Board of Governors of the Federal Reserve System

Financial Accounts of the United States - Z.1

F.127 Issuers of Asset-Backed Securities ABS

2016:Q2 Release Date: September 16, 2016

Billions of dollars; quarterly figures are seasonally adjusted annual rates


Description
Series code 2010
2011
2012
2013
2014
2015
2015
Q2
2015
Q3
2015
Q4
2016
Q1
2016
Q2

Line
Issuers of asset-backed securities; consumption of fixed capital; nonresidential equipment, current cost basis FA676330023 0.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 1
Issuers of asset-backed securities; gross fixed investment, nonresidential equipment FA675013025 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 2
Issuers of asset-backed securities; total financial assets FA674090005 -404.5 -200.7 -152.5 -274.7 -56.9 -57.0 -14.6 -156.8 -86.5 -59.5 -131.8 3
Issuers of asset-backed securities; debt securities; asset FA674022005 -109.2 -13.5 -5.9 -1.2 5.5 0.9 3.9 -1.3 -1.8 -4.0 -9.2 4
Issuers of asset-backed securities; Treasury securities; asset FA673061103 -13.2 -10.2 -5.9 -0.9 5.5 1.0 3.9 -1.3 -1.4 -4.0 -9.2 5
Issuers of asset-backed securities; agency- and GSE-backed securities; asset FA673061703 -96.0 -3.3 -0.0 -0.2 0.0 -0.1 0.0 0.0 -0.4 0.0 0.0 6
Issuers of asset-backed securities; loans; asset FA674023005 -276.2 -174.6 -139.7 -259.7 -67.2 -62.1 -15.0 -141.4 -112.4 -57.5 -129.1 7
Issuers of asset-backed securities; securitized other loans and advances; asset FA673069005 -38.9 -5.4 -0.6 -11.5 9.1 -1.0 -14.3 -31.2 -3.7 62.8 -46.3 8
Issuers of asset-backed securities; total mortgages; asset FA673065005 -195.1 -165.0 -142.9 -247.3 -76.9 -57.4 -16.9 -93.0 -96.5 -119.6 -105.0 9
Issuers of asset-backed securities; home mortgages; asset FA673065105 -160.8 -120.9 -106.7 -88.1 -63.5 -76.4 -80.4 -97.8 -76.6 -22.5 -72.9 10
Issuers of asset-backed securities; multifamily residential mortgages; asset FA673065405 -8.7 -11.9 -11.4 -8.8 -2.4 -6.4 -10.5 -11.7 -5.0 -20.1 -7.0 11
Issuers of asset-backed securities; commercial mortgages; asset FA673065505 -25.6 -32.2 -24.9 -150.5 -11.1 25.5 73.9 16.6 -14.9 -77.0 -25.2 12
Issuers of asset-backed securities; consumer credit; asset FA673066000 -42.3 -4.1 3.8 -0.8 0.6 -3.8 16.2 -17.2 -12.1 -0.7 22.2 13
Issuers of asset-backed securities; trade receivables; asset FA673070003 -9.5 -4.2 -6.4 -5.4 -4.4 2.7 2.5 -2.0 9.5 5.8 -1.5 14
Issuers of asset-backed securities; funding agreements backing securities; asset FA673090543 -9.7 -8.5 -0.4 -8.4 9.2 1.6 -5.9 -12.2 18.2 -3.9 8.0 15
Issuers of asset-backed securities; debt securities; liability FA674122005 -404.7 -200.7 -152.5 -274.7 -56.9 -57.0 -14.6 -156.8 -86.5 -59.5 -131.8 16
Issuers of asset-backed securities; commercial paper, excluding U.S.-chartered commercial banks' asset-backed commercial paper; liability FA673169105 -40.3 -24.1 -9.0 -7.1 -15.1 -7.3 31.0 -48.8 -22.3 53.1 -2.9 17
Issuers of asset-backed securities; corporate and foreign bonds; liability FA673163005 -364.4 -176.6 -143.4 -267.6 -41.7 -49.7 -45.5 -108.0 -64.2 -112.6 -128.9 18
Issuers of asset-backed securities; sector discrepancy FA677005005 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 19
Issuers of asset-backed securities; consumer leases FA675013013 -0.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 20
Real estate investment trusts; securitized assets FA643065045 -0.5 -3.8 1.3 144.5 12.4 -29.6 -48.6 -16.6 -29.2 27.4 -15.3 21

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NOTES

  1. Agency- and GSE-backed mortgage pool securities backing privately issued CMOs.
  2. Mortgages backing privately issued pool securities and privately issued CMOs.
  3. Funding agreements with life insurance companies.
  4. Net issuance less net acquisition of corporate bonds held as assets.
  5. Receivables from operating leases, such as consumer automobile leases, are booked as current income when payments are received and are not included in financial assets (or household liabilities). The leased automobile is a nonfinancial asset; depreciation flows are included in line 1, and fixed investment flows are included in line 2.
  6. Included in table F.129.
Last update: September 16, 2016