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Home » Authors » John Bancroft

Articles by John Bancroft

Stampede to Conventional-Conforming Market in 3Q20

November 19, 2020
John Bancroft
Conventional-conforming production accounted for a whopping 72% of first-lien originations during the third quarter. Government lending also boomed, but non-agency was down. (Includes two data charts.)
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A 3Q Stampede Into Conventional-Conforming

November 18, 2020
John Bancroft

The estimated $822 billion of conventional-conforming lending set a quarterly record and represented 72.1% of the huge third-quarter wave of mortgage originations.


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Agency MBS Delinquency Rates Decline in October

November 17, 2020
John Bancroft

While early-payment default rates showed bigger declines, the rate for loans in the most serious delinquency categories remained relatively high. Across all three agencies, 2.92% of loans were four months or more past due, down slightly from the previous month.


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GNMA MBS Engine Still in High-RPM Mode in October

November 13, 2020
John Bancroft
The VA continued to expand its role in the Ginnie MBS market in October. Overall, a small increase in purchase-mortgage business offset a tiny slip in refi volume. (Includes two data charts.)
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The GSEs Resume Smashing MBS Issuance Records

November 13, 2020
John Bancroft

Year-to-date production, $1.852 trillion as of Halloween, was up 131.5% from last year. It’s a foregone conclusion that Fannie and Freddie this month will top the current $1.912 trillion annual record for GSE MBS issuance set back in 2003.


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Freddie’s CRT Issuance Booms as Fannie Sits Idle

November 13, 2020
John Bancroft

For its part, Fannie has stayed away from new CRT issuance other than some reinsurance transactions...


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CLO Issuance Rebounds in 3Q20 Despite Weak Spots

November 12, 2020
John Bancroft
While securitization of broadly syndicated loans gained momentum in the third quarter, CLO issuance backed by refinancing and commercial real estate remained sluggish. (Includes data chart.)
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Fannie Sits on CRT Sidelines as Freddie Issuance Booms

November 12, 2020
John Bancroft
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.)
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Agency MBS Delinquency Rates Decline in October

November 12, 2020
John Bancroft
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.)
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Primary MI Sets New Highs in 3Q20 Mortgage Deluge

November 12, 2020
John Bancroft
All sectors of the MI market saw healthy increases in volume during the third quarter, with private MIs expanding their share and VA falling back slightly. (Includes three data charts.)
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