U.S. Portfolio Holdings of Foreign Securities
U.S. Portfolio Holdings of Foreign Securities
As of End-December 2019
Department of the Treasury
Federal Reserve Bank of New York
Board of Governors of the Federal Reserve System
October 2020
i
Contents
Introduction
1
History of the TIC Claims Surveys . . . . . . . . . . . . . . . . . . . . . . . . . .
1
The TIC Reporting System . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2
Uses of TIC Data in U.S. and International Reporting . . . . . . . . . . . . . . .
3
Online Links to TIC Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3
Outline of the Report . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4
Acknowledgements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4
Chapter 1. Results of the December 31, 2019 Survey
5
U.S. Portfolio Holdings Over Time by Type of Security . . . . . . . . . . . . . . .
5
Exhibit 1T: U.S. Holdings of Foreign Securities by Security Type As of EndDecember, Selected Survey Dates . . . . . . . . . . . . . . . . .
5
Exhibit 1: U.S. Holdings of Foreign Securities by Security Type . . . . . . .
6
U.S. Portfolio Investment by Country . . . . . . . . . . . . . . . . . . . . . . . . .
6
Exhibit 2: U.S. Holdings of Foreign Securities, by Country and Security Type .
7
Exhibit 3: U.S. Holdings of Foreign Securities, Top 5 Countries . . . . . . .
8
Accounting for Year-to-Year Changes in U.S. Holdings of Foreign Long-Term Securities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
8
Exhibit 4: Decomposition of Annual Net Change in U.S. Holdings of Foreign
Long-Term Securities . . . . . . . . . . . . . . . . . . . . . .
9
Annual TIC Survey Data and the TIC Form SLT Data . . . . . . . . . . . . . . .
10
ii
Exhibit 5: U.S. Holdings of Foreign Long-Term Securities as Measured by the
Survey of Portfolio Holdings and the TIC SLT . . . . . . . . . . .
11
U.S. Portfolio Investment Abroad Compared with Foreign Portfolio Investment in
the United States . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
12
Exhibit 6: Net Asset Position in Long-Term Securities of U.S. Residents . . .
12
Details of U.S. Equity Investment by Country . . . . . . . . . . . . . . . . . . . .
13
Exhibit 7: U.S. Holdings of Foreign Equities . . . . . . . . . . . . . . .
13
Exhibit 8: U.S. Holdings of Foreign Common Stock Equities . . . . . . . . .
15
Exhibit 9: Percentage of U.S. Holdings of Foreign Equity in Depositary Receipts
16
U.S. Portfolio Investment in Foreign Debt Securities by Currency . . . . . . . . .
16
Exhibit 10: Share of U.S. Holdings of Foreign Debt by Foreign Currency of
Denomination . . . . . . . . . . . . . . . . . . . . . . . . .
17
Exhibit 11A: U.S. Holdings of Foreign Debt Securities by Currency, Selected
Regions . . . . . . . . . . . . . . . . . . . . . . . . . . . .
18
Exhibit 11B: U.S. Holdings of Emerging Market Debt Securities by Currency. .
18
Exhibit 11C: U.S. Holdings of Foreign Debt Securities by Currency, Selected
Countries . . . . . . . . . . . . . . . . . . . . . . . . . . .
18
U.S. Holdings of Foreign Private and Government Debt . . . . . . . . . . . . . . .
19
Exhibit 12: U.S. Holdings of Foreign Debt Securities by Country and Sector of
Issuer . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
19
Exhibit 13T: U.S. Holdings of Foreign Long-Term Debt Securities by Country,
Sector of Issuer, and Currency . . . . . . . . . . . . . . . . . .
20
U.S. Holdings of Asset-Backed Securities . . . . . . . . . . . . . . . . . . . . . . .
21
Exhibit 13: U.S. Holdings of Foreign Debt Securities by Sector of Issuer. . . .
22
Exhibit 14: U.S. Holdings of Foreign Long-Term Asset-Backed Securities . . .
