MRPNL

Mortgage-Backed Security (MBS)

MBSMortgage-Backed SecurityMortgage Bond

A bond backed by a pool of home mortgages, passing borrower payments through to investors — and a key target of Fed QE.

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A mortgage-backed security (MBS) is a bond whose cash flows come from a pool of residential mortgages. Homeowners' monthly principal-and-interest payments are "passed through" to MBS holders. Agency MBS — issued or guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae — carry minimal credit risk but full prepayment risk; the multi-trillion-dollar agency MBS market is second only to Treasuries in size.

The defining quirk is negative convexity. When rates fall, homeowners refinance and prepay, so principal is returned at par precisely when a normal bond would be rallying — capping the MBS's price gain and forcing reinvestment at lower rates. When rates rise, prepayments slow and the bond's effective life extends right as the holder would prefer to get cash back (extension risk). MBS therefore underperform Treasuries on big rate moves in either direction.

The practical edge: the Fed buys agency MBS during QE specifically to suppress mortgage rates, making MBS spreads a direct transmission channel from monetary policy to the housing market.

#fixed-income#securitization#fed-policy

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