Residential MSR Market Update and Research Insights – October 2019

Posted in MIAC Publications, MSR Market Updates.

Beginning with this issue, we are adding a “Research Insights” series to our Monthly Residential MSR Update. These Insights are designed to be both short and topical. Your feedback is essential to accomplishing these twin objectives. We welcome comments on existing articles as well as suggestions for future ones. The additional content will follow the… Read more »

Residential MSR Market Update – September 2019

Posted in MIAC Publications, 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 MIAC Publications, 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 »