Non-Agency Issuance
|
2018 |
2017 |
2016 |
2015 |
2014 |
2013 |
2012 |
2011 |
2010
|
2009
|
2008
|
2007
|
2006
|
2005
|
2004
|
2003
|
2002
|
2001
|
2000
|
1999 |
1998 |
1997 |
1996 |
1995 |
1994 |
1993 |
1992 |
1991 |
1990 |
Private Label RMBS Issuance (S&P) |
$80 billion to $100 billion (est) |
$70 billion |
$34 billion |
$54 billion |
na |
na |
na |
na |
na |
na |
na
|
na
|
na
|
$1.191 trillion
|
$0.864 trillion
|
$0.586 trillion
|
$0.414 trillion
|
$0.267 trillion
|
$0.136 trillion
|
na
|
na |
na
|
na |
na
|
na |
na
|
na |
na
|
na |
Non-agency MBS outstanding as of Dec. 31 (Amherst Securities) |
na |
na |
na |
na |
na |
na |
$0.986 trillion as of Aug. 31 |
$1.100 trillion |
na |
na |
|
na
|
na
|
na |
na |
na |
na |
na |
na |
na
|
na |
na
|
na |
na
|
na |
na
|
na |
na
|
na |
RMBS Issuance – excluding Fannie/Freddie (Federal Register) |
na |
na |
na |
na |
na |
na |
na |
na |
$39.8 billion (through Sep. 30) |
$48.1 billion |
$28.6 billion
|
$641.8 billion
|
$723.3 billion
|
$724.1 billion |
$503.9 billion |
$396.3 billion
|
$287.9 billion
|
na
|
na |
na
|
na |
na
|
na |
na
|
na |
na
|
na |
na
|
na |
MBS Nonagency Issuance (FHFA OIG – Inside Mortgage Finance) |
na |
na |
na |
na |
na |
na |
na |
$0.0 trillion |
$0.1 trillion |
$0.1 trillion |
$0.1 trillion |
$0.7 trillion |
$1.1 trillion
|
$1.2 trillion
|
$0.9 trillion
|
$0.6 trillion
|
$0.4 trillion
|
$0.3 trillion
|
$0.1 trillion
|
na
|
na |
na
|
na |
na
|
na |
na
|
na |
na
|
na |
Private Label RMBS Issuance (Moody’s Approximate) |
na |
na |
na |
na |
na |
na |
na |
na |
na |
na |
$0.02 trillion (Q1)
|
$1.20 trillion
|
$0.98 trillion
|
$0.98 trillion
|
$0.80 trillion
|
$0.48 trillion
|
$0.36 trillion
|
$0.22 trillion
|
na
|
na
|
na |
na
|
na |
na
|
na |
na
|
na |
na
|
na |
Non-Agency Issuance
|
2018 |
2017 |
2016 |
2015 |
2014 |
2013 |
2012 |
2011 |
2010
|
2009
|
2008
|
2007
|
2006
|
2005
|
2004
|
2003
|
2002
|
2001
|
2000
|
1999 |
1998 |
1997 |
1996 |
1995 |
1994 |
1993 |
1992 |
1991 |
1990 |
RMBS Issuance (Thomson Reuters) |
na |
na |
na |
na |
na |
na |
na |
na |
na |
na |
|
|
na
|
na
|
na
|
na
|
na
|
na
|
na
|
na
|
na |
na
|
na |
na
|
na |
na
|
na |
na
|
na |
Average Daily Trading Volume of Agency MBS (SIFMA) |
na |
na |
na |
na |
na |
na |
na |
na |
na |
na |
na |
$320.1 billion |
$254.6 billion |
$251.8 billion |
$207.4 billion |
$206.0 billion |
$154.5 billion |
$112.0 billion |
$69.5 billion |
na
|
na |
na
|
na |
na
|
na |
na
|
na |
na
|
na |
MBS Issuance (Bank for International Settlements) |
na |
na |
na |
na |
na |
na |
na |
na |
na |
na |
|
|
|
$2.1 trillion (approximate)
|
$1.8 trillion (approximate)
|
|
$1.8 trillion (approximate)
|
$1.3 trillion (approximate) |
$0.6 trillion (approximate) |
na
|
na |
