F.127 Issuers of Asset-Backed Securities (ABS)
Billions of dollars; quarterly figures are seasonally adjusted annual rates

Description Series code 2016 2017 2018 2018 Q1 2018 Q2 2018 Q3 2018 Q4 2019 Q1 2019 Q2 Line
Issuers of asset-backed securities; consumption of fixed capital; nonresidential equipment, current cost basis FA676330023 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 2
Issuers of asset-backed securities; total financial assets FA674090005 -95.0 -47.9 12.2 -36.7 62.6 25.4 -2.3 47.2 -40.3 3
Issuers of asset-backed securities; debt securities; asset FA674022005 -8.3 -8.3 7.3 5.4 4.2 12.6 7.2 15.5 9.1 4
Issuers of asset-backed securities; Treasury securities; asset FA673061103 -8.3 -8.3 7.3 5.4 4.2 12.6 7.2 15.5 9.1 5
Issuers of asset-backed securities; agency- and GSE-backed securities; asset (1) FA673061703 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 6
Issuers of asset-backed securities; loans; asset FA674023005 -93.3 -50.1 0.4 -51.4 53.2 10.6 -10.9 20.9 -45.9 7
Issuers of asset-backed securities; securitized other loans and advances; asset FA673069005 1.0 -1.5 -6.0 -34.7 -24.6 21.1 14.1 33.4 12.0 8
Issuers of asset-backed securities; total mortgages; asset (2) FA673065005 -101.2 -33.4 17.9 -3.0 108.8 -4.9 -29.3 -2.8 -50.3 9
Issuers of asset-backed securities; home mortgages; asset FA673065105 -63.8 -28.4 4.2 -23.6 37.9 8.9 -6.6 -11.1 -19.7 10
Issuers of asset-backed securities; multifamily residential mortgages; asset FA673065405 -14.2 -4.4 -0.9 -7.0 -4.7 10.2 -2.1 -2.5 -0.6 11
Issuers of asset-backed securities; commercial mortgages; asset FA673065505 -23.2 -0.6 14.6 27.6 75.6 -24.0 -20.6 10.9 -30.1 12
Issuers of asset-backed securities; consumer credit; asset FA673066000 6.8 -15.2 -11.5 -13.6 -31.0 -5.5 4.3 -9.7 -7.5 13
Issuers of asset-backed securities; trade receivables; asset FA673070003 -0.1 -1.5 1.4 -1.5 -0.6 -1.0 8.9 -2.5 -1.6 14
Issuers of asset-backed securities; funding agreements backing securities; asset (3) FA673090543 6.8 12.0 3.1 10.8 5.7 3.2 -7.4 13.3 -1.8 15
Issuers of asset-backed securities; debt securities; liability FA674122005 -95.0 -47.9 12.2 -36.7 62.6 25.4 -2.3 47.2 -40.3 16
Issuers of asset-backed securities; commercial paper, excluding U.S.-chartered commercial banks' asset-backed commercial paper; liability FA673169105 -0.7 -15.4 15.9 -34.8 16.0 60.2 22.3 -6.8 -15.3 17
Issuers of asset-backed securities; corporate and foreign bonds; liability (4) FA673163005 -94.3 -32.6 -3.7 -1.9 46.5 -34.8 -24.6 54.0 -25.0 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 19
Issuers of asset-backed securities; consumer leases (5) FA675013263 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 (6) FA643065045 -8.7 -23.6 11.9 8.2 -16.1 8.3 47.2 28.3 13.8 21


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 is included in line 1, and fixed investment is included in line 2.
  6. Included in table F.129.
Last Update: September 20, 2019