential buyers, the near-record amount of rental apartments available is becoming increasingly attractive.

MBS current-coupon yield spreads over Treasuries are near the highest level since the 2008 subprime crisis as economic and political concerns weigh on performance, writes Bloomberg Intelligence strategist Erica Adelberg in a BI Chart Book. Mortgage-related exchange-traded funds are seeing outflows, even as overall bond funds‌ enjoy inflows. Applications for loans are near 25-year lows as the housing market languishes. Meanwhile, the U.S. housing market is suffering from a shortage of available properties, including ‌homes that are affordable for buyers who earn an income up to $75,000.

The environment has also created unique opportunities. Dawn Fitzpatrick, chief investment officer of Soros Fund Management, pointed to the valuations of agency MBS. “Two-thirds of your current holders — it’s central banks and banks — have turned into sellers,” she said.

US Mortgage Rates Rise to Near Seven-Month High of 6.91%

 

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