Financial Accounts of the United States - Z.1
F.127 Issuers of Asset-Backed Securities (ABS)
Billions of dollars; quarterly figures are seasonally adjusted annual ratesDescription | Series code | 2019 | 2020 | 2021 | 2022 | 2022 Q1 | 2022 Q2 | 2022 Q3 | 2022 Q4 | 2023 Q1 | 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 | 63.8 | 57.3 | 163.8 | 80.9 | 174.4 | 110.6 | 72.1 | -33.6 | 84.4 | 3 |
Issuers of asset-backed securities; debt securities; asset | FA674022005 | 12.6 | -2.7 | 1.5 | 4.6 | 10.5 | 4.8 | 2.5 | 0.4 | -0.2 | 4 |
Issuers of asset-backed securities; Treasury securities; asset | FA673061103 | 12.6 | -2.7 | 1.5 | 4.6 | 10.5 | 4.8 | 2.5 | 0.4 | -0.2 | 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 | 44.6 | 36.3 | 118.7 | 54.2 | 113.9 | 93.0 | 67.5 | -57.4 | 85.0 | 7 |
Issuers of asset-backed securities; securitized other loans and advances; asset | FA673069005 | 39.0 | 47.4 | 61.5 | 41.3 | 35.1 | 54.6 | 49.7 | 25.9 | 8.6 | 8 |
Issuers of asset-backed securities; total mortgages; asset (2) | FA673065005 | 8.0 | -9.9 | 57.6 | 11.9 | 81.2 | 36.5 | 18.2 | -88.3 | 76.3 | 9 |
Issuers of asset-backed securities; one-to-four-family residential mortgages; asset | FA673065105 | -11.9 | -29.6 | 3.8 | 12.8 | 27.8 | 21.9 | 15.2 | -13.9 | 14.8 | 10 |
Issuers of asset-backed securities; multifamily residential mortgages; asset | FA673065405 | 2.5 | 5.3 | 12.4 | -5.4 | 26.5 | -14.8 | -1.0 | -32.2 | 28.0 | 11 |
Issuers of asset-backed securities; commercial mortgages; asset | FA673065505 | 17.4 | 14.4 | 41.4 | 4.5 | 26.9 | 29.4 | 4.0 | -42.3 | 33.5 | 12 |
Issuers of asset-backed securities; consumer credit; asset | FA673066000 | -2.4 | -1.2 | -0.5 | 1.0 | -2.4 | 1.8 | -0.4 | 5.0 | 0.1 | 13 |
Issuers of asset-backed securities; trade receivables; asset | FA673070003 | 0.6 | 0.6 | 3.0 | 3.8 | -8.0 | 4.3 | 5.2 | 13.6 | -8.6 | 14 |
Issuers of asset-backed securities; funding agreements backing securities; asset (3) | FA673090543 | 6.0 | 23.2 | 40.5 | 18.3 | 58.0 | 8.4 | -3.0 | 9.9 | 8.3 | 15 |
Issuers of asset-backed securities; debt securities; liability | FA674122005 | 63.8 | 57.3 | 163.8 | 80.9 | 174.4 | 110.6 | 72.1 | -33.6 | 84.4 | 16 |
Issuers of asset-backed securities; commercial paper, excluding U.S.-chartered commercial banks' asset-backed commercial paper; liability | FA673169105 | 40.9 | 24.6 | -16.7 | 63.6 | 166.7 | 56.2 | 26.2 | 5.4 | 13.5 | 17 |
Issuers of asset-backed securities; corporate and foreign bonds; liability (4) | FA673163005 | 23.0 | 32.7 | 180.4 | 17.3 | 7.7 | 54.4 | 45.9 | -39.0 | 70.9 | 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 | 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 | 29.2 | -10.3 | 16.4 | 2.3 | 23.9 | 11.8 | -14.1 | -12.4 | -1.2 | 21 |
NOTES
- Agency- and GSE-backed mortgage pool securities backing privately issued CMOs.
- Mortgages backing privately issued pool securities and privately issued CMOs.
- Funding agreements with life insurance companies.
- Net issuance less net acquisition of corporate bonds held as assets.
- Receivables from operating leases, such as consumer automobile leases, are recorded 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.
- Included in table F.129.
Last Update: June 8, 2023