F.126 Agency- and GSE-Backed Mortgage Pools (1)
Billions of dollars; quarterly figures are seasonally adjusted annual rates
Description Series code 2018 2019 2020 2019 Q3 2019 Q4 2020 Q1 2020 Q2 2020 Q3 2020 Q4 Line
Agency-and GSE-backed mortgage pools; total mortgages; asset FA413065005 165.8 113.8 22.3 98.8 136.8 117.3 -44.4 30.7 -14.5 1
Agency-and GSE-backed mortgage pools; one-to-four-family residential mortgages; asset FA413065105 123.0 76.0 -15.8 52.0 88.2 106.0 -54.8 -42.1 -72.4 2
Agency-and GSE-backed mortgage pools; multifamily residential mortgages; asset FA413065405 43.0 38.1 38.3 46.9 49.9 11.5 10.5 73.0 58.0 3
Agency-and GSE-backed mortgage pools; commercial mortgages; asset FA413065505 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 4
Agency-and GSE-backed mortgage pools; farm mortgages; asset FA413065605 -0.2 -0.4 -0.2 -0.0 -1.3 -0.2 -0.1 -0.3 -0.2 5
Agency-and GSE-backed mortgage pools; total mortgages; asset (2) FA413065005 165.8 113.8 22.3 98.8 136.8 117.3 -44.4 30.7 -14.5 6

NOTES

  1. Ginnie Mae, Fannie Mae, Freddie Mac, Farmer Mac, and Farmers Home Administration pools. Beginning 2010:Q1, almost all Fannie Mae and Freddie Mac mortgage pools (F.126) are consolidated on Fannie Mae's and Freddie Mac's balance sheets (table F.125). Also includes agency- and GSE-backed mortgage pool securities that are used as collateral for agency- and GSE-backed CMOs and privately issued CMOs. Excludes Federal Financing Bank holdings of pool securities, which are included with federal government mortgages and other loans and advances.
  2. Such issues are classified as agency- and GSE-backed securities.
Last Update: March 11, 2021