The office sector accounted for the highest share of commercial mortgage-backed securities (CMBS) debt outstanding in the United States in the first quarter of 2023. According to the source, the total CMBS debt amounted to approximately 636 billion U.S. dollars and 27 percent of it consisted of loans backed by office real estate.

United States PDS: Net Positions: Mortgage-Backed Securities: Non-Agency MBS: Other CMBS data was reported at 7.060 USD bn in 30 Apr 2025. This records an increase from the previous number of 6.906 USD bn for 23 Apr 2025. United States PDS: Net Positions: Mortgage-Backed Securities: Non-Agency MBS: Other CMBS data is updated weekly, averaging 6.378 USD bn from Apr 2013 (Median) to 30 Apr 2025, with 631 observations. The data reached an all-time high of 12.782 USD bn in 29 May 2013 and a record low of 4.067 USD bn in 10 May 2023. United States PDS: Net Positions: Mortgage-Backed Securities: Non-Agency MBS: Other CMBS data remains active status in CEIC and is reported by Federal Reserve Bank of New York. The data is categorized under Global Database’s United States – Table US.Z040: Primary Dealer Statistics: Net Positions.

In 2022,the value of single-borrower commercial-backed securities (CMBS) was nearly twice higher than the value of conduit, or multi-borrower securities. CMBS are fixed income investment products which are backed by mortgages on commercial properties.

United States PDS: Transactions: Mortgage-Backed Securities: Non-Agency MBS: Other CMBS data was reported at 1.144 USD bn in 30 Apr 2025. This records an increase from the previous number of 883.000 USD mn for 23 Apr 2025. United States PDS: Transactions: Mortgage-Backed Securities: Non-Agency MBS: Other CMBS data is updated weekly, averaging 856.000 USD mn from Apr 2013 (Median) to 30 Apr 2025, with 631 observations. The data reached an all-time high of 3.591 USD bn in 20 Oct 2021 and a record low of 62.000 USD mn in 30 Dec 2020. United States PDS: Transactions: Mortgage-Backed Securities: Non-Agency MBS: Other CMBS data remains active status in CEIC and is reported by Federal Reserve Bank of New York. The data is categorized under Global Database’s United States – Table US.Z041: Primary Dealer Statistics: Transactions.

In 2024, about 53.2 billion U.S. dollars' worth of commercial mortgage-based securities (CMBS) originations were issued in the United States. These are fixed income investment products, which are backed by mortgages on commercial properties. The value of originations peaked in 2007 before the financial crisis at 241 billion U.S. dollars. Commercial mortgage delinquencies increased during the COVID-19 pandemic, especially in the hotel and retail sectors.

PDS: Transactions: Mortgage-Backed Securities: Federal Agency & GSE MBS: Federal Agency & GSE CMBS data was reported at 416.000 USD mn in 30 Apr 2025. This records an increase from the previous number of 338.000 USD mn for 23 Apr 2025. PDS: Transactions: Mortgage-Backed Securities: Federal Agency & GSE MBS: Federal Agency & GSE CMBS data is updated weekly, averaging 459.000 USD mn from Apr 2013 (Median) to 30 Apr 2025, with 631 observations. The data reached an all-time high of 2.472 USD bn in 21 Jul 2021 and a record low of 21.000 USD mn in 30 Dec 2015. PDS: Transactions: Mortgage-Backed Securities: Federal Agency & GSE MBS: Federal Agency & GSE CMBS data remains active status in CEIC and is reported by Federal Reserve Bank of New York. The data is categorized under Global Database’s United States – Table US.Z041: Primary Dealer Statistics: Transactions.

Citibank, Wells Fargo Bank, and Goldman Sachs were the three largest loan contributors to the commercial mortgage-backed securities (CMBS) issued in the United States in the first half of 2023. The three firms were responsible for the funding of almost half of the balance of CMBS issued during that period. Unsurprisingly, they also led the ranking in terms of the largest volume of CMBS underwritten. CMBS are fixed-income investment products which are secured by commercial real estate loans.

