Fed by massive originations of agency-eligible mortgages, the securitization rate rose 5.1 percentage points to 80.4% in the third quarter of 2020. That's the highest it's been since 2013. (Includes data chart.)

The two GSEs agree that a proposed capital rule would diminish the benefit of credit-risk transfers, but Freddie plans to stay in the market under the current regime. (Includes data chart.)

Fannie and Freddie both reported declines in the most severe category of delinquency, but Ginnie's rate was slightly higher in October. (Includes data chart.)

Fannie and Freddie reported strong gains in net income during the third quarter, and the ongoing mortgage-market boom pumped up their retained mortgage holdings. (Includes data chart.)

Production levels surged for agency 1-4-family MBS, non-mortgage ABS and commercial MBS from the second to the third quarter. Nonbanks continued to dominate the agency market. Includes three data charts.)

Fannie Mae’s credit-risk transfer loan-level data show 21.0% of borrowers that were in forbearance in June exited when their relief plans expired in July. That works out to 1.7% of the government-sponsored enterprise’s outstandings.

Fannie and Freddie recorded a huge increase in single-family MBS during the second quarter, capturing a huge share of the growing conventional-conforming loan market. (Includes data chart.)

Residential MBS accounted for 39% of the combined structured-finance portfolio for the 15 largest life insurers in the U.S. (Includes data chart.)

At least some of the advantage enjoyed by the Treasury market over agency MBS can be attributed to structural differences in the two markets and how they evolved, according to Federal Reserve economists.

The fall in prepayment speeds follows four successive months of steady increases. This may have something to do with how the rate is calculated.