Graph and download economic data for Treasury and Agency Securities: Mortgage-Backed Securities (MBS), All Commercial Banks (H8B1301NCBCQG) from Q4 2009 to Q2 2025 about mortgage-backed, agency, Treasury, securities, banks, depository institutions, and USA.

Graph and download economic data for Treasury and Agency Securities: Mortgage-Backed Securities (MBS), All Commercial Banks (TMBACBW027SBOG) from 2009-07-01 to 2025-09-24 about mortgage-backed, agency, Treasury, securities, banks, depository institutions, and USA.

United States - Treasury and Agency Securities: Mortgage-Backed Securities (MBS), All Commercial Banks was 2695.22740 Bil. of U.S. $ in September of 2025, according to the United States Federal Reserve. Historically, United States - Treasury and Agency Securities: Mortgage-Backed Securities (MBS), All Commercial Banks reached a record high of 2995.76070 in February of 2022 and a record low of 958.72110 in October of 2009. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - Treasury and Agency Securities: Mortgage-Backed Securities (MBS), All Commercial Banks - last updated from the United States Federal Reserve on October of 2025.

Graph and download economic data for Assets: Securities Held Outright: Mortgage-Backed Securities: Wednesday Level (WSHOMCB) from 2002-12-18 to 2025-10-01 about outright, mortgage-backed, securities, assets, and USA.

Total-Cashflows-From-Financing-Activities Time Series for PennyMac Mortgage Investment Trust. PennyMac Mortgage Investment Trust, through its subsidiary, primarily invests in residential mortgage-related assets in the United States. The company operates through: Credit Sensitive Strategies, Interest Rate Sensitive Strategies, Correspondent Production segments. The Credit Sensitive Strategies segment invests in credit risk transfer (CRT) agreements and subordinate mortgage-backed securities (MBS). The Interest Rate Sensitive Strategies segment engages in investing in mortgage servicing rights, base servicing and excess servicing spreads, and agency and senior non-agency MBS, as well as related interest rate hedging activities. The Correspondent Production segment is involved in purchasing, pooling, and reselling newly originated prime credit quality loans directly or in the form of MBS. The company primarily sells its loans to government-sponsored entities. The company qualifies as a real estate investment trust for federal income tax purposes. It generally would not be subject to federal corporate income taxes if it distributes at least 90% of its taxable income to its shareholders. The company was incorporated in 2009 and is headquartered in Westlake Village, California.

Net-Income-Applicable-To-Common-Shares Time Series for PennyMac Mortgage Investment Trust. PennyMac Mortgage Investment Trust, through its subsidiary, primarily invests in residential mortgage-related assets in the United States. The company operates through: Credit Sensitive Strategies, Interest Rate Sensitive Strategies, Correspondent Production segments. The Credit Sensitive Strategies segment invests in credit risk transfer (CRT) agreements and subordinate mortgage-backed securities (MBS). The Interest Rate Sensitive Strategies segment engages in investing in mortgage servicing rights, base servicing and excess servicing spreads, and agency and senior non-agency MBS, as well as related interest rate hedging activities. The Correspondent Production segment is involved in purchasing, pooling, and reselling newly originated prime credit quality loans directly or in the form of MBS. The company primarily sells its loans to government-sponsored entities. The company qualifies as a real estate investment trust for federal income tax purposes. It generally would not be subject to federal corporate income taxes if it distributes at least 90% of its taxable income to its shareholders. The company was incorporated in 2009 and is headquartered in Westlake Village, California.

Fixed 30-year mortgage rates in the United States averaged 6.46 percent in the week ending September 26 of 2025. This dataset provides the latest reported value for - United States MBA 30-Yr Mortgage Rate - plus previous releases, historical high and low, short-term forecast and long-term prediction, economic calendar, survey consensus and news.

The industry is composed of non-depository institutions that conduct primary and secondary market lending. Operators in this industry include government agencies in addition to non-agency issuers of mortgage-related securities. Through 2025, rising per capita disposable income and low levels of unemployment helped fuel the increase in primary and secondary market sales of collateralized debt. Nonetheless, due to the sharp contraction in economic activity at the onset of the period, revenue gains were limited, but climbed in the latter part of the period as the economy has normalized. Interest rates climbed significantly to tackle significant inflationary pressures, which increased borrowing costs, hindering loan volumes but increasing interest income for each loan. However, the Fed cut interest rates in 2024 and is anticipated to cut rates in the latter part of the current year, reducing borrowing costs and providing a boost to loan volumes. Overall, these trends, along with volatility in the real estate market, have caused revenue to slump at a CAGR of 1.3% to $488.9 billion over the past five years, including an expected decline of 0.1% in 2025 alone. The high interest rate environment has hindered real estate loan demand but increased interest income, boosting profit to 15.6% of revenue in the current year. Higher access to credit and higher disposable income have fueled primary market lending over much of the period, increasing the variety and volume of loans to be securitized and sold in secondary markets. An additional boon for institutions has been an increase in interest rates, which raised interest income as the spread between short- and long-term interest rates increased. These macroeconomic factors, combined with changing risk appetite and regulation in the secondary markets, have resurrected collateralized debt trading since the middle of the period. Although institutions are poised to benefit from strong economic growth, inflationary pressures easing and the decline in the 30-year conventional mortgage rate, the rate of homeownership is still expected to fall but at a slower pace compared to the current period. Shaky demand from commercial banking and uncertainty surrounding inflationary pressures will influence institutions' decisions on whether or not to sell mortgage-backed securities and commercial loans to secondary markets. These trends are expected to cause revenue to decline at a CAGR of 1.0% to $465.4 billion over the five years to 2030.