PDS: Net Positions: Mortgage-Backed Securities: Federal Agency and GSE MBS: Federal Agency and GSE CMBS data was reported at 15.577 USD bn in 30 Apr 2025. This records an increase from the previous number of 14.930 USD bn for 23 Apr 2025. PDS: Net Positions: Mortgage-Backed Securities: Federal Agency and GSE MBS: Federal Agency and GSE CMBS data is updated weekly, averaging 6.315 USD bn from Apr 2013 (Median) to 30 Apr 2025, with 631 observations. The data reached an all-time high of 16.026 USD bn in 05 Feb 2025 and a record low of 2.332 USD bn in 07 Feb 2018. PDS: Net Positions: Mortgage-Backed Securities: Federal Agency and GSE MBS: Federal Agency and GSE CMBS data remains active status in CEIC and is reported by Federal Reserve Bank of New York. The data is categorized under Global Database’s United States – Table US.Z040: Primary Dealer Statistics: Net Positions.

New York concentrated the highest value of commercial mortgage backed securities (CMBS) debt outstanding in the U.S. commercial real estate market in 2023. As of April that year, the value of CMBS debt outstanding amounted to almost 105 billion U.S. dollars - higher than the combined value of the debt outstanding in the next five markets in the ranking. With monetary policy tightening, the value of CMBS originations plummeted to the lowest figure seen in the last decade.

This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.

CMBS ETF: A Commercial Real Estate Investment Powerhouse?

Financial data:

• Historical daily stock prices (open, high, low, close, volume)

• Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)

• Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)

Machine learning features:

• Feature engineering based on financial data and technical indicators

• Sentiment analysis data from social media and news articles

• Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)

Potential Applications:

• Stock price prediction

• Portfolio optimization

• Algorithmic trading

• Market sentiment analysis

• Risk management

Use Cases:

• Researchers investigating the effectiveness of machine learning in stock market prediction

• Analysts developing quantitative trading Buy/Sell strategies

• Individuals interested in building their own stock market prediction models

• Students learning about machine learning and financial applications

Additional Notes:

• The dataset may include different levels of granularity (e.g., daily, hourly)

• Data cleaning and preprocessing are essential before model training

• Regular updates are recommended to maintain the accuracy and relevance of the data

Citigroup, Wells Fargo Securities, and Goldman Sachs were the three largest underwriters of commercial mortgage-backed securities (CMBS) in the United States in the first half of 2023. The three firms were responsible for the book-running of almost half of the balance of CMBS issued during that period. Underwriting is part of the issuance process and involves the assessment of the level of credit risk associated with the securitized commercial real estate loans. That includes reviewing property appraisals and other third-party reports, as well as considering factors such as borrowers' net worth and credit history.

United States PDS: Financing: Federal Agency and GSE CMBS: Securities In: Reverse Repurchase Agreements: Uncleared Bilateral: Specified: Overnight and Continuing data was reported at 194.000 USD mn in 19 Mar 2025. This records a decrease from the previous number of 490.000 USD mn for 10 Apr 2024. United States PDS: Financing: Federal Agency and GSE CMBS: Securities In: Reverse Repurchase Agreements: Uncleared Bilateral: Specified: Overnight and Continuing data is updated weekly, averaging 557.000 USD mn from Jan 2022 (Median) to 19 Mar 2025, with 10 observations. The data reached an all-time high of 663.000 USD mn in 18 Oct 2023 and a record low of 194.000 USD mn in 19 Mar 2025. United States PDS: Financing: Federal Agency and GSE CMBS: Securities In: Reverse Repurchase Agreements: Uncleared Bilateral: Specified: Overnight and Continuing data remains active status in CEIC and is reported by Federal Reserve Bank of New York. The data is categorized under Global Database’s United States – Table US.Z042: Primary Dealer Statistics: Financing.

The value of commercial mortgage-backed securities (CMBS) issued in the United States surged in 2021, largely due to the increase in the multifamily and industrial sector. CMBS are fixed-income investments that are backed by mortgage loans on commercial properties. With CMBS issuance amounting to approximately 52.7 million U.S. dollars, the multifamily property sector accounted for the largest share of the total CMBS market.

Graph and download economic data for 73) Over the Past Three Months, How Have Liquidity and Functioning in the Cmbs Market Changed?| Answer Type: Improved Somewhat (ALLQ73MONR) from Q4 2011 to Q1 2025 about marketable, change, liquidity, 3-month, and USA.

