In fourth quarter 1999, the ratio of mortgage-backed securities to securities was 10.49 percent; the ratio of pass-throughs to securities was 13.49 percent; and the percentage of pass-throughs with earliest repricing or maturity over five years was 68.15 percent.
In first quarter 2000, the ratio of mortgage-backed securities to securities was 10.27 percent; the ratio of pass-throughs to securities was 13.30 percent; and the percentage of pass-throughs with earliest repricing or maturity over five years was 69.54 percent.
A combined line and bar chart.
In second quarter 2000, the ratio of mortgage-backed securities to securities was 10.37 percent; the ratio of pass-throughs to securities was 12.83 percent; and the percentage of pass-throughs with earliest repricing or maturity over five years was 68.25 percent.
In third quarter 2000, the ratio of mortgage-backed securities to securities was 10.26 percent; the ratio of pass-throughs to securities was 12.76 percent; and the percentage of pass-throughs with earliest repricing or maturity over five years was 67.51 percent.
In fourth quarter 2000, the ratio of mortgage-backed securities to securities was 9.99 percent; the ratio of pass-throughs to securities was 12.40 percent; and the percentage of pass-throughs with earliest repricing or maturity over five years was 67.67 percent.
In first quarter 2001, the ratio of mortgage-backed securities to securities was 10.29 percent; the ratio of pass-throughs to securities was 14.66 percent; and the percentage of pass-throughs with earliest repricing or maturity over five years was 67.40 percent.
In second quarter 2001, the ratio of mortgage-backed securities to securities was 10.47 percent; the ratio of pass-throughs to securities was 15.90 percent; and the percentage of pass-throughs with earliest repricing or maturity over five years was 70.95 percent.
In third quarter 2001, the ratio of mortgage-backed securities to securities was 11.56 percent; the ratio of pass-throughs to securities was 16.32 percent; and the percentage of pass-throughs with earliest repricing or maturity over five years was 72.48 percent.
In fourth quarter 2001, the ratio of mortgage-backed securities to securities was 12.12 percent; the ratio of pass-throughs to securities was 16.18 percent; and the percentage of pass-throughs with earliest repricing or maturity over five years was 72.18 percent.
In first quarter 2002, the ratio of mortgage-backed securities to securities was 12.15 percent; the ratio of pass-throughs to securities was 16.15 percent; and the percentage of pass-throughs with earliest repricing or maturity over five years was 72.52 percent.
In second quarter 2002, the ratio of mortgage-backed securities to securities was 11.97 percent; the ratio of pass-throughs to securities was 16.29 percent; and the percentage of pass-throughs with earliest repricing or maturity over five years was 74.17 percent.