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Mortgage Data from Inside Mortgage Finance
The Non-Agency Mortgage Security Market


Non-Agency MBS Issuance by Type

Chart covering the amount in dollars of non-agency MBS issuance from 1995-2Q09. Categories include prime, subprime, Alt A, S&D, seconds, re-MBS, other and total issuance. Quarterly data for 2002-2Q09 included.

1995-2Q09 Data


Non-Agency MBS Production

Charts detailing MBS production in a given year. Include quarterly and total numbers for the given year as well as total numbers by year and market share.

  • 2004-2008 data include MBS production by collateral type, collateral characteristics, issuer type, and credit enhancement.

  • 2003 data include MBS production by collateral type, deal type, issuer type, and credit enhancement

  • 1998-2002 data include MBS production by collateral type, issuer type and credit enhancement and omits previous year data

  • 1987-1997 data presented in 5-year groupings (1987-1991 and 1992-1997) and include MBS production by collateral type, issuer type and credit enhancement, omitting quarterly data

2008 Data

2007 Data

2006 Data

Combined 1987-2005 Data

2005 Data

2004 Data

2003 Data

2002 Data

2001 Data

2000 Data

1999 Data

1998 Data

1992-1997 Data

1987-1991 Data


Non-Agency MBS Activity (Deals)

Listing of all non-agency MBS activity (deals) by year. Includes the amount in dollars, support, collateral, type of MBS, and manager. Data available from 2001-2008.

2007 and 2008 data also indicates if a deal is subprime.

2001-2004 data also include credit ratings.

2008 Data

2007 Data

2006 Data

Combined 2001-2005 Data

2005 Data

2004 Data

2003 Data

2002 Data

2001 Data

     
Top Non-Agency MBS Issuers and Underwriters

Charts detailing the top non-agency MBS issuers and underwriters by year, including their issuance, change from previous year, total deals and market share. Also includes aggregate totals for all issuers and underwriters. 2008 and 2Q09 data include quarterly volume numbers. Data available from 1995-2Q09.

Please note that 1995 data do not include underwriters.

2Q09 Data

2008 Data

2007 Data

2006 Data

Combined 1995-2005 Data

2005 Data

2004 Data

2003 Data

2002 Data

2001 Data

2000 Data

1999 Data

1998 Data

1997 Data

1996 Data

1995 Data


Top Non-Agency Prime/ Alt A MBS Issuers and Underwriters

The top non-agency prime/ alt A MBS issuers and underwriters by year, including issuance, change from previous year, total deals and market share. Also includes aggregate totals for all issuers and underwriters. 2008 data include quarterly numbers. Data from 2002-2008.

2008 Data

2007 Data

2006 Data

Combined 2002-2005 Data

2005 Data

2004 Data

2003 Data

2002 Data


Non-Agency MBS Sponsor and Shelf Activity

Charts ranking the top non-agency MBS sponsor and shelf activity, including prime, subprime, Alt A and other issuance, as well as the total for each company. Market share for each as well as SEC registered totals are included.

2008 Data

2007 Data

2006 Data


Top GSE, Bank and Thrift Investors in Non-Agency MBS

Ranking of the top 50 GSE, bank and thrift investors in Non-Agency MBS. Includes total investment amount as well as pass through and other REMIC amounts, as well as previous year's total investment, percent change and market share.

2008 Data

2007 Data

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