Board of Governors of the Federal Reserve System

Financial Accounts of the United States - Z.1

F.129.m Mortgage Real Estate Investment Trusts

2016:Q4 Release Date: March 9, 2017

Billions of dollars; quarterly figures are seasonally adjusted annual rates


Description
Series code 2014
2015
2016
2015
Q3
2015
Q4
2016
Q1
2016
Q2
2016
Q3
2016
Q4

Line
Mortgage real estate investment trusts; total financial assets FA644090075 29.5 -72.2 -2.9 -70.8 -104.8 45.7 -7.3 7.0 -56.9 1
Mortgage real estate investment trusts; checkable deposits and currency; asset FA643020073 1.3 -0.6 -1.7 5.2 -7.3 5.2 2.8 -4.6 -10.1 2
Mortgage real estate investment trusts; debt securities; asset FA644022075 7.2 -44.3 -18.3 -30.6 -51.0 -3.8 -3.4 -46.7 -19.1 3
Mortgage real estate investment trusts; agency- and GSE-backed securities; asset FA643061773 8.5 -49.6 -18.1 -29.3 -51.8 -3.2 -8.1 -49.7 -11.4 4
Mortgage real estate investment trusts; corporate and foreign bonds; asset FA643063073 -1.4 5.4 -0.1 -1.3 0.8 -0.6 4.8 3.0 -7.7 5
Mortgage real estate investment trusts; total mortgages; asset FA643065075 17.3 -29.5 8.9 -47.4 -46.9 44.8 -12.1 44.6 -41.9 6
Mortgage real estate investment trusts; home mortgages; asset FA643065173 8.5 2.2 12.2 -4.7 -7.7 11.8 9.9 37.3 -10.1 7
Mortgage real estate investment trusts; multifamily residential mortgages; asset FA643065473 -3.2 -0.4 -0.0 1.1 -0.4 -0.0 -0.6 0.6 -0.1 8
Mortgage real estate investment trusts; commercial mortgages; asset FA643065573 12.0 -31.4 -3.4 -43.7 -38.8 33.1 -21.4 6.7 -31.8 9
Mortgage real estate investment trusts; total miscellaneous assets FA643090075 3.7 2.2 8.2 1.9 0.5 -0.5 5.4 13.7 14.3 10
Mortgage real estate investment trusts; total liabilities FA644190075 35.4 -71.2 -21.0 -64.1 -94.5 54.0 -8.8 -80.1 -49.1 11
Mortgage real estate investment trusts; security repurchase agreements; liability FA642151073 10.0 -45.5 -11.6 -79.9 -36.4 -0.8 -12.2 -29.3 -4.0 12
Mortgage real estate investment trusts; debt securities; liability FA644122075 18.1 -38.3 -8.0 -51.1 -32.5 49.4 -8.8 -33.3 -39.5 13
Mortgage real estate investment trusts; commercial paper; liability FA643169173 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 14
Mortgage real estate investment trusts; corporate and foreign bonds, excluding FHLB advances; liability FA643163075 18.1 -38.3 -8.0 -51.1 -32.5 49.4 -8.8 -33.3 -39.5 15
Mortgage real estate investment trusts; loans; liability FA644123075 5.8 18.1 -6.6 36.5 19.0 -19.4 3.8 -7.2 -3.7 16
Mortgage real estate investment trusts; depository institution loans n.e.c.; liability FA643168073 1.0 0.2 0.5 -0.4 -0.5 -3.1 6.4 -0.4 -0.6 17
Mortgage real estate investment trusts; FHLB advances; liability FA643169373 4.9 17.9 -7.1 36.9 19.5 -16.2 -2.5 -6.8 -3.1 18
Mortgage real estate investment trusts; unidentified miscellaneous liabilities FA643193075 1.5 -5.5 5.2 30.4 -44.5 24.8 8.3 -10.4 -1.8 19
Real estate investment trusts; securitized assets FA643065045 12.4 -29.6 -16.1 -16.6 -29.2 35.4 -15.6 -40.5 -43.5 20
Mortgage real estate investment trusts; securitized agency- and GSE-backed securities; asset FA643061743 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 21
Mortgage real estate investment trusts; securitized home mortgages; asset FA643065143 3.2 10.0 -2.3 23.3 2.7 -0.3 7.1 -8.9 -7.1 22
Mortgage real estate investment trusts; securitized multifamily residential mortgages; asset FA643065443 0.3 -0.2 -0.2 1.5 0.0 -0.9 0.2 0.3 -0.4 23
Mortgage real estate investment trusts; securitized commercial mortgages; asset FA643065543 8.8 -39.4 -13.6 -41.5 -31.9 36.6 -22.9 -31.9 -36.1 24

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Last update: March 9, 2017