Fed balance-sheet composition (H.4.1, weekly)
Weekly Federal Reserve balance-sheet composition, 2002-12-18 onward: Board of Governors H.4.1 Wednesday levels (millions USD, NSA) for Treasury securities held outright (TREAST), mortgage-backed securities held outright (WSHOMCB) and total assets (WALCL) — redistributed keyless via FRED fredgraph.csv. Carries each leg's share of total assets, week-on-week changes, 13-week annualized runoff paces, distance below each leg's expanding peak, and a balance-sheet-shrinking flag — the quantitative-tightening decomposition for liquidity-regime models. Who joins this: lenders read the MBS/Treasury runoff paces as credit-conditions features; subscription businesses use the shrinking flag as a liquidity-regime covariate for churn and pricing power. Pairs with fred_walcl_intel (total-assets level), fred_money_market_intel (the price of the reserves QT drains) and us_treasury_curve_intel.
- Rows
- 1,242
- Columns
- 18
- Source cadence
- Weekly
- Last refreshed
- Oct 2, 2026
- Theme
- finance
| Column | Type | Description |
|---|---|---|
| date | date | H.4.1 Wednesday observation date (the panel join key — every week lands on a Wednesday). (unit: date) |
| year_month | string | Calendar month as YYYY-MM. (unit: string) |
| country | string | Country name (shared normalization layer). (unit: string) |
| country_code | string | ISO 3166-1 alpha-3 country code (USA). (unit: string) |
| treasuries_m | float | Securities held outright: U.S. Treasury securities (FRED TREAST, H.4.1), millions of USD, NSA — the Treasury leg of the balance sheet. (unit: millions_usd) |
| mbs_m | float | Securities held outright: mortgage-backed securities (FRED WSHOMCB, H.4.1), millions of USD, NSA — genuine zeros before the late-2008/2009 large-scale MBS purchases began. (unit: millions_usd) |
| total_assets_m | float | Total assets less eliminations from consolidation (FRED WALCL, H.4.1), millions of USD, NSA — the denominator for the composition shares. (unit: millions_usd) |
| treasuries_share_pct | float | Treasury securities as a percent of total assets. (unit: percent) |
| mbs_share_pct | float | MBS as a percent of total assets. (unit: percent) |
| treasuries_wow_pct | float | 1-week percent change in Treasury holdings (null on the first panel week). (unit: percent) |
| mbs_wow_pct | float | 1-week percent change in MBS holdings (null on the first panel week and whenever the prior week is zero — the pre-QE1 zeros make the ratio undefined). (unit: percent) |
| total_assets_13w_ann_pct | float | 13-week compounded annualized percent change in total assets — the balance-sheet expansion/contraction pace (null for the first 13 panel weeks). (unit: percent) |
| treasuries_13w_ann_pct | float | 13-week compounded annualized percent change in Treasury holdings — the Treasury QT-runoff pace (null for the first 13 panel weeks). (unit: percent) |
| mbs_13w_ann_pct | float | 13-week compounded annualized percent change in MBS holdings — the MBS QT-runoff pace (null for the first 13 panel weeks and whenever the 13-week-ago base is zero). (unit: percent) |
| treasuries_off_peak_pct | float | Percent below the expanding historical peak of Treasury holdings (0 at a new peak) — the Treasury QT depth gauge. (unit: percent) |
| mbs_off_peak_pct | float | Percent below the expanding historical peak of MBS holdings (0 at a new peak; null while the expanding peak is zero — the pre-QE1 zeros make 0/0 undefined) — the MBS QT depth gauge. (unit: percent) |
| shrinking_flag | integer | 1 when the 13-week annualized change in total assets is negative (quantitative tightening in force); null before the pace window fills. (unit: flag) |
| row_hash | string | Deterministic 16-hex sha256 of date + the three H.4.1 levels (idempotency key). (unit: string) |
First 10 sample rows — a preview, not the complete dataset.
| date | year_month | country | country_code | treasuries_m | mbs_m | total_assets_m | treasuries_share_pct | mbs_share_pct | treasuries_wow_pct | mbs_wow_pct | total_assets_13w_ann_pct | treasuries_13w_ann_pct | mbs_13w_ann_pct | treasuries_off_peak_pct | mbs_off_peak_pct | shrinking_flag | row_hash |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2002-12-18 | 2002-12 | United States | USA | 629,397 | 0 | 719,542 | 87.472 | 0 | — | — | — | — | — | 0 | — | — | ae9a0255014751a8 |
| 2002-12-25 | 2002-12 | United States | USA | 629,402 | 0 | 732,059 | 85.977 | 0 | 0.001 | — | — | — | — | 0 | — | — | c1ac9acf5aa74ad5 |
| 2003-01-01 | 2003-01 | United States | USA | 629,406 | 0 | 730,994 | 86.103 | 0 | 0.001 | — | — | — | — | 0 | — | — | fea751d02b476365 |
