Description |
2008 |
2009 |
2010 |
2011 |
2011 Q1 |
2011 Q2 |
2011 Q3 |
2011 Q4 |
2012 Q1 |
2012 Q2 |
2012 Q3 |
Line |
All sectors; U.S. government agency securities; liability |
768.9 |
-59.9 |
-46.2 |
-20.8 |
255.9 |
-326.7 |
-0.5 |
-11.7 |
-118.7 |
-18.7 |
-18.6 |
1 |
Federal government; budget agency securities; liability |
0.2 |
0.1 |
0.7 |
1.1 |
1.2 |
0.2 |
1.9 |
1.1 |
-3.3 |
0.1 |
-0.3 |
2 |
Government-sponsored enterprises; GSE issues; liability |
271.7 |
-475.3 |
-233.8 |
-187.2 |
11.1 |
-479.9 |
-138.3 |
-141.7 |
-274.9 |
-155.0 |
-113.2 |
3 |
Agency-and GSE-backed mortgage pools; total mortgages; asset |
497.0 |
415.3 |
186.9 |
165.3 |
243.6 |
153.0 |
135.8 |
128.9 |
159.6 |
136.2 |
94.9 |
4 |
All sectors; agency- and GSE-backed securities; asset |
768.9 |
-59.9 |
-46.2 |
-20.8 |
255.9 |
-326.7 |
-0.5 |
-11.7 |
-118.7 |
-18.7 |
-18.6 |
5 |
Households and nonprofit organizations; agency- and GSE-backed securities; asset |
121.2 |
-553.0 |
3.4 |
-15.0 |
336.9 |
-169.6 |
-194.1 |
-33.0 |
-206.0 |
-53.4 |
-270.5 |
6 |
Nonfinancial corporate business; agency- and GSE-backed securities; asset |
-2.6 |
4.2 |
1.7 |
-0.1 |
-7.4 |
12.1 |
-9.4 |
4.5 |
6.9 |
5.9 |
-6.7 |
7 |
State and local governments, excluding employee retirement funds; agency- and GSE-backed securities;; asset |
-36.1 |
-31.7 |
-16.0 |
-47.0 |
-40.8 |
-41.2 |
-51.1 |
-54.8 |
-43.2 |
-15.0 |
70.6 |
8 |
Federal government; agency- and GSE-backed securities; asset |
54.4 |
142.0 |
-47.2 |
-118.1 |
-43.1 |
-139.1 |
-132.3 |
-158.0 |
-118.5 |
-5.8 |
0.0 |
9 |
Rest of the world; agency- and GSE-backed securities; asset |
-228.6 |
-226.0 |
-72.3 |
-24.2 |
-48.2 |
-59.5 |
13.4 |
-2.3 |
-24.5 |
-50.3 |
21.0 |
10 |
Monetary authority; agency- and GSE-backed securities; asset |
19.7 |
1048.5 |
71.4 |
-197.9 |
-279.8 |
-176.4 |
-185.6 |
-149.9 |
-33.6 |
52.9 |
-112.4 |
11 |
U.S.-chartered depository institutions; agency- and GSE-backed securities; asset |
136.2 |
168.0 |
110.1 |
106.9 |
138.4 |
-8.8 |
67.9 |
230.2 |
260.2 |
-123.2 |
17.3 |
12 |
Foreign banking offices in the U.S.; agency- and GSE-backed securities; asset |
-6.5 |
-19.3 |
-4.8 |
4.0 |
19.6 |
-3.4 |
6.5 |
-6.5 |
-6.1 |
12.9 |
-8.3 |
13 |
Banks in U.S.-affiliated areas; agency- and GSE-backed securities; asset |
-2.0 |
-3.9 |
-7.7 |
-8.0 |
-23.5 |
-3.7 |
-2.6 |
-2.1 |
1.2 |
-1.2 |
-3.3 |
14 |
Credit unions; agency- and GSE-backed securities; asset |
14.4 |
27.9 |
40.8 |
30.6 |
44.3 |
9.8 |
23.8 |
44.5 |
38.3 |
11.4 |
-0.9 |
15 |
Property-casualty insurance companies; agency- and GSE-backed securities; asset |
-11.5 |
1.9 |
-0.4 |
6.4 |
4.1 |
0.4 |
4.7 |
16.6 |
-2.8 |
0.8 |
0.7 |
16 |
Life insurance companies; agency- and GSE-backed securities; asset |
-16.7 |
5.8 |
4.0 |
-1.2 |
3.3 |
-3.5 |
1.0 |
-5.6 |
-39.6 |
-47.3 |
13.7 |
17 |
Private pension funds; agency- and GSE-backed securities; asset |
21.3 |
-49.0 |
-11.5 |
5.1 |
5.0 |
4.2 |
12.9 |
-1.9 |
-40.9 |
-42.5 |
-37.0 |
18 |
State and local government employee retirement funds; agency- and GSE-backed securities; asset |
6.3 |
-30.5 |
-21.7 |
5.1 |
14.1 |
-6.1 |
13.0 |
-0.4 |
2.3 |
1.8 |
4.1 |
19 |
Federal government retirement funds; agency- and GSE-backed securities; asset |
-0.2 |
0.0 |
0.6 |
0.7 |
-0.6 |
1.2 |
1.0 |
1.2 |
2.0 |
2.4 |
-1.9 |
20 |
Money market mutual funds; agency- and GSE-backed securities; asset |
520.3 |
-213.2 |
-140.1 |
0.9 |
-95.2 |
-44.7 |
117.3 |
26.0 |
-278.5 |
28.3 |
12.7 |
21 |
Mutual funds; agency- and GSE-backed securities; asset |
27.3 |
46.4 |
152.0 |
146.2 |
9.1 |
102.9 |
236.6 |
236.2 |
212.0 |
145.7 |
159.4 |
22 |
Government-sponsored enterprises; agency- and GSE-backed securities; asset |
207.0 |
-27.4 |
-85.1 |
-18.1 |
-12.4 |
-22.6 |
-0.4 |
-36.8 |
-45.0 |
-21.2 |
-74.1 |
23 |
Issuers of asset-backed securities; agency- and GSE-backed securities; asset |
-24.1 |
-227.1 |
-97.2 |
-8.7 |
24.3 |
-6.5 |
-26.9 |
-25.5 |
0.8 |
0.8 |
-2.1 |
24 |
Mortgage real estate investment trusts; agency- and GSE-backed securities; asset |
0.7 |
15.5 |
38.2 |
101.4 |
189.6 |
104.8 |
88.8 |
22.5 |
207.0 |
71.2 |
215.9 |
25 |
Security brokers and dealers; agency- and GSE-backed securities; asset |
-47.5 |
-131.8 |
38.9 |
-2.1 |
13.7 |
85.9 |
-31.8 |
-76.2 |
3.7 |
84.6 |
-17.2 |
26 |
Holding companies; agency- and GSE-backed securities; asset |
15.9 |
-7.0 |
-3.2 |
12.0 |
4.6 |
37.1 |
47.0 |
-40.5 |
-14.4 |
-77.5 |
0.5 |
27 |