Residential MSR Market Update – September 2019

Posted in MSR Market Updates.

Month-over-Month From end-of-month August to end-of-month September, the MIAC Generic Servicing Assets, (GSAs™) Conv_30 Index increased by 3.53% and the GNII_FHA_30 index increased by 3.15%. In larger GSA cohorts, which are actively traded in the MSR market, the Conv30_3.5_2016 cohort increased by 3.70% and the GNII_FHA30_3.5_2016 cohort increased by 3.23%. During the month of September,… Read more »

Residential MSR Market Update – August 2019

Posted in MSR Market Updates.

Month-over-Month From end-of-month July to end-of-month August, the MIAC Generic Servicing Assets, (GSAs™) Conv_30 Index decreased by 7.45% and the GNII_FHA_30 index decreased by 12.96%. In larger GSA cohorts, which are actively traded in the MSR market, the Conv30_3.5_2016 cohort decreased by 8.03% and the GNII_FHA30_3.5_2016 cohort decreased by 17.06%. During the month of August,… Read more »

Residential MSR Market Update – July 2019

Posted in MSR Market Updates.

Month-over-Month From end-of-month June to end-of-month July, the MIAC Generic Servicing Assets (GSAs™) Conv_30 Index increased by 1.33% and the GNII_FHA_30 index increased by 2.54%. In larger GSA cohorts, which are actively traded in the MSR market, the Conv30_3.5_2016 increased by 1.30% and the GNII_FHA30_3.5_2016 cohort increased by 3.76%. During the month of July, Conv_30… Read more »

Residential MSR Market Update – June 2019

Posted in MSR Market Updates.

Month-over-Month From end-of-month May to end-of-month June, the MIAC Generic Servicing Assets, (GSAs™) Conv_30 Index decreased by 5.37% and the GNII_FHA_30 index decreased by 12.53%. In larger GSA cohorts, which are actively traded in the MSR market, the Conv30_3.5_2016 decreased by 5.53% and the GNII_FHA30_3.5_2016 cohort decreased by 17.66%. During the month of June, Conv_30… Read more »

Residential MSR Market Update – May 2019

Posted in MSR Market Updates.

Month-over-Month From end-of-month April to end-of-month May, the MIAC Generic Servicing Assets, (GSAs™) Conv_30 Index decreased by 3.82% and the GNII_FHA_30 index decreased by 6.38%. In larger GSA cohorts, which are actively traded in the MSR market, the Conv30_3.5_2016 decreased by 1.54% and the GNII_FHA30_3.5_2016 cohort decreased by 8.40%. During the month of May, Conv_30… Read more »

Residential MSR Market Update – April 2019

Posted in MSR Market Updates.

Month-over-Month From end-of-month March to end-of-month April, the MIAC Generic Servicing Assets, (GSAs™) Conv_30 Index increased by 0.40% and the GNII_FHA_30 index increased by 0.51%. In larger GSA cohorts, which are actively traded in the MSR market, the Conv30_3.5_2016 increased by 0.38% and the GNII_FHA30_3.5_2016 cohort increased by 0.82%. During the month of April, Conv_30… Read more »

Residential MSR Market Update – March 2019

Posted in MSR Market Updates.

Month-over-Month From end-of-month February to end-of-month March, the MIAC Generic Servicing Assets, (GSAs™) Conv_30 Index decreased by 7.26% and the GNII_FHA_30 index decreased by 7.53%. In larger GSA cohorts, which are actively traded in the MSR market, the Conv30_3.5_2016 decreased by 8.20% and the GNII_FHA30_3.5_2016 cohort decreased by 4.60%. Option-adjusted spread (OAS) measures the spread… Read more »

Residential MSR Market Update – February 2019

Posted in MSR Market Updates.

Month-over-Month From end-of-month January to end-of-month February, the MIAC Generic Servicing Assets, (GSAs™) Conv_30 Index increased by 0.60% and the GNII_FHA_30 index increased by 0.35%. In larger GSA cohorts, which are actively traded in the MSR market, the Conv30_3.5_2016 and increased by 0.72% and the GNII_FHA30_3.5_2016 cohort decreased by 0.07%. During the month of February,… Read more »

Residential MSR Market Update – January 2019

Posted in MSR Market Updates.

Month-Over-Month From end-of-month December to end-of-month January, the MIAC Generic Servicing Assets, (GSAs™) Conv_30 Index decreased by 2.64% and the GNII_FHA_30 index decreased by 2.51%. In larger GSA cohorts, which are actively traded in the MSR market, the Conv30_3.5_2016 and GNII_FHA30_3.5_2016 cohorts respectively decreased by 4.07% and 1.43%. During the month of January, Conv_30 Index… Read more »