na
|
na |
na
|
na |
na
|
na |
na
|
na |
CMBS Issuance (Morningstar) |
na |
na |
na |
na |
$100 billion forecast |
na |
na |
na |
na |
na |
na
|
na
|
na
|
na
|
na
|
na
|
na
|
na
|
na
|
na
|
na |
na
|
na |
na
|
na |
na
|
na |
na
|
na |
ABS Issuance (SEC) |
na |
na |
na |
na |
na
|
na
|
na
|
na
|
$110 billion
|
na
|
na
|
na
|
na
|
na
|
na
|
na
|
na
|
na
|
na
|
na
|
na |
na
|
na |
na
|
na |
na
|
na |
na
|
na |
CMBS Issuance (Federal Register) |
na |
na |
na |
na |
na |
na |
na |
na |
$27.3 billion (through Sep. 30) |
$38.8 billion |
$33.6 billion
|
$319.9 billion
|
$305.7 billion
|
$245.9 billion |
$137.0 billion |
$107.4 billion
|
$89.9 billion
|
na
|
na |
na
|
na |
na
|
na |
na
|
na |
na
|
na |
na
|
na |
Agency Issuance
|
2018 |
2017 |
2016 |
2015 |
2014 |
2013 |
2012 |
2011 |
2010
|
2009
|
2008
|
2007
|
2006
|
2005
|
2004
|
2003
|
2002
|
2001
|
2000
|
1999 |
1998 |
1997 |
1996 |
1995 |
1994 |
1993 |
1992 |
1991 |
1990 |
Fannie Mae New Business Acqusitions |
$344.064 billion through Aug 31 |
|
|
$515.541 billion |
$433.8 billion |
$796.6 billion |
|
$652.8 billion |
|
|
|
|
|
|
|
|
|
|
$259.6 billion
|
$259.6 billion
|
$366.3 billion
|
$166.5 billion
|
$170.9 billion
|
$131.0 billion
|
$162.1 billion
|
$294.0 billion
|
$251.6 billion
|
$136.8 billion
|
$114.2 billion
|
Freddie Mac Purchases and Issuances |
$319.568 billion through Oct. 31 |
$428.786 billion |
|
$402.0 billion |
$291.4 billion |
$452.9 billion |
$455.799 billion |
$361.0 billion |
|
|
|
|
|
|
|
|
|
|
|
$239.8 billion
|
$267.4 billion
|
$117.4 billion
|
$125.1 billion
|
$91.5 billion
|
$123.4 billion
|
$229.2 billion
|
$191.1 billion
|
$100.0 billion
|
$75.5 billion
|
Ginnie Mae Issuance (Ginnie – calendar) |
$317.719 billion through Sep 30 |
$473.879 billion |
|
$454.3 billion |
$313.5 billion |
$417.4 billion |
$424.9 billion |
|
|
$454 billion |
$270 billion |
$97 billion |
$83.3 billion
|
$86.9 billion
|
$125 billion
|
$217.9 billion
|
$174 billion
|
$174.6 billion
|
$103.3 billion
|
na
|
na |
na
|
na |
na
|
na |
na
|
na |
na
|
na |
Ginnie Mae Issuance (Ginnie – fiscal) |
$434.732 billion through Sep 30 |
$504.575 billion |
|
$432.4 billion |
|
|
|
$350.4 billion
|
$412.9 billion
|
$418.1 billion
|
$220.6 billion |
$85 billion |
na
|
na
|
na
|
na
|
na
|
na
|
na
|
na
|
na |
na
|
na |
na
|
na |
na
|
na |
na
|
na |
Agency Issuance
|
2018 |
2017 |
2016 |
2015 |
2014 |
2013 |
2012 |
2011 |
2010
|
2009
|
2008
|
2007
|
2006
|
2005
|
2004
|
2003
|
2002
|
2001
|
2000
|
1999 |
1998 |
1997 |
1996 |
1995 |
1994 |
1993 |
1992 |
1991 |
1990 |
Fannie Mae Fixed-Rate Issuance (eMBS) |
$463.795 billion |
$501.672 billion |
|
$461.4 billion |
$359.1 billion |
$716.0 billion |
$801.3 billion |
$518.7 billion |
$562.1 billion |
