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Insights: Agency MBS Performance Report

21 March 2022

Insights: Agency MBS Performance Report

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dv01 has released its Agency MBS Performance Report today, offering a monthly overview of the market.

Some quick updates:

  • Prepayments continue to decline, with 1-month CPR falling 11% to 12.2 and 3-month CPR dropping 14% to 14.7 (page 4).

  • The pace of decline in higher coupons stalled, suggesting that borrowers are locking in rate incentives now in anticipation of future rate increases (page 6).

  • dv01 showcases the top and bottom 10 states with incentive to refinance based on a percentage of total unpaid balances (page 8).

Download the latest report to stay up-to-date on the latest market trends.


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