Non-Agency MBS Issuance by Type
Chart covering the amount in dollars of non-agency MBS issuance from 1995-2007. Categories include prime, subprime, Alt A, S&D, seconds, re-MBS, other and total issuance. Quarterly data for 2002-2007 included.
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.
- 2004-2007 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
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 2001-2007.
2007 data also indicates if a deal is subprime.
2001-2004 data also include credit ratings.
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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. Data available from 1995-2007.
Please note that 1995 data do not include underwriters.
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. Data from 2002-2007.
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.
Top Non-Agency MBS Investors
Listing 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, % change and market share.
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