In a recent post, we introduced the Recursion Agency Multifamily Dataset, a complete accounting of multifamily loans securitized in Agency pools, going back to 2009. We provided a breakdown of issuance for the total market and by agency in that post. A natural question that arises is how can we benchmark our new dataset?
In this case, we look at outstanding balance rather than issuance volume. The Agencies provide quarterly data on total outstanding balances on their web sites. When we compare this to our own data, we get this:
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