Bank and thrift holdings of first-lien mortgages increased by 2.4 percent in the second quarter of 2016, according to an Inside Nonconforming Markets analysis of bank and thrift call reports. The holdings were boosted by jumbo mortgages, with few of the loans being delivered into mortgage-backed securities. Banks and thrifts held $1.90 trillion in first liens as of the end of June, up $44.22 billion from the end of March. Some $101.00 billion in jumbos were ... [Includes one data chart]