Annual Report 2014

Statistical Table 2

Table 2. Federal Reserve Bank holdings of U.S. Treasury and federal agency securities, December 31, 2012-14
Millions of dollars

Description	December 31			Change
	2014	2013	2012	2013 to 2014	2012 to 2013
U.S. Treasury securities
Held outright 1	2,461,363	2,208,775	1,666,145	252,588	542,630
By remaining maturity
Bills
1-90 days	0	0	0	0	0
91 days to 1 year	0	0	0	0	0
Notes and bonds
1 year or less	3,520	474	21	3,046	453
More than 1 year through 5 years	1,112,927	763,329	378,476	349,598	384,853
More than 5 years through 10 years	686,627	864,700	862,410	-178,073	2,290
More than 10 years	658,289	580,272	425,238	78,017	155,034
By type
Bills	0	0	0	0	0
Notes	1,634,949	1,467,427	1,110,398	167,522	357,029
Bonds	826,414	741,348	555,747	85,066	185,601
Federal agency securities
Held outright1	38,677	57,221	76,783	-18,544	-19,562
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	5,733	18,544	19,562	-12,811	-1,018
More than 1 year through 5 years	30,597	36,268	52,830	-5,671	-16,562
More than 5 years though 10 years	0	62	2,044	-62	-1,982
More than 10 years	2,347	2,347	2,347	0	0
By type
Discount notes	0	0	0	0	0
Coupons	38,677	57,221	76,783	-18,544	-19,562
By issuer
Federal Home Loan Mortgage Corporation	19,515	24,986	32,261	-5,471	-7,275
Federal National Mortgage Association	13,470	25,555	31,906	-12,085	-6,351
Federal Home Loan Banks	5,692	6,680	12,616	-988	-5,936
Mortgage-backed securities 2
Held outright1	1,736,833	1,490,162	926,662	246,671	563,500
By remaining maturity
1 year or less	0	0	2	0	-2
More than 1 year through 5 years	13	5	1	8	4
More than 5 years though 10 years	6,453	2,549	2,365	3,904	184
More than 10 years	1,730,367	1,487,608	924,294	242,759	563,314
By issuer
Federal Home Loan Mortgage Corporation	501,914	426,311	292,155	75,603	134,156
Federal National Mortgage Association	886,716	774,689	503,696	112,027	270,993
Government National Mortgage Association	348,203	289,162	130,811	59,041	158,351
Temporary transactions
Repurchase agreements 3	0	0	0	0	0
Reverse repurchase agreements3	509,837	315,924	107,188	193,913	208,736
Foreign official and international accounts	113,132	118,169	107,188	-5,037	10,981
Dealers	396,705	197,755	0	198,950	197,755

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. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Return to table

3. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities. Return to table

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