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Mortgage Data from Inside Mortgage Finance
Non-Agency MBS/ABS Ratings


Non-Agency MBS Ratings by Company

Chart detailing the amount of non-agency MBS business rated by Standard & Poor’s, Moody’s, Fitch and DBRS in the prime, Alt A, subprime and seconds categories, as well as total. Volume, deals and market share are provided for each, as are totals for all rated MBS issuance. Data available from 1996-2008.

2008 data do not include seconds numbers.

2002-2003 data for the ratings firms are not broken down by MBS type, but do include ratings by MBS type for Moody’s and Fitch.

1996-2001 data are not broken down by MBS type.

2008 Data

2007 Data

2005-Q2 2007 Data

2004-2006 Data

Combined 1996-2005 Data

2002-2003 Data

1996-2001 Data


Subprime MBS Ratings by Company

Chart detailing subprime MBS business as rated by Standard & Poor’s, Moody’s, Fitch and DBRS. Volume in dollars and the percentage of total volume represented, as well as total deals and the percentage of total deals represented. Total issuance and deals are listed. Data available from 2000-2008.

DBRS data are not available prior to 2004.

2007-2008 Data

2005-2007 Data

2004-2006 Data

Combined 2000-2005 Data

2002-2003 Data

2000-2001 Data

     
Non-Mortgage ABS Ratings by Company

Chart detailing the amount of non-mortgage ABS business rated by Standard and Poor’s, Moody’s, Fitch and DBRS in the student, credit card, vehicle finance and business loan categories, as well as total. Volume, deals and market share are also provided for each, as are totals for all rated ABS issuance. Data available from 1996-2008.

2002-2003 data for the ratings firms is not broken down by ABS type, but does include ratings by ABS type for Moody’s and Fitch.

1996-2001 data is not broken down by ABS type.

2006-2008 Data

Combined 1996-2005 Data

2004-2005 Data

2002-2003 Data

1996-2001 Data

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