Duration Matters: Semper Capital on GSE CRTs

Semper Capital’s Neil Aggarwal talks Alt Credit Intelligence through the agency credit risk transfers and why they make for compelling opportunities

Semper believes that the Agency Credit Risk Transfer (“CRT”) market continues to be a compelling investment vehicle.  This market offers RMBS investors an opportunity to achieve attractive risk-adjusted returns while accessing various parts of post-crisis mortgage credit and origination.  Through 2017, this asset class was among the top performers in