The following is quoted from the "Summary Statistics and Table of Contents" section of the report ( http://federalreserve.gov/releases/z1/Current/z1r-1.pdf ).  The documentation field of each DataBuffet.com time series identifies the Z.1 table from which it's drawn; however, many series appear in multiple tables.

Data revisions and other changes

The statistics in the attached tables reflect the use of new or revised source data. Most significant revisions appear in recent quarters; however, new source information resulted in changes to data for earlier periods. 

1. In the nonfarm noncorporate business sector (tables F.103 and L.103), data have been revised from 2006:Q1 onward, owing to benchmark statistics available from the IRS/SOI for 2006. 

2. The monetary authority sector (tables F.108 and L.108) has been expanded to show new asset and liability detail related to recent Federal Reserve actions.

3. The monetary authority sector (tables F.108, and L.108) was modified to include two new additional liability categories: security RPs and deposits due to government-sponsored enterprises. 

4. The funding corporation sector (tables F.130, F.215, L.130, and L.215) was modified to include loans extended by the Federal Reserve to American International Group (AIG) in the liability category bank loans n.e.c. 

5. Due to the purchase of a large savings institution by a commercial banking organization in 2008:Q3, the U.S.-chartered commercial banks sector (table F.110) reports larger than usual positive flows in certain instrument categories last quarter, while the savings institutions sector (table F.114) reports some larger than usual negative flows. The asset category most affected by these reclassifications is mortgages; the liability categories most affected are time and savings deposits and other loans and advances. 

6. The market value of corporate equities for domestic firms (table L.213, lines 2 and 4) has been revised from 1996:Q4 forward to reflect improved data sources and methods: the value of common shares of publicly traded firms is estimated from quarterly aggregates of micro-data from the Center for Research in Security Prices; the value of preferred shares of publicly traded firms is estimated using a perpetual inventory method based on data from Standard and Poor’s and Tho Services; and the value of closely held firms is estimated using data from the Internal Revenue Service (IRS), Compustat, and Forbes. 

7. The market value of residential real estate (B.100, B.102, and B.103) has been revised from 2000:Q1 forward to reflect improved data sources. The value of owner-occupied housing in 2001:Q3, 2003:Q2, and 2005:Q2 is now benchmarked to data from the American Housing Survey, and changes in the value of single-family homes in non-benchmark quarters are now estimated using a repeat-sales house-price index from LoanPerformance (a division of First American CoreLogic). Previously we used a price index from the Federal Housing Finance Agency (formerly the Office of Federal Housing Enterprise Oversight).