| 2003-01-08 | 2003-01 | United States | USA | 629,406 | 0 | 723,762 | 86.963 | 0 | 0 | — | — | — | — | 0 | — | — | f2165e8ec81ee386 |
| 2003-01-15 | 2003-01 | United States | USA | 629,406 | 0 | 720,074 | 87.409 | 0 | 0 | — | — | — | — | 0 | — | — | 8d8d9d81bd43c0dd |
| 2003-01-22 | 2003-01 | United States | USA | 629,406 | 0 | 735,953 | 85.523 | 0 | 0 | — | — | — | — | 0 | — | — | b3721f46fb1bc5d0 |
| 2003-01-29 | 2003-01 | United States | USA | 629,406 | 0 | 712,809 | 88.299 | 0 | 0 | — | — | — | — | 0 | — | — | 62512610825de436 |
| 2003-02-05 | 2003-02 | United States | USA | 629,401 | 0 | 719,643 | 87.46 | 0 | -0.001 | — | — | — | — | -0.001 | — | — | 78756a416dbd0197 |
| 2003-02-12 | 2003-02 | United States | USA | 630,947 | 0 | 713,281 | 88.457 | 0 | 0.246 | — | — | — | — | 0 | — | — | cdab457055374575 |
| 2003-02-19 | 2003-02 | United States | USA | 631,263 | 0 | 730,400 | 86.427 | 0 | 0.05 | — | — | — | — | 0 | — | — | 19a8f285191248b8 |
Profiled Oct 2, 2026 from snapshot 20261002T022226Z-3d10532fa122
Measured- Completeness
- 95.5%
- Rows
- 1,242
- Columns
- 18
- Columns with gaps
- 7
| Column | Missing | Distinct | Range | Distribution |
|---|---|---|---|---|
| datedate | 0% | 1,265 | Dec 18, 2002 → Sep 30, 2026 | — |
| year_monthvarchar | 0% | 283 | — |
|
| countryvarchar | 0% | 1 | — |
|
| country_codevarchar | 0% | 1 | — |
|
| treasuries_mdouble | 0% | 1,380 | 474,619 → 5,771,393median 2,220,167 | 26 outside 1st–99th percentile |
| mbs_mdouble | 0% | 898 | 0 → 2,740,185median 1,532,484 | 13 outside 1st–99th percentile |
| total_assets_mdouble | 0% | 1,249 | 712,809 → 8,965,487median 4,047,467 | 26 outside 1st–99th percentile |
| treasuries_share_pctdouble | 0% | 1,147 | 21.11 → 91.92median 58.98 | 26 outside 1st–99th percentile |
| mbs_share_pctdouble | 0% | 1,058 | 0 → 48.22median 30.96 | 13 outside 1st–99th percentile |
| treasuries_wow_pctdouble | 0.08% | 1,144 | -7.29 → 12.78median 0.0066 | 26 outside 1st–99th percentile |
| mbs_wow_pctdouble | 25.6% | 714 | -2.48 → 785.08median 0 | 20 outside 1st–99th percentile |
| total_assets_13w_ann_pctdouble | 1% | 1,528 | -51.84 → 3,409median 1.49 | 26 outside 1st–99th percentile |
| treasuries_13w_ann_pctdouble | 1% | 1,041 | -78.29 → 674.01median 1.67 | 26 outside 1st–99th percentile |
| mbs_13w_ann_pctdouble | 26.6% | 848 | -28.92 → 1,587,670,423median -0.8502 | 20 outside 1st–99th percentile |
| treasuries_off_peak_pctdouble | 0% | 626 | -39.98 → 0median -0.0299 | 13 outside 1st–99th percentile |
| mbs_off_peak_pctdouble | 25.5% | 701 | -30.73 → 0median -2.16 | 10 outside 1st–99th percentile |
| shrinking_flagbigint | 1% | 2 | 0 → 1median 0 | |
| row_hashvarchar | 0% | 919 | — |
|
- Current
20261002T022226Z-3d10532fa122 · sha256 3d10532fa122…
1,242 rows · first snapshot
Point any LLM at the metadata endpoint — the documentation above is machine-readable too (JSON-LD + Croissant).
curl "https://datazimuts.com/v1/datasets/fred_bs_composition_intel/us_fed_balance_sheet_composition_weekly" | jq '{title, rows, columns_count, license}'import requests
ds = requests.get("https://datazimuts.com/v1/datasets/fred_bs_composition_intel/us_fed_balance_sheet_composition_weekly").json()
print(ds["title"], ds["rows"], "rows")
# Sample rows for an LLM context window
for row in ds.get("sample_rows", [])[:5]:
print(row)API endpoint: https://datazimuts.com/v1/datasets/fred_bs_composition_intel/us_fed_balance_sheet_composition_weekly
Tip: fetch /llms.txt for the full machine-readable catalog.
Where this data comes from and what was made from it. Other people's work shows as counts; only shared projects are named.
Cite this snapshot
Pinned to snapshot 20261002T022226Z-3d10532fa122 and its content hash, so readers get exactly the data you used.
US Fed Balance-Sheet Composition Intelligence (FRED, keyless). (2026). Fed balance-sheet composition (H.4.1, weekly) [Data set, snapshot 20261002T022226Z-3d10532fa122, sha256 3d10532fa122]. Datazimuts. Retrieved 2026-10-02, from https://datazimuts.com/en/datasets/fred_bs_composition_intel/us_fed_balance_sheet_composition_weekly?snapshot=20261002T022226Z-3d10532fa122
@misc{dz_fred_bs_composition_intel_us_fed_balance_3d10532f,
title = {{Fed balance-sheet composition (H.4.1, weekly)}},
author = {{US Fed Balance-Sheet Composition Intelligence (FRED, keyless)}},
year = {2026},
publisher = {Datazimuts},
howpublished = {\url{https://datazimuts.com/en/datasets/fred_bs_composition_intel/us_fed_balance_sheet_composition_weekly?snapshot=20261002T022226Z-3d10532fa122}},
note = {Snapshot 20261002T022226Z-3d10532fa122, sha256 3d10532fa122f81a9b45e1bc913b6c4085b80bc5c0265abb23d24d7151d2c120; accessed 2026-10-02}
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