Graph and download economic data for Treasury and Agency Securities: Mortgage-Backed Securities (MBS), All Commercial Banks (TMBACBW027NBOG) from 2009-07-01 to 2025-03-12 about mortgage-backed, agency, securities, Treasury, banks, depository institutions, and USA.

The year 2021 saw the peak in issuance of residential mortgage backed securities (MBS), at 3.7 trillion U.S. dollars. Since then, MBS issuance has slowed, reaching 1.2 trillion U.S. dollars in 2023. What are mortgage backed securities? A mortgage backed security is a financial instrument in which mortgages are bundled together and sold to investors. The idea is that the risk of these individual mortgages is pooled when they are packaged together. This is a sound investment policy, unless the foreclosure rate increases significantly in a short amount of time. Mortgage risk Since mortgages are loans backed by an asset, the house, the risk is often considered relatively low. However, the loan maturities are very long, sometimes decades, meaning lenders must factor in the risk of a shift in the economic climate. As such, interest rates on longer mortgages tend to be higher than on shorter loans. The ten-year treasury yield influences these rates, since it is a long-term rate that most investors accept as risk-free. Additionally, a decline in the value of homeowner equity could lead to a situation where the debtor is “underwater” and owes more than the home is worth.

The volume of mortgage-backed securities issuance fluctuated significantly in the United States between 2014 and 2024. In 2024, the volume of the mortgage-backed securities issuance in the United States amounted to 1.6 trillion U.S. dollars.

Graph and download economic data for Treasury and Agency Securities: Mortgage-Backed Securities (MBS), Domestically Chartered Commercial Banks (H8B1301NDMCQG) from Q4 2009 to Q4 2024 about charter, mortgage-backed, agency, securities, Treasury, domestic, banks, depository institutions, and USA.

The weekly average value of mortgage-backed securities held by Federal Reserve Banks in the United States decreased in the second half of 2022 and the first half of 2023, after a period of sharp increase in 2020 and 2021. As of May 17, 2023, the weekly average value of mortgage-backed securities held by the Federal Reserve amounted to roughly 2.57 trillion U.S. dollars.

Graph and download economic data for Treasury and Agency Securities: Mortgage-Backed Securities (MBS), All Commercial Banks (H8B1301NCBCAG) from 2010 to 2024 about mortgage-backed, agency, securities, Treasury, banks, depository institutions, and USA.

Treasury plans to sell up to $10 billion of securities per month, subject to market conditions. This is in addition to principal paydowns (currently ranging between $2 and $4 billion per month). If the sales proceeded at the full $10 billion per month, the portfolio would be unwound in whole over approximately one year, depending on future rates of prepayments. If market conditions change and Treasury slows asset sales, it is possible that the unwind will take a longer period of time. Excel data shows the total principal and interest that the Treasury received from purchase to sell off of the MBS securities.

Treasury plans to sell up to $10 billion of securities per month, subject to market conditions. This is in addition to principal paydowns (currently ranging between $2 and $4 billion per month). If the sales proceeded at the full $10 billion per month, the portfolio would be unwound in whole over approximately one year, depending on future rates of prepayments. If market conditions change and Treasury slows asset sales, it is possible that the unwind will take a longer period of time.

United States PDS: Transactions: Mortgage-Backed Securities: Federal Agency & GSE MBS: Federal Agency & GSE Residential Pass-Through MBS: Dollar Roll Transactions TBA data was reported at 111.934 USD bn in 19 Feb 2025. This records a decrease from the previous number of 243.563 USD bn for 12 Feb 2025. United States PDS: Transactions: Mortgage-Backed Securities: Federal Agency & GSE MBS: Federal Agency & GSE Residential Pass-Through MBS: Dollar Roll Transactions TBA data is updated weekly, averaging 90.449 USD bn from Apr 2013 (Median) to 19 Feb 2025, with 621 observations. The data reached an all-time high of 322.011 USD bn in 08 Jan 2025 and a record low of 9.468 USD bn in 01 Jan 2014. United States PDS: Transactions: Mortgage-Backed Securities: Federal Agency & GSE MBS: Federal Agency & GSE Residential Pass-Through MBS: Dollar Roll Transactions TBA 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: Transactions.

Among the 12 Federal Reserve Banks of the Federal Reserve System in the United States, the Federal Reserve Bank of New York held by far the highest value of mortgage-backed securities in 2023. With approximately 1.36 trillion U.S. dollars worth of securities, the Federal Reserve Bank of New York held over 50 percent of the Fed's total mortgage-backed securities. It was followed by the Federal Reserve Bank of San Francisco, which held roughly 228 billion U.S. dollars worth of securities.

United States - Treasury and Agency Securities: Mortgage-Backed Securities (MBS), Domestically Chartered Commercial Banks was 2615.46210 Bil. of U.S. $ in March of 2025, according to the United States Federal Reserve. Historically, United States - Treasury and Agency Securities: Mortgage-Backed Securities (MBS), Domestically Chartered Commercial Banks reached a record high of 2958.57270 in February of 2022 and a record low of 929.48950 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), Domestically Chartered Commercial Banks - last updated from the United States Federal Reserve on March of 2025.

United States PDS: Net Positions: Mortgage-Backed Securities: Non-Agency MBS: Non-Agency Residential MBS data was reported at 7.882 USD bn in 05 Mar 2025. This records a decrease from the previous number of 7.943 USD bn for 26 Feb 2025. United States PDS: Net Positions: Mortgage-Backed Securities: Non-Agency MBS: Non-Agency Residential MBS data is updated weekly, averaging 7.325 USD bn from Apr 2013 (Median) to 05 Mar 2025, with 623 observations. The data reached an all-time high of 19.299 USD bn in 24 Jul 2013 and a record low of 2.803 USD bn in 14 Oct 2020. United States PDS: Net Positions: Mortgage-Backed Securities: Non-Agency MBS: Non-Agency Residential MBS 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.Z039: Primary Dealer Statistics: Net Positions.

