The Mortgage-Related Security Market

Mortgage and Asset Securities Issuance

Mortgage and asset-backed securities issued each year in dollars. Categories include GNMA, FHLMC, FNMA, non-agency, total MBS, agency CMO/REMIC, non-mortgage ABS, and total MBS and ABS.

Data available in two sets:

  • 1985-2008, with 2007 and 2008 data by quarter, and 2008 data by month.
  • 1990-2Q18, with quarterly data beginning 1Q14. Also includes volume of commercial MBS.

1990-3Q18 Data

1985-2008 Data

Poll

With loan volumes declining, does your shop have plans to enter the non-QM lending market in 2019?

Yes, definitely. A solid move forward.

45%

Yes, but only incrementally.

16%

We’re pondering a move into non-QM, but haven’t made up our mind.

13%

No, definitely not. We view it has too risky.

26%