United States PDS: Financing: Federal Agency and GSE CMBS: Securities In: Reverse Repurchase Agreements: GCF: Overnight and Continuing data was reported at 0.000 USD mn in 02 Apr 2025. This stayed constant from the previous number of 0.000 USD mn for 26 Mar 2025. United States PDS: Financing: Federal Agency and GSE CMBS: Securities In: Reverse Repurchase Agreements: GCF: Overnight and Continuing data is updated weekly, averaging 0.000 USD mn from Jan 2022 (Median) to 02 Apr 2025, with 170 observations. The data reached an all-time high of 0.000 USD mn in 02 Apr 2025 and a record low of 0.000 USD mn in 02 Apr 2025. United States PDS: Financing: Federal Agency and GSE CMBS: Securities In: Reverse Repurchase Agreements: GCF: Overnight and Continuing data remains active status in CEIC and is reported by Federal Reserve Bank of New York. The data is categorized under Global Database’s United States – Table US.Z041: Primary Dealer Statistics: Financing.

Graph and download economic data for Assets : Securities Held Outright: Commercial Mortgage-Backed Securities: Wednesday Level (H41RESPPALGASMSNWW) from 2002-12-18 to 2025-06-04 about outright, mortgage-backed, commercial, securities, assets, and USA.

United States PDS: Financing: Federal Agency and GSE CMBS: Securities Out: Repurchase Agreements: Uncleared Bilateral: Specified: Term Agreements: <30 Days data was reported at -30.000 USD mn in 30 Apr 2025. This stayed constant from the previous number of -30.000 USD mn for 23 Apr 2025. United States PDS: Financing: Federal Agency and GSE CMBS: Securities Out: Repurchase Agreements: Uncleared Bilateral: Specified: Term Agreements: <30 Days data is updated weekly, averaging 0.000 USD mn from Jan 2022 (Median) to 30 Apr 2025, with 174 observations. The data reached an all-time high of 0.000 USD mn in 02 Apr 2025 and a record low of -30.000 USD mn in 30 Apr 2025. United States PDS: Financing: Federal Agency and GSE CMBS: Securities Out: Repurchase Agreements: Uncleared Bilateral: Specified: Term Agreements: <30 Days data remains active status in CEIC and is reported by Federal Reserve Bank of New York. The data is categorized under Global Database’s United States – Table US.Z042: Primary Dealer Statistics: Financing.

As of March 2025, the 30-day delinquency rate for commercial mortgage-backed securities (CMBS) varied per property type. The share of late payments for office CMBS was the highest at over 9.76 percent, about three percentage points higher than the average for all asset classes. A 30-day delinquency refers to payments that are one month late, regardless of how many days the month has. Commercial mortgage-backed securities are fixed-income investment products which are backed by mortgages on commercial property.

United States PDS: Financing: Federal Agency and GSE CMBS: Securities Out: Repurchase Agreements: Uncleared Bilateral: General: Overnight and Continuing data was reported at 0.000 USD mn in 08 Jan 2025. This stayed constant from the previous number of 0.000 USD mn for 01 Jan 2025. United States PDS: Financing: Federal Agency and GSE CMBS: Securities Out: Repurchase Agreements: Uncleared Bilateral: General: Overnight and Continuing data is updated weekly, averaging 0.000 USD mn from Jan 2022 (Median) to 08 Jan 2025, with 120 observations. The data reached an all-time high of 0.000 USD mn in 08 Jan 2025 and a record low of 0.000 USD mn in 08 Jan 2025. United States PDS: Financing: Federal Agency and GSE CMBS: Securities Out: Repurchase Agreements: Uncleared Bilateral: General: Overnight and Continuing data remains active status in CEIC and is reported by Federal Reserve Bank of New York. The data is categorized under Global Database’s United States – Table US.Z041: Primary Dealer Statistics: Financing.

Graph and download economic data for Delinquency Rate on Commercial Real Estate Loans (Excluding Farmland), Booked in Domestic Offices, All Commercial Banks (DRCRELEXFACBS) from Q1 1991 to Q1 2025 about farmland, domestic offices, delinquencies, real estate, commercial, domestic, loans, banks, depository institutions, rate, and USA.