Research

Performance Report: GeoEnriched Agency MBS, December 2021

20 January 2022

Insights: GeoEnriched Agency MBS Performance Report, Volume 1

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The monthly GeoEnriched Agency MBS Performance Report analyzes dv01 Stories and demonstrates their material outperformance relative to TBA and performance that matches or exceeds market-recognized specified pools with low/moderate pay-ups. Ultimately, dv01 will bring a fresh perspective on the agency TBA and agency specified pools market.

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