L.127 Issuers of Asset-Backed Securities (ABS)
Billions of dollars; amounts outstanding end of period, not seasonally adjusted
Description Series code 2019 2020 2020 Q1 2020 Q2 2020 Q3 2020 Q4 2021 Q1 2021 Q2 2021 Q3 Line
Issuers of asset-backed securities; total financial assets FL674090005 1180.2 1225.6 1233.1 1221.3 1220.4 1225.6 1230.3 1255.3 1299.3 1
Issuers of asset-backed securities; debt securities; asset FL674022005 33.0 30.3 32.0 30.6 29.5 30.3 28.6 27.4 28.7 2
Issuers of asset-backed securities; Treasury securities; asset FL673061103 33.0 30.3 32.0 30.6 29.5 30.3 28.6 27.4 28.7 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 1020.3 1047.0 1066.0 1052.7 1049.3 1047.0 1043.6 1052.8 1087.6 5
Issuers of asset-backed securities; securitized other loans and advances; asset (2) FL673069005 161.7 207.7 186.5 188.7 195.4 207.7 210.0 219.0 244.2 6
Issuers of asset-backed securities; total mortgages; asset (3) FL673065005 855.5 837.4 876.7 861.5 851.6 837.4 831.8 832.1 841.9 7
Issuers of asset-backed securities; one-to-four-family residential mortgages; asset FL673065105 452.0 414.9 460.7 448.5 436.3 414.9 400.0 394.1 396.5 8
Issuers of asset-backed securities; multifamily residential mortgages; asset FL673065405 46.3 51.3 53.0 53.2 52.2 51.3 52.7 53.2 55.4 9
Issuers of asset-backed securities; commercial mortgages; asset FL673065505 357.2 371.2 362.9 359.8 363.1 371.2 379.1 384.8 390.1 10
Issuers of asset-backed securities; consumer credit; asset FL673066000 3.1 1.9 2.8 2.5 2.2 1.9 1.9 1.7 1.5 11
Issuers of asset-backed securities; trade receivables; asset FL673070003 34.6 35.1 36.9 35.5 32.6 35.1 34.2 36.3 35.2 12
Issuers of asset-backed securities; funding agreements backing securities; asset (4) FL673090543 92.3 113.2 98.1 102.5 109.0 113.2 123.9 138.8 147.8 13
Issuers of asset-backed securities; debt securities; liability FL674122005 1180.2 1225.6 1233.1 1221.3 1220.4 1225.6 1230.3 1255.3 1299.3 14
Issuers of asset-backed securities; debt securities; liability FL674122005 1180.2 1225.6 1233.1 1221.3 1220.4 1225.6 1230.3 1255.3 1299.3 15
Issuers of asset-backed securities; commercial paper, excluding U.S.-chartered commercial banks' asset-backed commercial paper; liability FL673169105 75.9 90.6 80.7 86.7 87.8 90.6 86.2 84.9 89.0 16
Issuers of asset-backed securities; corporate and foreign bonds; liability (5) FL673163005 1104.2 1135.0 1152.4 1134.6 1132.7 1135.0 1144.1 1170.4 1210.3 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 152.0 141.2 131.9 137.9 141.4 141.2 138.0 148.6 150.7 19
U.S.-chartered depository institutions; asset-backed commercial paper; liability (8) FL763169103 68.4 99.2 80.0 84.5 89.5 99.2 106.3 106.0 102.9 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 9, 2021