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Home » Authors » John Bancroft

Articles by John Bancroft

Year-over-Year, REITs Grow Their MBS Investments by 37%

August 16, 2019
John Bancroft

Annaly Capital Management led the pack in sequential MBS growth at 14.5%...


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2Q19 Yields Big Gains in All Products, But ECM Lagged

August 15, 2019
John Bancroft
Jumbo lending increased by 67.2% from the first quarter of 2019 to the second, faster than any other product category. Expanded-credit lending had the slowest growth rate.
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Mortgage REITs Up Agency MBS Holdings Again in 2Q19

August 15, 2019
John Bancroft
A group of 15 top mortgage REITs increased its agency MBS portfolio by $20.9 billion during the second quarter of 2019, although non-agency MBS investment slipped modestly.
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GSE Credit-Risk Transfer Deals Slowed in 2Q. However…

August 15, 2019
John Bancroft
New issuance of credit-risk debt notes by the GSEs fell 25.5% sequentially in the second quarter, but surging MBS production in recent months will likely spur increased CRT activity in the second half of the year.
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Jumbo Originations a Standout in 2Q19 Production Boom

August 15, 2019
John Bancroft

Jumbo lending soared by 67.2% sequentially while expanded-credit lending increased by a modest 18.8%, Inside Mortgage Finance found…


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As a Whole, Public Nonbanks Suffered in 2Q19. The Reason: Negative MSR Marks

August 13, 2019
John Bancroft

PennyMac Financial Services, the nation's seventh largest residential servicer, had much better results on its hedges…

 


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On the Rise: GSE Credit Scores and LTV Ratios

August 12, 2019
John Bancroft

The volume of highest-risk loans rose over that period, but at a relatively slower 25.1% rate.


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GSE Credit Scores Trend Higher, LTV Ratios Rising

August 9, 2019
John Bancroft
Some 12.9% of purchase loans sold to Fannie and Freddie in the second quarter had credit scores ranging from 620 to 699, the highest such concentration on record. But loans with high credit scores accounted for a rising share of GSE refi business.
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Nonbanks Struggle with MSR Volatility in 2Q19

August 9, 2019
John Bancroft
Seven publicly held nonbanks reported a combined loss of $47.8 million on their mortgage banking operations in the second quarter as interest rate volatility hammered their servicing books.
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Fannie Sees Bigger Gains in July Business than Freddie

August 9, 2019
John Bancroft
Both GSEs posted their highest monthly volume of single-family MBS issuance since January 2017. Purchase-mortgage and refinance business rose significantly.
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