Generate new fee income through DXM without balance sheet or intermediary risk.

Provide a complementary tool to increase Broker Dealer's profitability of existing securitization transactions by expanding the investor base

Act as a riskless principal intermediary in securitization transactions

Deliver New High Quality Investment Products & Expand Investor Base

Generate Recurring Fee Income Without The Use of Balance Sheet

DXM Two Way Market

DXM Technology addresses the liquidity mismatch between mortgages with 30-year legal final maturities and investors seeking assets with maturities at any point along the yield curve. Our technology efficiently splits all residential mortgage risks and create a two-way market for an interest rate swap with an embedded prepayment option ("mortgage swap") and a pure prepayment hedge. As a broker dealer, you can expand your current offerings and attract new banks and investors seeking to optimize their portfolio returns.

Roger Ferguson
Former Vice Chairman of the Board of Governors of the U.S. Federal Reserve

"Have Roger create a testimonial to place in this space. It can be a brief paragraph that explains his personal perspective on how beneficial DXM can be and why he chose to be an advisor"

Prime market conditions exist to deploy a private-label solution

The increase in price volatility experienced since January 2022 is expected to accelerate.

The Federal Reserve (FED) terminating Quantitative Easing (QE) and starting Quantitative Tightening (QT) creates an approximate $50+ billion per month liquidity gap in the MBS markets.

Since the 1930s, there has always been a federally subsidized entity providing liquidity and supporting the residential mortgage market. With the FED terminating QE effective June 1, 2022, for the first time, no federally subsidized liquidity provider exists for the MBS market today.

There is currently no obvious substitute provider to fill the liquidity gap.​

A Path to New Liquidity

Our solution will attract new pools of liquidity from shorter duration investors into an increasingly liquidity constrained market.

A potential expansion to over $500 trillion of untapped liquidity from shorter term interest rate risk investors, Money Market Funds, Life Insurance Companies, Pension Funds, Duration Bond Funds and Sovereign Funds.

Timothy Mayopoulos
President of Blend
Former CEO of Fannie Mae

Jack Quinn
Former Presidential appointee to
Board of Fannie Mae
Chief White House Counsel to
President Bill Clinton

"Have Tim create a testimonial to place in this space. It can be a brief paragraph that explains his personal perspective on how beneficial DXM can be and why he chose to be an advisor"

How It Works

How DXM Benefits MBS Holders

Hedge Prepayment Risk in addition to Interest Rate Risk to mitigate price volatility

Avoid Dynamic Hedging, as in the case of Standard Interest Rate Swap

Retain liquidity of the underlying MBS portfolio

Obtain Cash Flow Hedge Treatment

How DXM Benefits Floating Rate Note and Synthetic Risk Investors


Mortgage-based assets with any desired level of leverage, credit risk, interest rate risk and prepayment risk and Legal final maturity at any point along the yield curve

Non-Repo Leverage

Long-term leveraged position in interest rate and prepayment risk, without the need for repo or dollar roll financing


Liquid instruments due to fungibility (more liquid than IOs, IIOs, POs, etc.)

Watch Demo Now and Discover

How you can increase revenue as a riskless sponsor

How your bank clients can hedge both interest rate and prepayment risk while significantly reducing the price volatility in their MBS portfolio.

How your investor clients can customize an instrument with lower risk and higher yield than what Wall Street can offer.

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