$765 billion |
$493.0 billion |
$542.3 billion |
$393.4 billion |
$381.8 billion |
na
|
na
|
na
|
na
|
na
|
na
|
na |
na
|
na |
na
|
na |
na
|
na |
na
|
na |
Freddie Mac Fixed-Rate Issuance (eMBS) |
$307.225 billion |
$335.825 billion |
|
|
$239.8 billion |
$408.6 billion |
|
$273.4 billion |
$359.1 billion |
$459 billion |
$312.7 billion |
$352.2 billion |
$280.6 billoin |
$316.9 billion |
na
|
na
|
na
|
na
|
na
|
na
|
na |
na
|
na |
na
|
na |
na
|
na |
na
|
na |
Ginnie Mae Fixed-Rate Issuance (eMBS) |
$384.717 billion |
$438.134 billion |
|
$417.9 billion |
$279.7 billion |
$376.6 billion |
$378.8 billion |
$264.1 billion |
$343.3 billion |
$431 billion |
$256.5 billion |
$89.1 billion |
$70.6 billion |
$68.9 billion |
na
|
na
|
na
|
na
|
na
|
na
|
na |
na
|
na |
na
|
na |
na
|
na |
na
|
na |
Fannie Mae share of single family issuance |
na |
|
|
37%Â as of Jun 30 |
40% |
na
|
|
48% |
44% |
46% |
na |
na |
na |
na |
na
|
na
|
na
|
na
|
na
|
na
|
na |
na
|
na |
na
|
na |
na
|
na |
na
|
na |
Fannie Mae Multifamily Issuance |
na
|
na
|
|
$43.9 billion |
$28.9 billion |
|
|
$23.8 billion |
na |
na |
na |
na |
na |
na |
na
|
na
|
na
|
na
|
na
|
na
|
na |
na
|
na |
na
|
na |
na
|
na |
na
|
na |
Agency MBS Issuance (Thomson Reuters) |
na
|
na
|
na
|
na
|
na
|
na
|
na
|
na |
na |
na |
|
|
na
|
na
|
na
|
na
|
na
|
na
|
na
|
na
|
na |
na
|
na |
na
|
na |
na
|
na |
na
|
na |
MBSÂ Outstanding
|
2018 |
2017 |
2016 |
2015 |
2014 |
2013 |
2012 |
2011 |
2010
|
2009
|
2008
|
2007
|
2006
|
2005
|
2004
|
2003
|
2002
|
2001
|
2000
|
1999 |
1998 |
1997 |
1996 |
1995 |
1994 |
1993 |
1992 |
1991 |
1990 |
Bank MBSÂ Holdings as of Dec. 31 (FDIC) |
na
|
na
|
na
|
na
|
na
|
na
|
na
|
|
|
na |
na |
na |
na |
na |
na
|
na
|
na
|
na
|
na
|
na
|
na |
na
|
na |
na
|
na |
na
|
na |
na
|
na |
Non-Agency Performing MBS Outstanding (Amherst Securities LLC) |
na
|
na
|
na
|
na
|
na
|
na
|
na
|
na
|
na
|
$1.2869 trillion (March 1) |
$1.3623 trillion |
$1.8175 trillion |
$1.8589 trillion
|
$1.4717 trillion
|
na
|
na
|
na
|
na
|
na
|
na
|
na |
na
|
na |
na
|
na |
na
|
na |
na
|
na |
Outstanding Fannie Mae Multfamily MBS as of Dec. 31 |
na
|
na
|
|
$188.2 billion |
$203.3 billion |
na |
na |
$90 billion as of Sept. 30 |
na |
na |
na |
na |
na |
na |
na
|
na
|
na
|
na
|
na
|
na
|
na |
na
|
na |
na
|
na |
na
|
na |
na
|
na |
CMBS outstanding (Moody’s) |
na
|
na
|
na
|
na |
na |
na |
na |
|
na
|
na
|
na
|
na
|
na
|
na
|
na
|
na
|
na
|
na
|
na
|
na
|
na |
na
|
na |
na
|
na |
na
|
na |
na
|
na |
Measure
|
2018 |
2017 |
2016 |
2015 |
2013 |
2013 |
2012 |
2011 |
2010
|
2009
|
2008
|
2007
|
2006
|
2005
|
2004
|
2003
|
2002
|
2001
|
2000
|
1999 |
1998 |
1997 |
1996 |
1995 |
1994 |
1993 |
1992 |
1991 |
1990 |