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Debt securities available-for-sale (Tables) | 9 Months Ended
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Sep. 30, 2023
Investments [Abstract] |
Debt Securities, Available-For-Sale | At September 30, 2023 Gross Gross Weighted Amortized unrealized unrealized Fair average (In thousands) cost gains losses value yield U.S. Treasury securities Within 1 year $ 7,041,817 $ 421 $ 67,663 $ 6,974,575 3.51 % After 1 to 5 years 4,364,065 - 271,553 4,092,512 1.36 After 5 to 10 years 307,852 - 45,258 262,594 1.63 Total U.S. Treasury securities 11,713,734 421 384,474 11,329,681 2.65 Collateralized mortgage obligations - federal agencies After 1 to 5 years 19,312 - 1,163 18,149 1.53 After 5 to 10 years 22,371 - 1,857 20,514 2.26 After 10 years 112,566 7 13,222 99,351 2.54 Total collateralized mortgage obligations - federal agencies 154,249 7 16,242 138,014 2.37 Mortgage-backed securities Within 1 year 1,302 - 48 1,254 3.56 After 1 to 5 years 79,987 3 4,760 75,230 2.37 After 5 to 10 years 778,578 13 71,731 706,860 2.22 After 10 years 6,264,509 177 1,386,889 4,877,797 1.65 Total mortgage-backed securities 7,124,376 193 1,463,428 5,661,141 1.72 Other Within 1 year 1,022 - - 1,022 3.99 Total other 1,022 - - 1,022 3.99 Total debt securities available-for-sale [1] $ 18,993,381 $ 621 $ 1,864,144 $ 17,129,858 2.30 % [1] Includes $ 12.9 billion pledged to secure government and trust deposits, assets sold under agreements to repurchase, credit facilities and loan servicing agreements that the secured parties are not permitted to sell or repledge the collateral, of which $ 12 .0 billion serve as collateral for public funds. The Corporation had unpledged Available for Sale securities with a fair value of $ 4.2 billion that could be used to increase its borrowing facilities. At December 31, 2022 Gross Gross Weighted Amortized unrealized unrealized Fair average (In thousands) cost gains losses value yield U.S. Treasury securities Within 1 year $ 4,576,127 $ 506 $ 47,156 $ 4,529,477 2.42 % After 1 to 5 years 6,793,739 - 410,858 6,382,881 1.35 After 5 to 10 years 308,854 - 40,264 268,590 1.63 Total U.S. Treasury securities 11,678,720 506 498,278 11,180,948 1.78 Collateralized mortgage obligations - federal agencies After 1 to 5 years 3,914 - 213 3,701 1.77 After 5 to 10 years 47,979 - 3,428 44,551 1.73 After 10 years 127,639 24 10,719 116,944 2.53 Total collateralized mortgage obligations - federal agencies 179,532 24 14,360 165,196 2.30 Mortgage-backed securities After 1 to 5 years 74,328 11 3,428 70,911 2.33 After 5 to 10 years 866,757 43 58,997 807,803 2.16 After 10 years 6,762,150 932 1,184,626 5,578,456 1.61 Total mortgage-backed securities 7,703,235 986 1,247,051 6,457,170 1.68 Other After 1 to 5 years 1,062 - 2 1,060 3.98 Total other 1,062 - 2 1,060 3.98 Total debt securities available-for-sale [1] $ 19,562,549 $ 1,516 $ 1,759,691 $ 17,804,374 1.75 % [1] Includes $ 11.3 billion pledged to secure government and trust deposits, assets sold under agreements to repurchase, credit facilities and loan servicing agreements that the secured parties are not permitted to sell or repledge the collateral, of which $ 10.3 billion serve as collateral for public funds. The Corporation had unpledged Available for Sale securities with a fair value of $ 6.4 billion that could be used to increase its borrowing facilities.
Debt Securities Available For Sale Unrealized Loss Position Fair Value | At September 30, 2023 Less than 12 months 12 months or more Total Gross Gross Gross Fair unrealized Fair unrealized Fair unrealized (In thousands) value losses value losses value losses U.S. Treasury securities $ 350,471 $ 8,546 $ 7,111,545 $ 375,928 $ 7,462,016 $ 384,474 Collateralized mortgage obligations - federal agencies 8,212 214 127,961 16,028 136,173 16,242 Mortgage-backed securities 50,837 1,571 5,595,532 1,461,857 5,646,369 1,463,428 Total debt securities available-for-sale in an unrealized loss position $ 409,520 $ 10,331 $ 12,835,038 $ 1,853,813 $ 13,244,558 $ 1,864,144 At December 31, 2022 Less than 12 months 12 months or more Total Gross Gross Gross Fair unrealized Fair unrealized Fair unrealized (In thousands) value losses value losses value losses U.S. Treasury securities $ 6,027,786 $ 288,582 $ 3,244,572 $ 209,696 $ 9,272,358 $ 498,278 Collateralized mortgage obligations - federal agencies 139,845 10,655 22,661 3,705 162,506 14,360 Mortgage-backed securities 1,740,214 138,071 4,662,195 1,108,980 6,402,409 1,247,051 Other 60 2 - - 60 2 Total debt securities available-for-sale in an unrealized loss position $ 7,907,905 $ 437,310 $ 7,929,428 $ 1,322,381 $ 15,837,333 $ 1,759,691

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