Most of the banking industry’s biggest players in residential MBS reported substantial increases in the value of their holdings in the third quarter. (Includes two data tables.)

Third-quarter profits at the government-sponsored enterprises go up and down with their credit reserves. (Includes data table.)

The key vehicle ABS sector slowed in the third quarter and business-finance securitization stalled. But issuance in the first nine months of 2024 was up 22.9% from last year. (Includes three data tables.)

Early data from Fannie Mae and Freddie Mac suggest that, despite the one-two blow of Hurricanes Helene and Milton, the storms’ impact on GSE credit-risk transfer transactions is relatively modest.

Rated ABS issuance was relatively flat in the second quarter. In the non-agency MBS market, rated production was buoyed by the surging home-equity sector. (Includes two data tables.)

Although bank holding companies keep most of their CLO investments in held-to-maturity accounts, the value of CLO classified as available-for-sale was up slightly in the second quarter. (Includes data table.)

Portfolio restructuring by the Federal Reserve accounted for about a third of new Fannie and Freddie Supers issuance in the second quarter, but volume is slowing down. (Includes two data tables.)

The volume of loans removed from Ginnie MBS increased by nearly 20% in the second quarter, driven by borrower loan payoffs. (Includes two data tables.)

S&P lost a little market share in rating newly issued ABS but remained the top provider in the first quarter. Fitch had a similar experience in the non-agency MBS market. (Includes two data tables.)

JPMorgan Chase held the largest CLO portfolio in the banking industry at the end of March, but its investment was down from the previous period. (Includes data table.)