MBS trading has been relatively quiet the past two months and much lower than early in the year. Then again, traders have other things on their minds, namely what might be said Friday regarding central bank tapering.

Unpacking the transition from cash seller to guarantor. MCT experts and Freddie officials explore differences in pricing, servicing, and operations.

Commentators seem to agree that stronger capital positions are good for the Ginnie Mae business in general, but getting there is the hard part.

Loans in Freddie multifamily securities rarely default; but when they do, the distribution of those defaults can be quite interesting.

Late last month, inter-dealer brokers began using SOFR for dollar swaps, allowing ARRC to finally recommend use of Term SOFR. 

Analysts say dollar rolls and spec pools still provide an opportunity for investors in the agency MBS market.

Fed by strong jumbo production, non-agency MBS issuance surged to $43 billion in the second quarter, the highest level since the end of 2007. (Includes three data charts.)

The end of the QM patch — thanks to a maneuver by the FHFA and Treasury — could help the non-agency market compete with the GSEs.

Fannie Mae is providing a monthly certification that its credit-risk sharing offerings comply with EU securitization requirements.

Commercial banks upped their MBS holdings by 6.4% in the first quarter, staying ahead of a still-hungry Federal Reserve that boosted its portfolio by 7.1%. (Includes two data charts.)