Annual Report 2011
| Description | December 31 | Change | |||
|---|---|---|---|---|---|
| 2011 | 2010 | 2009 | 2010 to 2011 | 2009 to 2010 | |
| U.S. Treasury securities | |||||
| Held outright 1 | 1,663,446 | 1,021,493 | 776,588 | 641,953 | 244,905 |
| By remaining maturity | |||||
| Bills | |||||
| 1-90 days | 18,423 | 18,423 | 18,423 | 0 | 0 |
| 91 days to 1 year | 0 | 0 | 0 | 0 | 0 |
| Notes and bonds | |||||
| 1 year or less 2 | 114,829 | 70,449 | 72,818 | 44,380 | -2,369 |
| More than 1 year through 5 years | 649,698 | 439,594 | 326,874 | 210,104 | 112,720 |
| More than 5 years through 10 years | 649,913 | 333,955 | 213,720 | 315,958 | 120,235 |
| More than 10 years | 230,583 | 159,072 | 144,753 | 71,511 | 14,319 |
| By type | |||||
| Bills | 18,423 | 18,423 | 18,423 | 0 | 0 |
| Notes | 1,286,344 | 773,285 | 568,323 | 513,059 | 204,962 |
| Bonds | 358,679 | 229,786 | 189,843 | 128,893 | 39,943 |
| Federal agency securities | |||||
| Held outright1 | 103,994 | 147,460 | 159,879 | -43,466 | -12,419 |
| By remaining maturity | |||||
| Discount notes | |||||
| 1-90 days | 0 | 0 | 0 | 0 | 0 |
| 91 days to 1 year | 0 | 0 | 0 | 0 | 0 |
| Coupons | |||||
| 1 year or less | 27,211 | 43,466 | 24,642 | -16,255 | 18,824 |
| More than 1 year through 5 years | 60,603 | 71,050 | 99,402 | -10,447 | -28,352 |
| More than 5 years though 10 years | 13,833 | 30,597 | 33,788 | -16,764 | -3,191 |
| More than 10 years | 2,347 | 2,347 | 2,047 | 0 | 300 |
| By type | |||||
| Discount notes | 0 | 0 | 0 | 0 | 0 |
| Coupons | 103,994 | 147,460 | 159,879 | -43,466 | -12,419 |
| By issuer | |||||
| Federal Home Loan Mortgage Corporation | 45,126 | 57,515 | 61,769 | -12,389 | -4,254 |
| Federal National Mortgage Association | 39,707 | 58,568 | 63,662 | -18,861 | -5,094 |
| Federal Home Loan Banks | 19,161 | 31,377 | 34,448 | -12,216 | -3,071 |
| Mortgage-backed securities 3 | |||||
| Held outright1 | 837,683 | 992,141 | 908,371 | -154,458 | 83,770 |
| By remaining maturity | |||||
| 1 year or less | 0 | 0 | 0 | 0 | 0 |
| More than 1 year through 5 years | 13 | 24 | 12 | -11 | 12 |
| More than 5 years though 10 years | 34 | 20 | 20 | 14 | 0 |
| More than 10 years | 837,636 | 992,097 | 908,340 | -154,461 | 83,757 |
| By issuer | |||||
| Federal Home Loan Mortgage Corporation | 289,537 | 346,959 | 304,964 | -57,422 | 41,995 |
| Federal National Mortgage Association | 460,910 | 547,545 | 513,398 | -86,635 | 34,147 |
| Government National Mortgage Association | 87,237 | 97,637 | 90,010 | -10,400 | 7,627 |
| Temporary transactions | |||||
| Repurchase agreements 4 | 0 | 0 | 0 | 0 | 0 |
| Reverse repurchase agreements4 | 99,900 | 59,703 | 77,732 | 40,197 | -18,029 |
| Foreign official and international accounts | 99,900 | 59,703 | 77,732 | 40,197 | -18,029 |
| Dealers | 0 | 0 | 0 | 0 | 0 |
Note: Components may not sum to totals because of rounding.
1. Excludes the effect of temporary transactions--repurchase agreements and reverse repurchase agreements. Return to table
2. Amounts in bold are restatements due to changes in previously reported data. Return to table
3. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Return to table
4. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities. Return to table
Last update: July 11, 2012