22
iii
Exhibit 15: U.S. Holdings of Foreign CLOs by Type of Holder and Issuer Country
23
Maturity Structure of U.S. Foreign Debt Holdings . . . . . . . . . . . . . . . . . .
24
Exhibit 16: Maturity Structure of U.S. Holdings of Foreign Long-Term Debt
Securities . . . . . . . . . . . . . . . . . . . . . . . . . . .
24
U.S. Portfolio Investment Abroad by Type of Market and Geographic Region . . .
24
Exhibit 17: U.S. Holdings of Foreign Securities by Type of Economy . . . . .
25
Data by Residence versus Data by Nationality . . . . . . . . . . . . . . . . . . . .
25
Exhibit 18: U.S. Holdings of Foreign Securities by Geographic Region . . . . .
26
U.S. Portfolio Investment by Sector of U.S. Holder
. . . . . . . . . . . . . . . . .
27
Exhibit 19A: U.S. Holdings of Foreign Securities by Sector of U.S. Holder . . .
28
Exhibit 19B: U.S. Holdings of Foreign Debt by Sector of U.S. Holder and Currency
28
Exhibit 19C: U.S. holdings of Foreign Debt by Sector of U.S. Holder and Foreign
Issuer . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
28
Exhibit 20: U.S. Holdings of Foreign Debt Securities by Term, Sector of U.S.
Holder, and Currency . . . . . . . . . . . . . . . . . . . . . .
29
U.S. Ownership of Foreign Securities by Industry of Issuer . . . . . . . . . . . . .
29
Exhibit 21: U.S. Holdings of Foreign Securities by Industry . . . . . . . . .
30
Exhibit 22: Forms of U.S. Portfolio Investment Abroad . . . . . . . . . . .
31
Comparison of Different Types of U.S. Overseas Financial Assets Over Time . . .
31
Chapter 2. Data Collection Methodology
32
Adjustments and Calculation of Total U.S.-Resident Ownership of Foreign Securities 32
iv
Exhibit 23: Adjustments for Calculation of Total U.S.-Resident Ownership of
Foreign Securities . . . . . . . . . . . . . . . . . . . . . . . .
33
Data Analysis and Editing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
33
Avoidance of Data Gaps and Double Counting . . . . . . . . . . . . . . . . . . . .
34
Acknowledgements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
35
Appendix A: Statistical Appendix
A-1
Table A1. U.S. Holdings of Foreign Securities by Country and Security Type. . A-2
Table A2. U.S. Holdings of Foreign Long-Term Securities by Country, Selected
Survey Dates . . . . . . . . . . . . . . . . . . . . . . . . . . A-6
Table A3. U.S. Holdings of Foreign Equity by Country, Selected Survey Dates . A-10
Table A4. U.S. Holdings of Foreign Long-Term Debt Securities by Country,
Selected Survey Dates . . . . . . . . . . . . . . . . . . . . . . A-14
Table A5. U.S. Holdings of Foreign Short-term Debt Securities by Country,
Selected Survey Dates . . . . . . . . . . . . . . . . . . . . . . A-18
Table A6. U.S. Holdings of Foreign Long-Term Debt Securities by Country and
Currency . . . . . . . . . . . . . . . . . . . . . . . . . . . A-20
Table A7. U.S. Holdings of Foreign Short-Term Debt Securities by Country and
Currency . . . . . . . . . . . . . . . . . . . . . . . . . . . A-24
Table A8. U.S. Holdings of Foreign Long-Term Debt Securities by Country and
Security Type. . . . . . . . . . . . . . . . . . . . . . . . . . A-26
Table A9. U.S. Holdings of Foreign Short-Term Debt Securities by Country and
Security Type. . . . . . . . . . . . . . . . . . . . . . . . . . A-30
Table A10. U.S. Holdings of Foreign Debt Securities by Country and Sector of
Issuer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-32
Table A11. U.S. Holdings of Foreign Long-Term Debt Securities by Country
and Sector of Issuer, Denominated in U.S. Dollars and Local Currency . A-36
Table A12. U.S. Holdings of Foreign Equity by Country and Security Type . . A-40
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