Graph and download economic data for Monetary Authority; Agency Mortgage-Backed Securities; Asset (Amortized Cost), Transactions (BOGZ1FU713061963Q) from Q4 1946 to Q4 2024 about amortization, monetary authorities, mortgage-backed, agency, cost, transactions, securities, assets, and USA.

United States PDS: Net Positions: Mortgage-Backed Securities: Federal Agency and GSE MBS: Federal Agency and GSE Residential Pass-Through MBS TBAs data was reported at -438.537 USD bn in 05 Mar 2025. This records an increase from the previous number of -440.130 USD bn for 26 Feb 2025. United States PDS: Net Positions: Mortgage-Backed Securities: Federal Agency and GSE MBS: Federal Agency and GSE Residential Pass-Through MBS TBAs data is updated weekly, averaging -297.563 USD bn from Jan 2022 (Median) to 05 Mar 2025, with 166 observations. The data reached an all-time high of -149.800 USD bn in 20 Apr 2022 and a record low of -440.130 USD bn in 26 Feb 2025. United States PDS: Net Positions: Mortgage-Backed Securities: Federal Agency and GSE MBS: Federal Agency and GSE Residential Pass-Through MBS TBAs 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.Z039: Primary Dealer Statistics: Net Positions.

PDS: Transactions: Mortgage-Backed Securities: Federal Agency & GSE MBS: All Other Federal Agency & GSE Residential MBS data was reported at 5.286 USD bn in 05 Mar 2025. This records an increase from the previous number of 3.772 USD bn for 26 Feb 2025. PDS: Transactions: Mortgage-Backed Securities: Federal Agency & GSE MBS: All Other Federal Agency & GSE Residential MBS data is updated weekly, averaging 2.620 USD bn from Apr 2013 (Median) to 05 Mar 2025, with 623 observations. The data reached an all-time high of 9.222 USD bn in 11 Nov 2020 and a record low of 474.000 USD mn in 28 Dec 2022. PDS: Transactions: Mortgage-Backed Securities: Federal Agency & GSE MBS: All Other Federal Agency & GSE Residential MBS 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: Transactions.

PDS: Transactions: Mortgage-Backed Securities: Federal Agency & GSE MBS: Federal Agency & GSE Residential Pass-Through MBS: Cash Transactions: Specified Pools data was reported at 17.445 USD bn in 05 Mar 2025. This records a decrease from the previous number of 18.232 USD bn for 26 Feb 2025. PDS: Transactions: Mortgage-Backed Securities: Federal Agency & GSE MBS: Federal Agency & GSE Residential Pass-Through MBS: Cash Transactions: Specified Pools data is updated weekly, averaging 25.109 USD bn from Jan 2022 (Median) to 05 Mar 2025, with 166 observations. The data reached an all-time high of 83.395 USD bn in 09 Oct 2024 and a record low of 6.077 USD bn in 01 Jan 2025. PDS: Transactions: Mortgage-Backed Securities: Federal Agency & GSE MBS: Federal Agency & GSE Residential Pass-Through MBS: Cash Transactions: Specified Pools 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: Transactions.

The Asset-Backed Securities Market is projected to grow at 6.6% CAGR, reaching $3360.39 Billion by 2029. Where is the industry heading next? Get the sample report now!

PDS: Transactions: Mortgage-Backed Securities: Federal Agency & GSE MBS: Federal Agency & GSE Residential Pass-Through MBS: Dollar Roll Transactions: Specified Pools data was reported at 0.000 USD mn in 05 Mar 2025. This stayed constant from the previous number of 0.000 USD mn for 26 Feb 2025. PDS: Transactions: Mortgage-Backed Securities: Federal Agency & GSE MBS: Federal Agency & GSE Residential Pass-Through MBS: Dollar Roll Transactions: Specified Pools data is updated weekly, averaging 0.000 USD mn from Jan 2022 (Median) to 05 Mar 2025, with 124 observations. The data reached an all-time high of 428.000 USD mn in 19 Jan 2022 and a record low of 0.000 USD mn in 05 Mar 2025. PDS: Transactions: Mortgage-Backed Securities: Federal Agency & GSE MBS: Federal Agency & GSE Residential Pass-Through MBS: Dollar Roll Transactions: Specified Pools 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: Transactions.

United States PDS: Fails: Other Mortgage-Backed Securities: Dealer Financing Fails To Receive data was reported at 3.103 USD bn in 05 Mar 2025. This records an increase from the previous number of 1.649 USD bn for 26 Feb 2025. United States PDS: Fails: Other Mortgage-Backed Securities: Dealer Financing Fails To Receive data is updated weekly, averaging 2.374 USD bn from Apr 2013 (Median) to 05 Mar 2025, with 623 observations. The data reached an all-time high of 21.830 USD bn in 15 Jun 2022 and a record low of 381.000 USD mn in 06 Sep 2017. United States PDS: Fails: Other Mortgage-Backed Securities: Dealer Financing Fails To Receive 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: Fails.

PDS: Transactions: Mortgage-Backed Securities: Federal Agency & GSE MBS: Federal Agency & GSE CMBS data was reported at 768.000 USD mn in 05 Mar 2025. This records a decrease from the previous number of 776.000 USD mn for 26 Feb 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 05 Mar 2025, with 623 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.Z040: Primary Dealer Statistics: Transactions.