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 Securities (C): Annual Cross-U.S. Border Portfolio Holdings

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Reports and Related Data - U.S. International Portfolio Investment

  1. Foreign Residents' Portfolio Holdings of U.S. Securities (U.S. liabilities). All annual SHL reports are available here.

  2. U.S. Residents' Portfolio Holdings of Foreign Securities (U.S. claims). All annual SHC reports are available here.

  3. ​​​
  4. U.S. Private Holdings of Foreign Securities by Subsector of U.S. Holders and of Foreign Issuers
  5. Various Special Tables derived from Annual Survey data, but are not in the Annual Reports (in parts 1 & 2 above).
    1. CLO end-year Data (foreign-issued Collateralized Loan Obligations).
      1. Data for 2014-2017.  U.S. private sector holdings of foreign-issued Collateralized Loan Obligations (CLOs). Also in "CSV" format.
        • Data were released on 07-19-2019. Data are from the 2014-2017 Surveys of U.S. Portfolio Holdings of Foreign Securities.
        • (07-19-2019) A Federal Reserve Board Staff paper on these CLOs [ “Who Owns U.S. CLO Securities?”, Federal Reserve Board, Emily Liu and Tim Schmidt-Eisenlohr.]
      2. Data for 2018. NEW (06-25-2020) A new Federal Reserve Board note combines the holdings information with data from Moody’s on the specific tranches of CLOs to help get a sense of exposures. ["Who Owns U.S. CLO Securities? An Update by Tranche", Federal Reserve Board, Laurie DeMarco, Emily Liu, Tim Schmidt-Eisenlohr].

         

        Footnotes and Notices

        1. (6-14-2017). The files in the zip file contain data on the sectorial breakdown of U.S. private sector holdings of foreign securities; these are private U.S. resident claims on the foreign resident issuers of those securities. The data are by type of security, and show four subsectors of U.S. holders (deposit-taking corporations including banks; insurance and pension funds; other financial corporations; and nonfinancial corporations) and four subsectors of foreign issuers (deposit-taking corporations; all other financial corporations; general government; and nonfinancial corporations (NFCs)).
          -- A subset of the data shown here is published by the IMF as part of the Coordinated Portfolio Investment Survey (CPIS). Similar data for other countries is available in the CPIS section of the IMF/data webpage.

        7/27/2020 3:53 PM