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Securities & Investments

Mortgage-Backed Securities

Also known as MBS

Mortgage-backed securities (MBS) are bonds backed by pools of home loans. Banks hold mostly agency MBS (guaranteed by Fannie Mae, Freddie Mac, or Ginnie Mae), which carry low credit risk but significant interest-rate and prepayment risk.

Formula

MBS = Carrying value of mortgage pass-throughs and CMOs held in the securities portfolio

Schedule RC-B breaks securities into Treasuries, agency debt, MBS, and other categories. Agency MBS get a low (often 20%) risk weight for capital, which is why banks hold so many — but their cash flows extend when rates rise, deepening price losses.

Why it matters

MBS were the single largest source of unrealized losses in bank portfolios during 2022-2023. Their 'negative convexity' means that when rates rise, prepayments slow, the bonds' effective duration lengthens, and prices fall more than a plain bond would — magnifying the hit to AFS equity and HTM marks.

How to interpret

A heavy MBS allocation signals duration and extension risk. Read it with the HTM/AFS split and the unrealized-loss disclosures: long-duration agency MBS bought in 2020-2021 are the classic carrier of the hidden losses that the 2023 crisis exposed.

Thresholds

RangeLabelInterpretation
Small / shortBenignLimited duration and prepayment exposure.
ModerateNormalTypical agency-MBS allocation.
Large, long-durationWatchMeaningful extension risk and unrealized-loss potential.
Dominant in portfolioConcernConcentrated rate/extension risk relative to capital.

Worked example

A bank that loaded up on 30-year agency MBS at par in 2021 watched those bonds fall 15-20% in price as rates rose in 2022 — and because slowing prepayments extended their duration, they fell further than comparable Treasuries, driving a large share of the bank's unrealized loss.

Frequently asked

Are agency MBS risky?

Their credit risk is minimal because of the agency guarantee, but their interest-rate and prepayment (extension) risk is substantial. The 2023 unrealized-loss problem was an interest-rate, not a credit, problem.

What is negative convexity?

When rates fall, homeowners refinance and MBS prepay, capping the bonds' price gains. When rates rise, prepayments slow and the bonds' duration extends, deepening their losses. This asymmetry is negative convexity.

Direction: Lower is betterUnits: $Call report: Schedule RC-BBrowse banks

Sources

  • FFIEC Call Report Schedule RC-B (Securities)

See MBS across 4,335 US banks

BankRegReports ranks every FDIC-insured institution by MBS, refreshed quarterly within 48 hours of FFIEC release.