Residential MBS investors say that, rather than publish a social index for their MBS, the GSEs should just disclose the data that goes into making that index.

Spreads on the latest Connecticut Avenue Securities tightened — a sign, perhaps, that Fannie won’t have to pay investors such a high premium to share credit risk.

FHFA expands the radon mitigation responsibilities of Fannie and Freddie, but doesn’t go as far as HUD.

The delinquency rate on loans in agency MBS increased gradually between March and September, then spiked during the fourth quarter. (Includes data chart.)

Last year was a barn-burner for MSR sales. But so many nonbanks need to sell this year that too much supply has resulted in weaker pricing. What’s a mortgage banker to do?

Fannie and Freddie will institute their own models for assessing the values of MSRs held by seller/servicers, even if those MSRs are for mortgages not owned or guaranteed by the GSEs.

A congressionally mandated update to the Internal Revenue Service’s Income Verification Express System is causing some alarm among mortgage trade representatives. The update was meant to save time by moving the system from a fax-based process to a real-time, digital one.

For several quarters now, commercial banks have been hanging onto underwater non-QMs originated by their warehouse clients because a sale or securitization would blow a hole in the originator’s financial hull. But one of these days, the situation will come to a head, if it hasn’t already.

Spreads on auto ABS issuance are tightening and issuers are upsizing deals amid strong demand.

The GSEs’ social disclosures should be as granular and specific as those reported for credit-risk transfer deals, according to investors.