With the yield on the 10-year Treasury reaching multi-month lows of late, MBS investors see smooth sailing to a rate cut by the Fed.

The new platform uses blockchain to make it easier to verify fixed-income assets and to decrease trading timelines.

An uptick in securitization of jumbo and GSE-eligible loans helped increase total non-agency MBS issuance in the second quarter. (Includes data tables.)

Most of the noncore categories where the GSEs are active lagged overall market growth. The one that didn’t: conforming jumbos. (Includes data table.)

The decline was driven by loans eligible for sale to the government-sponsored enterprises along with FHA and VA mortgages.

The decline was driven by conventional-conforming mortgages and government-insured mortgages. The securitization rate for non-agency mortgages actually jumped in the first quarter. (Includes data table.)

Officials at Ginnie Mae noted that prepayment rates on Ginnie MBS increased at a faster rate than prepayment rates for GSE MBS due to a quirk in interest rates on VA refinances.

The battle between lenders and the GSEs over loan buybacks continues. But why force a repurchase if the loan is performing?

Lenders are compensating for climate change by requiring higher downpayments for properties in areas of higher flood risk and increasing subordination levels in securities with a higher concentration of mortgages in flood zones.

There’s new chatter that no matter who occupies the White House come January, change may finally be in the air. But the key to ending the almost 16-year-old GSE conservatorships is to figure out how to placate MBS investors.