Mortgage Sector Off to Worst Start Since 2013 Despite Fed Help

  • Central bank has poured just shy of $700 billion into sector
  • Performance slipped from April as Fed support was reduced

Homes stand in a residential community Irvine, California.

Photographer: Bing Guan/Bloomberg
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Mortgage investors have yet to enjoy robust returns this year despite the Federal Reserve providing $688 billion of support to the sector since mid-March.

The year-to-date excess return versus Treasuries for the Bloomberg Barclays U.S. MBS Index stands at -0.31% as of Friday, the worst seen over a similar period since 2013, which was also a time of central bank mortgage purchases.