Glenn M. Schultz

Glenn Schultz has over 25 year of securitization experience. He has worked on the research and securtization teams of Banc One Capital Markets, LLC, JP Morgan, Wachovia and Well Fargo Securities, LLC. His primary expertise is the securitization of Mortgage and Consumer Asset Backed Securities. While at Banc One, Glenn co-headed the residential ABS securitization business where he was awarded the 2003 IDD/ASR most innovative ABS transaction of the year. He served as the Head of Consumer ABS and Mortgage Research for Wells Fargo Securities where he led the Consumer ABS research team to a top 5 institutional investor all star ranking and a top 5 non-agency prepayment strategy ranking. Glenn is the founder of Bond Lab Technologies, Inc. His philosophy is straightforward, mortgage and asset backed securities are not too difficult to understand - once you master their complexities. In fact, all the data and models needed to successfully manage a portfolio of mortgage and asset backed securities are freely available via open source data and computing. Since 2013 Glenn has worked on developing Bond Lab an open source program for the analysis and management of mortgage and asset backed securities.

The analytic and valuation models presented in Investing in Mortgage Backed and Asset Backed Securities Using R and Open Source Analytics were performed using Bond Lab and open source mortgage performance data provided by FNMA, FHLMC, and GNMA.

The version of Bond Lab used to write the book is available on the Wiley site. The most recent version of Bond Lab is available on its github site https://github.com/glennmschultz/BondLab. please note that I am in process of refactoring the structuring tool to make the payment rules "human readable" and readers cannot replicate the structure securities examples in the book with the github version.