Board of Governors of the Federal Reserve System

Financial Accounts of the United States - Z.1

F.211 Agency- and GSE-Backed Securities

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
All sectors; U.S. government agency securities; liability FA893161705 -38.9 -21.0 -24.2 237.9 150.2 220.6 215.7 316.4 499.9 60.4 580.8 1
Federal government; budget agency securities; liability FA313161705 0.7 1.1 -0.4 -0.4 -0.1 0.2 2.1 -2.2 1.8 -0.5 0.5 2
Government-sponsored enterprises; GSE issues; liability FA403161705 -233.8 -187.2 -154.6 107.5 75.3 93.5 93.5 142.1 301.9 -75.6 421.7 3
Agency-and GSE-backed mortgage pools; total mortgages; asset FA413065005 194.2 165.1 130.8 130.8 75.0 126.9 120.2 176.5 196.2 136.4 158.7 4
All sectors; agency- and GSE-backed securities; asset FA893061705 -38.9 -21.0 -24.2 237.9 150.2 220.6 215.7 316.4 499.9 60.4 580.8 5
Households and nonprofit organizations; agency- and GSE-backed securities; asset FA153061705 1.2 82.4 -71.2 -31.2 92.3 199.9 120.6 366.3 452.5 -159.9 -147.4 6
Nonfinancial corporate business; agency- and GSE-backed securities; asset FA103061703 1.7 -1.7 -1.2 -4.2 4.8 -2.0 -3.8 -1.3 7.1 11.0 -10.2 7
Federal government; agency- and GSE-backed securities; asset FA313061703 -47.2 -118.1 -31.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 8
State and local governments, excluding employee retirement funds; agency- and GSE-backed securities; asset FA213061703 24.4 -13.3 -18.7 -32.0 -14.8 -22.4 -23.3 1.5 -71.6 -38.7 38.4 9
Monetary authority; agency- and GSE-backed securities; asset FA713061705 71.4 -197.9 61.8 543.9 228.1 4.9 -3.4 33.5 16.3 7.8 -54.8 10
U.S.-chartered depository institutions; agency- and GSE-backed securities; asset FA763061705 110.1 106.9 35.5 47.7 43.0 164.4 121.9 64.1 253.0 21.7 73.4 11
Foreign banking offices in the U.S.; agency- and GSE-backed securities; asset FA753061703 -4.8 4.0 1.5 -6.7 -4.9 2.6 15.9 -9.3 8.6 0.4 -0.9 12
Banks in U.S.-affiliated areas; agency- and GSE-backed securities; asset FA743061703 -7.7 -8.0 -2.2 -0.8 -0.1 0.1 1.4 0.0 -0.0 -1.2 -0.1 13
Credit unions; agency- and GSE-backed securities; asset FA473061705 40.9 30.6 14.9 2.2 -11.7 -11.9 -20.1 -15.9 2.5 -33.0 13.3 14
Property-casualty insurance companies; agency- and GSE-backed securities; asset FA513061703 -0.4 6.9 -8.4 -4.9 -3.3 -7.6 -5.6 -7.8 -6.3 3.4 -0.8 15
Life insurance companies; agency- and GSE-backed securities; asset FA543061705 4.0 -1.6 -13.5 -6.8 -15.0 -12.4 -12.5 -19.4 -8.7 19.4 18.9 16
Private pension funds; agency- and GSE-backed securities; asset FA573061705 6.6 -9.5 1.9 -5.8 -2.4 -8.7 -6.5 -1.2 -1.9 -3.4 -2.7 17
Federal government retirement funds; agency- and GSE-backed securities; asset FA343061705 0.6 0.7 1.5 -1.7 -0.5 0.2 0.4 -0.3 0.2 0.3 0.8 18
State and local government employee defined benefit retirement funds; agency- and GSE-backed securities; asset FA223061743 2.5 -26.5 -24.7 2.8 -4.1 -6.7 -6.9 -7.8 1.5 1.7 -5.7 19
Money market mutual funds; agency- and GSE-backed securities; asset FA633061700 -143.0 1.2 -62.2 17.3 23.3 76.9 29.6 185.3 193.1 137.8 403.0 20
Mutual funds; agency- and GSE-backed securities; asset (market value) FA653061703 74.7 70.9 106.6 -41.3 -200.4 -98.2 -103.0 -208.0 -141.7 50.2 8.4 21
Government-sponsored enterprises; agency- and GSE-backed securities; asset FA403061705 -85.1 -18.1 -48.3 -22.7 7.8 -14.3 -27.4 -17.3 -0.1 5.3 67.1 22
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 23
Mortgage real estate investment trusts; agency- and GSE-backed securities; asset FA643061773 38.2 104.7 109.5 -88.3 8.5 -49.6 -84.0 -29.3 -51.8 -2.0 -7.9 24
Security brokers and dealers; agency- and GSE-backed securities; asset FA663061703 38.9 -2.1 21.9 -55.4 7.7 -12.2 4.9 -11.0 -52.1 -28.7 78.4 25
Holding companies; agency- and GSE-backed securities; asset FA733061703 -3.2 12.0 -24.3 9.6 0.0 -4.3 -5.5 2.8 -26.7 -7.8 5.5 26
Rest of the world; agency- and GSE-backed securities; asset FA263061705 -66.6 -41.6 -73.6 -83.6 -8.1 22.1 223.3 -8.5 -73.8 76.1 104.0 27

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NOTES

  1. Agency- and GSE-backed securities include: issues of federal budget agencies (line 2) such as those for the TVA; issues of government-sponsored enterprises (line 3) such as Fannie Mae and FHLB; and agency- and GSE-backed mortgage pool securities issued by GNMA, Fannie Mae, Freddie Mac, and the Farmers Home Administration (line 4). Only the budget agency issues are considered officially to be part of the total borrowing of the federal government, which is shown in table F.106, line 44.
Last update: September 16, 2016