{"id":518648,"date":"2026-06-26T00:50:16","date_gmt":"2026-06-26T00:50:16","guid":{"rendered":"https:\/\/www.newsbeep.com\/ie\/518648\/"},"modified":"2026-06-26T00:50:16","modified_gmt":"2026-06-26T00:50:16","slug":"fannie-freddie-ramp-up-rate-risk-in-mbs-portfolios-fnma-fmcc","status":"publish","type":"post","link":"https:\/\/www.newsbeep.com\/ie\/518648\/","title":{"rendered":"Fannie, Freddie Ramp Up Rate Risk in MBS Portfolios (FNMA, FMCC)"},"content":{"rendered":"

Fannie Mae<\/a> and Freddie Mac<\/a> are taking on more interest-rate risk in their rapidly growing investment portfolios, driving a key gauge of their exposure to levels that rattled Wall Street two decades agoBloomberg Terminal<\/a>.<\/p>\n

Disclosures from the housing-finance giants show their duration gaps<\/a> \u2014 a measure of how closely assets, liabilities and hedges offset one another \u2014 have widened sharply in recent months, leaving their holdings more exposed to rate swings. With the gaps now at roughly one year, a half-percentage point increase in rates would reduce the value of Fannie Mae\u2019s portfolio by about $1.2 billion and Freddie Mac\u2019s by more than $1.6 billion. Twelve months earlier, the estimated impact at both firms was minor.<\/p>\n","protected":false},"excerpt":{"rendered":"Fannie Mae and Freddie Mac are taking on more interest-rate risk in their rapidly growing investment portfolios, driving…\n","protected":false},"author":2,"featured_media":518649,"comment_status":"","ping_status":"","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[11],"tags":[128,72,1322,11507,113,221253,176,16140,61,29478,60,123,2416,16487,3056],"class_list":["post-518648","post","type-post","status-publish","format-standard","has-post-thumbnail","category-economy","tag-bonds","tag-business","tag-debt","tag-donald-john-trump","tag-economy","tag-fannie-mae","tag-finance","tag-freddie-mac","tag-ie","tag-investment-management","tag-ireland","tag-markets","tag-mortgage-rates","tag-mortgages","tag-wall-street"],"_links":{"self":[{"href":"https:\/\/www.newsbeep.com\/ie\/wp-json\/wp\/v2\/posts\/518648","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.newsbeep.com\/ie\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.newsbeep.com\/ie\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.newsbeep.com\/ie\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/www.newsbeep.com\/ie\/wp-json\/wp\/v2\/comments?post=518648"}],"version-history":[{"count":0,"href":"https:\/\/www.newsbeep.com\/ie\/wp-json\/wp\/v2\/posts\/518648\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.newsbeep.com\/ie\/wp-json\/wp\/v2\/media\/518649"}],"wp:attachment":[{"href":"https:\/\/www.newsbeep.com\/ie\/wp-json\/wp\/v2\/media?parent=518648"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.newsbeep.com\/ie\/wp-json\/wp\/v2\/categories?post=518648"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.newsbeep.com\/ie\/wp-json\/wp\/v2\/tags?post=518648"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}