Better Relative Value in Structured Products vs Corps: Wells
(Bloomberg) -- Credit-oriented structured products continue to offer lower spread volatility, and, in some cases, wider spreads than corporate bond alternatives, Wells Fargo analysts Marielle Jan de Beur and Gary Zhu write in research note.
- “We continue to see better relative value in structured products vs. corporate bond alternatives”
- Spread levels remain attractive, which bodes well for near-term outperformance of the sector
- In terms of spread tightening, CMBS outperformed other comparably rated securities in July
- Increased spread tightening in non-agency CMBS likely prompted some profit-taking in the latter half of July
- Spreads on floating-rate assets tightened across the board in July
- Subordinated assets outperformed AAA bonds
- In July, ABS, CLOs and CMBS investors were net buying in below-investment-grade securities, while reducing IG exposures
- Investors’ net selling in below-IG RMBS exceeded the net purchases for the first time this yr as dealers digested secondary supply
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HALISTER1Source: BFW (Bloomberg First Word)
People Gary Zhu (Wells Fargo & Co)
Marielle Jandebeur (Wells Fargo & Co)
Topics Key Comm. Real Estate News
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