The Asset Securitization Market size was valued at USD 1,310 Billion in 2024 and is projected to reach USD 2.69 Billion by 2032 growing at a CAGR of 9.4% during the forecast period 2026-2032.● Enhanced Capital Efficiency: Capital resources are being optimized by financial institutions through securi-tization processes. Balance sheets are being strengthened as illiquid assets are converted into tradable securities, allowing for improved regulatory capital management.● Diversification of Funding Sources: Alternative funding avenues are being accessed by entities through securitization structures. Dependency on traditional lending sources is being reduced as multiple investor segments are tapped into, resulting in more stable and varied financing mechanisms.● Risk Transfer Capabilities: Credit and interest rate risks are being effectively distributed across the financial system through securitization techniques. Concentration vulnerabilities are being mitigated as exposures are spread among willing investors with appropriate risk appetites.

The global market for Methyl Butyl Salicylate (MBS), a crucial fragrance ingredient, is projected to reach a substantial value, exhibiting robust growth. The market's Compound Annual Growth Rate (CAGR) of 6.2% from 2019 to 2024 indicates consistent demand, driven primarily by the expanding personal care and cosmetic industries. Increased consumer preference for naturally derived fragrances and a growing awareness of the safety profile of MBS are further bolstering its market presence. The increasing demand for sophisticated and unique fragrances in various applications, including perfumes, lotions, soaps, and candles, contributes significantly to market expansion. Furthermore, the development of innovative formulations and improved manufacturing processes are streamlining production and reducing costs, enhancing the overall competitiveness of MBS in the global market. Key players like Dow, Kaneka, and LG Chem are actively contributing to this growth through their research and development efforts, continuous product innovations, and strategic partnerships. Despite these positive trends, challenges persist. Fluctuations in raw material prices and potential environmental concerns associated with certain manufacturing processes pose limitations to growth. However, the industry is actively addressing these challenges by exploring sustainable sourcing practices and adopting eco-friendly manufacturing techniques. The market segmentation, though not explicitly provided, likely involves various concentration levels and product forms, catering to specific applications and customer needs. The geographical distribution of the market is expected to be spread across various regions, with North America, Europe, and Asia-Pacific likely representing significant market shares, driven by their strong presence in the personal care and cosmetic industries. The forecast period of 2025-2033 promises continued expansion, with the market's value projected to significantly increase due to the aforementioned drivers and industry responses to the identified challenges.

Snapshot img

Fixed Income Assets Management Market Size 2025-2029

The fixed income assets management market size is valued to increase USD 9.16 tr, at a CAGR of 6.3% from 2024 to 2029. Increasing investment in fixed income assets will drive the fixed income assets management market.

Major Market Trends & Insights

North America dominated the market and accounted for a 35% growth during the forecast period.
By Type - Core segment was valued at USD 13.18 tr in 2023
By End-user - Enterprises segment accounted for the largest market revenue share in 2023

Market Size & Forecast

Market Opportunities: USD 55.33 tr
Market Future Opportunities: USD 9156.40 tr
CAGR : 6.3%
North America: Largest market in 2023

Market Summary

The market encompasses the management and investment in various types of debt securities, including bonds and treasuries. Core technologies and applications, such as portfolio optimization algorithms and risk management tools, play a crucial role in this market's continuous evolution. One significant trend is the increasing adoption of bond exchange-traded funds (ETFs), which accounted for over 20% of global fixed income assets under management in 2021.
However, the market faces challenges, including transaction risks and regulatory changes. For instance, the European Securities and Markets Authority's (ESMA) updated guidelines on MiFID II reporting requirements have impacted market participants. Despite these challenges, opportunities persist, including the growing demand for active management strategies and the increasing popularity of alternative investment-grade bonds.

What will be the Size of the Fixed Income Assets Management Market during the forecast period?

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How is the Fixed Income Assets Management Market Segmented and what are the key trends of market segmentation?

The fixed income assets management industry research report provides comprehensive data (region-wise segment analysis), with forecasts and estimates in 'USD tr' for the period 2025-2029, as well as historical data from 2019-2023 for the following segments.

Type

  Core
  Alternative


End-user

  Enterprises
  Individuals


Geography

  North America

    US
    Canada


  Europe

    France
    Germany
    Italy
    UK


  APAC

    China
    India
    Japan
    South Korea


  Rest of World (ROW)

By Type Insights

The core segment is estimated to witness significant growth during the forecast period.

