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Top Bank and Thrift Mortgage Security Investors

Top Bank and Thrift MBS Investors: 1Q23 (PDF)

May 18, 2023

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

Top Bank and Thrift MBS Investors: 1Q23 (Spreadsheet)

May 18, 2023

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

Bank Holding Company Trading Accounts: 4Q22 (PDF)

March 23, 2023

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.

Bank Holding Company Trading Accounts: 4Q22 (Spreadsheet)

March 23, 2023

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 Bank MBS Gains/Losses: 4Q22 (PDF)

March 23, 2023

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 Bank MBS Gains/Losses: 4Q22 (Spreadsheet)

March 23, 2023

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.

Bank Residential Mortgage Holdings: 4Q22 (PDF)

March 16, 2023

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.

Bank Residential Mortgage Holdings: 4Q22 (Spreadsheet)

March 16, 2023

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 Bank and Thrift MBS Investors: 4Q22 (PDF)

February 16, 2023

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

Top Bank and Thrift MBS Investors: 4Q22 (Spreadsheet)

February 16, 2023

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

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