Top 50 ranking based on dollar volume of agency and non-agency mortgage-backed securities in held-to-maturity or available-for-sale accounts. Breakouts for HTM amortized cost and fair value and same for AFS. Also includes calculation for fair value less amortized cost.

Top 50 ranking based on dollar volume of agency and non-agency mortgage-backed securities in held-to-maturity or available-for-sale accounts. Breakouts for HTM amortized cost and fair value and same for AFS. Also includes calculation for fair value less amortized cost.

Asset holdings of top banks. Includes amortized dollar volume and fair value percentage for held-to-maturity MBS and for available-for-sale MBS. Also includes dollar volume of single-family residential loans held to maturity or available for sale and total asset volume.

Asset holdings of top banks. Includes amortized dollar volume and fair value percentage for held-to-maturity MBS and for available-for-sale MBS. Also includes dollar volume of single-family residential loans held to maturity or available for sale and total asset volume.

Top 100 ranking based on total MBS volume. Breakouts for agency pass-throughs and CMO as well as non-agency.

Top 100 ranking based on total MBS volume. Breakouts for agency pass-throughs and CMO as well as non-agency.

Dollar volume of mortgage- and asset-backed securities held in trading accounts at 25 large bank holding companies. Breakouts for agency MBS (pass-throughs and CMOs), non-agency MBS, commercial MBS (non-agency securities and agency multifamily securities) and non-mortgage ABS.

Dollar volume of mortgage- and asset-backed securities held in trading accounts at 25 large bank holding companies. Breakouts for agency MBS (pass-throughs and CMOs), non-agency MBS, commercial MBS (non-agency securities and agency multifamily securities) and non-mortgage ABS.

Top 100 ranking based on total MBS volume. Breakouts for agency pass-throughs and CMO as well as non-agency.

Top 100 ranking based on total MBS volume. Breakouts for agency pass-throughs and CMO as well as non-agency.