The Quarterly Survey of Public Pensions (QSPP) is a quarterly survey that provides national summary data on the revenues, expenditures, and composition of assets of the largest defined benefit public employee pension systems for state and local governments. Starting in the second quarter of 2019, the QSPP has adopted a new set of data items which provide more detail about the various asset categories of public pensions in the United States. For more details about the new series, see the press release (https://www.census.gov/library/publications/2019/econ/g19-qspp2.html).

In May of 2016, the source discovered errors in the calculation of the CFSI and began a detailed review of the index and its underlying model. Following that review, the source decided to discontinue the CFSI. https://www.clevelandfed.org/en/our-research/indicators-and-data/cleveland-financial-stress-index.aspx The source has posted to their website a message regarding this release: Cleveland Financial Stress Index under review and a revised index expected in the fourth quarter of 2016. A thorough review of the index is being conducted to both simplify the index and enhance its robustness, while also taking into consideration changes in financial markets and institutions. This review and the revisions to the CFSI are expected to be completed sometime during the fourth quarter of this year, and additional details will be made available at that time. Thank you for your patience while we improve the CFSI. This chart shows the contribution of the commercial mortgage-backed security spread to CFSI. This spread is measured as the difference between the yield on commercial mortgage-backed securities and 5-Year Treasury. It captures the ability of originators to raise capital and the relative riskiness of the securitized asset

In May of 2016, the source discovered errors in the calculation of the CFSI and began a detailed review of the index and its underlying model. Following that review, the source decided to discontinue the CFSI. https://www.clevelandfed.org/en/our-research/indicators-and-data/cleveland-financial-stress-index.aspx The source has posted to their website a message regarding this release: Cleveland Financial Stress Index under review and a revised index expected in the fourth quarter of 2016. A thorough review of the index is being conducted to both simplify the index and enhance its robustness, while also taking into consideration changes in financial markets and institutions. This review and the revisions to the CFSI are expected to be completed sometime during the fourth quarter of this year, and additional details will be made available at that time. Thank you for your patience while we improve the CFSI. This chart shows the contribution of the securitization of the residential mortgage-backed security spread to the CFSI. This spread is measured as the difference between the yield on residential mortgage-backed securities and 30-Year Treasury. It captures the ability of originators to raise capital and the relative riskiness of the securitized asset.

This series has been discontinued and will no longer be updated. It has been consolidated under the following series, which will continue to be updated: D11WSRLL (https://fred.stlouisfed.org/series/D11WSRLL). For further information about the changes to the H.4.1 Statistical Release, please see the announcements (https://www.federalreserve.gov/feeds/h41.html) provided by the source.

This series has been discontinued and will no longer be updated. It has been consolidated under the following series, which will continue to be updated: D5WSRLL (https://fred.stlouisfed.org/series/D5WSRLL). For further information about the changes to the H.4.1 Statistical Release, please see the announcements (https://www.federalreserve.gov/feeds/h41.html) provided by the source.

This series has been discontinued and will no longer be updated. It has been consolidated under the following series, which will continue to be updated: D8WSRLL (https://fred.stlouisfed.org/series/D8WSRLL). For further information about the changes to the H.4.1 Statistical Release, please see the announcements (https://www.federalreserve.gov/feeds/h41.html) provided by the source.

This series has been discontinued and will no longer be updated. It has been consolidated under the following series, which will continue to be updated: D1WSRLL (https://fred.stlouisfed.org/series/D1WSRLL). For further information about the changes to the H.4.1 Statistical Release, please see the announcements (https://www.federalreserve.gov/feeds/h41.html) provided by the source.

This series has been discontinued and will no longer be updated. It has been consolidated under the following series, which will continue to be updated: D3WSRLL (https://fred.stlouisfed.org/series/D3WSRLL). For further information about the changes to the H.4.1 Statistical Release, please see the announcements (https://www.federalreserve.gov/feeds/h41.html) provided by the source.

This series has been discontinued and will no longer be updated. It has been consolidated under the following series, which will continue to be updated: D7WSRLL (https://fred.stlouisfed.org/series/D7WSRLL). For further information about the changes to the H.4.1 Statistical Release, please see the announcements (https://www.federalreserve.gov/feeds/h41.html) provided by the source.

This series has been discontinued and will no longer be updated. It has been consolidated under the following series, which will continue to be updated: D10WSRLL (https://fred.stlouisfed.org/series/D10WSRLL). For further information about the changes to the H.4.1 Statistical Release, please see the announcements (https://www.federalreserve.gov/feeds/h41.html) provided by the source.

This series has been discontinued and will no longer be updated. It has been consolidated under the following series, which will continue to be updated: D2WSRLL (https://fred.stlouisfed.org/series/D2WSRLL). For further information about the changes to the H.4.1 Statistical Release, please see the announcements (https://www.federalreserve.gov/feeds/h41.html) provided by the source.

This series has been discontinued and will no longer be updated. It has been consolidated under the following series, which will continue to be updated: D6WSRLL (https://fred.stlouisfed.org/series/D6WSRLL). For further information about the changes to the H.4.1 Statistical Release, please see the announcements (https://www.federalreserve.gov/feeds/h41.html) provided by the source.

This series has been discontinued and will no longer be updated. It has been consolidated under the following series, which will continue to be updated: D4WSRLL (https://fred.stlouisfed.org/series/D4WSRLL). For further information about the changes to the H.4.1 Statistical Release, please see the announcements (https://www.federalreserve.gov/feeds/h41.html) provided by the source.

This series has been discontinued and will no longer be updated. It has been consolidated under the following series, which will continue to be updated: D9WSRLL (https://fred.stlouisfed.org/series/D9WSRLL). For further information about the changes to the H.4.1 Statistical Release, please see the announcements (https://www.federalreserve.gov/feeds/h41.html) provided by the source.

This series has been discontinued and will no longer be updated. It has been consolidated under the following series, which will continue to be updated: D12WSRLL (https://fred.stlouisfed.org/series/D12WSRLL). For further information about the changes to the H.4.1 Statistical Release, please see the announcements (https://www.federalreserve.gov/feeds/h41.html) provided by the source.

This series has been discontinued and will no longer be updated. It was a duplicate of the following series, which will continue to be updated: https://fred.stlouisfed.org/series/WSHOMCB The current face value of mortgage-backed obligations held by Federal Reserve Banks. These securities are guaranteed by Fannie Mae, Freddie Mac, or Ginnie Mae.

This series has been discontinued and will no longer be updated. It was a duplicate of the following series, which will continue to be updated: https://fred.stlouisfed.org/series/WSHOMCB On November 25, 2008, the Federal Reserve announced a program to purchase mortgage-backed securities guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The goal of the program is to provide support to mortgage and housing markets and to foster improved conditions in financial markets. Purchases of these securities began on January 5, 2009. Additional information on System transactions in mortgage-backed securities is available at www.newyorkfed.org/markets/mbs/.

The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.