US Mortgage Backed Securities Statistics

SIFMA Research tracks the current landscape for U.S. mortgage-backed securities, including issuance, trading, and outstanding data. We also break out issuance and outstanding into several subcategories across the MBS sector for both agency and non-agency securities. Trading volumes are reported in the number of trades and dollar amounts for both agency and nonagency MBS. Data is downloadable by daily (trading volumes only), monthly, quarterly and annual statistics including trend analysis.

YTD statistics include:

  • Issuance (as of October) $1,107.5 billion, -42.8% Y/Y
  • Agency Trading (as of October) $252,975.9 million ADV, +2.9% Y/Y
  • Non-Agency Trading (as of October) $1,334.2 million ADV, -2.8% Y/Y
  • Outstanding (as of 4Q21) $12,201.6 billion, +9% Y/Y (dataset under review)