| 5/20/07 |
|
| 3/09/07 |
|
| 11/27/06 |
|
| 10/31/06 |
|
| 09/25/06 |
|
| 07/20/06 |
|
| 06/27/06 |
|
| 04/01/06 |
| |
MSR
Monthly Market Update |
| |
|
MSR
OASs Flatten |
| |
|
BMA
Speeds Retrace |
| |
|
Swap
Curve Flattening with FNMA and steepening with Libor
and Treasuries |
|
| 02/27/06 |
|
| 01/27/06 |
|
| 10/30/05 |
|
| 09/30/05 |
| |
MSR
Monthly Market Update |
| |
|
More
Activity In the Servicing Market. |
| |
|
MSR
OASs Continue to Tighten! |
| |
|
BMA
Prepay Speeds Surge Higher. |
|
|
| 08/31/05 |
|
| 5/02/05 |
|
| 12/07/04 |
|
|
MSR
Monthly Market Update |
|
|
Servicing
Values Somewhat Softer. |
| |
|
MSR
OASs Generally Flat to Tighter. |
|
|
BMA
Prepay Speeds Touching New Highs. |
|
|
| 10/26/04 |
|
| 9/20/04 |
|
| 8/24/04 |
|
| 7/22/04 |
|
| 6/18/04 |
|
| 5/14/04 |
|
| 4/16/04 |
|
| 12/09/03 |
|
MSR
Monthly Market Update |
|
|
Servicing
Multiples Decline Slightly. |
| |
|
MSR
OASs Show Mixed and Dramatic Movement. |
|
|
BMA
Prepay Speeds Decline. |
|
| 11/18/03 |
|
MSR
Monthly Market Update |
|
|
Servicing
Multiples Rise but Remain Volatile. |
| |
|
MSR
OASs Show Mixed and Dramatic Movement. |
|
|
BMA
Prepay Speeds Decline. |
|
| 10/15/03 |
|
| 09/11/03 |
|
| 08/07/03 |
|
MSR
Monthly Market Update |
|
|
Finally,
Servicing Prices Rebound! |
| |
|
MSR
OASs Fall. |
| |
|
What
Goes Up, Must Come Down... |
|
|
BMA
Prepay Speeds Drop Sharply. |
|
| 05/07/03 |
|
MSR
Monthly Market Update |
|
|
MSR
Prices Mixed in April. |
| |
|
MSR
OASes Decline. |
| |
|
BMA
Prepay Speeds Reach New Highs. |
|
|
MIAC's
DynamicMIMs Highly Successful! |
|
| 04/07/03 |
|
MSR
Monthly Market Update |
|
|
MSR
Prices Rebound From All-Time Lows! |
| |
|
MSR
OASes Up for Second Straight Month. |
| |
|
BMA
Prepay Speeds Slower. |
|
|
MIAC's
DynamicMIMs Highly Successful! |
|
| 03/03/03 |
|
| 02/01/03 |
|
| 01/15/03 |
|
| 12/06/02 |
|
| 10/01/02 |
|
| 9/15/02 |
|
MSR
Monthly Market Update |
|
|
Never
lower for MSRs... |
| |
|
OASes
wider still? Yes! Positive Convexities! |
|
|
BMA
Prepay Speeds Up Even Higher (Yet Again)! |
|
| 8/15/02 |
|
MSR
Monthly Market Update |
|
|
More
bad news for MSRs! (Please dont't shoot the messenger.) |
| |
|
MSRs
OASes wider still? Yes!! |
|
|
BMA
Prepay Speeds Up Even Higher(Yet Again)! |
|
| 8/6/02 |
|
| 7/16/02 |
|
| 5/8/02 |
|
MSR
Monthly Market Update |
|
|
MIAC
sees MSR prices declining in April. |
| |
|
BMA
Prepay Speeds - Speeds are Up! |
|
|
Dynamic
MIMs Predicts BMA Speeds |
|
| 3/28/02 |
|
| 3/4/02 |
|
MSR
Monthly Market Update |
|
|
MSRs
Prices Soften in February. |
| |
|
Would
using BMA have avoided theWAMU- PNC lawsuit? |
| |
|
How
accurate has Dynamic MIMs been? |
|
|
BMA
Prepay Speeds Slight Increase. |
|
| 2/4/02 |
|
MSR
Monthly Market Update |
|
|
The
Wild Ride for MSRs continues in 2002. |
| |
|
Whats
your Primary Mortgage Rate? |
|
|
BMA
Prepay Speeds Relative instability. |
|
| 1/3/02 |
|
| 12/3/01 |
|
MSR
Monthly Market Update |
|
|
Yes,
there is a Santa Claus! MSRs bounce back. |
| |
|
BMA
Prepay Speeds Back to Earth. |
|
|
Commercial
MSRs: 4th Quarter Outlook |
|
| 11/1/01 |
|
| 10/2/01 |
|
| 9/15/01 |
|
MSR
Monthly Market Update |
|
|
Post-
September 11th: MSR Market Update |
| |
|
MSR
Market Price Indexes - Further Declines |
| |
|
Trust
IOs Trading on a Constant OAS? |
|
|
Current
and Low Coupons MSR Assets have Historical Highs
BMA Consensus Speeds |
|
| 8/1/01 |
|
MSR
Monthly Market Update |
|
|
Another
Killer Month for the MSR Market |
| |
|
MSR
Market Price Indexes |
| |
|
Trust
IO OASes ADCO and AFT Prepayment Models |
|
|
Current
and Low Coupon BMA Consensus Prepays Highest Ever.
Yes, Ever! |
|
| 6/15/01 |
|
MSR
Monthly Market Update |
|
|
Price
Stability returns to the MSR Market |
| |
|
MSR
Market Price Indexes |
| |
|
OAS
vs. Static |
|
|
BMA
Consensus Prepays Bounce Up |
|
| 4/1/01 |
|
MSR
Monthly Market Update |
|
|
Real MSR Price Discovery is finally here! |
| |
|
MSR
Market Price Indexes |
|
|
Bond
Market Associations New and Improved Dealer Consensus
Survey
will have a positive impact for Mortgage Bankers |
|
| 3/1/01 |
|
MSR
Monthly Market Update |
|
|
Look Mom, No Russian Liquidity Crisis! |
| |
|
Introducing
MSR Market Price Indexes |
|
|
BMA
Consensus PSAs Decline then Spike Up |
|
| 2/1/01 |
|
MSR
Monthly Market Update |
|
|
Introducing
Generic Servicing Assets |
| |
|
Whoa!
- Dramatic Decline in MSR Values |
| |
|
BMA
Consensus PSAs Takeoff |
|
|
IO
PricesTank/ MSR OASes Soar |
|
|
|
|

|
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