| F.126 Issuers of Asset-Backed Securities (ABSs) | |||||||||||||
| Billions of dollars; quarterly figures are seasonally adjusted annual rates | |||||||||||||
| stock price direction | DOWN | DOWN | DOWN | UP | UP | UP | DOWN | UP | UP | UP | DOWN | ||
| bond price direction | UP | UP | UP | UP | DOWN | DOWN | UP | DOWN | DOWN | DOWN | DOWN | ||
| 2001 | 2002 | 2003 | 2004 | 2005 | 2005 | 2006 | |||||||
| Q1 | Q2 | Q3 | Q4 | Q1 | Q2 | ||||||||
| 1 | Gross saving | 0.8 | 0.7 | 0.7 | 0.6 | 0.5 | 0.5 | 0.5 | 0.5 | 0.5 | 0.5 | 0.4 | 1 |
| 2 | Fixed nonresidential investment | 1.1 | -0.4 | 0.4 | -0.2 | -0.1 | -0.1 | -0.1 | -0.1 | -0.1 | -0.1 | -0.1 | 2 |
| 3 | Net acquisition of financial assets | 225.2 | 178.3 | 210.7 | 329.3 | 661.9 | 433.0 | 689.3 | 720.5 | 805.0 | 301.9 | 360.7 | 3 |
| 4 | Treasury securities | 0.4 | 0.4 | 1.9 | 5.2 | 19.7 | 8.2 | 20.8 | 22.6 | 27.0 | 22.2 | 40.1 | 4 |
| 5 | Agency- and GSE-backed securities (1) | 19.3 | 71.4 | 67.7 | -100.0 | -76.0 | -103.3 | -30.4 | -105.7 | -64.5 | -94.8 | -69.2 | 5 |
| 6 | Other loans and advances | 18.5 | -3.3 | -1.1 | 1.4 | -16.8 | 6.9 | -29.1 | -18.7 | -26.3 | 2.8 | 6.4 | 6 |
| 7 | Mortgages (2) | 100.9 | 84.6 | 171.6 | 450.5 | 685.5 | 481.3 | 672.1 | 809.2 | 779.4 | 310.2 | 291.5 | 7 |
| 8 | Home | 56.6 | 54.3 | 121.1 | 398.3 | 573.4 | 396.9 | 572.3 | 716.8 | 607.8 | 230.9 | 216.0 | 8 |
| 9 | Multifamily residential | 5.8 | 5.4 | 7.9 | 6.4 | 16.5 | 6.8 | 17.1 | 10.3 | 31.7 | 7.3 | 9.4 | 9 |
| 10 | Commercial | 38.5 | 25.0 | 42.6 | 45.8 | 95.6 | 77.7 | 82.7 | 82.1 | 139.8 | 72.0 | 66.2 | 10 |
| 11 | Consumer credit | 74.6 | 30.6 | -23.0 | -27.5 | 29.8 | 35.2 | 41.5 | -9.0 | 51.5 | 48.3 | 72.6 | 11 |
| 12 | Trade credit | 11.6 | -5.4 | -6.3 | -0.3 | 19.7 | 4.6 | 14.3 | 22.2 | 37.8 | 13.2 | 19.1 | 12 |
| 13 | Net increase in liabilities | 225.5 | 177.2 | 210.5 | 328.5 | 661.3 | 432.3 | 688.7 | 719.9 | 804.4 | 301.3 | 360.1 | 13 |
| 14 | Commercial paper | 79.7 | -40.1 | -43.0 | -8.0 | 146.8 | 83.7 | 127.4 | 141.4 | 234.7 | 127.0 | 201.8 | 14 |
| 15 | Corporate bonds | 145.7 | 217.3 | 253.5 | 336.5 | 514.5 | 348.6 | 561.2 | 578.5 | 569.7 | 174.2 | 158.3 | 15 |
| 16 | Discrepancy | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 16 |
| Memo: | |||||||||||||
| Securitized assets not included above | |||||||||||||
| 17 | Consumer leases (3) | 0.3 | -1.1 | -0.2 | -0.7 | -0.6 | -0.7 | -0.6 | -0.6 | -0.6 | -0.6 | -0.5 | 17 |
| 18 | REIT assets (4) | -3.2 | 7.5 | 15.7 | 51.9 | 32.8 | 40.2 | 16.8 | 31.6 | 42.6 | 16.7 | 22.0 | 18 |
| (1) Agency- and GSE-backed mortgage pool securities backing privately issued CMOs. | |||||||||||||
| (2) Mortgages backing privately issued pool securities and privately issued CMOs. | |||||||||||||
| (3) 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 tangible asset; depreciation flows are included in line 1, and fixed investment flows are included in line 2. | |||||||||||||
| (4) Included in table F.128. | |||||||||||||
