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By Category |
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Held-to-Maturity |
Available-for-Sale |
Trading |
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| (In billions of dollars) | Cost Basis |
Unamor- tized Premium/ Discount |
Net Investment |
Cost Basis |
Unreal- ized Gain |
Fair Value |
Cost Basis |
Unreal- ized Gain |
Fair Value |
Total |
| Debt securities: | ||||||||||
| Non-U.S. Government | 0.2 | - | 0.2 | 15.5 | 0.3 | 15.8 | 5.1 | 0.1 | 5.2 | 21.2 |
| Commercial | - | - | - | - | - | - | - | - | - | - |
| Mortgage/asset backed | - | - | - | - | - | - | 5.2 | 0.1 | 5.3 | 5.3 |
| Corporate and other bonds | - | - | - | - | - | - | 11.2 | 0.8 | 12.0 | 12.0 |
| All other debt securities | - | - | - | - | - | - | 0.5 | - | 0.5 | 0.5 |
| Equity securities: | ||||||||||
| Common stocks | - | - | - | - | - | - | 1.7 | - | 1.7 | 1.7 |
| Unit trust | - | - | - | - | - | - | 12.3 | 3.6 | 15.9 | 15.9 |
| All other equity securities | 2.9 | - | 2.9 | - | - | - | 2.6 | (0.1) | 2.5 | 5.4 |
| Other | 3.3 | - | 3.3 | - | - | - | 12.8 | 0.1 | 12.9 | 16.2 |
| Total debt and equity securities categorized as held-to-maturity, available-for-sale or trading | 6.4 | - | 6.4 | 15.5 | 0.3 | 15.8 | 51.4 | 4.6 | 56.0 | 78.2 |
| Total RRB debt and equity securities | 21.5 | |||||||||
| Total debt and equity securities | 99.7 | |||||||||
By Category |
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
Held-to-Maturity |
Available-for-Sale |
Trading |
||||||||
| (In billions of dollars) | Cost Basis |
Unamor- tized Premium/ Discount |
Net Investment |
Cost Basis |
Unreal- ized Gain |
Fair Value |
Cost Basis |
Unreal- ized Gain |
Fair Value |
Total |
| Debt securities: | ||||||||||
| Non-U.S. Government | 0.2 | - | 0.2 | 12.3 | 0.3 | 12.6 | 4.5 | 0.5 | 5.0 | 17.8 |
| Commercial | - | - | - | - | - | - | 0.2 | - | 0.2 | 0.2 |
| Mortgage/asset backed | - | - | - | - | - | - | 2.8 | 0.1 | 2.9 | 2.9 |
| Corporate and other bonds | - | - | - | - | - | - | 9.5 | 0.9 | 10.4 | 10.4 |
| All other debt securities | - | - | - | - | - | - | 0.7 | - | 0.7 | 0.7 |
| Equity securities: | ||||||||||
| Common stocks | - | - | - | - | - | - | 2.0 | 0.1 | 2.1 | 2.1 |
| Unit trust | 0.2 | - | 0.2 | - | - | - | 13.1 | 6.4 | 19.5 | 19.7 |
| All other equity securities | - | - | - | 2.8 | - | 2.8 | 3.3 | - | 3.3 | 6.1 |
| Other | 2.6 | - | 2.6 | 0.1 | - | 0.1 | 13.6 | - | 13.6 | 16.3 |
| Total debt and equity securities categorized as held-to-maturity, available-for-sale or trading | 3.0 | - | 3.0 | 15.2 | 0.3 | 15.5 | 49.7 | 8.0 | 57.7 | 76.2 |
| Total RRB debt and equity securities | 22.7 | |||||||||
| Total debt and equity securities | 98.9 | |||||||||
By Agency |
||
|---|---|---|
| (In billions of dollars) | 2011 |
2010 |
| Debt and Equity Securities: | ||
| Pension Benefit Guaranty Corporation | 47.4 | 49.5 |
| Railroad Retirement Board | 21.5 | 22.7 |
| Exchange Stabilization Fund | 15.8 | 12.6 |
| Tennessee Valley Authority | 8.6 | 8.2 |
| All other | 6.4 | 5.9 |
| Total Debt and Equity Securities | 99.7 | 98.9 |
These debt and equity securities do not include nonmarketable Treasury securities, which have been eliminated in consolidation. Held-to-maturity debt and equity securities are reported at amortized cost, net of unamortized discounts and premiums. Available-for-sale debt and equity securities are reported at fair value. Trading debt and equity securities are reported at fair value. The Pension Benefit Guaranty Corporation (PBGC) and the TVA invest primarily in fixed maturity and equity securities, classified as trading. TVA also has a small investment in available-for-sale securities. The National Railroad Retirement Investment Trust (NRRIT), on behalf of the RRB, manages and invests railroad retirement assets that are to be used to pay retirement benefits to the Nation's railroad workers under the Railroad Retirement Program. As an investment company, NRRIT is subject to different accounting standards that do not require the classifications presented above. NRRIT's total debt and equity securities are presented as a separate line item. Please refer to NRRIT's financial statements for more detailed information concerning this specific investment information. The TVA balance includes $7.0 billion as of September 30, 2011, and 2010, respectively, for the Tennessee Valley Authority Retirement System (TVARS). Please refer to the individual financial statements of PBGC, NRRIT, Treasury, TVA and TVARS for more detailed information related to debt and equity securities. These agencies comprise 93.6 percent of the total reported debt and equity securities of $99.7 billion as of September 30, 2011.
