The Non-Agency Mortgage Security Market

Non-Agency MBS Activity (Deals)

Listing of all non-agency MBS activity (deals) during the period. Includes the amount in dollars, support, collateral, type of MBS, and manager.

Data beginning 2007 also indicates if a deal is subprime.

Data for 2001-2004 and from 2011 forward also include credit ratings.

3Q17 Data

2Q17 Data

1Q17 Data

4Q16 Data

3Q16 Data

2Q16 Data

1Q16 Data

2015 Data

2014 Data

2013 Data

2012 Data

2011 Data

2010 Data

2009 Data

2008 Data

2007 Data

2006 Data

2005 Data

2004 Data

2003 Data

2002 Data

2001 Data

Poll

The year is almost 75% done. How is mortgage origination volume at your shop?

We will fund about the same as we did in 2016.
We will fund more than last year – by a little.
We will fund more than last year – by a lot.
We will fund less than last year – by a little.
We will fund less than last year – by a lot.

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