Fixed Income Asset Management (FIAM) is a strategic investment approach that focuses on managing a diversified mix of US dollar-denominated fixed-income securities. This strategy encompasses various types of securities, including investment-grade bonds, commercial mortgage-backed securities (CMBS), residential mortgage-backed securities (RMBS), asset-backed securities (ABS), US government bonds, corporate debt, and other securitized assets. FIAM strategies employ rigorous research and risk management techniques to deliver consistent, solid returns, balancing both capital growth and income objectives. Portfolio managers meticulously blend securities across issuers, maturities, and jurisdictions to cater to the varying requirements of investors. Quantitative bond strategies, such as yield curve modeling and duration and convexity analysis, play a crucial role in FIAM.

These strategies help in assessing the risk-reward trade-off and optimizing the portfolio's sensitivity to interest rate changes. Interest rate swaps and other interest rate derivatives are essential tools in managing FIAM. They enable portfolio managers to hedge against interest rate risk and adjust the portfolio's duration to maintain an optimal risk profile. Performance attribution models and option-adjusted spread analysis are essential for evaluating the effectiveness of FIAM strategies. These models help in understanding the contribution of various factors to the portfolio's overall performance. Liquidity risk management is another critical aspect of FIAM. Portfolio managers employ various techniques, such as securitization and debt portfolio optimization, to manage liquidity risk and ensure that the portfolio remains accessible to investors.

Global macroeconomic factors, such as inflation, economic growth, and interest rates, significantly impact the FIAM market. Inflation-linked securities and credit default swaps are popular instruments used to hedge against inflation risk and credit risk, respectively. The FIAM market is experiencing steady growth, with an increasing number of investors recognizing the benefits of this investment strategy. According to recent studies, the market is projected to expand by approximately 12% in the coming year. Additionally, there has been a significant increase in the adoption of quantitative bond strategies, with over 40% of portfolio managers re

Graph and download economic data for 66) Over the Past Three Months, How Have the Terms Under Which Non-Agency Rmbs Are Funded Changed?| A. Terms for Average Clients | 4. Collateral Spreads over Relevant Benchmark (Effective Financing Rates). | Answer Type: Tightened Somewhat (ALLQ66A4TSNR) from Q4 2011 to Q1 2025 about collateral, change, funds, financing, spread, 3-month, average, rate, and USA.

Graph and download economic data for 62) Over the Past Three Months, How Have the Terms Under Which Agency RMBS Are Funded Changed?| B. Terms for Most Favored Clients, as a Consequence of Breadth, Duration And/or Extent of Relationship | 4. Collateral Spreads Over Relevant Benchmark (Effective Financing Rates). | Answer Type: Eased Somewhat (SFQ62B4ESNR) from Q4 2011 to Q3 2025 about duration, collateral, ease, change, funds, agency, financing, spread, 3-month, rate, and USA.

Graph and download economic data for 66) Over the Past Three Months, How Have the Terms Under Which Non-Agency RMBS Are Funded Changed?| A. Terms for Average Clients | 4. Collateral Spreads Over Relevant Benchmark (Effective Financing Rates). | Answer Type: Tightened Somewhat (SFQ66A4TSNR) from Q4 2011 to Q3 2025 about collateral, change, funds, financing, spread, 3-month, average, rate, and USA.

Graph and download economic data for 62) Over the Past Three Months, How Have the Terms Under Which Agency Rmbs Are Funded Changed?| A. Terms for Average Clients | 4. Collateral Spreads over Relevant Benchmark (Effective Financing Rates). | Answer Type: Tightened Somewhat (ALLQ62A4TSNR) from Q4 2011 to Q1 2025 about collateral, change, funds, agency, financing, spread, 3-month, average, rate, and USA.

Graph and download economic data for 62) Over the Past Three Months, How Have the Terms Under Which Agency RMBS Are Funded Changed?| A. Terms for Average Clients | 4. Collateral Spreads Over Relevant Benchmark (Effective Financing Rates). | Answer Type: Eased Somewhat (SFQ62A4ESNR) from Q4 2011 to Q3 2025 about ease, collateral, change, funds, agency, financing, spread, 3-month, average, rate, and USA.

Graph and download economic data for 66) Over the Past Three Months, How Have the Terms Under Which Non-Agency Rmbs Are Funded Changed?| B. Terms for Most Favored Clients, as a Consequence of Breadth, Duration And/or Extent of Relationship | 4. Collateral Spreads over Relevant Benchmark (Effective Financing Rates). | Answer Type: Eased Somewhat (ALLQ66B4ESNR) from Q4 2011 to Q1 2025 about duration, ease, collateral, change, funds, financing, spread, 3-month, rate, and USA.

Graph and download economic data for 66) Over the Past Three Months, How Have the Terms Under Which Non-Agency RMBS Are Funded Changed?| B. Terms for Most Favored Clients, as a Consequence of Breadth, Duration And/or Extent of Relationship | 4. Collateral Spreads Over Relevant Benchmark (Effective Financing Rates). | Answer Type: Tightened Considerably (SFQ66B4TCNR) from Q4 2011 to Q3 2025 about duration, collateral, change, funds, financing, spread, 3-month, rate, and USA.

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 Q2 2025 about farmland, domestic offices, delinquencies, real estate, commercial, domestic, loans, banks, depository institutions, rate, and USA.