L.127 Issuers of Asset-Backed Securities (ABS)
Billions of dollars; amounts outstanding end of period, not seasonally adjusted
Description Series code 2018 2019 2019 Q1 2019 Q2 2019 Q3 2019 Q4 2020 Q1 2020 Q2 2020 Q3 Line
Issuers of asset-backed securities; total financial assets FL674090005 1148.9 1207.1 1158.5 1158.6 1191.7 1207.1 1244.5 1234.5 1233.0 1
Issuers of asset-backed securities; debt securities; asset FL674022005 20.4 33.0 24.3 26.5 29.1 33.0 32.0 30.6 29.5 2
Issuers of asset-backed securities; Treasury securities; asset FL673061103 20.4 33.0 24.3 26.5 29.1 33.0 32.0 30.6 29.5 3
Issuers of asset-backed securities; agency- and GSE-backed securities; asset (1) FL673061703 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 4
Issuers of asset-backed securities; loans; asset FL674023005 1008.5 1047.2 1011.5 1010.0 1039.9 1047.2 1077.4 1065.9 1062.9 5
Issuers of asset-backed securities; securitized other loans and advances; asset (2) FL673069005 151.8 188.3 160.2 163.1 175.6 188.3 197.9 202.4 211.2 6
Issuers of asset-backed securities; total mortgages; asset (3) FL673065005 851.2 855.8 846.6 842.7 860.8 855.8 876.7 861.0 849.4 7
Issuers of asset-backed securities; one-to-four-family residential mortgages; asset FL673065105 467.6 452.3 466.0 467.0 469.7 452.3 459.4 446.6 433.0 8
Issuers of asset-backed securities; multifamily residential mortgages; asset FL673065405 43.8 46.3 41.1 41.3 42.7 46.3 52.3 52.6 51.8 9
Issuers of asset-backed securities; commercial mortgages; asset FL673065505 339.8 357.2 339.5 334.4 348.3 357.2 365.0 361.8 364.6 10
Issuers of asset-backed securities; consumer credit; asset FL673066000 5.5 3.1 4.7 4.1 3.5 3.1 2.8 2.5 2.2 11
Issuers of asset-backed securities; trade receivables; asset FL673070003 33.9 34.6 33.3 32.9 32.5 34.6 36.9 35.5 32.6 12
Issuers of asset-backed securities; funding agreements backing securities; asset (4) FL673090543 86.0 92.3 89.4 89.2 90.2 92.3 98.1 102.5 108.0 13
Issuers of asset-backed securities; debt securities; liability FL674122005 1148.9 1207.1 1158.5 1158.6 1191.7 1207.1 1244.5 1234.5 1233.0 14
Issuers of asset-backed securities; debt securities; liability FL674122005 1148.9 1207.1 1158.5 1158.6 1191.7 1207.1 1244.5 1234.5 1233.0 15
Issuers of asset-backed securities; commercial paper, excluding U.S.-chartered commercial banks' asset-backed commercial paper; liability FL673169105 80.9 75.9 82.7 84.6 79.7 75.9 80.7 86.6 78.8 16
Issuers of asset-backed securities; corporate and foreign bonds; liability (5) FL673163005 1068.0 1131.2 1075.7 1074.0 1112.0 1131.2 1163.8 1147.9 1154.3 17
Issuers of asset-backed securities; consumer leases (6) FL675013263 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 18
Real estate investment trusts; securitized assets (7) FL643065045 122.8 152.0 130.2 134.1 138.2 152.0 131.8 137.7 141.3 19
U.S.-chartered depository institutions; asset-backed commercial paper; liability (8) FL763169103 87.5 68.4 81.6 79.0 68.7 68.4 80.0 84.4 80.3 20

NOTES

  1. Agency- and GSE-backed mortgage pool securities backing privately issued CMOs.
  2. Includes loans backing domestically-issued collateralized loan obligation (CLO) securities; loans backing U.S. CLO securities issued outside the U.S. are shown in line 15 of table L.133.
  3. Mortgages backing privately issued pool securities and privately issued CMOs.
  4. Funding agreements with life insurance companies.
  5. Liabilities net of assets.
  6. 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.
  7. Included on table L.129.
  8. Included on table L.111 line 44.
Last Update: December 10, 2020